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cunbdb1.f 10 kB

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  1. *> \brief \b CUNBDB1
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CUNBDB1 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cunbdb1.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cunbdb1.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cunbdb1.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CUNBDB1( M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
  22. * TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL PHI(*), THETA(*)
  29. * COMPLEX TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
  30. * $ X11(LDX11,*), X21(LDX21,*)
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. *> =============
  36. *>
  37. *>\verbatim
  38. *>
  39. *> CUNBDB1 simultaneously bidiagonalizes the blocks of a tall and skinny
  40. *> matrix X with orthonomal columns:
  41. *>
  42. *> [ B11 ]
  43. *> [ X11 ] [ P1 | ] [ 0 ]
  44. *> [-----] = [---------] [-----] Q1**T .
  45. *> [ X21 ] [ | P2 ] [ B21 ]
  46. *> [ 0 ]
  47. *>
  48. *> X11 is P-by-Q, and X21 is (M-P)-by-Q. Q must be no larger than P,
  49. *> M-P, or M-Q. Routines CUNBDB2, CUNBDB3, and CUNBDB4 handle cases in
  50. *> which Q is not the minimum dimension.
  51. *>
  52. *> The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
  53. *> and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
  54. *> Householder vectors.
  55. *>
  56. *> B11 and B12 are Q-by-Q bidiagonal matrices represented implicitly by
  57. *> angles THETA, PHI.
  58. *>
  59. *>\endverbatim
  60. *
  61. * Arguments:
  62. * ==========
  63. *
  64. *> \param[in] M
  65. *> \verbatim
  66. *> M is INTEGER
  67. *> The number of rows X11 plus the number of rows in X21.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] P
  71. *> \verbatim
  72. *> P is INTEGER
  73. *> The number of rows in X11. 0 <= P <= M.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] Q
  77. *> \verbatim
  78. *> Q is INTEGER
  79. *> The number of columns in X11 and X21. 0 <= Q <=
  80. *> MIN(P,M-P,M-Q).
  81. *> \endverbatim
  82. *>
  83. *> \param[in,out] X11
  84. *> \verbatim
  85. *> X11 is COMPLEX array, dimension (LDX11,Q)
  86. *> On entry, the top block of the matrix X to be reduced. On
  87. *> exit, the columns of tril(X11) specify reflectors for P1 and
  88. *> the rows of triu(X11,1) specify reflectors for Q1.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] LDX11
  92. *> \verbatim
  93. *> LDX11 is INTEGER
  94. *> The leading dimension of X11. LDX11 >= P.
  95. *> \endverbatim
  96. *>
  97. *> \param[in,out] X21
  98. *> \verbatim
  99. *> X21 is COMPLEX array, dimension (LDX21,Q)
  100. *> On entry, the bottom block of the matrix X to be reduced. On
  101. *> exit, the columns of tril(X21) specify reflectors for P2.
  102. *> \endverbatim
  103. *>
  104. *> \param[in] LDX21
  105. *> \verbatim
  106. *> LDX21 is INTEGER
  107. *> The leading dimension of X21. LDX21 >= M-P.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] THETA
  111. *> \verbatim
  112. *> THETA is REAL array, dimension (Q)
  113. *> The entries of the bidiagonal blocks B11, B21 are defined by
  114. *> THETA and PHI. See Further Details.
  115. *> \endverbatim
  116. *>
  117. *> \param[out] PHI
  118. *> \verbatim
  119. *> PHI is REAL array, dimension (Q-1)
  120. *> The entries of the bidiagonal blocks B11, B21 are defined by
  121. *> THETA and PHI. See Further Details.
  122. *> \endverbatim
  123. *>
  124. *> \param[out] TAUP1
  125. *> \verbatim
  126. *> TAUP1 is COMPLEX array, dimension (P)
  127. *> The scalar factors of the elementary reflectors that define
  128. *> P1.
  129. *> \endverbatim
  130. *>
  131. *> \param[out] TAUP2
  132. *> \verbatim
  133. *> TAUP2 is COMPLEX array, dimension (M-P)
  134. *> The scalar factors of the elementary reflectors that define
  135. *> P2.
