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cgebd2.f 10 kB

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  1. *> \brief \b CGEBD2 reduces a general matrix to bidiagonal form using an unblocked algorithm.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEBD2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgebd2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgebd2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgebd2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * REAL D( * ), E( * )
  28. * COMPLEX A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> CGEBD2 reduces a complex general m by n matrix A to upper or lower
  38. *> real bidiagonal form B by a unitary transformation: Q**H * A * P = B.
  39. *>
  40. *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] M
  47. *> \verbatim
  48. *> M is INTEGER
  49. *> The number of rows in the matrix A. M >= 0.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The number of columns in the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] A
  59. *> \verbatim
  60. *> A is COMPLEX array, dimension (LDA,N)
  61. *> On entry, the m by n general matrix to be reduced.
  62. *> On exit,
  63. *> if m >= n, the diagonal and the first superdiagonal are
  64. *> overwritten with the upper bidiagonal matrix B; the
  65. *> elements below the diagonal, with the array TAUQ, represent
  66. *> the unitary matrix Q as a product of elementary
  67. *> reflectors, and the elements above the first superdiagonal,
  68. *> with the array TAUP, represent the unitary matrix P as
  69. *> a product of elementary reflectors;
  70. *> if m < n, the diagonal and the first subdiagonal are
  71. *> overwritten with the lower bidiagonal matrix B; the
  72. *> elements below the first subdiagonal, with the array TAUQ,
  73. *> represent the unitary matrix Q as a product of
  74. *> elementary reflectors, and the elements above the diagonal,
  75. *> with the array TAUP, represent the unitary matrix P as
  76. *> a product of elementary reflectors.
  77. *> See Further Details.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDA
  81. *> \verbatim
  82. *> LDA is INTEGER
  83. *> The leading dimension of the array A. LDA >= max(1,M).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] D
  87. *> \verbatim
  88. *> D is REAL array, dimension (min(M,N))
  89. *> The diagonal elements of the bidiagonal matrix B:
  90. *> D(i) = A(i,i).
  91. *> \endverbatim
  92. *>
  93. *> \param[out] E
  94. *> \verbatim
  95. *> E is REAL array, dimension (min(M,N)-1)
  96. *> The off-diagonal elements of the bidiagonal matrix B:
  97. *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
  98. *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] TAUQ
  102. *> \verbatim
  103. *> TAUQ is COMPLEX array dimension (min(M,N))
  104. *> The scalar factors of the elementary reflectors which
  105. *> represent the unitary matrix Q. See Further Details.
  106. *> \endverbatim
  107. *>
  108. *> \param[out] TAUP
  109. *> \verbatim
  110. *> TAUP is COMPLEX array, dimension (min(M,N))
  111. *> The scalar factors of the elementary reflectors which
  112. *> represent the unitary matrix P. See Further Details.
  113. *> \endverbatim
  114. *>
  115. *> \param[out] WORK
  116. *> \verbatim
  117. *> WORK is COMPLEX array, dimension (max(M,N))
  118. *> \endverbatim
  119. *>
  120. *> \param[out] INFO
  121. *> \verbatim
  122. *> INFO is INTEGER
  123. *> = 0: successful exit
  124. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  125. *> \endverbatim
  126. *
  127. * Authors:
  128. * ========
  129. *
  130. *> \author Univ. of Tennessee
  131. *> \author Univ. of California Berkeley
  132. *> \author Univ. of Colorado Denver
  133. *> \author NAG Ltd.
  134. *
  135. *> \date December 2016
  136. *
  137. *> \ingroup complexGEcomputational
  138. * @precisions normal c -> s d z
  139. *
  140. *> \par Further Details:
  141. * =====================
  142. *>
  143. *> \verbatim
  144. *>
  145. *> The matrices Q and P are represented as products of elementary
  146. *> reflectors:
  147. *>
  148. *> If m >= n,
  149. *>
  150. *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
  151. *>
  152. *> Each H(i) and G(i) has the form:
  153. *>
  154. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  155. *>
  156. *> where tauq and taup are complex scalars, and v and u are complex
  157. *> vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
  158. *> A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
  159. *> A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  160. *>
  161. *> If m < n,
  162. *>
  163. *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
  164. *>
  165. *> Each H(i) and G(i) has the form:
  166. *>
  167. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  168. *>
  169. *> where tauq and taup are complex scalars, v and u are complex vectors;
  170. *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
  171. *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
  172. *> tauq is stored in TAUQ(i) and taup in TAUP(i).
  173. *>
  174. *> The contents of A on exit are illustrated by the following examples:
  175. *>
  176. *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
  177. *>
  178. *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
  179. *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
  180. *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
  181. *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
  182. *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
  183. *> ( v1 v2 v3 v4 v5 )
  184. *>
  185. *> where d and e denote diagonal and off-diagonal elements of B, vi
  186. *> denotes an element of the vector defining H(i), and ui an element of
  187. *> the vector defining G(i).
