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sgebrd.f 11 kB

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  1. *> \brief \b SGEBRD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGEBRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgebrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgebrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgebrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LWORK, M, N
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL A( LDA, * ), D( * ), E( * ), TAUP( * ),
  29. * $ TAUQ( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SGEBRD reduces a general real M-by-N matrix A to upper or lower
  39. *> bidiagonal form B by an orthogonal transformation: Q**T * A * P = B.
  40. *>
  41. *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] M
  48. *> \verbatim
  49. *> M is INTEGER
  50. *> The number of rows in the matrix A. M >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The number of columns in the matrix A. N >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in,out] A
  60. *> \verbatim
  61. *> A is REAL array, dimension (LDA,N)
  62. *> On entry, the M-by-N general matrix to be reduced.
  63. *> On exit,
  64. *> if m >= n, the diagonal and the first superdiagonal are
  65. *> overwritten with the upper bidiagonal matrix B; the
  66. *> elements below the diagonal, with the array TAUQ, represent
  67. *> the orthogonal matrix Q as a product of elementary
  68. *> reflectors, and the elements above the first superdiagonal,
  69. *> with the array TAUP, represent the orthogonal matrix P as
  70. *> a product of elementary reflectors;
  71. *> if m < n, the diagonal and the first subdiagonal are
  72. *> overwritten with the lower bidiagonal matrix B; the
  73. *> elements below the first subdiagonal, with the array TAUQ,
  74. *> represent the orthogonal matrix Q as a product of
  75. *> elementary reflectors, and the elements above the diagonal,
  76. *> with the array TAUP, represent the orthogonal matrix P as
  77. *> a product of elementary reflectors.
  78. *> See Further Details.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDA
  82. *> \verbatim
  83. *> LDA is INTEGER
  84. *> The leading dimension of the array A. LDA >= max(1,M).
  85. *> \endverbatim
  86. *>
  87. *> \param[out] D
  88. *> \verbatim
  89. *> D is REAL array, dimension (min(M,N))
  90. *> The diagonal elements of the bidiagonal matrix B:
  91. *> D(i) = A(i,i).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] E
  95. *> \verbatim
  96. *> E is REAL array, dimension (min(M,N)-1)
  97. *> The off-diagonal elements of the bidiagonal matrix B:
  98. *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
  99. *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] TAUQ
  103. *> \verbatim
  104. *> TAUQ is REAL array, dimension (min(M,N))
  105. *> The scalar factors of the elementary reflectors which
  106. *> represent the orthogonal matrix Q. See Further Details.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] TAUP
  110. *> \verbatim
  111. *> TAUP is REAL array, dimension (min(M,N))
  112. *> The scalar factors of the elementary reflectors which
  113. *> represent the orthogonal matrix P. See Further Details.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] WORK
  117. *> \verbatim
  118. *> WORK is REAL array, dimension (MAX(1,LWORK))
  119. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  120. *> \endverbatim
  121. *>
  122. *> \param[in] LWORK
  123. *> \verbatim
  124. *> LWORK is INTEGER
  125. *> The length of the array WORK.
  126. *> LWORK >= 1, if MIN(M,N) = 0, and LWORK >= MAX(M,N), otherwise.
  127. *> For optimum performance LWORK >= (M+N)*NB, where NB
  128. *> is the optimal blocksize.
  129. *>
  130. *> If LWORK = -1, then a workspace query is assumed; the routine
  131. *> only calculates the optimal size of the WORK array, returns
  132. *> this value as the first entry of the WORK array, and no error
  133. *> message related to LWORK is issued by XERBLA.
  134. *> \endverbatim
  135. *>
  136. *> \param[out] INFO
  137. *> \verbatim
  138. *> INFO is INTEGER
  139. *> = 0: successful exit
  140. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  141. *> \endverbatim
  142. *
  143. * Authors:
  144. * ========
  145. *
  146. *> \author Univ. of Tennessee
  147. *> \author Univ. of California Berkeley
  148. *> \author Univ. of Colorado Denver
  149. *> \author NAG Ltd.
  150. *
  151. *> \ingroup gebrd
  152. *
  153. *> \par Further Details:
  154. * =====================
  155. *>
  156. *> \verbatim
  157. *>
  158. *> The matrices Q and P are represented as products of elementary
  159. *> reflectors:
  160. *>
  161. *> If m >= n,
  162. *>
  163. *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
  164. *>
  165. *> Each H(i) and G(i) has the form:
  166. *>
  167. *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T
  168. *>
  169. *> where tauq and taup are real scalars, and v and u are real vectors;
  170. *> v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
  171. *> u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
  172. *> tauq is stored in TAUQ(i) and taup in TAUP(i).
  173. *>
  174. *> If m < n,
  175. *>
  176. *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
  177. *>
  178. *> Each H(i) and G(i) has the form:
  179. *>
  180. *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T
  181. *>
  182. *> where tauq and taup are real scalars, and v and u are real vectors;
  183. *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
  184. *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
  185. *> tauq is stored in TAUQ(i) and taup in TAUP(i).
  186. *>
  187. *> The contents of A on exit are illustrated by the following examples:
  188. *>
  189. *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
  190. *>
  191. *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
  192. *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
  193. *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
  194. *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
  195. *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
  196. *> ( v1 v2 v3 v4 v5 )
  197. *>
  198. *> where d and e denote diagonal and off-diagonal elements of B, vi
  199. *> denotes an element of the vector defining H(i), and ui an element of
  200. *> the vector defining G(i).
