version 1.5, 2016/08/27 15:34:33
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version 1.6, 2017/06/17 10:53:58
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* |
* |
* =========== DOCUMENTATION =========== |
* =========== DOCUMENTATION =========== |
* |
* |
* Online html documentation available at |
* Online html documentation available at |
* http://www.netlib.org/lapack/explore-html/ |
* http://www.netlib.org/lapack/explore-html/ |
* |
* |
*> \htmlonly |
*> \htmlonly |
*> Download DORCSD2BY1 + dependencies |
*> Download DORCSD2BY1 + dependencies |
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* SUBROUTINE DORCSD2BY1( JOBU1, JOBU2, JOBV1T, M, P, Q, X11, LDX11, |
* SUBROUTINE DORCSD2BY1( JOBU1, JOBU2, JOBV1T, M, P, Q, X11, LDX11, |
* X21, LDX21, THETA, U1, LDU1, U2, LDU2, V1T, |
* X21, LDX21, THETA, U1, LDU1, U2, LDU2, V1T, |
* LDV1T, WORK, LWORK, IWORK, INFO ) |
* LDV1T, WORK, LWORK, IWORK, INFO ) |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
* CHARACTER JOBU1, JOBU2, JOBV1T |
* CHARACTER JOBU1, JOBU2, JOBV1T |
* INTEGER INFO, LDU1, LDU2, LDV1T, LWORK, LDX11, LDX21, |
* INTEGER INFO, LDU1, LDU2, LDV1T, LWORK, LDX11, LDX21, |
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* $ X11(LDX11,*), X21(LDX21,*) |
* $ X11(LDX11,*), X21(LDX21,*) |
* INTEGER IWORK(*) |
* INTEGER IWORK(*) |
* .. |
* .. |
* |
* |
* |
* |
*> \par Purpose: |
*> \par Purpose: |
*> ============= |
*> ============= |
*> |
*> |
*>\verbatim |
*>\verbatim |
*> Purpose: |
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*> ======== |
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*> |
*> |
*> DORCSD2BY1 computes the CS decomposition of an M-by-Q matrix X with |
*> DORCSD2BY1 computes the CS decomposition of an M-by-Q matrix X with |
*> orthonormal columns that has been partitioned into a 2-by-1 block |
*> orthonormal columns that has been partitioned into a 2-by-1 block |
*> structure: |
*> structure: |
*> |
*> |
*> [ I 0 0 ] |
*> [ I1 0 0 ] |
*> [ 0 C 0 ] |
*> [ 0 C 0 ] |
*> [ X11 ] [ U1 | ] [ 0 0 0 ] |
*> [ X11 ] [ U1 | ] [ 0 0 0 ] |
*> X = [-----] = [---------] [----------] V1**T . |
*> X = [-----] = [---------] [----------] V1**T . |
*> [ X21 ] [ | U2 ] [ 0 0 0 ] |
*> [ X21 ] [ | U2 ] [ 0 0 0 ] |
*> [ 0 S 0 ] |
*> [ 0 S 0 ] |
*> [ 0 0 I ] |
*> [ 0 0 I2] |
*> |
*> |
*> X11 is P-by-Q. The orthogonal matrices U1, U2, and V1 are P-by-P, |
*> X11 is P-by-Q. The orthogonal matrices U1, U2, and V1 are P-by-P, |
*> (M-P)-by-(M-P), and Q-by-Q, respectively. C and S are R-by-R |
*> (M-P)-by-(M-P), and Q-by-Q, respectively. C and S are R-by-R |
*> nonnegative diagonal matrices satisfying C^2 + S^2 = I, in which |
*> nonnegative diagonal matrices satisfying C^2 + S^2 = I, in which |
*> R = MIN(P,M-P,Q,M-Q). |
*> R = MIN(P,M-P,Q,M-Q). I1 is a K1-by-K1 identity matrix and I2 is a |
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*> K2-by-K2 identity matrix, where K1 = MAX(Q+P-M,0), K2 = MAX(Q-P,0). |
*> \endverbatim |
*> \endverbatim |
* |
* |
* Arguments: |
* Arguments: |
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* Authors: |
* Authors: |
* ======== |
* ======== |
* |
* |
*> \author Univ. of Tennessee |
*> \author Univ. of Tennessee |
*> \author Univ. of California Berkeley |
*> \author Univ. of California Berkeley |
*> \author Univ. of Colorado Denver |
*> \author Univ. of Colorado Denver |
*> \author NAG Ltd. |
*> \author NAG Ltd. |
* |
* |
*> \date July 2012 |
*> \date July 2012 |
* |
* |
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$ X11(LDX11,*), X21(LDX21,*) |
$ X11(LDX11,*), X21(LDX21,*) |
INTEGER IWORK(*) |
INTEGER IWORK(*) |
* .. |
* .. |
* |
* |
* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |
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CALL DORGLQ( Q-1, Q-1, Q-1, V1T(2,2), LDV1T, WORK(ITAUQ1), |
CALL DORGLQ( Q-1, Q-1, Q-1, V1T(2,2), LDV1T, WORK(ITAUQ1), |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
END IF |
END IF |
* |
* |
* Simultaneously diagonalize X11 and X21. |
