tgsja(3)

NAME
tgsja - tgsja: generalized SVD of trapezoidal matrices, step in ggsvd3

SYNOPSIS

  Functions
subroutine ctgsja (jobu, jobv, jobq, m, p, n, k, l, a, lda, b, ldb, tola, tolb, alpha, beta, u, ldu, v, ldv, q, ldq, work, ncycle, info)
CTGSJA
subroutine dtgsja (jobu, jobv, jobq, m, p, n, k, l, a, lda, b, ldb, tola, tolb, alpha, beta, u, ldu, v, ldv, q, ldq, work, ncycle, info)
DTGSJA
subroutine stgsja (jobu, jobv, jobq, m, p, n, k, l, a, lda, b, ldb, tola, tolb, alpha, beta, u, ldu, v, ldv, q, ldq, work, ncycle, info)
STGSJA
subroutine ztgsja (jobu, jobv, jobq, m, p, n, k, l, a, lda, b, ldb, tola, tolb, alpha, beta, u, ldu, v, ldv, q, ldq, work, ncycle, info)
ZTGSJA

Detailed Description

Function Documentation

  subroutine ctgsja (character jobu, character jobv, character jobq, integer m, integer p, integer n, integer k, integer l, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, real tola, real tolb, real, dimension( * ) alpha, real, dimension( * ) beta, complex, dimension( ldu, * ) u, integer ldu, complex, dimension( ldv, * ) v, integer ldv, complex, dimension( ldq, * ) q, integer ldq, complex, dimension( * ) work, integer ncycle, integer info)

CTGSJA

Purpose:

     CTGSJA computes the generalized singular value decomposition (GSVD)
     of two complex upper triangular (or trapezoidal) matrices A and B.
     On entry, it is assumed that matrices A and B have the following
     forms, which may be obtained by the preprocessing subroutine CGGSVP
     from a general M-by-N matrix A and P-by-N matrix B:
                  N-K-L  K    L
        A =    K ( 0    A12  A13 ) if M-K-L >= 0;
               L ( 0     0   A23 )
           M-K-L ( 0     0    0  )
                N-K-L  K    L
        A =  K ( 0    A12  A13 ) if M-K-L < 0;
           M-K ( 0     0   A23 )
                N-K-L  K    L
        B =  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.
     On exit,
            U**H *A*Q = D1*( 0 R ),    V**H *B*Q = D2*( 0 R ),
     where U, V and Q are unitary matrices.
     R is a nonsingular upper triangular matrix, and D1
     and D2 are ``diagonal'' matrices, which are of the following
     structures:
     If M-K-L >= 0,
                         K  L
            D1 =     K ( I  0 )
                     L ( 0  C )
                 M-K-L ( 0  0 )
                        K  L
            D2 = L   ( 0  S )
                 P-L ( 0  0 )
                    N-K-L  K    L
       ( 0 R ) = K (  0   R11  R12 ) K
                 L (  0    0   R22 ) L
     where
       C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
       S = diag( BETA(K+1),  ... , BETA(K+L) ),
       C**2 + S**2 = I.
       R is stored in A(1:K+L,N-K-L+1:N) on exit.
     If M-K-L < 0,
                    K M-K K+L-M
         D1 =   K ( I  0    0   )
              M-K ( 0  C    0   )
                      K M-K K+L-M
         D2 =   M-K ( 0  S    0   )
              K+L-M ( 0  0    I   )
                P-L ( 0  0    0   )
                    N-K-L  K   M-K  K+L-M
     ( 0 R ) =    K ( 0    R11  R12  R13  )
               M-K ( 0     0   R22  R23  )
             K+L-M ( 0     0    0   R33  )
     where
     C = diag( ALPHA(K+1), ... , ALPHA(M) ),
     S = diag( BETA(K+1),  ... , BETA(M) ),
     C**2 + S**2 = I.
     R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
         (  0  R22 R23 )
     in B(M-K+1:L,N+M-K-L+1:N) on exit.
     The computation of the unitary transformation matrices U, V or Q
     is optional.  These matrices may either be formed explicitly, or they
     may be postmultiplied into input matrices U1, V1, or Q1.

Parameters
    JOBU

              JOBU is CHARACTER*1
              = 'U':  U must contain a unitary matrix U1 on entry, and
                      the product U1*U is returned;
              = 'I':  U is initialized to the unit matrix, and the
                      unitary matrix U is returned;
              = 'N':  U is not computed.

