NAME sggsvp - compute orthogonal matrices U, V and Q such that N-K-L K L U'*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0 SYNOPSIS SUBROUTINE SGGSVP( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, TAU, WORK, INFO ) CHARACTER JOBQ, JOBU, JOBV INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N, P REAL TOLA, TOLB INTEGER IWORK( * ) REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ), TAU( * ), U( LDU, * ), V( LDV, * ), WORK( * ) #include <sunperf.h> void sggsvp(char jobu, char jobv, char jobq, int m, int p, int n, float *sa, int lda, float *sb, int ldb, float tola, float tolb, int *k, int *l, float *su, int ldu, float *v, int ldv, float *q, int ldq, float *tau, int *info) ; PURPOSE SGGSVP computes orthogonal matrices U, V and Q such that 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'*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 non- singular 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',B')'. Z' denotes the transpose of Z. This decomposition is the preprocessing step for computing the Generalized Singular Value Decomposition (GSVD), see subroutine SGGSVD. ARGUMENTS JOBU (input) CHARACTER*1 = 'U': Orthogonal matrix U is computed; = 'N': U is not computed. JOBV (input) CHARACTER*1 = 'V': Orthogonal matrix V is computed; = 'N': V is not computed. JOBQ (input) CHARACTER*1 = 'Q': Orthogonal matrix Q is computed; = 'N': Q is not computed. M (input) INTEGER The number of rows of the matrix A. M >= 0. P (input) INTEGER The number of rows of the matrix B. P >= 0. N (input) INTEGER The number of columns of the matrices A and B. N >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A con- tains the triangular (or trapezoidal) matrix described in the Purpose section. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) REAL array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, B con- tains the triangular matrix described in the Pur- pose section. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,P). TOLA (input) REAL TOLB (input) REAL TOLA and TOLB are the thres- holds 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) INTEGER L (output) INTEGER On exit, K and L specify the dimension of the subblocks described in Pur- pose. K + L = effective numerical rank of (A',B')'. U (output) REAL array, dimension (LDU,M) If JOBU = 'U', U contains the orthogonal matrix U. If JOBU = 'N', U is not referenced. LDU (input) INTEGER The leading dimension of the array U. LDU >= max(1,M) if JOBU = 'U'; LDU >= 1 otherwise. V (output) REAL array, dimension (LDV,M) If JOBV = 'V', V contains the orthogonal matrix V. If JOBV = 'N', V is not referenced. LDV (input) INTEGER The leading dimension of the array V. LDV >= max(1,P) if JOBV = 'V'; LDV >= 1 otherwise. Q (output) REAL array, dimension (LDQ,N) If JOBQ = 'Q', Q contains the orthogonal matrix Q. If JOBQ = 'N', Q is not referenced. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= max(1,N) if JOBQ = 'Q'; LDQ >= 1 otherwise. IWORK (workspace) INTEGER array, dimension (N) TAU (workspace) REAL array, dimension (N) WORK (workspace) REAL array, dimension (max(3*N,M,P)) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an ille- gal value. FURTHER DETAILS The subroutine uses LAPACK subroutine SGEQPF for the QR fac- torization with column pivoting to detect the effective numerical rank of the a matrix. It may be replaced by a better rank determination strategy.
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