dorbdb.f(3)

NAME
dorbdb.f -

SYNOPSIS

  Functions/Subroutines
subroutine DORBDB (TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12, X21, LDX21, X22, LDX22, THETA, PHI, TAUP1, TAUP2, TAUQ1, TAUQ2, WORK, LWORK, INFO)
DORBDB

Function/Subroutine Documentation

  subroutine DORBDB (CHARACTERTRANS, CHARACTERSIGNS, INTEGERM, INTEGERP, INTEGERQ, DOUBLE PRECISION, dimension( ldx11, * )X11, INTEGERLDX11, DOUBLE PRECISION, dimension( ldx12, * )X12, INTEGERLDX12, DOUBLE PRECISION, dimension( ldx21, * )X21, INTEGERLDX21, DOUBLE PRECISION, dimension( ldx22, * )X22, INTEGERLDX22, DOUBLE PRECISION, dimension( * )THETA, DOUBLE PRECISION, dimension( * )PHI, DOUBLE PRECISION, dimension( * )TAUP1, DOUBLE PRECISION, dimension( * )TAUP2, DOUBLE PRECISION, dimension( * )TAUQ1, DOUBLE PRECISION, dimension( * )TAUQ2, DOUBLE PRECISION, dimension( * )WORK, INTEGERLWORK, INTEGERINFO)

DORBDB

Purpose:

     DORBDB simultaneously bidiagonalizes the blocks of an M-by-M
     partitioned orthogonal matrix X:
                                     [ B11 | B12 0  0 ]
         [ X11 | X12 ]   [ P1 |    ] [  0  |  0 -I  0 ] [ Q1 |    ]**T
     X = [-----------] = [---------] [----------------] [---------]   .
         [ X21 | X22 ]   [    | P2 ] [ B21 | B22 0  0 ] [    | Q2 ]
                                     [  0  |  0  0  I ]
     X11 is P-by-Q. Q must be no larger than P, M-P, or M-Q. (If this is
     not the case, then X must be transposed and/or permuted. This can be
     done in constant time using the TRANS and SIGNS options. See DORCSD
     for details.)
     The orthogonal matrices P1, P2, Q1, and Q2 are P-by-P, (M-P)-by-
     (M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. They are
     represented implicitly by Householder vectors.
     B11, B12, B21, and B22 are Q-by-Q bidiagonal matrices represented
     implicitly by angles THETA, PHI.

Parameters:
    TRANS

              TRANS is CHARACTER
              = 'T':      X, U1, U2, V1T, and V2T are stored in row-major
                          order;
              otherwise:  X, U1, U2, V1T, and V2T are stored in column-
                          major order.

    SIGNS

              SIGNS is CHARACTER
              = 'O':      The lower-left block is made nonpositive (the
                          "other" convention);
              otherwise:  The upper-right block is made nonpositive (the
                          "default" convention).

    M

              M is INTEGER
              The number of rows and columns in X.

    P

              P is INTEGER
              The number of rows in X11 and X12. 0 <= P <= M.

    Q

              Q is INTEGER
              The number of columns in X11 and X21. 0 <= Q <=
              MIN(P,M-P,M-Q).

    X11

              X11 is DOUBLE PRECISION array, dimension (LDX11,Q)
              On entry, the top-left block of the orthogonal matrix to be
              reduced. On exit, the form depends on TRANS:
              If TRANS = 'N', then
                 the columns of tril(X11) specify reflectors for P1,
                 the rows of triu(X11,1) specify reflectors for Q1;
              else TRANS = 'T', and
                 the rows of triu(X11) specify reflectors for P1,
                 the columns of tril(X11,-1) specify reflectors for Q1.

    LDX11

              LDX11 is INTEGER
              The leading dimension of X11. If TRANS = 'N', then LDX11 >=
              P; else LDX11 >= Q.

    X12

              X12 is DOUBLE PRECISION array, dimension (LDX12,M-Q)
              On entry, the top-right block of the orthogonal matrix to
              be reduced. On exit, the form depends on TRANS:
              If TRANS = 'N', then
                 the rows of triu(X12) specify the first P reflectors for
                 Q2;
              else TRANS = 'T', and
                 the columns of tril(X12) specify the first P reflectors
                 for Q2.

    LDX12

              LDX12 is INTEGER
              The leading dimension of X12. If TRANS = 'N', then LDX12 >=
              P; else LDX11 >= M-Q.

    X21

              X21 is DOUBLE PRECISION array, dimension (LDX21,Q)
              On entry, the bottom-left block of the orthogonal matrix to
              be reduced. On exit, the form depends on TRANS:
              If TRANS = 'N', then
                 the columns of tril(X21) specify reflectors for P2;
              else TRANS = 'T', and
                 the rows of triu(X21) specify reflectors for P2.

    LDX21

              LDX21 is INTEGER
              The leading dimension of X21. If TRANS = 'N', then LDX21 >=
              M-P; else LDX21 >= Q.

    X22

              X22 is DOUBLE PRECISION array, dimension (LDX22,M-Q)
              On entry, the bottom-right block of the orthogonal matrix to
              be reduced. On exit, the form depends on TRANS:
              If TRANS = 'N', then
                 the rows of triu(X22(Q+1:M-P,P+1:M-Q)) specify the last
                 M-P-Q reflectors for Q2,
              else TRANS = 'T', and
                 the columns of tril(X22(P+1:M-Q,Q+1:M-P)) specify the last
                 M-P-Q reflectors for P2.

    LDX22

              LDX22 is INTEGER
              The leading dimension of X22. If TRANS = 'N', then LDX22 >=
              M-P; else LDX22 >= M-Q.

    THETA

              THETA is DOUBLE PRECISION array, dimension (Q)
              The entries of the bidiagonal blocks B11, B12, B21, B22 can
              be computed from the angles THETA and PHI. See Further
              Details.

    PHI

              PHI is DOUBLE PRECISION array, dimension (Q-1)
              The entries of the bidiagonal blocks B11, B12, B21, B22 can
              be computed from the angles THETA and PHI. See Further
              Details.

    TAUP1

              TAUP1 is DOUBLE PRECISION array, dimension (P)
              The scalar factors of the elementary reflectors that define
              P1.

    TAUP2

              TAUP2 is DOUBLE PRECISION array, dimension (M-P)
              The scalar factors of the elementary reflectors that define
              P2.

    TAUQ1

              TAUQ1 is DOUBLE PRECISION array, dimension (Q)
              The scalar factors of the elementary reflectors that define
              Q1.

    TAUQ2

              TAUQ2 is DOUBLE PRECISION array, dimension (M-Q)
              The scalar factors of the elementary reflectors that define
              Q2.

    WORK

              WORK is DOUBLE PRECISION array, dimension (LWORK)

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK. LWORK >= M-Q.
              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'.

Date:
    November 2011

Further Details:

      The bidiagonal blocks B11, B12, B21, and B22 are represented
      implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ...,
      PHI(Q-1). B11 and B21 are upper bidiagonal, while B21 and B22 are
      lower bidiagonal. Every entry in each bidiagonal band is a product
      of a sine or cosine of a THETA with a sine or cosine of a PHI. See
      [1] or DORCSD for details.
      P1, P2, Q1, and Q2 are represented as products of elementary
      reflectors. See DORCSD for details on generating P1, P2, Q1, and Q2
      using DORGQR and DORGLQ.

References:
    [1] Brian D'. Sutton'. Computing the complete CS decomposition'. Numer'. Algorithms, 50(1):33-65, 2009'.

Definition at line 286 of file dorbdb.f'.

Author

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