    JOBV

              JOBV is CHARACTER*1
              = 'V':  V must contain a unitary matrix V1 on entry, and
                      the product V1*V is returned;
              = 'I':  V is initialized to the unit matrix, and the
                      unitary matrix V is returned;
              = 'N':  V is not computed.

    JOBQ

              JOBQ is CHARACTER*1
              = 'Q':  Q must contain a unitary matrix Q1 on entry, and
                      the product Q1*Q is returned;
              = 'I':  Q is initialized to the unit matrix, and the
                      unitary matrix Q is returned;
              = 'N':  Q is not computed.

    M

              M is INTEGER
              The number of rows of the matrix A.  M >= 0.

    P

              P is INTEGER
              The number of rows of the matrix B.  P >= 0.

    N

              N is INTEGER
              The number of columns of the matrices A and B.  N >= 0.

    K

              K is INTEGER

    L

              L is INTEGER
              K and L specify the subblocks in the input matrices A and B:
              A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N)
              of A and B, whose GSVD is going to be computed by CTGSJA.
              See Further Details.

    A

              A is COMPLEX array, dimension (LDA,N)
              On entry, the M-by-N matrix A.
              On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
              matrix R or part of R.  See Purpose for details.

    LDA

              LDA is INTEGER
              The leading dimension of the array A. LDA >= max(1,M).

    B

              B is COMPLEX array, dimension (LDB,N)
              On entry, the P-by-N matrix B.
              On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
              a part of R.  See Purpose for details.

    LDB

              LDB is INTEGER
              The leading dimension of the array B. LDB >= max(1,P).

    TOLA

              TOLA is REAL

    TOLB

              TOLB is REAL
              TOLA and TOLB are the convergence criteria for the Jacobi-
              Kogbetliantz iteration procedure. Generally, they are the
              same as used in the preprocessing step, say
                  TOLA = MAX(M,N)*norm(A)*MACHEPS,
                  TOLB = MAX(P,N)*norm(B)*MACHEPS.

    ALPHA

              ALPHA is REAL array, dimension (N)

    BETA

              BETA is REAL array, dimension (N)
              On exit, ALPHA and BETA contain the generalized singular
              value pairs of A and B;
                ALPHA(1:K) = 1,
                BETA(1:K)  = 0,
              and if M-K-L >= 0,
                ALPHA(K+1:K+L) = diag(C),
                BETA(K+1:K+L)  = diag(S),
              or if M-K-L < 0,
                ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
                BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
              Furthermore, if K+L < N,
                ALPHA(K+L+1:N) = 0
                BETA(K+L+1:N)  = 0.

    U

              U is COMPLEX array, dimension (LDU,M)
              On entry, if JOBU = 'U', U must contain a matrix U1 (usually
              the unitary matrix returned by CGGSVP).
              On exit,
              if JOBU = 'I', U contains the unitary matrix U;
              if JOBU = 'U', U contains the product U1*U.
              If JOBU = 'N', U is not referenced.

    LDU

              LDU is INTEGER
              The leading dimension of the array U. LDU >= max(1,M) if
              JOBU = 'U'; LDU >= 1 otherwise.

    V

              V is COMPLEX array, dimension (LDV,P)
              On entry, if JOBV = 'V', V must contain a matrix V1 (usually
              the unitary matrix returned by CGGSVP).
              On exit,
              if JOBV = 'I', V contains the unitary matrix V;
              if JOBV = 'V', V contains the product V1*V.
              If JOBV = 'N', V is not referenced.

    LDV

              LDV is INTEGER
              The leading dimension of the array V. LDV >= max(1,P) if
              JOBV = 'V'; LDV >= 1 otherwise.

    Q

              Q is COMPLEX array, dimension (LDQ,N)
              On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
              the unitary matrix returned by CGGSVP).
              On exit,
              if JOBQ = 'I', Q contains the unitary matrix Q;
              if JOBQ = 'Q', Q contains the product Q1*Q.
              If JOBQ = 'N', Q is not referenced.

    LDQ

              LDQ is INTEGER
              The leading dimension of the array Q. LDQ >= max(1,N) if
              JOBQ = 'Q'; LDQ >= 1 otherwise.

    WORK

              WORK is COMPLEX array, dimension (2*N)

    NCYCLE

              NCYCLE is INTEGER
              The number of cycles required for convergence.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value.
              = 1:  the procedure does not converge after MAXIT cycles.

