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zlabrd.f 15 kB

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  1. *> \brief \b ZLABRD reduces the first nb rows and columns of a general matrix to a bidiagonal form.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLABRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlabrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlabrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlabrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
  22. * LDY )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER LDA, LDX, LDY, M, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION D( * ), E( * )
  29. * COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), X( LDX, * ),
  30. * $ Y( LDY, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZLABRD reduces the first NB rows and columns of a complex general
  40. *> m by n matrix A to upper or lower real bidiagonal form by a unitary
  41. *> transformation Q**H * A * P, and returns the matrices X and Y which
  42. *> are needed to apply the transformation to the unreduced part of A.
  43. *>
  44. *> If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
  45. *> bidiagonal form.
  46. *>
  47. *> This is an auxiliary routine called by ZGEBRD
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] M
  54. *> \verbatim
  55. *> M is INTEGER
  56. *> The number of rows in the matrix A.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The number of columns in the matrix A.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] NB
  66. *> \verbatim
  67. *> NB is INTEGER
  68. *> The number of leading rows and columns of A to be reduced.
  69. *> \endverbatim
  70. *>
  71. *> \param[in,out] A
  72. *> \verbatim
  73. *> A is COMPLEX*16 array, dimension (LDA,N)
  74. *> On entry, the m by n general matrix to be reduced.
  75. *> On exit, the first NB rows and columns of the matrix are
  76. *> overwritten; the rest of the array is unchanged.
  77. *> If m >= n, elements on and below the diagonal in the first NB
  78. *> columns, with the array TAUQ, represent the unitary
  79. *> matrix Q as a product of elementary reflectors; and
  80. *> elements above the diagonal in the first NB rows, with the
  81. *> array TAUP, represent the unitary matrix P as a product
  82. *> of elementary reflectors.
  83. *> If m < n, elements below the diagonal in the first NB
  84. *> columns, with the array TAUQ, represent the unitary
  85. *> matrix Q as a product of elementary reflectors, and
  86. *> elements on and above the diagonal in the first NB rows,
  87. *> with the array TAUP, represent the unitary matrix P as
  88. *> a product of elementary reflectors.
  89. *> See Further Details.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] LDA
  93. *> \verbatim
  94. *> LDA is INTEGER
  95. *> The leading dimension of the array A. LDA >= max(1,M).
  96. *> \endverbatim
  97. *>
  98. *> \param[out] D
  99. *> \verbatim
  100. *> D is DOUBLE PRECISION array, dimension (NB)
  101. *> The diagonal elements of the first NB rows and columns of
  102. *> the reduced matrix. D(i) = A(i,i).
  103. *> \endverbatim
  104. *>
  105. *> \param[out] E
  106. *> \verbatim
  107. *> E is DOUBLE PRECISION array, dimension (NB)
  108. *> The off-diagonal elements of the first NB rows and columns of
  109. *> the reduced matrix.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] TAUQ
  113. *> \verbatim
  114. *> TAUQ is COMPLEX*16 array, dimension (NB)
  115. *> The scalar factors of the elementary reflectors which
  116. *> represent the unitary matrix Q. See Further Details.
  117. *> \endverbatim
  118. *>
  119. *> \param[out] TAUP
  120. *> \verbatim
  121. *> TAUP is COMPLEX*16 array, dimension (NB)
  122. *> The scalar factors of the elementary reflectors which
  123. *> represent the unitary matrix P. See Further Details.
  124. *> \endverbatim
  125. *>
  126. *> \param[out] X
  127. *> \verbatim
  128. *> X is COMPLEX*16 array, dimension (LDX,NB)
  129. *> The m-by-nb matrix X required to update the unreduced part
  130. *> of A.
  131. *> \endverbatim
  132. *>
  133. *> \param[in] LDX
  134. *> \verbatim
  135. *> LDX is INTEGER
  136. *> The leading dimension of the array X. LDX >= max(1,M).
  137. *> \endverbatim
  138. *>
  139. *> \param[out] Y
  140. *> \verbatim
  141. *> Y is COMPLEX*16 array, dimension (LDY,NB)
  142. *> The n-by-nb matrix Y required to update the unreduced part
  143. *> of A.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] LDY
  147. *> \verbatim
  148. *> LDY is INTEGER
  149. *> The leading dimension of the array Y. LDY >= max(1,N).
