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sgbbrd.f 17 kB

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  1. *> \brief \b SGBBRD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGBBRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgbbrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgbbrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgbbrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q,
  22. * LDQ, PT, LDPT, C, LDC, WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER VECT
  26. * INTEGER INFO, KL, KU, LDAB, LDC, LDPT, LDQ, M, N, NCC
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL AB( LDAB, * ), C( LDC, * ), D( * ), E( * ),
  30. * $ PT( LDPT, * ), Q( LDQ, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SGBBRD reduces a real general m-by-n band matrix A to upper
  40. *> bidiagonal form B by an orthogonal transformation: Q**T * A * P = B.
  41. *>
  42. *> The routine computes B, and optionally forms Q or P**T, or computes
  43. *> Q**T*C for a given matrix C.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] VECT
  50. *> \verbatim
  51. *> VECT is CHARACTER*1
  52. *> Specifies whether or not the matrices Q and P**T are to be
  53. *> formed.
  54. *> = 'N': do not form Q or P**T;
  55. *> = 'Q': form Q only;
  56. *> = 'P': form P**T only;
  57. *> = 'B': form both.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] M
  61. *> \verbatim
  62. *> M is INTEGER
  63. *> The number of rows of the matrix A. M >= 0.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] N
  67. *> \verbatim
  68. *> N is INTEGER
  69. *> The number of columns of the matrix A. N >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] NCC
  73. *> \verbatim
  74. *> NCC is INTEGER
  75. *> The number of columns of the matrix C. NCC >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] KL
  79. *> \verbatim
  80. *> KL is INTEGER
  81. *> The number of subdiagonals of the matrix A. KL >= 0.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] KU
  85. *> \verbatim
  86. *> KU is INTEGER
  87. *> The number of superdiagonals of the matrix A. KU >= 0.
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] AB
  91. *> \verbatim
  92. *> AB is REAL array, dimension (LDAB,N)
  93. *> On entry, the m-by-n band matrix A, stored in rows 1 to
  94. *> KL+KU+1. The j-th column of A is stored in the j-th column of
  95. *> the array AB as follows:
  96. *> AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
  97. *> On exit, A is overwritten by values generated during the
  98. *> reduction.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDAB
  102. *> \verbatim
  103. *> LDAB is INTEGER
  104. *> The leading dimension of the array A. LDAB >= KL+KU+1.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] D
  108. *> \verbatim
  109. *> D is REAL array, dimension (min(M,N))
  110. *> The diagonal elements of the bidiagonal matrix B.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] E
  114. *> \verbatim
  115. *> E is REAL array, dimension (min(M,N)-1)
  116. *> The superdiagonal elements of the bidiagonal matrix B.
  117. *> \endverbatim
  118. *>
  119. *> \param[out] Q
  120. *> \verbatim
  121. *> Q is REAL array, dimension (LDQ,M)
  122. *> If VECT = 'Q' or 'B', the m-by-m orthogonal matrix Q.
  123. *> If VECT = 'N' or 'P', the array Q is not referenced.
  124. *> \endverbatim
  125. *>
  126. *> \param[in] LDQ
  127. *> \verbatim
  128. *> LDQ is INTEGER
  129. *> The leading dimension of the array Q.
  130. *> LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
  131. *> \endverbatim
  132. *>
  133. *> \param[out] PT
  134. *> \verbatim
  135. *> PT is REAL array, dimension (LDPT,N)
  136. *> If VECT = 'P' or 'B', the n-by-n orthogonal matrix P'.
  137. *> If VECT = 'N' or 'Q', the array PT is not referenced.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] LDPT
  141. *> \verbatim
  142. *> LDPT is INTEGER
  143. *> The leading dimension of the array PT.
  144. *> LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
  145. *> \endverbatim
  146. *>
  147. *> \param[in,out] C
  148. *> \verbatim
  149. *> C is REAL array, dimension (LDC,NCC)
  150. *> On entry, an m-by-ncc matrix C.
  151. *> On exit, C is overwritten by Q**T*C.
  152. *> C is not referenced if NCC = 0.
