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cgebrd.f 11 kB

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  1. *> \brief \b CGEBRD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEBRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgebrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgebrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgebrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGEBRD( 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 D( * ), E( * )
  29. * COMPLEX A( LDA, * ), TAUP( * ), TAUQ( * ),
  30. * $ WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CGEBRD reduces a general complex M-by-N matrix A to upper or lower
  40. *> bidiagonal form B by a unitary transformation: Q**H * A * P = B.
  41. *>
  42. *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] M
  49. *> \verbatim
  50. *> M is INTEGER
  51. *> The number of rows in the matrix A. M >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of columns in the matrix A. N >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in,out] A
  61. *> \verbatim
  62. *> A is COMPLEX array, dimension (LDA,N)
  63. *> On entry, the M-by-N general matrix to be reduced.
  64. *> On exit,
  65. *> if m >= n, the diagonal and the first superdiagonal are
  66. *> overwritten with the upper bidiagonal matrix B; the
  67. *> elements below the diagonal, with the array TAUQ, represent
  68. *> the unitary matrix Q as a product of elementary
  69. *> reflectors, and the elements above the first superdiagonal,
  70. *> with the array TAUP, represent the unitary matrix P as
  71. *> a product of elementary reflectors;
  72. *> if m < n, the diagonal and the first subdiagonal are
  73. *> overwritten with the lower bidiagonal matrix B; the
  74. *> elements below the first subdiagonal, with the array TAUQ,
  75. *> represent the unitary matrix Q as a product of
  76. *> elementary reflectors, and the elements above the diagonal,
  77. *> with the array TAUP, represent the unitary matrix P as
  78. *> a product of elementary reflectors.
  79. *> See Further Details.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the array A. LDA >= max(1,M).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] D
  89. *> \verbatim
  90. *> D is REAL array, dimension (min(M,N))
  91. *> The diagonal elements of the bidiagonal matrix B:
  92. *> D(i) = A(i,i).
  93. *> \endverbatim
  94. *>
  95. *> \param[out] E
  96. *> \verbatim
  97. *> E is REAL array, dimension (min(M,N)-1)
  98. *> The off-diagonal elements of the bidiagonal matrix B:
  99. *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
  100. *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
  101. *> \endverbatim
  102. *>
  103. *> \param[out] TAUQ
  104. *> \verbatim
  105. *> TAUQ is COMPLEX array, dimension (min(M,N))
  106. *> The scalar factors of the elementary reflectors which
  107. *> represent the unitary matrix Q. See Further Details.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] TAUP
  111. *> \verbatim
  112. *> TAUP is COMPLEX array, dimension (min(M,N))
  113. *> The scalar factors of the elementary reflectors which
  114. *> represent the unitary matrix P. See Further Details.
  115. *> \endverbatim
  116. *>
  117. *> \param[out] WORK
  118. *> \verbatim
  119. *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
  120. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  121. *> \endverbatim
  122. *>
  123. *> \param[in] LWORK
  124. *> \verbatim
  125. *> LWORK is INTEGER
  126. *> The length of the array WORK. LWORK >= max(1,M,N).
  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. *> \date November 2017
  152. *
  153. *> \ingroup complexGEcomputational
  154. *
  155. *> \par Further Details:
  156. * =====================
  157. *>
  158. *> \verbatim
  159. *>
  160. *> The matrices Q and P are represented as products of elementary
  161. *> reflectors:
  162. *>
  163. *> If m >= n,
  164. *>
  165. *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
  166. *>
  167. *> Each H(i) and G(i) has the form:
  168. *>
  169. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  170. *>
  171. *> where tauq and taup are complex scalars, and v and u are complex
  172. *> vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
  173. *> A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
  174. *> A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  175. *>
  176. *> If m < n,
  177. *>
  178. *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
  179. *>
  180. *> Each H(i) and G(i) has the form:
  181. *>
  182. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  183. *>
  184. *> where tauq and taup are complex scalars, and v and u are complex
  185. *> vectors; v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in
  186. *> A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in
  187. *> A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  188. *>
  189. *> The contents of A on exit are illustrated by the following examples:
  190. *>
  191. *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
  192. *>
  193. *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
  194. *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
  195. *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
  196. *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
  197. *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
  198. *> ( v1 v2 v3 v4 v5 )
  199. *>
  200. *> where d and e denote diagonal and off-diagonal elements of B, vi
  201. *> denotes an element of the vector defining H(i), and ui an element of
  202. *> the vector defining G(i).
  203. *> \endverbatim
  204. *>
  205. * =====================================================================
  206. SUBROUTINE CGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
  207. $ INFO )
  208. *
  209. * -- LAPACK computational routine (version 3.8.0) --
  210. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  211. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  212. * November 2017
  213. *
  214. * .. Scalar Arguments ..
  215. INTEGER INFO, LDA, LWORK, M, N
  216. * ..
  217. * .. Array Arguments ..