  150. *> \endverbatim
  151. *
  152. * Authors:
  153. * ========
  154. *
  155. *> \author Univ. of Tennessee
  156. *> \author Univ. of California Berkeley
  157. *> \author Univ. of Colorado Denver
  158. *> \author NAG Ltd.
  159. *
  160. *> \ingroup complex16OTHERauxiliary
  161. *
  162. *> \par Further Details:
  163. * =====================
  164. *>
  165. *> \verbatim
  166. *>
  167. *> The matrices Q and P are represented as products of elementary
  168. *> reflectors:
  169. *>
  170. *> Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb)
  171. *>
  172. *> Each H(i) and G(i) has the form:
  173. *>
  174. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  175. *>
  176. *> where tauq and taup are complex scalars, and v and u are complex
  177. *> vectors.
  178. *>
  179. *> If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
  180. *> A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in
  181. *> A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  182. *>
  183. *> If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
  184. *> A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
  185. *> A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  186. *>
  187. *> The elements of the vectors v and u together form the m-by-nb matrix
  188. *> V and the nb-by-n matrix U**H which are needed, with X and Y, to apply
  189. *> the transformation to the unreduced part of the matrix, using a block
  190. *> update of the form: A := A - V*Y**H - X*U**H.
  191. *>
  192. *> The contents of A on exit are illustrated by the following examples
  193. *> with nb = 2:
  194. *>
  195. *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
  196. *>
  197. *> ( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 )
  198. *> ( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 )
  199. *> ( v1 v2 a a a ) ( v1 1 a a a a )
  200. *> ( v1 v2 a a a ) ( v1 v2 a a a a )
  201. *> ( v1 v2 a a a ) ( v1 v2 a a a a )
  202. *> ( v1 v2 a a a )
  203. *>
  204. *> where a denotes an element of the original matrix which is unchanged,
  205. *> vi denotes an element of the vector defining H(i), and ui an element
  206. *> of the vector defining G(i).
  207. *> \endverbatim
  208. *>
  209. * =====================================================================
  210. SUBROUTINE ZLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
  211. $ LDY )
  212. *
  213. * -- LAPACK auxiliary routine --
  214. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  215. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  216. *
  217. * .. Scalar Arguments ..
  218. INTEGER LDA, LDX, LDY, M, N, NB
  219. * ..
  220. * .. Array Arguments ..
  221. DOUBLE PRECISION D( * ), E( * )
  222. COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), X( LDX, * ),
  223. $ Y( LDY, * )
  224. * ..
  225. *
  226. * =====================================================================
  227. *
  228. * .. Parameters ..
  229. COMPLEX*16 ZERO, ONE
  230. PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
  231. $ ONE = ( 1.0D+0, 0.0D+0 ) )
  232. * ..
  233. * .. Local Scalars ..
  234. INTEGER I
  235. COMPLEX*16 ALPHA
  236. * ..
  237. * .. External Subroutines ..
  238. EXTERNAL ZGEMV, ZLACGV, ZLARFG, ZSCAL
  239. * ..
  240. * .. Intrinsic Functions ..
  241. INTRINSIC MIN
  242. * ..
  243. * .. Executable Statements ..
