Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.10
  • 10/21/2020
  • Public Content
Contents

?bbcsd

Computes the CS decomposition of an orthogonal/unitary matrix in bidiagonal-block form.

Syntax

lapack_int LAPACKE_sbbcsd
(
int
matrix_layout
,
char
jobu1
,
char
jobu2
,
char
jobv1t
,
char
jobv2t
,
char
trans
,
lapack_int
m
,
lapack_int
p
,
lapack_int
q
,
float*
theta
,
float*
phi
,
float*
u1
,
lapack_int
ldu1
,
float*
u2
,
lapack_int
ldu2
,
float*
v1t
,
lapack_int
ldv1t
,
float*
v2t
,
lapack_int
ldv2t
,
float*
b11d
,
float*
b11e
,
float*
b12d
,
float*
b12e
,
float*
b21d
,
float*
b21e
,
float*
b22d
,
float*
b22e
);
lapack_int LAPACKE_dbbcsd
(
int
matrix_layout
,
char
jobu1
,
char
jobu2
,
char
jobv1t
,
char
jobv2t
,
char
trans
,
lapack_int
m
,
lapack_int
p
,
lapack_int
q
,
double*
theta
,
double*
phi
,
double*
u1
,
lapack_int
ldu1
,
double*
u2
,
lapack_int
ldu2
,
double*
v1t
,
lapack_int
ldv1t
,
double*
v2t
,
lapack_int
ldv2t
,
double*
b11d
,
double*
b11e
,
double*
b12d
,
double*
b12e
,
double*
b21d
,
double*
b21e
,
double*
b22d
,
double*
b22e
);
lapack_int LAPACKE_cbbcsd
(
int
matrix_layout
,
char
jobu1
,
char
jobu2
,
char
jobv1t
,
char
jobv2t
,
char
trans
,
lapack_int
m
,
lapack_int
p
,
lapack_int
q
,
float*
theta
,
float*
phi
,
lapack_complex_float*
u1
,
lapack_int
ldu1
,
lapack_complex_float*
u2
,
lapack_int
ldu2
,
lapack_complex_float*
v1t
,
lapack_int
ldv1t
,
lapack_complex_float*
v2t
,
lapack_int
ldv2t
,
float*
b11d
,
float*
b11e
,
float*
b12d
,
float*
b12e
,
float*
b21d
,
float*
b21e
,
float*
b22d
,
float*
b22e
);
lapack_int LAPACKE_zbbcsd
(
int
matrix_layout
,
char
jobu1
,
char
jobu2
,
char
jobv1t
,
char
jobv2t
,
char
trans
,
lapack_int
m
,
lapack_int
p
,
lapack_int
q
,
double*
theta
,
double*
phi
,
lapack_complex_double*
u1
,
lapack_int
ldu1
,
lapack_complex_double*
u2
,
lapack_int
ldu2
,
lapack_complex_double*
v1t
,
lapack_int
ldv1t
,
lapack_complex_double*
v2t
,
lapack_int
ldv2t
,
double*
b11d
,
double*
b11e
,
double*
b12d
,
double*
b12e
,
double*
b21d
,
double*
b21e
,
double*
b22d
,
double*
b22e
);
Include Files
  • mkl.h
Description
mkl_lapack.fi
The routine
?bbcsd
 computes the CS decomposition of an orthogonal or unitary matrix in bidiagonal-block form:
Equation
or
Equation
respectively.
x
 is
m
-by-
m
 with the top-left block
p
-by-
q
. Note that
q
 must not be larger than
p
,
m
-
p
, or
m
-
q
. If
q
 is not the smallest index,
x
 must be transposed and/or permuted in constant time using the
trans
 option. See
?orcsd/?uncsd
 for details.
The bidiagonal matrices
b
11
,
b
12
,
b
21
, and
b
22
 are represented implicitly by angles
theta
(1:
q
)
 and
phi
(1:
q
-1)
.
The orthogonal/unitary matrices
u
1
,
u
2
,
v
1
t
, and
v
2
t
 are input/output. The input matrices are pre- or post-multiplied by the appropriate singular vector matrices.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
jobu1
If equals
Y
, then
u
1
 is updated. Otherwise,
u
1
 is not updated.
jobu2
If equals
Y
, then
u
2
 is updated. Otherwise,
u
2
 is not updated.
jobv1t
If equals
Y
, then
v
1
t
 is updated. Otherwise,
v
1
t
 is not updated.
jobv2t
If equals
Y
, then
v
2
t
 is updated. Otherwise,
v
2
t
 is not updated.
trans
= '
T
':
x
,
u
1
,
u
2
,
v
1
t
,
v
2
t
 are stored in row-major order.
otherwise
x
,
u
1
,
u
2
,
v
1
t
,
v
2
t
 are stored in column-major order.
m
The number of rows and columns of the orthogonal/unitary matrix
X
 in bidiagonal-block form.
p
The number of rows in the top-left block of
x
.
0
≤
p
≤
m
.
≤
q
The number of columns in the top-left block of
x
.
0
q
≤
 min(
p
,
m
-
p
,
m
-
q
)
.
theta
Array,
size
q
.
On entry, the angles
theta
[0]
, ...,
theta
[
q
 - 1]
 that, along with
phi
[0]
, ...,
phi
[
q
 - 2]
, define the matrix in bidiagonal-block form as returned by
orbdb/unbdb
.
phi
Array,
size
q
-1
.
The angles
phi
[0]
, ...,
phi
[
q
 - 2]
 that, along with
theta
[0]
, ...,
theta
[
q
 - 1]
, define the matrix in bidiagonal-block form as returned by
orbdb/unbdb
.
u1
Array, size
at least max(1,
ldu1
*
p
)
.
On entry, a
p
-by-
p
 matrix.
ldu1
The leading dimension of the array
u
1
,
ldu1
≤
 max(1,
p
).
u2
Array, size
max(1,
ldu2
*(
m
-
p
))
.
On entry, an (
m
-
p
)-by-(
m
-
p
) matrix.
ldu2
The leading dimension of the array
u
2
,
ldu2
≤
 max(1,
m
-
p
).
v1t
Array, size
max(1,
ldv1t
*
q
)
.
On entry, a
q
-by-
q
 matrix.
ldv1t
The leading dimension of the array
v1t
,
ldv1t
≤
 max(1,
q
).
v2t
Array, size.
On entry, an (
m
-
q
)-by-(
m
-
q
) matrix.
ldv2t
The leading dimension of the array
v2t
,
ldv2t
≤
 max(1,
m
-
q
).
Output Parameters
theta
On exit, the angles whose cosines and sines define the diagonal blocks in the CS decomposition.
u1
On exit,
u1
 is postmultiplied by the left singular vector matrix common to
[ b11 ; 0 ]
 and
[ b12 0 0 ; 0 -I 0 ]
.
u2
On exit,
u2
 is postmultiplied by the left singular vector matrix common to
[ b21 ; 0 ]
 and
[ b22 0 0 ; 0 0 I ]
.
v1t
Array,
size
q
.
On exit,
v1t
 is premultiplied by the transpose of the right singular vector matrix common to
[ b11 ; 0 ]
 and
[ b21 ; 0 ]
.
v2t
On exit,
v2t
 is premultiplied by the transpose of the right singular vector matrix common to
[ b12 0 0 ; 0 -I 0 ]
 and
[ b22 0 0 ; 0 0 I ]
.
b11d
Array,
size
q
.
When
?bbcsd
 converges,
b11d
 contains the cosines of
theta
[0]
, ...,
theta
[
q