  153. *> \endverbatim
  154. *>
  155. *> \param[in] LDC
  156. *> \verbatim
  157. *> LDC is INTEGER
  158. *> The leading dimension of the array C.
  159. *> LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
  160. *> \endverbatim
  161. *>
  162. *> \param[out] WORK
  163. *> \verbatim
  164. *> WORK is REAL array, dimension (2*max(M,N))
  165. *> \endverbatim
  166. *>
  167. *> \param[out] INFO
  168. *> \verbatim
  169. *> INFO is INTEGER
  170. *> = 0: successful exit.
  171. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  172. *> \endverbatim
  173. *
  174. * Authors:
  175. * ========
  176. *
  177. *> \author Univ. of Tennessee
  178. *> \author Univ. of California Berkeley
  179. *> \author Univ. of Colorado Denver
  180. *> \author NAG Ltd.
  181. *
  182. *> \ingroup realGBcomputational
  183. *
  184. * =====================================================================
  185. SUBROUTINE SGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q,
  186. $ LDQ, PT, LDPT, C, LDC, WORK, INFO )
  187. *
  188. * -- LAPACK computational routine --
  189. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  190. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  191. *
  192. * .. Scalar Arguments ..
  193. CHARACTER VECT
  194. INTEGER INFO, KL, KU, LDAB, LDC, LDPT, LDQ, M, N, NCC
  195. * ..
  196. * .. Array Arguments ..
  197. REAL AB( LDAB, * ), C( LDC, * ), D( * ), E( * ),
  198. $ PT( LDPT, * ), Q( LDQ, * ), WORK( * )
  199. * ..
  200. *
  201. * =====================================================================
  202. *
  203. * .. Parameters ..
  204. REAL ZERO, ONE
  205. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  206. * ..
  207. * .. Local Scalars ..
  208. LOGICAL WANTB, WANTC, WANTPT, WANTQ
  209. INTEGER I, INCA, J, J1, J2, KB, KB1, KK, KLM, KLU1,
  210. $ KUN, L, MINMN, ML, ML0, MN, MU, MU0, NR, NRT
  211. REAL RA, RB, RC, RS
  212. * ..
  213. * .. External Subroutines ..
  214. EXTERNAL SLARGV, SLARTG, SLARTV, SLASET, SROT, XERBLA
  215. * ..
  216. * .. Intrinsic Functions ..
  217. INTRINSIC MAX, MIN
  218. * ..
  219. * .. External Functions ..
  220. LOGICAL LSAME
  221. EXTERNAL LSAME
  222. * ..
  223. * .. Executable Statements ..
  224. *
  225. * Test the input parameters
  226. *
  227. WANTB = LSAME( VECT, 'B' )
  228. WANTQ = LSAME( VECT, 'Q' ) .OR. WANTB
  229. WANTPT = LSAME( VECT, 'P' ) .OR. WANTB
  230. WANTC = NCC.GT.0
  231. KLU1 = KL + KU + 1
  232. INFO = 0
  233. IF( .NOT.WANTQ .AND. .NOT.WANTPT .AND. .NOT.LSAME( VECT, 'N' ) )
  234. $ THEN
  235. INFO = -1
  236. ELSE IF( M.LT.0 ) THEN
  237. INFO = -2
  238. ELSE IF( N.LT.0 ) THEN
  239. INFO = -3
  240. ELSE IF( NCC.LT.0 ) THEN
  241. INFO = -4
  242. ELSE IF( KL.LT.0 ) THEN
  243. INFO = -5
  244. ELSE IF( KU.LT.0 ) THEN
  245. INFO = -6
  246. ELSE IF( LDAB.LT.KLU1 ) THEN
  247. INFO = -8
  248. ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. LDQ.LT.MAX( 1, M ) ) THEN
  249. INFO = -12
  250. ELSE IF( LDPT.LT.1 .OR. WANTPT .AND. LDPT.LT.MAX( 1, N ) ) THEN
  251. INFO = -14
  252. ELSE IF( LDC.LT.1 .OR. WANTC .AND. LDC.LT.MAX( 1, M ) ) THEN
  253. INFO = -16
  254. END IF
  255. IF( INFO.NE.0 ) THEN
  256. CALL XERBLA( 'SGBBRD', -INFO )
  257. RETURN
  258. END IF
  259. *
  260. * Initialize Q and P**T to the unit matrix, if needed
  261. *
  262. IF( WANTQ )
  263. $ CALL SLASET( 'Full', M, M, ZERO, ONE, Q, LDQ )
  264. IF( WANTPT )
  265. $ CALL SLASET( 'Full', N, N, ZERO, ONE, PT, LDPT )
  266. *
  267. * Quick return if possible.