  244. *
  245. * Quick return if possible
  246. *
  247. IF( M.LE.0 .OR. N.LE.0 )
  248. $ RETURN
  249. *
  250. IF( M.GE.N ) THEN
  251. *
  252. * Reduce to upper bidiagonal form
  253. *
  254. DO 10 I = 1, NB
  255. *
  256. * Update A(i:m,i)
  257. *
  258. CALL ZLACGV( I-1, Y( I, 1 ), LDY )
  259. CALL ZGEMV( 'No transpose', M-I+1, I-1, -ONE, A( I, 1 ),
  260. $ LDA, Y( I, 1 ), LDY, ONE, A( I, I ), 1 )
  261. CALL ZLACGV( I-1, Y( I, 1 ), LDY )
  262. CALL ZGEMV( 'No transpose', M-I+1, I-1, -ONE, X( I, 1 ),
  263. $ LDX, A( 1, I ), 1, ONE, A( I, I ), 1 )
  264. *
  265. * Generate reflection Q(i) to annihilate A(i+1:m,i)
  266. *
  267. ALPHA = A( I, I )
  268. CALL ZLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1,
  269. $ TAUQ( I ) )
  270. D( I ) = DBLE( ALPHA )
  271. IF( I.LT.N ) THEN
  272. A( I, I ) = ONE
  273. *
  274. * Compute Y(i+1:n,i)
  275. *
  276. CALL ZGEMV( 'Conjugate transpose', M-I+1, N-I, ONE,
  277. $ A( I, I+1 ), LDA, A( I, I ), 1, ZERO,
  278. $ Y( I+1, I ), 1 )
  279. CALL ZGEMV( 'Conjugate transpose', M-I+1, I-1, ONE,
  280. $ A( I, 1 ), LDA, A( I, I ), 1, ZERO,
  281. $ Y( 1, I ), 1 )
  282. CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
  283. $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
  284. CALL ZGEMV( 'Conjugate transpose', M-I+1, I-1, ONE,
  285. $ X( I, 1 ), LDX, A( I, I ), 1, ZERO,
  286. $ Y( 1, I ), 1 )
  287. CALL ZGEMV( 'Conjugate transpose', I-1, N-I, -ONE,
  288. $ A( 1, I+1 ), LDA, Y( 1, I ), 1, ONE,
  289. $ Y( I+1, I ), 1 )
  290. CALL ZSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
  291. *
  292. * Update A(i,i+1:n)
  293. *
  294. CALL ZLACGV( N-I, A( I, I+1 ), LDA )
  295. CALL ZLACGV( I, A( I, 1 ), LDA )
  296. CALL ZGEMV( 'No transpose', N-I, I, -ONE, Y( I+1, 1 ),
  297. $ LDY, A( I, 1 ), LDA, ONE, A( I, I+1 ), LDA )
  298. CALL ZLACGV( I, A( I, 1 ), LDA )
  299. CALL ZLACGV( I-1, X( I, 1 ), LDX )
  300. CALL ZGEMV( 'Conjugate transpose', I-1, N-I, -ONE,
  301. $ A( 1, I+1 ), LDA, X( I, 1 ), LDX, ONE,
  302. $ A( I, I+1 ), LDA )
  303. CALL ZLACGV( I-1, X( I, 1 ), LDX )
  304. *
  305. * Generate reflection P(i) to annihilate A(i,i+2:n)
  306. *
  307. ALPHA = A( I, I+1 )
  308. CALL ZLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ), LDA,
  309. $ TAUP( I ) )
  310. E( I ) = DBLE( ALPHA )
  311. A( I, I+1 ) = ONE
  312. *
  313. * Compute X(i+1:m,i)
  314. *
  315. CALL ZGEMV( 'No transpose', M-I, N-I, ONE, A( I+1, I+1 ),
  316. $ LDA, A( I, I+1 ), LDA, ZERO, X( I+1, I ), 1 )
  317. CALL ZGEMV( 'Conjugate transpose', N-I, I, ONE,
  318. $ Y( I+1, 1 ), LDY, A( I, I+1 ), LDA, ZERO,
  319. $ X( 1, I ), 1 )
  320. CALL ZGEMV( 'No transpose', M-I, I, -ONE, A( I+1, 1 ),
  321. $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
  322. CALL ZGEMV( 'No transpose', I-1, N-I, ONE, A( 1, I+1 ),
  323. $ LDA, A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
  324. CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
  325. $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
  326. CALL ZSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
  327. CALL ZLACGV( N-I, A( I, I+1 ), LDA )
  328. END IF
  329. 10 CONTINUE
