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dgebd2.f 10 kB

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  1. *> \brief \b DGEBD2 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 DGEBD2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgebd2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgebd2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgebd2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEBD2( 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. * DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
  28. * $ TAUQ( * ), WORK( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DGEBD2 reduces a real general m by n matrix A to upper or lower
  38. *> bidiagonal form B by an orthogonal transformation: Q**T * 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 DOUBLE PRECISION 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 orthogonal matrix Q as a product of elementary
  67. *> reflectors, and the elements above the first superdiagonal,
  68. *> with the array TAUP, represent the orthogonal 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 orthogonal matrix Q as a product of
  74. *> elementary reflectors, and the elements above the diagonal,
  75. *> with the array TAUP, represent the orthogonal 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (min(M,N))
  104. *> The scalar factors of the elementary reflectors which
  105. *> represent the orthogonal matrix Q. See Further Details.
  106. *> \endverbatim
  107. *>
  108. *> \param[out] TAUP
  109. *> \verbatim
  110. *> TAUP is DOUBLE PRECISION array, dimension (min(M,N))
  111. *> The scalar factors of the elementary reflectors which
  112. *> represent the orthogonal matrix P. See Further Details.
  113. *> \endverbatim
  114. *>
  115. *> \param[out] WORK
  116. *> \verbatim
  117. *> WORK is DOUBLE PRECISION 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 doubleGEcomputational
  136. *
  137. *> \par Further Details:
  138. * =====================
  139. *>
  140. *> \verbatim
  141. *>
  142. *> The matrices Q and P are represented as products of elementary
  143. *> reflectors:
  144. *>
  145. *> If m >= n,
  146. *>
  147. *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
  148. *>
  149. *> Each H(i) and G(i) has the form:
  150. *>
  151. *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T
  152. *>
  153. *> where tauq and taup are real scalars, and v and u are real vectors;
  154. *> v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
  155. *> u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
  156. *> tauq is stored in TAUQ(i) and taup in TAUP(i).
  157. *>
  158. *> If m < n,
  159. *>
  160. *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
  161. *>
  162. *> Each H(i) and G(i) has the form:
  163. *>
  164. *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T
  165. *>
  166. *> where tauq and taup are real scalars, and v and u are real vectors;
  167. *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
  168. *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
  169. *> tauq is stored in TAUQ(i) and taup in TAUP(i).
  170. *>
  171. *> The contents of A on exit are illustrated by the following examples:
  172. *>
  173. *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
  174. *>
  175. *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
  176. *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
  177. *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
  178. *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
  179. *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
  180. *> ( v1 v2 v3 v4 v5 )
  181. *>
  182. *> where d and e denote diagonal and off-diagonal elements of B, vi
  183. *> denotes an element of the vector defining H(i), and ui an element of
  184. *> the vector defining G(i).
  185. *> \endverbatim
  186. *>
  187. * =====================================================================
  188. SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
  189. *
  190. * -- LAPACK computational routine --
  191. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  192. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  193. *
  194. * .. Scalar Arguments ..
  195. INTEGER INFO, LDA, M, N
  196. * ..
  197. * .. Array Arguments ..
  198. DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
  199. $ TAUQ( * ), WORK( * )
  200. * ..
  201. *
  202. * =====================================================================
  203. *
  204. * .. Parameters ..
  205. DOUBLE PRECISION ZERO, ONE
  206. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  207. * ..
  208. * .. Local Scalars ..
  209. INTEGER I
  210. * ..
  211. * .. External Subroutines ..
  212. EXTERNAL DLARF, DLARFG, XERBLA
  213. * ..
  214. * .. Intrinsic Functions ..
  215. INTRINSIC MAX, MIN
  216. * ..
  217. * .. Executable Statements ..
  218. *
  219. * Test the input parameters
  220. *
  221. INFO = 0
  222. IF( M.LT.0 ) THEN
  223. INFO = -1
  224. ELSE IF( N.LT.0 ) THEN
  225. INFO = -2
  226. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  227. INFO = -4
  228. END IF
  229. IF( INFO.LT.0 ) THEN
  230. CALL XERBLA( 'DGEBD2', -INFO )
  231. RETURN
  232. END IF
  233. *
  234. IF( M.GE.N ) THEN
  235. *
  236. * Reduce to upper bidiagonal form
  237. *
  238. DO 10 I = 1, N
  239. *
  240. * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  241. *
  242. CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  243. $ TAUQ( I ) )
  244. D( I ) = A( I, I )
  245. A( I, I ) = ONE
  246. *
  247. * Apply H(i) to A(i:m,i+1:n) from the left
  248. *
  249. IF( I.LT.N )
  250. $ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAUQ( I ),
  251. $ A( I, I+1 ), LDA, WORK )
  252. A( I, I ) = D( I )
  253. *
  254. IF( I.LT.N ) THEN
  255. *
  256. * Generate elementary reflector G(i) to annihilate
  257. * A(i,i+2:n)
  258. *
  259. CALL DLARFG( N-I, A( I, I+1 ), A( I, MIN( I+2, N ) ),
  260. $ LDA, TAUP( I ) )
  261. E( I ) = A( I, I+1 )
  262. A( I, I+1 ) = ONE
  263. *
  264. * Apply G(i) to A(i+1:m,i+1:n) from the right
  265. *
  266. CALL DLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA,
  267. $ TAUP( I ), A( I+1, I+1 ), LDA, WORK )
  268. A( I, I+1 ) = E( I )
  269. ELSE
  270. TAUP( I ) = ZERO
  271. END IF
  272. 10 CONTINUE
  273. ELSE
  274. *
  275. * Reduce to lower bidiagonal form
  276. *
  277. DO 20 I = 1, M
  278. *
  279. * Generate elementary reflector G(i) to annihilate A(i,i+1:n)
  280. *
  281. CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
  282. $ TAUP( I ) )
  283. D( I ) = A( I, I )
  284. A( I, I ) = ONE
  285. *
  286. * Apply G(i) to A(i+1:m,i:n) from the right
  287. *
  288. IF( I.LT.M )
  289. $ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
  290. $ TAUP( I ), A( I+1, I ), LDA, WORK )
  291. A( I, I ) = D( I )
  292. *
  293. IF( I.LT.M ) THEN
  294. *
  295. * Generate elementary reflector H(i) to annihilate
  296. * A(i+2:m,i)
  297. *
  298. CALL DLARFG( M-I, A( I+1, I ), A( MIN( I+2, M ), I ), 1,
  299. $ TAUQ( I ) )
  300. E( I ) = A( I+1, I )
  301. A( I+1, I ) = ONE
  302. *
  303. * Apply H(i) to A(i+1:m,i+1:n) from the left
  304. *
  305. CALL DLARF( 'Left', M-I, N-I, A( I+1, I ), 1, TAUQ( I ),
  306. $ A( I+1, I+1 ), LDA, WORK )
  307. A( I+1, I ) = E( I )
  308. ELSE
  309. TAUQ( I ) = ZERO
  310. END IF
  311. 20 CONTINUE
  312. END IF
  313. RETURN
  314. *
  315. * End of DGEBD2
  316. *
  317. END