CGGSVP(3) LAPACK routine of NEC Numeric Library Collection CGGSVP(3) NAME CGGSVP SYNOPSIS SUBROUTINE CGGSVP (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) PURPOSE CGGSVP computes unitary matrices U, V and Q such that N-K-L K L U**H*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**H*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**H,B**H)**H. This decomposition is the preprocessing step for computing the Generalized Singular Value Decomposition (GSVD), see subroutine CGGSVD. ARGUMENTS JOBU (input) JOBU is CHARACTER*1 = 'U': Unitary matrix U is computed; = 'N': U is not computed. JOBV (input) JOBV is CHARACTER*1 = 'V': Unitary matrix V is computed; = 'N': V is not computed. JOBQ (input) JOBQ is CHARACTER*1 = 'Q': Unitary matrix Q is computed; = 'N': Q is not computed. M (input) M is INTEGER The number of rows of the matrix A. M >= 0. P (input) P is INTEGER The number of rows of the matrix B. P >= 0. N (input) N is INTEGER The number of columns of the matrices A and B. N >= 0. A (input/output) A is COMPLEX 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 (input) LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) B is COMPLEX 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 (input) LDB is INTEGER The leading dimension of the array B. LDB >= max(1,P). TOLA (input) TOLA is REAL TOLB (input) TOLB is REAL 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 (output) K is INTEGER L (output) 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**H,B**H)**H. U (output) U is COMPLEX array, dimension (LDU,M) If JOBU = 'U', U contains the unitary matrix U. If JOBU = 'N', U is not referenced. LDU (input) LDU is INTEGER The leading dimension of the array U. LDU >= max(1,M) if JOBU = 'U'; LDU >= 1 otherwise. V (output) V is COMPLEX array, dimension (LDV,P) If JOBV = 'V', V contains the unitary matrix V. If JOBV = 'N', V is not referenced. LDV (input) LDV is INTEGER The leading dimension of the array V. LDV >= max(1,P) if JOBV = 'V'; LDV >= 1 otherwise. Q (output) Q is COMPLEX array, dimension (LDQ,N) If JOBQ = 'Q', Q contains the unitary matrix Q. If JOBQ = 'N', Q is not referenced. LDQ (input) LDQ is INTEGER The leading dimension of the array Q. LDQ >= max(1,N) if JOBQ = 'Q'; LDQ >= 1 otherwise. IWORK (output) IWORK is INTEGER array, dimension (N) RWORK (output) RWORK is REAL array, dimension (2*N) TAU (output) TAU is COMPLEX array, dimension (N) WORK (output) WORK is COMPLEX array, dimension (max(3*N,M,P)) INFO (output) INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. FURTHER DETAILS The subroutine uses LAPACK subroutine CGEQPF 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. LAPACK routine 31 October 2017 CGGSVP(3)