zggsvp - compute unitary matrices
SUBROUTINE ZGGSVP(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER*1 JOBU, JOBV, JOBQ DOUBLE COMPLEX A(LDA,*), B(LDB,*), U(LDU,*), V(LDV,*), Q(LDQ,*), TAU(*), WORK(*) INTEGER M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER IWORK(*) DOUBLE PRECISION TOLA, TOLB DOUBLE PRECISION RWORK(*) SUBROUTINE ZGGSVP_64(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER*1 JOBU, JOBV, JOBQ DOUBLE COMPLEX A(LDA,*), B(LDB,*), U(LDU,*), V(LDV,*), Q(LDQ,*), TAU(*), WORK(*) INTEGER*8 M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER*8 IWORK(*) DOUBLE PRECISION TOLA, TOLB DOUBLE PRECISION RWORK(*) F95 INTERFACE SUBROUTINE GGSVP(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER(LEN=1) :: JOBU, JOBV, JOBQ COMPLEX(8), DIMENSION(:) :: TAU, WORK COMPLEX(8), DIMENSION(:,:) :: A, B, U, V, Q INTEGER :: M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER, DIMENSION(:) :: IWORK REAL(8) :: TOLA, TOLB REAL(8), DIMENSION(:) :: RWORK SUBROUTINE GGSVP_64(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER(LEN=1) :: JOBU, JOBV, JOBQ COMPLEX(8), DIMENSION(:) :: TAU, WORK COMPLEX(8), DIMENSION(:,:) :: A, B, U, V, Q INTEGER(8) :: M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER(8), DIMENSION(:) :: IWORK REAL(8) :: TOLA, TOLB REAL(8), DIMENSION(:) :: RWORK C INTERFACE #include <sunperf.h> void zggsvp(char jobu, char jobv, char jobq, int m, int p, int n, dou- blecomplex *a, int lda, doublecomplex *b, int ldb, double tola, double tolb, int *k, int *l, doublecomplex *u, int ldu, doublecomplex *v, int ldv, doublecomplex *q, int ldq, int *info); void zggsvp_64(char jobu, char jobv, char jobq, long m, long p, long n, doublecomplex *a, long lda, doublecomplex *b, long ldb, dou- ble tola, double tolb, long *k, long *l, doublecomplex *u, long ldu, doublecomplex *v, long ldv, doublecomplex *q, long ldq, long *info);
Oracle Solaris Studio Performance Library zggsvp(3P) NAME zggsvp - compute unitary matrices SYNOPSIS SUBROUTINE ZGGSVP(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER*1 JOBU, JOBV, JOBQ DOUBLE COMPLEX A(LDA,*), B(LDB,*), U(LDU,*), V(LDV,*), Q(LDQ,*), TAU(*), WORK(*) INTEGER M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER IWORK(*) DOUBLE PRECISION TOLA, TOLB DOUBLE PRECISION RWORK(*) SUBROUTINE ZGGSVP_64(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER*1 JOBU, JOBV, JOBQ DOUBLE COMPLEX A(LDA,*), B(LDB,*), U(LDU,*), V(LDV,*), Q(LDQ,*), TAU(*), WORK(*) INTEGER*8 M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER*8 IWORK(*) DOUBLE PRECISION TOLA, TOLB DOUBLE PRECISION RWORK(*) F95 INTERFACE SUBROUTINE GGSVP(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER(LEN=1) :: JOBU, JOBV, JOBQ COMPLEX(8), DIMENSION(:) :: TAU, WORK COMPLEX(8), DIMENSION(:,:) :: A, B, U, V, Q INTEGER :: M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER, DIMENSION(:) :: IWORK REAL(8) :: TOLA, TOLB REAL(8), DIMENSION(:) :: RWORK SUBROUTINE GGSVP_64(JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO) CHARACTER(LEN=1) :: JOBU, JOBV, JOBQ COMPLEX(8), DIMENSION(:) :: TAU, WORK COMPLEX(8), DIMENSION(:,:) :: A, B, U, V, Q INTEGER(8) :: M, P, N, LDA, LDB, K, L, LDU, LDV, LDQ, INFO INTEGER(8), DIMENSION(:) :: IWORK REAL(8) :: TOLA, TOLB REAL(8), DIMENSION(:) :: RWORK C INTERFACE #include <sunperf.h> void zggsvp(char jobu, char jobv, char jobq, int m, int p, int n, dou- blecomplex *a, int lda, doublecomplex *b, int ldb, double tola, double tolb, int *k, int *l, doublecomplex *u, int ldu, doublecomplex *v, int ldv, doublecomplex *q, int ldq, int *info); void zggsvp_64(char jobu, char jobv, char jobq, long m, long p, long n, doublecomplex *a, long lda, doublecomplex *b, long ldb, dou- ble tola, double tolb, long *k, long *l, doublecomplex *u, long ldu, doublecomplex *v, long ldv, doublecomplex *q, long ldq, long *info); PURPOSE zggsvp computes unitary matrices U, V and Q such that L ( 0 0 A23 ) M-K-L ( 0 0 0 ) N-K-L K L = K ( 0 A12 A13 ) if M-K-L < 0; M-K ( 0 0 A23 ) N-K-L K L V'*B*Q = L ( 0 0 B13 ) P-L ( 0 0 0 ) where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0, otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective numerical rank of the (M+P)-by-N matrix (A',B')'. Z' denotes the conjugate transpose of Z. This decomposition is the preprocessing step for computing the General- ized Singular Value Decomposition (GSVD), see subroutine ZGGSVD. ARGUMENTS JOBU (input) = 'U': Unitary matrix U is computed; = 'N': U is not computed. JOBV (input) = 'V': Unitary matrix V is computed; = 'N': V is not computed. JOBQ (input) = 'Q': Unitary matrix Q is computed; = 'N': Q is not computed. M (input) The number of rows of the matrix A. M >= 0. P (input) The number of rows of the matrix B. P >= 0. N (input) The number of columns of the matrices A and B. N >= 0. A (input/output) On entry, the M-by-N matrix A. On exit, A contains the triangular (or trapezoidal) matrix described in the Purpose section. LDA (input) The leading dimension of the array A. LDA >= max(1,M). B (input/output) On entry, the P-by-N matrix B. On exit, B contains the tri- angular matrix described in the Purpose section. LDB (input) The leading dimension of the array B. LDB >= max(1,P). TOLA (input) TOLA and TOLB are the thresholds to determine the effective numerical rank of matrix B and a subblock of A. Generally, they are set to TOLA = MAX(M,N)*norm(A)*MACHEPS, TOLB = MAX(P,N)*norm(B)*MACHEPS. The size of TOLA and TOLB may affect the size of backward errors of the decomposition. TOLB (input) See description of TOLA. K (output) On exit, K and L specify the dimension of the subblocks described in Purpose section. K + L = effective numerical rank of (A',B')'. L (output) See the description of K. U (output) If JOBU = 'U', U contains the unitary matrix U. If JOBU = 'N', U is not referenced. LDU (input) The leading dimension of the array U. LDU >= max(1,M) if JOBU = 'U'; LDU >= 1 otherwise. V (output) If JOBV = 'V', V contains the unitary matrix V. If JOBV = 'N', V is not referenced. LDV (input) The leading dimension of the array V. LDV >= max(1,P) if JOBV = 'V'; LDV >= 1 otherwise. Q (output) If JOBQ = 'Q', Q contains the unitary matrix Q. If JOBQ = 'N', Q is not referenced. LDQ (input) The leading dimension of the array Q. LDQ >= max(1,N) if JOBQ = 'Q'; LDQ >= 1 otherwise. IWORK (workspace) dimension(N) RWORK (workspace) dimension(2*N) TAU (workspace) dimension(N) WORK (workspace) dimension(MAX(3*N,M,P)) INFO (output) = 0: successful exit; < 0: if INFO = -i, the i-th argument had an illegal value. FURTHER DETAILS The subroutine uses LAPACK subroutine ZGEQPF for the QR factorization with column pivoting to detect the effective numerical rank of the a matrix. It may be replaced by a better rank determination strategy. 7 Nov 2015 zggsvp(3P)