* Simultaneously diagonalize X11 and X21. |
* |
* |
CALL DBBCSD( JOBU1, JOBU2, JOBV1T, 'N', 'N', M, P, Q, THETA, |
CALL DBBCSD( JOBU1, JOBU2, JOBV1T, 'N', 'N', M, P, Q, THETA, |
$ WORK(IPHI), U1, LDU1, U2, LDU2, V1T, LDV1T, |
$ WORK(IPHI), U1, LDU1, U2, LDU2, V1T, LDV1T, |
$ DUM2, 1, WORK(IB11D), WORK(IB11E), |
$ DUM2, 1, WORK(IB11D), WORK(IB11E), |
$ WORK(IB12D), WORK(IB12E), WORK(IB21D), |
$ WORK(IB12D), WORK(IB12E), WORK(IB21D), |
$ WORK(IB21E), WORK(IB22D), WORK(IB22E), |
$ WORK(IB21E), WORK(IB22D), WORK(IB22E), |
$ WORK(IBBCSD), LBBCSD, CHILDINFO ) |
$ WORK(IBBCSD), LBBCSD, CHILDINFO ) |
* |
* |
* Permute rows and columns to place zero submatrices in |
* Permute rows and columns to place zero submatrices in |
* preferred positions |
* preferred positions |
* |
* |
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CALL DORGLQ( Q, Q, R, V1T, LDV1T, WORK(ITAUQ1), |
CALL DORGLQ( Q, Q, R, V1T, LDV1T, WORK(ITAUQ1), |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
END IF |
END IF |
* |
* |
* Simultaneously diagonalize X11 and X21. |
* Simultaneously diagonalize X11 and X21. |
* |
* |
CALL DBBCSD( JOBV1T, 'N', JOBU1, JOBU2, 'T', M, Q, P, THETA, |
CALL DBBCSD( JOBV1T, 'N', JOBU1, JOBU2, 'T', M, Q, P, THETA, |
$ WORK(IPHI), V1T, LDV1T, DUM2, 1, U1, LDU1, U2, |
$ WORK(IPHI), V1T, LDV1T, DUM2, 1, U1, LDU1, U2, |
$ LDU2, WORK(IB11D), WORK(IB11E), WORK(IB12D), |
$ LDU2, WORK(IB11D), WORK(IB11E), WORK(IB12D), |
$ WORK(IB12E), WORK(IB21D), WORK(IB21E), |
$ WORK(IB12E), WORK(IB21D), WORK(IB21E), |
$ WORK(IB22D), WORK(IB22E), WORK(IBBCSD), LBBCSD, |
$ WORK(IB22D), WORK(IB22E), WORK(IBBCSD), LBBCSD, |
$ CHILDINFO ) |
$ CHILDINFO ) |
* |
* |
* Permute rows and columns to place identity submatrices in |
* Permute rows and columns to place identity submatrices in |
* preferred positions |
* preferred positions |
* |
* |
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CALL DORGLQ( Q, Q, R, V1T, LDV1T, WORK(ITAUQ1), |
CALL DORGLQ( Q, Q, R, V1T, LDV1T, WORK(ITAUQ1), |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
END IF |
END IF |
* |
* |
* Simultaneously diagonalize X11 and X21. |
* Simultaneously diagonalize X11 and X21. |
* |
* |
CALL DBBCSD( 'N', JOBV1T, JOBU2, JOBU1, 'T', M, M-Q, M-P, |
CALL DBBCSD( 'N', JOBV1T, JOBU2, JOBU1, 'T', M, M-Q, M-P, |
$ THETA, WORK(IPHI), DUM2, 1, V1T, LDV1T, U2, |
$ THETA, WORK(IPHI), DUM2, 1, V1T, LDV1T, U2, |
$ LDU2, U1, LDU1, WORK(IB11D), WORK(IB11E), |
$ LDU2, U1, LDU1, WORK(IB11D), WORK(IB11E), |
$ WORK(IB12D), WORK(IB12E), WORK(IB21D), |
$ WORK(IB12D), WORK(IB12E), WORK(IB21D), |
$ WORK(IB21E), WORK(IB22D), WORK(IB22E), |
$ WORK(IB21E), WORK(IB22D), WORK(IB22E), |
$ WORK(IBBCSD), LBBCSD, CHILDINFO ) |
$ WORK(IBBCSD), LBBCSD, CHILDINFO ) |
* |
* |
* Permute rows and columns to place identity submatrices in |
* Permute rows and columns to place identity submatrices in |
* preferred positions |
* preferred positions |
* |
* |
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CALL DORGLQ( Q, Q, Q, V1T, LDV1T, WORK(ITAUQ1), |
CALL DORGLQ( Q, Q, Q, V1T, LDV1T, WORK(ITAUQ1), |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
$ WORK(IORGLQ), LORGLQ, CHILDINFO ) |
END IF |
END IF |
* |
* |
* Simultaneously diagonalize X11 and X21. |
* Simultaneously diagonalize X11 and X21. |
* |
* |
CALL DBBCSD( JOBU2, JOBU1, 'N', JOBV1T, 'N', M, M-P, M-Q, |
CALL DBBCSD( JOBU2, JOBU1, 'N', JOBV1T, 'N', M, M-P, M-Q, |
$ THETA, WORK(IPHI), U2, LDU2, U1, LDU1, DUM2, |
$ THETA, WORK(IPHI), U2, LDU2, U1, LDU1, DUM2, |
$ 1, V1T, LDV1T, WORK(IB11D), WORK(IB11E), |
$ 1, V1T, LDV1T, WORK(IB11D), WORK(IB11E), |
$ WORK(IB12D), WORK(IB12E), WORK(IB21D), |
$ WORK(IB12D), WORK(IB12E), WORK(IB21D), |
$ WORK(IB21E), WORK(IB22D), WORK(IB22E), |
$ WORK(IB21E), WORK(IB22D), WORK(IB22E), |
$ WORK(IBBCSD), LBBCSD, CHILDINFO ) |
$ WORK(IBBCSD), LBBCSD, CHILDINFO ) |
* |
* |
* Permute rows and columns to place identity submatrices in |
* Permute rows and columns to place identity submatrices in |
* preferred positions |
* preferred positions |
* |
* |