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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. *> \ingroup complexGEcomputational
  136. * @precisions normal c -> s d z
  137. *
  138. *> \par Further Details:
  139. * =====================
  140. *>
  141. *> \verbatim
  142. *>
  143. *> The matrices Q and P are represented as products of elementary
  144. *> reflectors:
  145. *>
  146. *> If m >= n,
  147. *>
  148. *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
  149. *>
  150. *> Each H(i) and G(i) has the form:
  151. *>
  152. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  153. *>
  154. *> where tauq and taup are complex scalars, and v and u are complex
  155. *> vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
  156. *> A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
  157. *> A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  158. *>
  159. *> If m < n,
  160. *>
  161. *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
  162. *>
  163. *> Each H(i) and G(i) has the form:
  164. *>
  165. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  166. *>
  167. *> where tauq and taup are complex scalars, v and u are complex vectors;
  168. *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
  169. *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
  170. *> tauq is stored in TAUQ(i) and taup in TAUP(i).
  171. *>
  172. *> The contents of A on exit are illustrated by the following examples:
  173. *>
  174. *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
  175. *>
  176. *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
  177. *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
  178. *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
  179. *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
  180. *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
  181. *> ( v1 v2 v3 v4 v5 )
  182. *>
  183. *> where d and e denote diagonal and off-diagonal elements of B, vi
  184. *> denotes an element of the vector defining H(i), and ui an element of
  185. *> the vector defining G(i).
  186. *> \endverbatim
  187. *>
  188. * =====================================================================
  189. SUBROUTINE CGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
  190. *
  191. * -- LAPACK computational routine --
  192. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  193. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  194. *
  195. * .. Scalar Arguments ..
  196. INTEGER INFO, LDA, M, N
  197. * ..
  198. * .. Array Arguments ..
  199. REAL D( * ), E( * )
  200. COMPLEX A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
  201. * ..
  202. *
  203. * =====================================================================
  204. *
  205. * .. Parameters ..
  206. COMPLEX ZERO, ONE
  207. PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
  208. $ ONE = ( 1.0E+0, 0.0E+0 ) )
  209. * ..
  210. * .. Local Scalars ..
  211. INTEGER I
  212. COMPLEX ALPHA
  213. * ..
  214. * .. External Subroutines ..
  215. EXTERNAL CLACGV, CLARF, CLARFG, XERBLA
  216. * ..
  217. * .. Intrinsic Functions ..
  218. INTRINSIC CONJG, MAX, MIN
  219. * ..
  220. * .. Executable Statements ..
  221. *
  222. * Test the input parameters
  223. *
  224. INFO = 0
  225. IF( M.LT.0 ) THEN
  226. INFO = -1
  227. ELSE IF( N.LT.0 ) THEN
  228. INFO = -2
  229. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  230. INFO = -4
  231. END IF
  232. IF( INFO.LT.0 ) THEN
  233. CALL XERBLA( 'CGEBD2', -INFO )
  234. RETURN
  235. END IF
  236. *
  237. IF( M.GE.N ) THEN
  238. *
  239. * Reduce to upper bidiagonal form
  240. *
  241. DO 10 I = 1, N
  242. *
  243. * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  244. *
  245. ALPHA = A( I, I )
  246. CALL CLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1,
  247. $ TAUQ( I ) )
  248. D( I ) = REAL( ALPHA )
  249. A( I, I ) = ONE
  250. *
  251. * Apply H(i)**H to A(i:m,i+1:n) from the left
  252. *
  253. IF( I.LT.N )
  254. $ CALL CLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
  255. $ CONJG( TAUQ( I ) ), A( I, I+1 ), LDA, WORK )
  256. A( I, I ) = D( I )
  257. *
  258. IF( I.LT.N ) THEN
  259. *
  260. * Generate elementary reflector G(i) to annihilate
  261. * A(i,i+2:n)
  262. *
  263. CALL CLACGV( N-I, A( I, I+1 ), LDA )
  264. ALPHA = A( I, I+1 )
  265. CALL CLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ),
  266. $ LDA, TAUP( I ) )
  267. E( I ) = REAL( ALPHA )
  268. A( I, I+1 ) = ONE
  269. *
  270. * Apply G(i) to A(i+1:m,i+1:n) from the right
  271. *
  272. CALL CLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA,
  273. $ TAUP( I ), A( I+1, I+1 ), LDA, WORK )
  274. CALL CLACGV( N-I, A( I, I+1 ), LDA )
  275. A( I, I+1 ) = E( I )
  276. ELSE
  277. TAUP( I ) = ZERO
  278. END IF
  279. 10 CONTINUE
  280. ELSE
  281. *
  282. * Reduce to lower bidiagonal form
  283. *
  284. DO 20 I = 1, M
  285. *
  286. * Generate elementary reflector G(i) to annihilate A(i,i+1:n)
  287. *
  288. CALL CLACGV( N-I+1, A( I, I ), LDA )
  289. ALPHA = A( I, I )
  290. CALL CLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
  291. $ TAUP( I ) )
  292. D( I ) = REAL( ALPHA )
  293. A( I, I ) = ONE
  294. *
  295. * Apply G(i) to A(i+1:m,i:n) from the right
  296. *
  297. IF( I.LT.M )
  298. $ CALL CLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
  299. $ TAUP( I ), A( I+1, I ), LDA, WORK )
  300. CALL CLACGV( N-I+1, A( I, I ), LDA )
  301. A( I, I ) = D( I )
  302. *
  303. IF( I.LT.M ) THEN
  304. *
  305. * Generate elementary reflector H(i) to annihilate
  306. * A(i+2:m,i)
  307. *
  308. ALPHA = A( I+1, I )
  309. CALL CLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1,
  310. $ TAUQ( I ) )
  311. E( I ) = REAL( ALPHA )
  312. A( I+1, I ) = ONE
  313. *
  314. * Apply H(i)**H to A(i+1:m,i+1:n) from the left
  315. *
  316. CALL CLARF( 'Left', M-I, N-I, A( I+1, I ), 1,
  317. $ CONJG( TAUQ( I ) ), A( I+1, I+1 ), LDA,
  318. $ WORK )
  319. A( I+1, I ) = E( I )
  320. ELSE
  321. TAUQ( I ) = ZERO
  322. END IF
  323. 20 CONTINUE
  324. END IF
  325. RETURN
  326. *
  327. * End of CGEBD2
  328. *
  329. END