  268. *
  269. IF( M.EQ.0 .OR. N.EQ.0 )
  270. $ RETURN
  271. *
  272. MINMN = MIN( M, N )
  273. *
  274. IF( KL+KU.GT.1 ) THEN
  275. *
  276. * Reduce to upper bidiagonal form if KU > 0; if KU = 0, reduce
  277. * first to lower bidiagonal form and then transform to upper
  278. * bidiagonal
  279. *
  280. IF( KU.GT.0 ) THEN
  281. ML0 = 1
  282. MU0 = 2
  283. ELSE
  284. ML0 = 2
  285. MU0 = 1
  286. END IF
  287. *
  288. * Wherever possible, plane rotations are generated and applied in
  289. * vector operations of length NR over the index set J1:J2:KLU1.
  290. *
  291. * The sines of the plane rotations are stored in WORK(1:max(m,n))
  292. * and the cosines in WORK(max(m,n)+1:2*max(m,n)).
  293. *
  294. MN = MAX( M, N )
  295. KLM = MIN( M-1, KL )
  296. KUN = MIN( N-1, KU )
  297. KB = KLM + KUN
  298. KB1 = KB + 1
  299. INCA = KB1*LDAB
  300. NR = 0
  301. J1 = KLM + 2
  302. J2 = 1 - KUN
  303. *
  304. DO 90 I = 1, MINMN
  305. *
  306. * Reduce i-th column and i-th row of matrix to bidiagonal form
  307. *
  308. ML = KLM + 1
  309. MU = KUN + 1
  310. DO 80 KK = 1, KB
  311. J1 = J1 + KB
  312. J2 = J2 + KB
  313. *
  314. * generate plane rotations to annihilate nonzero elements
  315. * which have been created below the band
  316. *
  317. IF( NR.GT.0 )
  318. $ CALL SLARGV( NR, AB( KLU1, J1-KLM-1 ), INCA,
  319. $ WORK( J1 ), KB1, WORK( MN+J1 ), KB1 )
  320. *
  321. * apply plane rotations from the left
  322. *
  323. DO 10 L = 1, KB
  324. IF( J2-KLM+L-1.GT.N ) THEN
  325. NRT = NR - 1
  326. ELSE
  327. NRT = NR
  328. END IF
  329. IF( NRT.GT.0 )
  330. $ CALL SLARTV( NRT, AB( KLU1-L, J1-KLM+L-1 ), INCA,
  331. $ AB( KLU1-L+1, J1-KLM+L-1 ), INCA,
  332. $ WORK( MN+J1 ), WORK( J1 ), KB1 )
  333. 10 CONTINUE
  334. *
  335. IF( ML.GT.ML0 ) THEN
  336. IF( ML.LE.M-I+1 ) THEN
  337. *
  338. * generate plane rotation to annihilate a(i+ml-1,i)
  339. * within the band, and apply rotation from the left
  340. *
  341. CALL SLARTG( AB( KU+ML-1, I ), AB( KU+ML, I ),
  342. $ WORK( MN+I+ML-1 ), WORK( I+ML-1 ),
  343. $ RA )
  344. AB( KU+ML-1, I ) = RA
  345. IF( I.LT.N )
  346. $ CALL SROT( MIN( KU+ML-2, N-I ),
  347. $ AB( KU+ML-2, I+1 ), LDAB-1,
  348. $ AB( KU+ML-1, I+1 ), LDAB-1,
  349. $ WORK( MN+I+ML-1 ), WORK( I+ML-1 ) )
  350. END IF
  351. NR = NR + 1
  352. J1 = J1 - KB1
  353. END IF
  354. *
  355. IF( WANTQ ) THEN
  356. *
  357. * accumulate product of plane rotations in Q
  358. *
  359. DO 20 J = J1, J2, KB1
