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NAME
CGGSVP - compute unitary matrices U, V and Q such that
U'*A*Q = ( 0 A12 A13 ) K , V'*B*Q = ( 0 0 B13 ) L ( 0 0 A23
) L ( 0 0 0 ) P-L ( 0 0 0 ) M-K-L N-K-L K L N-K-L K L
where the K-by-K matrix A12 and L-by-L matrix B13 are non-
singular upper triangular
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 )
CHARACTER JOBQ, JOBU, JOBV
INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M,
N, P
REAL TOLA, TOLB
INTEGER IWORK( * )
REAL RWORK( * )
COMPLEX A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
TAU( * ), U( LDU, * ), V( LDV, * ), WORK(
* )
PURPOSE
CGGSVP computes unitary matrices U, V and Q such that A23 is
upper trapezoidal. K+L = the effective rank of the (M+P)-
by-N matrix (A',B')'. Z' denotes the conjugate transpose of
Z.
This decomposition is the preprocessing step for computing
the Generalized Singular Value Decomposition (GSVD), see
subroutine CGGSVD.
ARGUMENTS
JOBU (input) CHARACTER*1
= 'U': Unitary matrix U is computed;
= 'N': U is not computed.
JOBV (input) CHARACTER*1
= 'V': Unitary matrix V is computed;
= 'N': V is not computed.
JOBQ (input) CHARACTER*1
= 'Q': Unitary 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) 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) INTEGER
The leading dimension of the array A. LDA >=
max(1,M).
B (input/output) COMPLEX array, dimension (LDB,N)
On entry, the P-by-N matrix B. On exit, B contains
the triangular matrix described in the Purpose sec-
tion.
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 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 decom-
position.
K (output) INTEGER
L (output) INTEGER On exit, K and L specify
the dimension of the subblocks described in Purpose
section. K + L = effective numerical rank of
(A',B')'.
U (output) COMPLEX array, dimension (LDU,M)
If JOBU = 'U', U contains the unitary matrix U. If
JOBU = 'N', U is not referenced.
LDU (input) INTEGER
The leading dimension of the array U. LDU >=
max(1,M).
V (output) COMPLEX array, dimension (LDV,M)
If JOBV = 'V', V contains the unitary matrix V. If
JOBV = 'N', V is not referenced.
LDV (input) INTEGER
The leading dimension of the array V. LDV >=
max(1,P).
Q (output) COMPLEX array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the unitary matrix Q. If
JOBQ = 'N', Q is not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ >=
max(1,N).
IWORK (workspace) INTEGER array, dimension (N)
RWORK (workspace) REAL array, dimension (2*N)
TAU (workspace) COMPLEX array, dimension (N)
WORK (workspace) COMPLEX array, dimension (MAX(3*N,M,P))
INFO (output) 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 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.