Internal Parameters:

      MAXIT   INTEGER
              MAXIT specifies the total loops that the iterative procedure
              may take. If after MAXIT cycles, the routine fails to
              converge, we return INFO = 1.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

      CTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
      min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
      matrix B13 to the form:
               U1**H *A13*Q1 = C1*R1; V1**H *B13*Q1 = S1*R1,
      where U1, V1 and Q1 are unitary matrix.
      C1 and S1 are diagonal matrices satisfying
                    C1**2 + S1**2 = I,
      and R1 is an L-by-L nonsingular upper triangular matrix.

Definition at line 376 of file ctgsja.f.

  subroutine dtgsja (character jobu, character jobv, character jobq, integer m, integer p, integer n, integer k, integer l, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision tola, double precision tolb, double precision, dimension( * ) alpha, double precision, dimension( * ) beta, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldv, * ) v, integer ldv, double precision, dimension( ldq, * ) q, integer ldq, double precision, dimension( * ) work, integer ncycle, integer info)

DTGSJA

Purpose:

     DTGSJA computes the generalized singular value decomposition (GSVD)
     of two real upper triangular (or trapezoidal) matrices A and B.
     On entry, it is assumed that matrices A and B have the following
     forms, which may be obtained by the preprocessing subroutine DGGSVP
     from a general M-by-N matrix A and P-by-N matrix B:
                  N-K-L  K    L
        A =    K ( 0    A12  A13 ) if M-K-L >= 0;
               L ( 0     0   A23 )
           M-K-L ( 0     0    0  )
                N-K-L  K    L
        A =  K ( 0    A12  A13 ) if M-K-L < 0;
           M-K ( 0     0   A23 )
                N-K-L  K    L
        B =  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.
     On exit,
            U**T *A*Q = D1*( 0 R ),    V**T *B*Q = D2*( 0 R ),
     where U, V and Q are orthogonal matrices.
     R is a nonsingular upper triangular matrix, and D1 and D2 are
     ``diagonal'' matrices, which are of the following structures:
     If M-K-L >= 0,
                         K  L
            D1 =     K ( I  0 )
                     L ( 0  C )
                 M-K-L ( 0  0 )
                       K  L
            D2 = L   ( 0  S )
                 P-L ( 0  0 )
                    N-K-L  K    L
       ( 0 R ) = K (  0   R11  R12 ) K
                 L (  0    0   R22 ) L
     where
       C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
       S = diag( BETA(K+1),  ... , BETA(K+L) ),
       C**2 + S**2 = I.
       R is stored in A(1:K+L,N-K-L+1:N) on exit.
     If M-K-L < 0,
                    K M-K K+L-M
         D1 =   K ( I  0    0   )
              M-K ( 0  C    0   )
                      K M-K K+L-M
         D2 =   M-K ( 0  S    0   )
              K+L-M ( 0  0    I   )
                P-L ( 0  0    0   )
                    N-K-L  K   M-K  K+L-M
     ( 0 R ) =    K ( 0    R11  R12  R13  )
               M-K ( 0     0   R22  R23  )
             K+L-M ( 0     0    0   R33  )
     where
     C = diag( ALPHA(K+1), ... , ALPHA(M) ),
     S = diag( BETA(K+1),  ... , BETA(M) ),
     C**2 + S**2 = I.
     R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
         (  0  R22 R23 )
     in B(M-K+1:L,N+M-K-L+1:N) on exit.
     The computation of the orthogonal transformation matrices U, V or Q
     is optional.  These matrices may either be formed explicitly, or they
     may be postmultiplied into input matrices U1, V1, or Q1.

Parameters
    JOBU

              JOBU is CHARACTER*1
              = 'U':  U must contain an orthogonal matrix U1 on entry, and
                      the product U1*U is returned;
              = 'I':  U is initialized to the unit matrix, and the
                      orthogonal matrix U is returned;
              = 'N':  U is not computed.

    JOBV

              JOBV is CHARACTER*1
              = 'V':  V must contain an orthogonal matrix V1 on entry, and
                      the product V1*V is returned;
              = 'I':  V is initialized to the unit matrix, and the
                      orthogonal matrix V is returned;
              = 'N':  V is not computed.