  136. *> \endverbatim
  137. *>
  138. *> \param[out] TAUQ1
  139. *> \verbatim
  140. *> TAUQ1 is COMPLEX array, dimension (Q)
  141. *> The scalar factors of the elementary reflectors that define
  142. *> Q1.
  143. *> \endverbatim
  144. *>
  145. *> \param[out] WORK
  146. *> \verbatim
  147. *> WORK is COMPLEX array, dimension (LWORK)
  148. *> \endverbatim
  149. *>
  150. *> \param[in] LWORK
  151. *> \verbatim
  152. *> LWORK is INTEGER
  153. *> The dimension of the array WORK. LWORK >= M-Q.
  154. *>
  155. *> If LWORK = -1, then a workspace query is assumed; the routine
  156. *> only calculates the optimal size of the WORK array, returns
  157. *> this value as the first entry of the WORK array, and no error
  158. *> message related to LWORK is issued by XERBLA.
  159. *> \endverbatim
  160. *>
  161. *> \param[out] INFO
  162. *> \verbatim
  163. *> INFO is INTEGER
  164. *> = 0: successful exit.
  165. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  166. *> \endverbatim
  167. *
  168. * Authors:
  169. * ========
  170. *
  171. *> \author Univ. of Tennessee
  172. *> \author Univ. of California Berkeley
  173. *> \author Univ. of Colorado Denver
  174. *> \author NAG Ltd.
  175. *
  176. *> \date July 2012
  177. *
  178. *> \ingroup complexOTHERcomputational
  179. *
  180. *> \par Further Details:
  181. * =====================
  182. *> \verbatim
  183. *>
  184. *> The upper-bidiagonal blocks B11, B21 are represented implicitly by
  185. *> angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
  186. *> in each bidiagonal band is a product of a sine or cosine of a THETA
  187. *> with a sine or cosine of a PHI. See [1] or CUNCSD for details.
  188. *>
  189. *> P1, P2, and Q1 are represented as products of elementary reflectors.
  190. *> See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR
  191. *> and CUNGLQ.
  192. *> \endverbatim
  193. *
  194. *> \par References:
  195. * ================
  196. *>
  197. *> [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
  198. *> Algorithms, 50(1):33-65, 2009.
  199. *>
  200. * =====================================================================
  201. SUBROUTINE CUNBDB1( M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
  202. $ TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO )
  203. *
  204. * -- LAPACK computational routine (version 3.7.0) --
  205. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  206. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  207. * July 2012
  208. *
  209. * .. Scalar Arguments ..
  210. INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
  211. * ..
  212. * .. Array Arguments ..
  213. REAL PHI(*), THETA(*)
  214. COMPLEX TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
  215. $ X11(LDX11,*), X21(LDX21,*)
  216. * ..
  217. *
  218. * ====================================================================
  219. *
  220. * .. Parameters ..
  221. COMPLEX ONE
  222. PARAMETER ( ONE = (1.0E0,0.0E0) )
  223. * ..
  224. * .. Local Scalars ..
  225. REAL C, S
  226. INTEGER CHILDINFO, I, ILARF, IORBDB5, LLARF, LORBDB5,
  227. $ LWORKMIN, LWORKOPT
  228. LOGICAL LQUERY
  229. * ..
  230. * .. External Subroutines ..
  231. EXTERNAL CLARF, CLARFGP, CUNBDB5, CSROT, XERBLA
  232. EXTERNAL CLACGV
  233. * ..
  234. * .. External Functions ..
  235. REAL SCNRM2
  236. EXTERNAL SCNRM2
  237. * ..
  238. * .. Intrinsic Function ..
  239. INTRINSIC ATAN2, COS, MAX, SIN, SQRT
  240. * ..
  241. * .. Executable Statements ..
