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)