  201. *> \endverbatim
  202. *>
  203. * =====================================================================
  204. SUBROUTINE SGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
  205. $ INFO )
  206. *
  207. * -- LAPACK computational routine --
  208. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  209. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  210. *
  211. * .. Scalar Arguments ..
  212. INTEGER INFO, LDA, LWORK, M, N
  213. * ..
  214. * .. Array Arguments ..
  215. REAL A( LDA, * ), D( * ), E( * ), TAUP( * ),
  216. $ TAUQ( * ), WORK( * )
  217. * ..
  218. *
  219. * =====================================================================
  220. *
  221. * .. Parameters ..
  222. REAL ONE
  223. PARAMETER ( ONE = 1.0E+0 )
  224. * ..
  225. * .. Local Scalars ..
  226. LOGICAL LQUERY
  227. INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKMIN, LWKOPT,
  228. $ MINMN, NB, NBMIN, NX, WS
  229. * ..
  230. * .. External Subroutines ..
  231. EXTERNAL SGEBD2, SGEMM, SLABRD, XERBLA
  232. * ..
  233. * .. Intrinsic Functions ..
  234. INTRINSIC MAX, MIN
  235. * ..
  236. * .. External Functions ..
  237. INTEGER ILAENV
  238. REAL SROUNDUP_LWORK
  239. EXTERNAL ILAENV, SROUNDUP_LWORK
  240. * ..
  241. * .. Executable Statements ..
  242. *
  243. * Test the input parameters
  244. *
  245. INFO = 0
  246. MINMN = MIN( M, N )
  247. IF( MINMN.EQ.0 ) THEN
  248. LWKMIN = 1
  249. LWKOPT = 1
  250. ELSE
  251. LWKMIN = MAX( M, N )
  252. NB = MAX( 1, ILAENV( 1, 'SGEBRD', ' ', M, N, -1, -1 ) )
  253. LWKOPT = ( M+N )*NB
  254. ENDIF
  255. WORK( 1 ) = SROUNDUP_LWORK( LWKOPT )
  256. LQUERY = ( LWORK.EQ.-1 )
  257. IF( M.LT.0 ) THEN
  258. INFO = -1
  259. ELSE IF( N.LT.0 ) THEN
  260. INFO = -2
  261. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  262. INFO = -4
  263. ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
  264. INFO = -10
  265. END IF
  266. IF( INFO.LT.0 ) THEN
  267. CALL XERBLA( 'SGEBRD', -INFO )
  268. RETURN
  269. ELSE IF( LQUERY ) THEN
  270. RETURN
  271. END IF
  272. *
  273. * Quick return if possible
  274. *
  275. IF( MINMN.EQ.0 ) THEN
  276. WORK( 1 ) = 1
  277. RETURN
  278. END IF
  279. *
  280. WS = MAX( M, N )
  281. LDWRKX = M
  282. LDWRKY = N
  283. *
  284. IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN
  285. *
  286. * Set the crossover point NX.
  287. *
  288. NX = MAX( NB, ILAENV( 3, 'SGEBRD', ' ', M, N, -1, -1 ) )
  289. *
  290. * Determine when to switch from blocked to unblocked code.
  291. *
  292. IF( NX.LT.MINMN ) THEN
  293. WS = LWKOPT
  294. IF( LWORK.LT.WS ) THEN
  295. *
  296. * Not enough work space for the optimal NB, consider using
  297. * a smaller block size.
  298. *
  299. NBMIN = ILAENV( 2, 'SGEBRD', ' ', M, N, -1, -1 )
  300. IF( LWORK.GE.( M+N )*NBMIN ) THEN
  301. NB = LWORK / ( M+N )
  302. ELSE
  303. NB = 1
  304. NX = MINMN
  305. END IF
  306. END IF
  307. END IF
  308. ELSE
  309. NX = MINMN
  310. END IF
  311. *
  312. DO 30 I = 1, MINMN - NX, NB
  313. *
  314. * Reduce rows and columns i:i+nb-1 to bidiagonal form and return
  315. * the matrices X and Y which are needed to update the unreduced
  316. * part of the matrix
  317. *
  318. CALL SLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ),
  319. $ TAUQ( I ), TAUP( I ), WORK, LDWRKX,
  320. $ WORK( LDWRKX*NB+1 ), LDWRKY )
  321. *
  322. * Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
  323. * of the form A := A - V*Y**T - X*U**T
  324. *
  325. CALL SGEMM( 'No transpose', 'Transpose', M-I-NB+1, N-I-NB+1,
  326. $ NB, -ONE, A( I+NB, I ), LDA,
  327. $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE,
  328. $ A( I+NB, I+NB ), LDA )
  329. CALL SGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1,
  330. $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA,
  331. $ ONE, A( I+NB, I+NB ), LDA )
  332. *
  333. * Copy diagonal and off-diagonal elements of B back into A
  334. *
  335. IF( M.GE.N ) THEN
  336. DO 10 J = I, I + NB - 1
  337. A( J, J ) = D( J )
  338. A( J, J+1 ) = E( J )
  339. 10 CONTINUE
  340. ELSE
  341. DO 20 J = I, I + NB - 1
  342. A( J, J ) = D( J )
  343. A( J+1, J ) = E( J )
  344. 20 CONTINUE
  345. END IF
  346. 30 CONTINUE
  347. *
  348. * Use unblocked code to reduce the remainder of the matrix
  349. *
  350. CALL SGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ),
  351. $ TAUQ( I ), TAUP( I ), WORK, IINFO )
  352. *
  353. WORK( 1 ) = SROUNDUP_LWORK( WS )
  354. RETURN
  355. *
  356. * End of SGEBRD
  357. *
  358. END