    JOBQ

              JOBQ is CHARACTER*1
              = 'Q':  Q must contain an orthogonal matrix Q1 on entry, and
                      the product Q1*Q is returned;
              = 'I':  Q is initialized to the unit matrix, and the
                      orthogonal matrix Q is returned;
              = 'N':  Q is not computed.

    M

              M is INTEGER
              The number of rows of the matrix A.  M >= 0.

    P

              P is INTEGER
              The number of rows of the matrix B.  P >= 0.

    N

              N is INTEGER
              The number of columns of the matrices A and B.  N >= 0.

    K

              K is INTEGER

    L

              L is INTEGER
              K and L specify the subblocks in the input matrices A and B:
              A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,N-L+1:N)
              of A and B, whose GSVD is going to be computed by DTGSJA.
              See Further Details.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the M-by-N matrix A.
              On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
              matrix R or part of R.  See Purpose for details.

    LDA

              LDA is INTEGER
              The leading dimension of the array A. LDA >= max(1,M).

    B

              B is DOUBLE PRECISION array, dimension (LDB,N)
              On entry, the P-by-N matrix B.
              On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
              a part of R.  See Purpose for details.

    LDB

              LDB is INTEGER
              The leading dimension of the array B. LDB >= max(1,P).

    TOLA

              TOLA is DOUBLE PRECISION

    TOLB

              TOLB is DOUBLE PRECISION
              TOLA and TOLB are the convergence criteria for the Jacobi-
              Kogbetliantz iteration procedure. Generally, they are the
              same as used in the preprocessing step, say
                  TOLA = max(M,N)*norm(A)*MAZHEPS,
                  TOLB = max(P,N)*norm(B)*MAZHEPS.

    ALPHA

              ALPHA is DOUBLE PRECISION array, dimension (N)

    BETA

              BETA is DOUBLE PRECISION array, dimension (N)
              On exit, ALPHA and BETA contain the generalized singular
              value pairs of A and B;
                ALPHA(1:K) = 1,
                BETA(1:K)  = 0,
              and if M-K-L >= 0,
                ALPHA(K+1:K+L) = diag(C),
                BETA(K+1:K+L)  = diag(S),
              or if M-K-L < 0,
                ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
                BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
              Furthermore, if K+L < N,
                ALPHA(K+L+1:N) = 0 and
                BETA(K+L+1:N)  = 0.

    U

              U is DOUBLE PRECISION array, dimension (LDU,M)
              On entry, if JOBU = 'U', U must contain a matrix U1 (usually
              the orthogonal matrix returned by DGGSVP).
              On exit,
              if JOBU = 'I', U contains the orthogonal matrix U;
              if JOBU = 'U', U contains the product U1*U.
              If JOBU = 'N', U is not referenced.

    LDU

              LDU is INTEGER
              The leading dimension of the array U. LDU >= max(1,M) if
              JOBU = 'U'; LDU >= 1 otherwise.

    V

              V is DOUBLE PRECISION array, dimension (LDV,P)
              On entry, if JOBV = 'V', V must contain a matrix V1 (usually
              the orthogonal matrix returned by DGGSVP).
              On exit,
              if JOBV = 'I', V contains the orthogonal matrix V;
              if JOBV = 'V', V contains the product V1*V.
              If JOBV = 'N', V is not referenced.

    LDV

              LDV is INTEGER
              The leading dimension of the array V. LDV >= max(1,P) if
              JOBV = 'V'; LDV >= 1 otherwise.

    Q

              Q is DOUBLE PRECISION array, dimension (LDQ,N)
              On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
              the orthogonal matrix returned by DGGSVP).
              On exit,
              if JOBQ = 'I', Q contains the orthogonal matrix Q;
              if JOBQ = 'Q', Q contains the product Q1*Q.
              If JOBQ = 'N', Q is not referenced.

    LDQ

              LDQ is INTEGER
              The leading dimension of the array Q. LDQ >= max(1,N) if
              JOBQ = 'Q'; LDQ >= 1 otherwise.

    WORK

              WORK is DOUBLE PRECISION array, dimension (2*N)

    NCYCLE

              NCYCLE is INTEGER
              The number of cycles required for convergence.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value.
              = 1:  the procedure does not converge after MAXIT cycles.