  330. ELSE
  331. *
  332. * Reduce to lower bidiagonal form
  333. *
  334. DO 20 I = 1, NB
  335. *
  336. * Update A(i,i:n)
  337. *
  338. CALL ZLACGV( N-I+1, A( I, I ), LDA )
  339. CALL ZLACGV( I-1, A( I, 1 ), LDA )
  340. CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, Y( I, 1 ),
  341. $ LDY, A( I, 1 ), LDA, ONE, A( I, I ), LDA )
  342. CALL ZLACGV( I-1, A( I, 1 ), LDA )
  343. CALL ZLACGV( I-1, X( I, 1 ), LDX )
  344. CALL ZGEMV( 'Conjugate transpose', I-1, N-I+1, -ONE,
  345. $ A( 1, I ), LDA, X( I, 1 ), LDX, ONE, A( I, I ),
  346. $ LDA )
  347. CALL ZLACGV( I-1, X( I, 1 ), LDX )
  348. *
  349. * Generate reflection P(i) to annihilate A(i,i+1:n)
  350. *
  351. ALPHA = A( I, I )
  352. CALL ZLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
  353. $ TAUP( I ) )
  354. D( I ) = DBLE( ALPHA )
  355. IF( I.LT.M ) THEN
  356. A( I, I ) = ONE
  357. *
  358. * Compute X(i+1:m,i)
  359. *
  360. CALL ZGEMV( 'No transpose', M-I, N-I+1, ONE, A( I+1, I ),
  361. $ LDA, A( I, I ), LDA, ZERO, X( I+1, I ), 1 )
  362. CALL ZGEMV( 'Conjugate transpose', N-I+1, I-1, ONE,
  363. $ Y( I, 1 ), LDY, A( I, I ), LDA, ZERO,
  364. $ X( 1, I ), 1 )
  365. CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
  366. $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
  367. CALL ZGEMV( 'No transpose', I-1, N-I+1, ONE, A( 1, I ),
  368. $ LDA, A( I, I ), LDA, ZERO, X( 1, I ), 1 )
  369. CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
  370. $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
  371. CALL ZSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
  372. CALL ZLACGV( N-I+1, A( I, I ), LDA )
  373. *
  374. * Update A(i+1:m,i)
  375. *
  376. CALL ZLACGV( I-1, Y( I, 1 ), LDY )
  377. CALL ZGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
  378. $ LDA, Y( I, 1 ), LDY, ONE, A( I+1, I ), 1 )
  379. CALL ZLACGV( I-1, Y( I, 1 ), LDY )
  380. CALL ZGEMV( 'No transpose', M-I, I, -ONE, X( I+1, 1 ),
  381. $ LDX, A( 1, I ), 1, ONE, A( I+1, I ), 1 )
  382. *
  383. * Generate reflection Q(i) to annihilate A(i+2:m,i)
  384. *
  385. ALPHA = A( I+1, I )
  386. CALL ZLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1,
  387. $ TAUQ( I ) )
  388. E( I ) = DBLE( ALPHA )
  389. A( I+1, I ) = ONE
  390. *
  391. * Compute Y(i+1:n,i)
  392. *
  393. CALL ZGEMV( 'Conjugate transpose', M-I, N-I, ONE,
  394. $ A( I+1, I+1 ), LDA, A( I+1, I ), 1, ZERO,
  395. $ Y( I+1, I ), 1 )
  396. CALL ZGEMV( 'Conjugate transpose', M-I, I-1, ONE,
  397. $ A( I+1, 1 ), LDA, A( I+1, I ), 1, ZERO,
  398. $ Y( 1, I ), 1 )
  399. CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
  400. $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
  401. CALL ZGEMV( 'Conjugate transpose', M-I, I, ONE,
  402. $ X( I+1, 1 ), LDX, A( I+1, I ), 1, ZERO,
  403. $ Y( 1, I ), 1 )
  404. CALL ZGEMV( 'Conjugate transpose', I, N-I, -ONE,
  405. $ A( 1, I+1 ), LDA, Y( 1, I ), 1, ONE,
  406. $ Y( I+1, I ), 1 )
  407. CALL ZSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
  408. ELSE
  409. CALL ZLACGV( N-I+1, A( I, I ), LDA )
  410. END IF
  411. 20 CONTINUE
  412. END IF
  413. RETURN
  414. *
  415. * End of ZLABRD
  416. *
  417. END