  360. CALL SROT( M, Q( 1, J-1 ), 1, Q( 1, J ), 1,
  361. $ WORK( MN+J ), WORK( J ) )
  362. 20 CONTINUE
  363. END IF
  364. *
  365. IF( WANTC ) THEN
  366. *
  367. * apply plane rotations to C
  368. *
  369. DO 30 J = J1, J2, KB1
  370. CALL SROT( NCC, C( J-1, 1 ), LDC, C( J, 1 ), LDC,
  371. $ WORK( MN+J ), WORK( J ) )
  372. 30 CONTINUE
  373. END IF
  374. *
  375. IF( J2+KUN.GT.N ) THEN
  376. *
  377. * adjust J2 to keep within the bounds of the matrix
  378. *
  379. NR = NR - 1
  380. J2 = J2 - KB1
  381. END IF
  382. *
  383. DO 40 J = J1, J2, KB1
  384. *
  385. * create nonzero element a(j-1,j+ku) above the band
  386. * and store it in WORK(n+1:2*n)
  387. *
  388. WORK( J+KUN ) = WORK( J )*AB( 1, J+KUN )
  389. AB( 1, J+KUN ) = WORK( MN+J )*AB( 1, J+KUN )
  390. 40 CONTINUE
  391. *
  392. * generate plane rotations to annihilate nonzero elements
  393. * which have been generated above the band
  394. *
  395. IF( NR.GT.0 )
  396. $ CALL SLARGV( NR, AB( 1, J1+KUN-1 ), INCA,
  397. $ WORK( J1+KUN ), KB1, WORK( MN+J1+KUN ),
  398. $ KB1 )
  399. *
  400. * apply plane rotations from the right
  401. *
  402. DO 50 L = 1, KB
  403. IF( J2+L-1.GT.M ) THEN
  404. NRT = NR - 1
  405. ELSE
  406. NRT = NR
  407. END IF
  408. IF( NRT.GT.0 )
  409. $ CALL SLARTV( NRT, AB( L+1, J1+KUN-1 ), INCA,
  410. $ AB( L, J1+KUN ), INCA,
  411. $ WORK( MN+J1+KUN ), WORK( J1+KUN ),
  412. $ KB1 )
  413. 50 CONTINUE
  414. *
  415. IF( ML.EQ.ML0 .AND. MU.GT.MU0 ) THEN
  416. IF( MU.LE.N-I+1 ) THEN
  417. *
  418. * generate plane rotation to annihilate a(i,i+mu-1)
  419. * within the band, and apply rotation from the right
  420. *
  421. CALL SLARTG( AB( KU-MU+3, I+MU-2 ),
  422. $ AB( KU-MU+2, I+MU-1 ),
  423. $ WORK( MN+I+MU-1 ), WORK( I+MU-1 ),
  424. $ RA )
  425. AB( KU-MU+3, I+MU-2 ) = RA
  426. CALL SROT( MIN( KL+MU-2, M-I ),
  427. $ AB( KU-MU+4, I+MU-2 ), 1,
  428. $ AB( KU-MU+3, I+MU-1 ), 1,
  429. $ WORK( MN+I+MU-1 ), WORK( I+MU-1 ) )
  430. END IF
  431. NR = NR + 1
  432. J1 = J1 - KB1
  433. END IF
  434. *
  435. IF( WANTPT ) THEN
  436. *
  437. * accumulate product of plane rotations in P**T
  438. *
  439. DO 60 J = J1, J2, KB1
  440. CALL SROT( N, PT( J+KUN-1, 1 ), LDPT,
  441. $ PT( J+KUN, 1 ), LDPT, WORK( MN+J+KUN ),
  442. $ WORK( J+KUN ) )
  443. 60 CONTINUE
  444. END IF
  445. *
  446. IF( J2+KB.GT.M ) THEN
  447. *
  448. * adjust J2 to keep within the bounds of the matrix
  449. *
  450. NR = NR - 1
  451. J2 = J2 - KB1