  Internal Parameters
  ===================
  MAXIT   INTEGER
          MAXIT specifies the total loops that the iterative procedure
          may take. If after MAXIT cycles, the routine fails to
          converge, we return INFO = 1..fi

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

      DTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
      min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
      matrix B13 to the form:
               U1**T *A13*Q1 = C1*R1; V1**T *B13*Q1 = S1*R1,
      where U1, V1 and Q1 are orthogonal matrix, and Z**T is the transpose
      of Z.  C1 and S1 are diagonal matrices satisfying
                    C1**2 + S1**2 = I,
      and R1 is an L-by-L nonsingular upper triangular matrix.

Definition at line 375 of file dtgsja.f.

  subroutine stgsja (character jobu, character jobv, character jobq, integer m, integer p, integer n, integer k, integer l, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real tola, real tolb, real, dimension( * ) alpha, real, dimension( * ) beta, real, dimension( ldu, * ) u, integer ldu, real, dimension( ldv, * ) v, integer ldv, real, dimension( ldq, * ) q, integer ldq, real, dimension( * ) work, integer ncycle, integer info)

STGSJA

Purpose:

     STGSJA computes the generalized singular value decomposition (GSVD)
     of two real upper triangular (or trapezoidal) matrices A and B.
     On entry, it is assumed that matrices A and B have the following
     forms, which may be obtained by the preprocessing subroutine SGGSVP
     from a general M-by-N matrix A and P-by-N matrix B:
                  N-K-L  K    L
        A =    K ( 0    A12  A13 ) if M-K-L >= 0;
               L ( 0     0   A23 )
           M-K-L ( 0     0    0  )
                N-K-L  K    L
        A =  K ( 0    A12  A13 ) if M-K-L < 0;
           M-K ( 0     0   A23 )
                N-K-L  K    L
        B =  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.
     On exit,
            U**T *A*Q = D1*( 0 R ),    V**T *B*Q = D2*( 0 R ),
     where U, V and Q are orthogonal matrices.
     R is a nonsingular upper triangular matrix, and D1 and D2 are
     ``diagonal'' matrices, which are of the following structures:
     If M-K-L >= 0,
                         K  L
            D1 =     K ( I  0 )
                     L ( 0  C )
                 M-K-L ( 0  0 )
                       K  L
            D2 = L   ( 0  S )
                 P-L ( 0  0 )
                    N-K-L  K    L
       ( 0 R ) = K (  0   R11  R12 ) K
                 L (  0    0   R22 ) L
     where
       C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
       S = diag( BETA(K+1),  ... , BETA(K+L) ),
       C**2 + S**2 = I.
       R is stored in A(1:K+L,N-K-L+1:N) on exit.
     If M-K-L < 0,
                    K M-K K+L-M
         D1 =   K ( I  0    0   )
              M-K ( 0  C    0   )
                      K M-K K+L-M
         D2 =   M-K ( 0  S    0   )
              K+L-M ( 0  0    I   )
                P-L ( 0  0    0   )
                    N-K-L  K   M-K  K+L-M
     ( 0 R ) =    K ( 0    R11  R12  R13  )
               M-K ( 0     0   R22  R23  )
             K+L-M ( 0     0    0   R33  )
     where
     C = diag( ALPHA(K+1), ... , ALPHA(M) ),
     S = diag( BETA(K+1),  ... , BETA(M) ),
     C**2 + S**2 = I.
     R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
         (  0  R22 R23 )
     in B(M-K+1:L,N+M-K-L+1:N) on exit.
     The computation of the orthogonal transformation matrices U, V or Q
     is optional.  These matrices may either be formed explicitly, or they
     may be postmultiplied into input matrices U1, V1, or Q1.

Parameters
    JOBU

              JOBU is CHARACTER*1
              = 'U':  U must contain an orthogonal matrix U1 on entry, and
                      the product U1*U is returned;
              = 'I':  U is initialized to the unit matrix, and the
                      orthogonal matrix U is returned;
              = 'N':  U is not computed.

    JOBV

              JOBV is CHARACTER*1
              = 'V':  V must contain an orthogonal matrix V1 on entry, and
                      the product V1*V is returned;
              = 'I':  V is initialized to the unit matrix, and the
                      orthogonal matrix V is returned;
              = 'N':  V is not computed.

    JOBQ

              JOBQ is CHARACTER*1
              = 'Q':  Q must contain an orthogonal matrix Q1 on entry, and
                      the product Q1*Q is returned;
              = 'I':  Q is initialized to the unit matrix, and the
                      orthogonal matrix Q is returned;
              = 'N':  Q is not computed.