  188. *> \endverbatim
  189. *>
  190. * =====================================================================
  191. SUBROUTINE CGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
  192. *
  193. * -- LAPACK computational routine (version 3.7.0) --
  194. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  195. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  196. * December 2016
  197. *
  198. * .. Scalar Arguments ..
  199. INTEGER INFO, LDA, M, N
  200. * ..
  201. * .. Array Arguments ..
  202. REAL D( * ), E( * )
  203. COMPLEX A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
  204. * ..
  205. *
  206. * =====================================================================
  207. *
  208. * .. Parameters ..
  209. COMPLEX ZERO, ONE
  210. PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
  211. $ ONE = ( 1.0E+0, 0.0E+0 ) )
  212. * ..
  213. * .. Local Scalars ..
  214. INTEGER I
  215. COMPLEX ALPHA
  216. * ..
  217. * .. External Subroutines ..
  218. EXTERNAL CLACGV, CLARF, CLARFG, XERBLA
  219. * ..
  220. * .. Intrinsic Functions ..
  221. INTRINSIC CONJG, MAX, MIN
  222. * ..
  223. * .. Executable Statements ..
  224. *
  225. * Test the input parameters
  226. *
  227. INFO = 0
  228. IF( M.LT.0 ) THEN
  229. INFO = -1
  230. ELSE IF( N.LT.0 ) THEN
  231. INFO = -2
  232. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  233. INFO = -4
  234. END IF
  235. IF( INFO.LT.0 ) THEN
  236. CALL XERBLA( 'CGEBD2', -INFO )
  237. RETURN
  238. END IF
  239. *
  240. IF( M.GE.N ) THEN
  241. *
  242. * Reduce to upper bidiagonal form
  243. *
  244. DO 10 I = 1, N
  245. *
  246. * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  247. *
  248. ALPHA = A( I, I )
  249. CALL CLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1,
  250. $ TAUQ( I ) )
  251. D( I ) = ALPHA
  252. A( I, I ) = ONE
  253. *
  254. * Apply H(i)**H to A(i:m,i+1:n) from the left
  255. *
  256. IF( I.LT.N )
  257. $ CALL CLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
  258. $ CONJG( TAUQ( I ) ), A( I, I+1 ), LDA, WORK )
  259. A( I, I ) = D( I )
  260. *
  261. IF( I.LT.N ) THEN
  262. *
  263. * Generate elementary reflector G(i) to annihilate
  264. * A(i,i+2:n)
  265. *
  266. CALL CLACGV( N-I, A( I, I+1 ), LDA )
  267. ALPHA = A( I, I+1 )
  268. CALL CLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ),
  269. $ LDA, TAUP( I ) )
  270. E( I ) = ALPHA
  271. A( I, I+1 ) = ONE
  272. *
  273. * Apply G(i) to A(i+1:m,i+1:n) from the right
  274. *
  275. CALL CLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA,
  276. $ TAUP( I ), A( I+1, I+1 ), LDA, WORK )
  277. CALL CLACGV( N-I, A( I, I+1 ), LDA )
  278. A( I, I+1 ) = E( I )
  279. ELSE
  280. TAUP( I ) = ZERO
  281. END IF
  282. 10 CONTINUE
  283. ELSE
  284. *
  285. * Reduce to lower bidiagonal form
  286. *
  287. DO 20 I = 1, M
  288. *
  289. * Generate elementary reflector G(i) to annihilate A(i,i+1:n)
  290. *
  291. CALL CLACGV( N-I+1, A( I, I ), LDA )
  292. ALPHA = A( I, I )
  293. CALL CLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
  294. $ TAUP( I ) )
  295. D( I ) = ALPHA
  296. A( I, I ) = ONE
  297. *
  298. * Apply G(i) to A(i+1:m,i:n) from the right
  299. *
  300. IF( I.LT.M )
  301. $ CALL CLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
  302. $ TAUP( I ), A( I+1, I ), LDA, WORK )
  303. CALL CLACGV( N-I+1, A( I, I ), LDA )
  304. A( I, I ) = D( I )
  305. *
  306. IF( I.LT.M ) THEN
  307. *
  308. * Generate elementary reflector H(i) to annihilate
  309. * A(i+2:m,i)
  310. *
  311. ALPHA = A( I+1, I )
  312. CALL CLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1,
  313. $ TAUQ( I ) )
  314. E( I ) = ALPHA
  315. A( I+1, I ) = ONE
  316. *
  317. * Apply H(i)**H to A(i+1:m,i+1:n) from the left
  318. *
  319. CALL CLARF( 'Left', M-I, N-I, A( I+1, I ), 1,
  320. $ CONJG( TAUQ( I ) ), A( I+1, I+1 ), LDA,
  321. $ WORK )
  322. A( I+1, I ) = E( I )
  323. ELSE
  324. TAUQ( I ) = ZERO
  325. END IF
  326. 20 CONTINUE
  327. END IF
  328. RETURN
  329. *
  330. * End of CGEBD2
  331. *
  332. END