  452. END IF
  453. *
  454. DO 70 J = J1, J2, KB1
  455. *
  456. * create nonzero element a(j+kl+ku,j+ku-1) below the
  457. * band and store it in WORK(1:n)
  458. *
  459. WORK( J+KB ) = WORK( J+KUN )*AB( KLU1, J+KUN )
  460. AB( KLU1, J+KUN ) = WORK( MN+J+KUN )*AB( KLU1, J+KUN )
  461. 70 CONTINUE
  462. *
  463. IF( ML.GT.ML0 ) THEN
  464. ML = ML - 1
  465. ELSE
  466. MU = MU - 1
  467. END IF
  468. 80 CONTINUE
  469. 90 CONTINUE
  470. END IF
  471. *
  472. IF( KU.EQ.0 .AND. KL.GT.0 ) THEN
  473. *
  474. * A has been reduced to lower bidiagonal form
  475. *
  476. * Transform lower bidiagonal form to upper bidiagonal by applying
  477. * plane rotations from the left, storing diagonal elements in D
  478. * and off-diagonal elements in E
  479. *
  480. DO 100 I = 1, MIN( M-1, N )
  481. CALL SLARTG( AB( 1, I ), AB( 2, I ), RC, RS, RA )
  482. D( I ) = RA
  483. IF( I.LT.N ) THEN
  484. E( I ) = RS*AB( 1, I+1 )
  485. AB( 1, I+1 ) = RC*AB( 1, I+1 )
  486. END IF
  487. IF( WANTQ )
  488. $ CALL SROT( M, Q( 1, I ), 1, Q( 1, I+1 ), 1, RC, RS )
  489. IF( WANTC )
  490. $ CALL SROT( NCC, C( I, 1 ), LDC, C( I+1, 1 ), LDC, RC,
  491. $ RS )
  492. 100 CONTINUE
  493. IF( M.LE.N )
  494. $ D( M ) = AB( 1, M )
  495. ELSE IF( KU.GT.0 ) THEN
  496. *
  497. * A has been reduced to upper bidiagonal form
  498. *
  499. IF( M.LT.N ) THEN
  500. *
  501. * Annihilate a(m,m+1) by applying plane rotations from the
  502. * right, storing diagonal elements in D and off-diagonal
  503. * elements in E
  504. *
  505. RB = AB( KU, M+1 )
  506. DO 110 I = M, 1, -1
  507. CALL SLARTG( AB( KU+1, I ), RB, RC, RS, RA )
  508. D( I ) = RA
  509. IF( I.GT.1 ) THEN
  510. RB = -RS*AB( KU, I )
  511. E( I-1 ) = RC*AB( KU, I )
  512. END IF
  513. IF( WANTPT )
  514. $ CALL SROT( N, PT( I, 1 ), LDPT, PT( M+1, 1 ), LDPT,
  515. $ RC, RS )
  516. 110 CONTINUE
  517. ELSE
  518. *
  519. * Copy off-diagonal elements to E and diagonal elements to D
  520. *
  521. DO 120 I = 1, MINMN - 1
  522. E( I ) = AB( KU, I+1 )
  523. 120 CONTINUE
  524. DO 130 I = 1, MINMN
  525. D( I ) = AB( KU+1, I )
  526. 130 CONTINUE
  527. END IF
  528. ELSE
  529. *
  530. * A is diagonal. Set elements of E to zero and copy diagonal
  531. * elements to D.
  532. *
  533. DO 140 I = 1, MINMN - 1
  534. E( I ) = ZERO
  535. 140 CONTINUE
  536. DO 150 I = 1, MINMN
  537. D( I ) = AB( 1, I )
  538. 150 CONTINUE
  539. END IF
  540. RETURN
  541. *
  542. * End of SGBBRD
  543. *
  544. END