    M

              M is INTEGER
              The number of rows of the matrix A.  M >= 0.

    P

              P is INTEGER
              The number of rows of the matrix B.  P >= 0.

    N

              N is INTEGER
              The number of columns of the matrices A and B.  N >= 0.

    K

              K is INTEGER

    L

              L is INTEGER
              K and L specify the subblocks in the input matrices A and B:
              A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,N-L+1:N)
              of A and B, whose GSVD is going to be computed by STGSJA.
              See Further Details.

    A

              A is REAL array, dimension (LDA,N)
              On entry, the M-by-N matrix A.
              On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
              matrix R or part of R.  See Purpose for details.

    LDA

              LDA is INTEGER
              The leading dimension of the array A. LDA >= max(1,M).

    B

              B is REAL array, dimension (LDB,N)
              On entry, the P-by-N matrix B.
              On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
              a part of R.  See Purpose for details.

    LDB

              LDB is INTEGER
              The leading dimension of the array B. LDB >= max(1,P).

    TOLA

              TOLA is REAL

    TOLB

              TOLB is REAL
              TOLA and TOLB are the convergence criteria for the Jacobi-
              Kogbetliantz iteration procedure. Generally, they are the
              same as used in the preprocessing step, say
                  TOLA = max(M,N)*norm(A)*MACHEPS,
                  TOLB = max(P,N)*norm(B)*MACHEPS.

    ALPHA

              ALPHA is REAL array, dimension (N)

    BETA

              BETA is REAL array, dimension (N)
              On exit, ALPHA and BETA contain the generalized singular
              value pairs of A and B;
                ALPHA(1:K) = 1,
                BETA(1:K)  = 0,
              and if M-K-L >= 0,
                ALPHA(K+1:K+L) = diag(C),
                BETA(K+1:K+L)  = diag(S),
              or if M-K-L < 0,
                ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
                BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
              Furthermore, if K+L < N,
                ALPHA(K+L+1:N) = 0 and
                BETA(K+L+1:N)  = 0.

    U

              U is REAL array, dimension (LDU,M)
              On entry, if JOBU = 'U', U must contain a matrix U1 (usually
              the orthogonal matrix returned by SGGSVP).
              On exit,
              if JOBU = 'I', U contains the orthogonal matrix U;
              if JOBU = 'U', U contains the product U1*U.
              If JOBU = 'N', U is not referenced.

    LDU

              LDU is INTEGER
              The leading dimension of the array U. LDU >= max(1,M) if
              JOBU = 'U'; LDU >= 1 otherwise.

    V

              V is REAL array, dimension (LDV,P)
              On entry, if JOBV = 'V', V must contain a matrix V1 (usually
              the orthogonal matrix returned by SGGSVP).
              On exit,
              if JOBV = 'I', V contains the orthogonal matrix V;
              if JOBV = 'V', V contains the product V1*V.
              If JOBV = 'N', V is not referenced.

    LDV

              LDV is INTEGER
              The leading dimension of the array V. LDV >= max(1,P) if
              JOBV = 'V'; LDV >= 1 otherwise.

    Q

              Q is REAL array, dimension (LDQ,N)
              On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
              the orthogonal matrix returned by SGGSVP).
              On exit,
              if JOBQ = 'I', Q contains the orthogonal matrix Q;
              if JOBQ = 'Q', Q contains the product Q1*Q.
              If JOBQ = 'N', Q is not referenced.

    LDQ

              LDQ is INTEGER
              The leading dimension of the array Q. LDQ >= max(1,N) if
              JOBQ = 'Q'; LDQ >= 1 otherwise.

    WORK

              WORK is REAL array, dimension (2*N)

    NCYCLE

              NCYCLE is INTEGER
              The number of cycles required for convergence.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value.
              = 1:  the procedure does not converge after MAXIT cycles.

  Internal Parameters
  ===================
  MAXIT   INTEGER
          MAXIT specifies the total loops that the iterative procedure
          may take. If after MAXIT cycles, the routine fails to
          converge, we return INFO = 1..fi

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

      STGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
      min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
      matrix B13 to the form:
               U1**T *A13*Q1 = C1*R1; V1**T *B13*Q1 = S1*R1,
      where U1, V1 and Q1 are orthogonal matrix, and Z**T is the transpose
      of Z.  C1 and S1 are diagonal matrices satisfying
                    C1**2 + S1**2 = I,
      and R1 is an L-by-L nonsingular upper triangular matrix.