  242. *
  243. * Test input arguments
  244. *
  245. INFO = 0
  246. LQUERY = LWORK .EQ. -1
  247. *
  248. IF( M .LT. 0 ) THEN
  249. INFO = -1
  250. ELSE IF( P .LT. Q .OR. M-P .LT. Q ) THEN
  251. INFO = -2
  252. ELSE IF( Q .LT. 0 .OR. M-Q .LT. Q ) THEN
  253. INFO = -3
  254. ELSE IF( LDX11 .LT. MAX( 1, P ) ) THEN
  255. INFO = -5
  256. ELSE IF( LDX21 .LT. MAX( 1, M-P ) ) THEN
  257. INFO = -7
  258. END IF
  259. *
  260. * Compute workspace
  261. *
  262. IF( INFO .EQ. 0 ) THEN
  263. ILARF = 2
  264. LLARF = MAX( P-1, M-P-1, Q-1 )
  265. IORBDB5 = 2
  266. LORBDB5 = Q-2
  267. LWORKOPT = MAX( ILARF+LLARF-1, IORBDB5+LORBDB5-1 )
  268. LWORKMIN = LWORKOPT
  269. WORK(1) = LWORKOPT
  270. IF( LWORK .LT. LWORKMIN .AND. .NOT.LQUERY ) THEN
  271. INFO = -14
  272. END IF
  273. END IF
  274. IF( INFO .NE. 0 ) THEN
  275. CALL XERBLA( 'CUNBDB1', -INFO )
  276. RETURN
  277. ELSE IF( LQUERY ) THEN
  278. RETURN
  279. END IF
  280. *
  281. * Reduce columns 1, ..., Q of X11 and X21
  282. *
  283. DO I = 1, Q
  284. *
  285. CALL CLARFGP( P-I+1, X11(I,I), X11(I+1,I), 1, TAUP1(I) )
  286. CALL CLARFGP( M-P-I+1, X21(I,I), X21(I+1,I), 1, TAUP2(I) )
  287. THETA(I) = ATAN2( REAL( X21(I,I) ), REAL( X11(I,I) ) )
  288. C = COS( THETA(I) )
  289. S = SIN( THETA(I) )
  290. X11(I,I) = ONE
  291. X21(I,I) = ONE
  292. CALL CLARF( 'L', P-I+1, Q-I, X11(I,I), 1, CONJG(TAUP1(I)),
  293. $ X11(I,I+1), LDX11, WORK(ILARF) )
  294. CALL CLARF( 'L', M-P-I+1, Q-I, X21(I,I), 1, CONJG(TAUP2(I)),
  295. $ X21(I,I+1), LDX21, WORK(ILARF) )
  296. *
  297. IF( I .LT. Q ) THEN
  298. CALL CSROT( Q-I, X11(I,I+1), LDX11, X21(I,I+1), LDX21, C,
  299. $ S )
  300. CALL CLACGV( Q-I, X21(I,I+1), LDX21 )
  301. CALL CLARFGP( Q-I, X21(I,I+1), X21(I,I+2), LDX21, TAUQ1(I) )
  302. S = REAL( X21(I,I+1) )
  303. X21(I,I+1) = ONE
  304. CALL CLARF( 'R', P-I, Q-I, X21(I,I+1), LDX21, TAUQ1(I),
  305. $ X11(I+1,I+1), LDX11, WORK(ILARF) )
  306. CALL CLARF( 'R', M-P-I, Q-I, X21(I,I+1), LDX21, TAUQ1(I),
  307. $ X21(I+1,I+1), LDX21, WORK(ILARF) )
  308. CALL CLACGV( Q-I, X21(I,I+1), LDX21 )
  309. C = SQRT( SCNRM2( P-I, X11(I+1,I+1), 1 )**2
  310. $ + SCNRM2( M-P-I, X21(I+1,I+1), 1 )**2 )
  311. PHI(I) = ATAN2( S, C )
  312. CALL CUNBDB5( P-I, M-P-I, Q-I-1, X11(I+1,I+1), 1,
  313. $ X21(I+1,I+1), 1, X11(I+1,I+2), LDX11,
  314. $ X21(I+1,I+2), LDX21, WORK(IORBDB5), LORBDB5,
  315. $ CHILDINFO )
  316. END IF
  317. *
  318. END DO
  319. *
  320. RETURN
  321. *
  322. * End of CUNBDB1
  323. *
  324. END