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dormbr.f 11 kB

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  1. *> \brief \b DORMBR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DORMBR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dormbr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dormbr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dormbr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DORMBR( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C,
  22. * LDC, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER SIDE, TRANS, VECT
  26. * INTEGER INFO, K, LDA, LDC, LWORK, M, N
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> If VECT = 'Q', DORMBR overwrites the general real M-by-N matrix C
  39. *> with
  40. *> SIDE = 'L' SIDE = 'R'
  41. *> TRANS = 'N': Q * C C * Q
  42. *> TRANS = 'T': Q**T * C C * Q**T
  43. *>
  44. *> If VECT = 'P', DORMBR overwrites the general real M-by-N matrix C
  45. *> with
  46. *> SIDE = 'L' SIDE = 'R'
  47. *> TRANS = 'N': P * C C * P
  48. *> TRANS = 'T': P**T * C C * P**T
  49. *>
  50. *> Here Q and P**T are the orthogonal matrices determined by DGEBRD when
  51. *> reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and
  52. *> P**T are defined as products of elementary reflectors H(i) and G(i)
  53. *> respectively.
  54. *>
  55. *> Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the
  56. *> order of the orthogonal matrix Q or P**T that is applied.
  57. *>
  58. *> If VECT = 'Q', A is assumed to have been an NQ-by-K matrix:
  59. *> if nq >= k, Q = H(1) H(2) . . . H(k);
  60. *> if nq < k, Q = H(1) H(2) . . . H(nq-1).
  61. *>
  62. *> If VECT = 'P', A is assumed to have been a K-by-NQ matrix:
  63. *> if k < nq, P = G(1) G(2) . . . G(k);
  64. *> if k >= nq, P = G(1) G(2) . . . G(nq-1).
  65. *> \endverbatim
  66. *
  67. * Arguments:
  68. * ==========
  69. *
  70. *> \param[in] VECT
  71. *> \verbatim
  72. *> VECT is CHARACTER*1
  73. *> = 'Q': apply Q or Q**T;
  74. *> = 'P': apply P or P**T.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] SIDE
  78. *> \verbatim
  79. *> SIDE is CHARACTER*1
  80. *> = 'L': apply Q, Q**T, P or P**T from the Left;
  81. *> = 'R': apply Q, Q**T, P or P**T from the Right.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] TRANS
  85. *> \verbatim
  86. *> TRANS is CHARACTER*1
  87. *> = 'N': No transpose, apply Q or P;
  88. *> = 'T': Transpose, apply Q**T or P**T.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] M
  92. *> \verbatim
  93. *> M is INTEGER
  94. *> The number of rows of the matrix C. M >= 0.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] N
  98. *> \verbatim
  99. *> N is INTEGER
  100. *> The number of columns of the matrix C. N >= 0.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] K
  104. *> \verbatim
  105. *> K is INTEGER
  106. *> If VECT = 'Q', the number of columns in the original
  107. *> matrix reduced by DGEBRD.
  108. *> If VECT = 'P', the number of rows in the original
  109. *> matrix reduced by DGEBRD.
  110. *> K >= 0.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] A
  114. *> \verbatim
  115. *> A is DOUBLE PRECISION array, dimension
  116. *> (LDA,min(nq,K)) if VECT = 'Q'
  117. *> (LDA,nq) if VECT = 'P'
  118. *> The vectors which define the elementary reflectors H(i) and
  119. *> G(i), whose products determine the matrices Q and P, as
  120. *> returned by DGEBRD.
  121. *> \endverbatim
  122. *>
  123. *> \param[in] LDA
  124. *> \verbatim
  125. *> LDA is INTEGER
  126. *> The leading dimension of the array A.
  127. *> If VECT = 'Q', LDA >= max(1,nq);
  128. *> if VECT = 'P', LDA >= max(1,min(nq,K)).
  129. *> \endverbatim
  130. *>
  131. *> \param[in] TAU
  132. *> \verbatim
  133. *> TAU is DOUBLE PRECISION array, dimension (min(nq,K))
  134. *> TAU(i) must contain the scalar factor of the elementary
  135. *> reflector H(i) or G(i) which determines Q or P, as returned
  136. *> by DGEBRD in the array argument TAUQ or TAUP.