  218. REAL D( * ), E( * )
  219. COMPLEX A( LDA, * ), TAUP( * ), TAUQ( * ),
  220. $ WORK( * )
  221. * ..
  222. *
  223. * =====================================================================
  224. *
  225. * .. Parameters ..
  226. COMPLEX ONE
  227. PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ) )
  228. * ..
  229. * .. Local Scalars ..
  230. LOGICAL LQUERY
  231. INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB,
  232. $ NBMIN, NX, WS
  233. * ..
  234. * .. External Subroutines ..
  235. EXTERNAL CGEBD2, CGEMM, CLABRD, XERBLA
  236. * ..
  237. * .. Intrinsic Functions ..
  238. INTRINSIC MAX, MIN, REAL
  239. * ..
  240. * .. External Functions ..
  241. INTEGER ILAENV
  242. EXTERNAL ILAENV
  243. * ..
  244. * .. Executable Statements ..
  245. *
  246. * Test the input parameters
  247. *
  248. INFO = 0
  249. NB = MAX( 1, ILAENV( 1, 'CGEBRD', ' ', M, N, -1, -1 ) )
  250. LWKOPT = ( M+N )*NB
  251. WORK( 1 ) = REAL( LWKOPT )
  252. LQUERY = ( LWORK.EQ.-1 )
  253. IF( M.LT.0 ) THEN
  254. INFO = -1
  255. ELSE IF( N.LT.0 ) THEN
  256. INFO = -2
  257. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  258. INFO = -4
  259. ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN
  260. INFO = -10
  261. END IF
  262. IF( INFO.LT.0 ) THEN
  263. CALL XERBLA( 'CGEBRD', -INFO )
  264. RETURN
  265. ELSE IF( LQUERY ) THEN
  266. RETURN
  267. END IF
  268. *
  269. * Quick return if possible
  270. *
  271. MINMN = MIN( M, N )
  272. IF( MINMN.EQ.0 ) THEN
  273. WORK( 1 ) = 1
  274. RETURN
  275. END IF
  276. *
  277. WS = MAX( M, N )
  278. LDWRKX = M
  279. LDWRKY = N
  280. *
  281. IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN
  282. *
  283. * Set the crossover point NX.
  284. *
  285. NX = MAX( NB, ILAENV( 3, 'CGEBRD', ' ', M, N, -1, -1 ) )
  286. *
  287. * Determine when to switch from blocked to unblocked code.
  288. *
  289. IF( NX.LT.MINMN ) THEN
  290. WS = ( M+N )*NB
  291. IF( LWORK.LT.WS ) THEN
  292. *
  293. * Not enough work space for the optimal NB, consider using
  294. * a smaller block size.
  295. *
  296. NBMIN = ILAENV( 2, 'CGEBRD', ' ', M, N, -1, -1 )
  297. IF( LWORK.GE.( M+N )*NBMIN ) THEN
  298. NB = LWORK / ( M+N )
  299. ELSE
  300. NB = 1
  301. NX = MINMN
  302. END IF
  303. END IF
  304. END IF
  305. ELSE
  306. NX = MINMN
  307. END IF
  308. *
  309. DO 30 I = 1, MINMN - NX, NB
  310. *
  311. * Reduce rows and columns i:i+ib-1 to bidiagonal form and return
  312. * the matrices X and Y which are needed to update the unreduced
  313. * part of the matrix
  314. *
  315. CALL CLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ),
  316. $ TAUQ( I ), TAUP( I ), WORK, LDWRKX,
  317. $ WORK( LDWRKX*NB+1 ), LDWRKY )
  318. *
  319. * Update the trailing submatrix A(i+ib:m,i+ib:n), using
  320. * an update of the form A := A - V*Y**H - X*U**H
  321. *
  322. CALL CGEMM( 'No transpose', 'Conjugate transpose', M-I-NB+1,
  323. $ N-I-NB+1, NB, -ONE, A( I+NB, I ), LDA,
  324. $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE,
  325. $ A( I+NB, I+NB ), LDA )
  326. CALL CGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1,
  327. $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA,
  328. $ ONE, A( I+NB, I+NB ), LDA )
  329. *
  330. * Copy diagonal and off-diagonal elements of B back into A
  331. *
  332. IF( M.GE.N ) THEN
  333. DO 10 J = I, I + NB - 1
  334. A( J, J ) = D( J )
  335. A( J, J+1 ) = E( J )
  336. 10 CONTINUE
  337. ELSE
  338. DO 20 J = I, I + NB - 1
  339. A( J, J ) = D( J )
  340. A( J+1, J ) = E( J )
  341. 20 CONTINUE
  342. END IF
  343. 30 CONTINUE
  344. *
  345. * Use unblocked code to reduce the remainder of the matrix
  346. *
  347. CALL CGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ),
  348. $ TAUQ( I ), TAUP( I ), WORK, IINFO )
  349. WORK( 1 ) = WS
  350. RETURN
  351. *
  352. * End of CGEBRD
  353. *
  354. END