Definition at line 375 of file stgsja.f.

  subroutine ztgsja (character jobu, character jobv, character jobq, integer m, integer p, integer n, integer k, integer l, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, double precision tola, double precision tolb, double precision, dimension( * ) alpha, double precision, dimension( * ) beta, complex*16, dimension( ldu, * ) u, integer ldu, complex*16, dimension( ldv, * ) v, integer ldv, complex*16, dimension( ldq, * ) q, integer ldq, complex*16, dimension( * ) work, integer ncycle, integer info)

ZTGSJA

Purpose:

     ZTGSJA computes the generalized singular value decomposition (GSVD)
     of two complex upper triangular (or trapezoidal) matrices A and B.
     On entry, it is assumed that matrices A and B have the following
     forms, which may be obtained by the preprocessing subroutine ZGGSVP
     from a general M-by-N matrix A and P-by-N matrix B:
                  N-K-L  K    L
        A =    K ( 0    A12  A13 ) if M-K-L >= 0;
               L ( 0     0   A23 )
           M-K-L ( 0     0    0  )
                N-K-L  K    L
        A =  K ( 0    A12  A13 ) if M-K-L < 0;
           M-K ( 0     0   A23 )
                N-K-L  K    L
        B =  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.
     On exit,
            U**H *A*Q = D1*( 0 R ),    V**H *B*Q = D2*( 0 R ),
     where U, V and Q are unitary matrices.
     R is a nonsingular upper triangular matrix, and D1
     and D2 are ``diagonal'' matrices, which are of the following
     structures:
     If M-K-L >= 0,
                         K  L
            D1 =     K ( I  0 )
                     L ( 0  C )
                 M-K-L ( 0  0 )
                        K  L
            D2 = L   ( 0  S )
                 P-L ( 0  0 )
                    N-K-L  K    L
       ( 0 R ) = K (  0   R11  R12 ) K
                 L (  0    0   R22 ) L
     where
       C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
       S = diag( BETA(K+1),  ... , BETA(K+L) ),
       C**2 + S**2 = I.
       R is stored in A(1:K+L,N-K-L+1:N) on exit.
     If M-K-L < 0,
                    K M-K K+L-M
         D1 =   K ( I  0    0   )
              M-K ( 0  C    0   )
                      K M-K K+L-M
         D2 =   M-K ( 0  S    0   )
              K+L-M ( 0  0    I   )
                P-L ( 0  0    0   )
                    N-K-L  K   M-K  K+L-M
     ( 0 R ) =    K ( 0    R11  R12  R13  )
               M-K ( 0     0   R22  R23  )
             K+L-M ( 0     0    0   R33  )
     where
     C = diag( ALPHA(K+1), ... , ALPHA(M) ),
     S = diag( BETA(K+1),  ... , BETA(M) ),
     C**2 + S**2 = I.
     R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
         (  0  R22 R23 )
     in B(M-K+1:L,N+M-K-L+1:N) on exit.
     The computation of the unitary transformation matrices U, V or Q
     is optional.  These matrices may either be formed explicitly, or they
     may be postmultiplied into input matrices U1, V1, or Q1.

Parameters
    JOBU

              JOBU is CHARACTER*1
              = 'U':  U must contain a unitary matrix U1 on entry, and
                      the product U1*U is returned;
              = 'I':  U is initialized to the unit matrix, and the
                      unitary matrix U is returned;
              = 'N':  U is not computed.

    JOBV

              JOBV is CHARACTER*1
              = 'V':  V must contain a unitary matrix V1 on entry, and
                      the product V1*V is returned;
              = 'I':  V is initialized to the unit matrix, and the
                      unitary matrix V is returned;
              = 'N':  V is not computed.

    JOBQ

              JOBQ is CHARACTER*1
              = 'Q':  Q must contain a unitary matrix Q1 on entry, and
                      the product Q1*Q is returned;
              = 'I':  Q is initialized to the unit matrix, and the
                      unitary matrix Q is returned;
              = 'N':  Q is not computed.

    M

              M is INTEGER
              The number of rows of the matrix A.  M >= 0.

    P

              P is INTEGER
              The number of rows of the matrix B.  P >= 0.

    N

              N is INTEGER
              The number of columns of the matrices A and B.  N >= 0.

