SRC/dggsvp3.f(3) Library Functions Manual SRC/dggsvp3.f(3) NAME SRC/dggsvp3.f SYNOPSIS Functions/Subroutines subroutine dggsvp3 (jobu, jobv, jobq, m, p, n, a, lda, b, ldb, tola, tolb, k, l, u, ldu, v, ldv, q, ldq, iwork, tau, work, lwork, info) DGGSVP3 Function/Subroutine Documentation subroutine dggsvp3 (character jobu, character jobv, character jobq, integer m, integer p, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision tola, double precision tolb, integer k, integer l, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldv, * ) v, integer ldv, double precision, dimension( ldq, * ) q, integer ldq, integer, dimension( * ) iwork, double precision, dimension( * ) tau, double precision, dimension( * ) work, integer lwork, integer info) DGGSVP3 Purpose: !> !> DGGSVP3 computes orthogonal matrices U, V and Q such that !> !> N-K-L K L !> U**T*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0; !> 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**T*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**T,B**T)**T. !> !> This decomposition is the preprocessing step for computing the !> Generalized Singular Value Decomposition (GSVD), see subroutine !> DGGSVD3. !> Parameters JOBU !> JOBU is CHARACTER*1 !> = 'U': Orthogonal matrix U is computed; !> = 'N': U is not computed. !> JOBV !> JOBV is CHARACTER*1 !> = 'V': Orthogonal matrix V is computed; !> = 'N': V is not computed. !> JOBQ !> JOBQ is CHARACTER*1 !> = 'Q': Orthogonal matrix Q is computed; !> = 'N': Q is not computed. !> M !> M is INTEGER !> The number of rows of the matrix A. M >= 0. !> P !> P is INTEGER !> The number of rows of the matrix B. P >= 0. !> N !> N is INTEGER !> The number of columns of the matrices A and B. N >= 0. !> A !> A is DOUBLE PRECISION array, dimension (LDA,N) !> On entry, the M-by-N matrix A. !> On exit, A contains the triangular (or trapezoidal) matrix !> described in the Purpose section. !> LDA !> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !> B !> B is DOUBLE PRECISION array, dimension (LDB,N) !> On entry, the P-by-N matrix B. !> On exit, B contains the triangular matrix described in !> the Purpose section. !> LDB !> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,P). !> TOLA !> TOLA is DOUBLE PRECISION !> TOLB !> TOLB is DOUBLE PRECISION !> !> 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. !> K !> K is INTEGER !> L !> L is INTEGER !> !> On exit, K and L specify the dimension of the subblocks !> described in Purpose section. !> K + L = effective numerical rank of (A**T,B**T)**T. !> U !> U is DOUBLE PRECISION array, dimension (LDU,M) !> If JOBU = 'U', U contains the orthogonal matrix U. !> If JOBU = 'N', U is not referenced. !> LDU !> LDU is INTEGER !> The leading dimension of the array U. LDU >= max(1,M) if !> JOBU = 'U'; LDU >= 1 otherwise. !> V !> V is DOUBLE PRECISION array, dimension (LDV,P) !> If JOBV = 'V', V contains the orthogonal matrix V. !> If JOBV = 'N', V is not referenced. !> LDV !> LDV is INTEGER !> The leading dimension of the array V. LDV >= max(1,P) if !> JOBV = 'V'; LDV >= 1 otherwise. !> Q !> Q is DOUBLE PRECISION array, dimension (LDQ,N) !> If JOBQ = 'Q', Q contains the orthogonal matrix Q. !> If JOBQ = 'N', Q is not referenced. !> LDQ !> LDQ is INTEGER !> The leading dimension of the array Q. LDQ >= max(1,N) if !> JOBQ = 'Q'; LDQ >= 1 otherwise. !> IWORK !> IWORK is INTEGER array, dimension (N) !> TAU !> TAU is DOUBLE PRECISION array, dimension (N) !> WORK !> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !> LWORK !> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= 1. !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA. !> INFO !> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value. !> Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: !> !> The subroutine uses LAPACK subroutine DGEQP3 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. !> !> DGGSVP3 replaces the deprecated subroutine DGGSVP. !> !> Definition at line 269 of file dggsvp3.f. Author Generated automatically by Doxygen for LAPACK from the source code. LAPACK Version 3.12.0 SRC/dggsvp3.f(3)