  137. *> \endverbatim
  138. *>
  139. *> \param[in,out] C
  140. *> \verbatim
  141. *> C is DOUBLE PRECISION array, dimension (LDC,N)
  142. *> On entry, the M-by-N matrix C.
  143. *> On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q
  144. *> or P*C or P**T*C or C*P or C*P**T.
  145. *> \endverbatim
  146. *>
  147. *> \param[in] LDC
  148. *> \verbatim
  149. *> LDC is INTEGER
  150. *> The leading dimension of the array C. LDC >= max(1,M).
  151. *> \endverbatim
  152. *>
  153. *> \param[out] WORK
  154. *> \verbatim
  155. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  156. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  157. *> \endverbatim
  158. *>
  159. *> \param[in] LWORK
  160. *> \verbatim
  161. *> LWORK is INTEGER
  162. *> The dimension of the array WORK.
  163. *> If SIDE = 'L', LWORK >= max(1,N);
  164. *> if SIDE = 'R', LWORK >= max(1,M).
  165. *> For optimum performance LWORK >= N*NB if SIDE = 'L', and
  166. *> LWORK >= M*NB if SIDE = 'R', where NB is the optimal
  167. *> blocksize.
  168. *>
  169. *> If LWORK = -1, then a workspace query is assumed; the routine
  170. *> only calculates the optimal size of the WORK array, returns
  171. *> this value as the first entry of the WORK array, and no error
  172. *> message related to LWORK is issued by XERBLA.
  173. *> \endverbatim
  174. *>
  175. *> \param[out] INFO
  176. *> \verbatim
  177. *> INFO is INTEGER
  178. *> = 0: successful exit
  179. *> < 0: if INFO = -i, the i-th argument had an illegal value
  180. *> \endverbatim
  181. *
  182. * Authors:
  183. * ========
  184. *
  185. *> \author Univ. of Tennessee
  186. *> \author Univ. of California Berkeley
  187. *> \author Univ. of Colorado Denver
  188. *> \author NAG Ltd.
  189. *
  190. *> \date December 2016
  191. *
  192. *> \ingroup doubleOTHERcomputational
  193. *
  194. * =====================================================================
  195. SUBROUTINE DORMBR( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C,
  196. $ LDC, WORK, LWORK, INFO )
  197. *
  198. * -- LAPACK computational routine (version 3.7.0) --
  199. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  200. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  201. * December 2016
  202. *
  203. * .. Scalar Arguments ..
  204. CHARACTER SIDE, TRANS, VECT
  205. INTEGER INFO, K, LDA, LDC, LWORK, M, N
  206. * ..
  207. * .. Array Arguments ..
  208. DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
  209. * ..
  210. *
  211. * =====================================================================
  212. *
  213. * .. Local Scalars ..
  214. LOGICAL APPLYQ, LEFT, LQUERY, NOTRAN
  215. CHARACTER TRANST
  216. INTEGER I1, I2, IINFO, LWKOPT, MI, NB, NI, NQ, NW
  217. * ..
  218. * .. External Functions ..
  219. LOGICAL LSAME
  220. INTEGER ILAENV
  221. EXTERNAL LSAME, ILAENV
  222. * ..
  223. * .. External Subroutines ..
  224. EXTERNAL DORMLQ, DORMQR, XERBLA
  225. * ..
  226. * .. Intrinsic Functions ..
  227. INTRINSIC MAX, MIN
  228. * ..
  229. * .. Executable Statements ..