    K

              K is INTEGER

    L

              L is INTEGER
              K and L specify the subblocks in the input matrices A and B:
              A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N)
              of A and B, whose GSVD is going to be computed by ZTGSJA.
              See Further Details.

    A

              A is COMPLEX*16 array, dimension (LDA,N)
              On entry, the M-by-N matrix A.
              On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
              matrix R or part of R.  See Purpose for details.

    LDA

              LDA is INTEGER
              The leading dimension of the array A. LDA >= max(1,M).

    B

              B is COMPLEX*16 array, dimension (LDB,N)
              On entry, the P-by-N matrix B.
              On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
              a part of R.  See Purpose for details.

    LDB

              LDB is INTEGER
              The leading dimension of the array B. LDB >= max(1,P).

    TOLA

              TOLA is DOUBLE PRECISION

    TOLB

              TOLB is DOUBLE PRECISION
              TOLA and TOLB are the convergence criteria for the Jacobi-
              Kogbetliantz iteration procedure. Generally, they are the
              same as used in the preprocessing step, say
                  TOLA = MAX(M,N)*norm(A)*MAZHEPS,
                  TOLB = MAX(P,N)*norm(B)*MAZHEPS.

    ALPHA

              ALPHA is DOUBLE PRECISION array, dimension (N)

    BETA

              BETA is DOUBLE PRECISION array, dimension (N)
              On exit, ALPHA and BETA contain the generalized singular
              value pairs of A and B;
                ALPHA(1:K) = 1,
                BETA(1:K)  = 0,
              and if M-K-L >= 0,
                ALPHA(K+1:K+L) = diag(C),
                BETA(K+1:K+L)  = diag(S),
              or if M-K-L < 0,
                ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
                BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
              Furthermore, if K+L < N,
                ALPHA(K+L+1:N) = 0 and
                BETA(K+L+1:N)  = 0.

    U

              U is COMPLEX*16 array, dimension (LDU,M)
              On entry, if JOBU = 'U', U must contain a matrix U1 (usually
              the unitary matrix returned by ZGGSVP).
              On exit,
              if JOBU = 'I', U contains the unitary matrix U;
              if JOBU = 'U', U contains the product U1*U.
              If JOBU = 'N', U is not referenced.

    LDU

              LDU is INTEGER
              The leading dimension of the array U. LDU >= max(1,M) if
              JOBU = 'U'; LDU >= 1 otherwise.

    V

              V is COMPLEX*16 array, dimension (LDV,P)
              On entry, if JOBV = 'V', V must contain a matrix V1 (usually
              the unitary matrix returned by ZGGSVP).
              On exit,
              if JOBV = 'I', V contains the unitary matrix V;
              if JOBV = 'V', V contains the product V1*V.
              If JOBV = 'N', V is not referenced.

    LDV

              LDV is INTEGER
              The leading dimension of the array V. LDV >= max(1,P) if
              JOBV = 'V'; LDV >= 1 otherwise.

    Q

              Q is COMPLEX*16 array, dimension (LDQ,N)
              On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
              the unitary matrix returned by ZGGSVP).
              On exit,
              if JOBQ = 'I', Q contains the unitary matrix Q;
              if JOBQ = 'Q', Q contains the product Q1*Q.
              If JOBQ = 'N', Q is not referenced.

    LDQ

              LDQ is INTEGER
              The leading dimension of the array Q. LDQ >= max(1,N) if
              JOBQ = 'Q'; LDQ >= 1 otherwise.

    WORK

              WORK is COMPLEX*16 array, dimension (2*N)

    NCYCLE

              NCYCLE is INTEGER
              The number of cycles required for convergence.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value.
              = 1:  the procedure does not converge after MAXIT cycles.

Internal Parameters:

      MAXIT   INTEGER
              MAXIT specifies the total loops that the iterative procedure
              may take. If after MAXIT cycles, the routine fails to
              converge, we return INFO = 1.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

      ZTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
      min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
      matrix B13 to the form:
               U1**H *A13*Q1 = C1*R1; V1**H *B13*Q1 = S1*R1,
      where U1, V1 and Q1 are unitary matrix.
      C1 and S1 are diagonal matrices satisfying
                    C1**2 + S1**2 = I,
      and R1 is an L-by-L nonsingular upper triangular matrix.

Definition at line 376 of file ztgsja.f.

Author

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