  230. *
  231. * Test the input arguments
  232. *
  233. INFO = 0
  234. APPLYQ = LSAME( VECT, 'Q' )
  235. LEFT = LSAME( SIDE, 'L' )
  236. NOTRAN = LSAME( TRANS, 'N' )
  237. LQUERY = ( LWORK.EQ.-1 )
  238. *
  239. * NQ is the order of Q or P and NW is the minimum dimension of WORK
  240. *
  241. IF( LEFT ) THEN
  242. NQ = M
  243. NW = N
  244. ELSE
  245. NQ = N
  246. NW = M
  247. END IF
  248. IF( .NOT.APPLYQ .AND. .NOT.LSAME( VECT, 'P' ) ) THEN
  249. INFO = -1
  250. ELSE IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
  251. INFO = -2
  252. ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
  253. INFO = -3
  254. ELSE IF( M.LT.0 ) THEN
  255. INFO = -4
  256. ELSE IF( N.LT.0 ) THEN
  257. INFO = -5
  258. ELSE IF( K.LT.0 ) THEN
  259. INFO = -6
  260. ELSE IF( ( APPLYQ .AND. LDA.LT.MAX( 1, NQ ) ) .OR.
  261. $ ( .NOT.APPLYQ .AND. LDA.LT.MAX( 1, MIN( NQ, K ) ) ) )
  262. $ THEN
  263. INFO = -8
  264. ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
  265. INFO = -11
  266. ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
  267. INFO = -13
  268. END IF
  269. *
  270. IF( INFO.EQ.0 ) THEN
  271. IF( APPLYQ ) THEN
  272. IF( LEFT ) THEN
  273. NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M-1, N, M-1,
  274. $ -1 )
  275. ELSE
  276. NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M, N-1, N-1,
  277. $ -1 )
  278. END IF
  279. ELSE
  280. IF( LEFT ) THEN
  281. NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M-1, N, M-1,
  282. $ -1 )
  283. ELSE
  284. NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M, N-1, N-1,
  285. $ -1 )
  286. END IF
  287. END IF
  288. LWKOPT = MAX( 1, NW )*NB
  289. WORK( 1 ) = LWKOPT
  290. END IF
  291. *
  292. IF( INFO.NE.0 ) THEN
  293. CALL XERBLA( 'DORMBR', -INFO )
  294. RETURN
  295. ELSE IF( LQUERY ) THEN
  296. RETURN
  297. END IF
  298. *
  299. * Quick return if possible
  300. *
  301. WORK( 1 ) = 1
  302. IF( M.EQ.0 .OR. N.EQ.0 )
  303. $ RETURN
  304. *
  305. IF( APPLYQ ) THEN
  306. *
  307. * Apply Q
  308. *
  309. IF( NQ.GE.K ) THEN
  310. *
  311. * Q was determined by a call to DGEBRD with nq >= k
  312. *
  313. CALL DORMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
  314. $ WORK, LWORK, IINFO )
  315. ELSE IF( NQ.GT.1 ) THEN
  316. *
  317. * Q was determined by a call to DGEBRD with nq < k
  318. *
  319. IF( LEFT ) THEN
  320. MI = M - 1
  321. NI = N
  322. I1 = 2
  323. I2 = 1
  324. ELSE
  325. MI = M
  326. NI = N - 1
  327. I1 = 1
  328. I2 = 2
  329. END IF
  330. CALL DORMQR( SIDE, TRANS, MI, NI, NQ-1, A( 2, 1 ), LDA, TAU,
  331. $ C( I1, I2 ), LDC, WORK, LWORK, IINFO )
  332. END IF
  333. ELSE
  334. *
  335. * Apply P
  336. *
  337. IF( NOTRAN ) THEN
  338. TRANST = 'T'
  339. ELSE
  340. TRANST = 'N'
  341. END IF
  342. IF( NQ.GT.K ) THEN
  343. *
  344. * P was determined by a call to DGEBRD with nq > k
  345. *
  346. CALL DORMLQ( SIDE, TRANST, M, N, K, A, LDA, TAU, C, LDC,
  347. $ WORK, LWORK, IINFO )
  348. ELSE IF( NQ.GT.1 ) THEN
  349. *
  350. * P was determined by a call to DGEBRD with nq <= k
  351. *
  352. IF( LEFT ) THEN
  353. MI = M - 1
  354. NI = N
  355. I1 = 2
  356. I2 = 1
  357. ELSE
  358. MI = M
  359. NI = N - 1
  360. I1 = 1
  361. I2 = 2
  362. END IF
  363. CALL DORMLQ( SIDE, TRANST, MI, NI, NQ-1, A( 1, 2 ), LDA,
  364. $ TAU, C( I1, I2 ), LDC, WORK, LWORK, IINFO )
  365. END IF
  366. END IF
  367. WORK( 1 ) = LWKOPT
  368. RETURN
  369. *
  370. * End of DORMBR
  371. *
  372. END