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zgebrd.f 11 kB

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  1. *> \brief \b ZGEBRD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEBRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgebrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgebrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgebrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEBRD( 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. * DOUBLE PRECISION D( * ), E( * )
  29. * COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZGEBRD reduces a general complex M-by-N matrix A to upper or lower
  39. *> bidiagonal form B by a unitary transformation: Q**H * A * P = B.
  40. *>
  41. *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] M
  48. *> \verbatim
  49. *> M is INTEGER
  50. *> The number of rows in the matrix A. M >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The number of columns in the matrix A. N >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in,out] A
  60. *> \verbatim
  61. *> A is COMPLEX*16 array, dimension (LDA,N)
  62. *> On entry, the M-by-N general matrix to be reduced.
  63. *> On exit,
  64. *> if m >= n, the diagonal and the first superdiagonal are
  65. *> overwritten with the upper bidiagonal matrix B; the
  66. *> elements below the diagonal, with the array TAUQ, represent
  67. *> the unitary matrix Q as a product of elementary
  68. *> reflectors, and the elements above the first superdiagonal,
  69. *> with the array TAUP, represent the unitary matrix P as
  70. *> a product of elementary reflectors;
  71. *> if m < n, the diagonal and the first subdiagonal are
  72. *> overwritten with the lower bidiagonal matrix B; the
  73. *> elements below the first subdiagonal, with the array TAUQ,
  74. *> represent the unitary matrix Q as a product of
  75. *> elementary reflectors, and the elements above the diagonal,
  76. *> with the array TAUP, represent the unitary matrix P as
  77. *> a product of elementary reflectors.
  78. *> See Further Details.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDA
  82. *> \verbatim
  83. *> LDA is INTEGER
  84. *> The leading dimension of the array A. LDA >= max(1,M).
  85. *> \endverbatim
  86. *>
  87. *> \param[out] D
  88. *> \verbatim
  89. *> D is DOUBLE PRECISION array, dimension (min(M,N))
  90. *> The diagonal elements of the bidiagonal matrix B:
  91. *> D(i) = A(i,i).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] E
  95. *> \verbatim
  96. *> E is DOUBLE PRECISION array, dimension (min(M,N)-1)
  97. *> The off-diagonal elements of the bidiagonal matrix B:
  98. *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
  99. *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] TAUQ
  103. *> \verbatim
  104. *> TAUQ is COMPLEX*16 array dimension (min(M,N))
  105. *> The scalar factors of the elementary reflectors which
  106. *> represent the unitary matrix Q. See Further Details.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] TAUP
  110. *> \verbatim
  111. *> TAUP is COMPLEX*16 array, dimension (min(M,N))
  112. *> The scalar factors of the elementary reflectors which
  113. *> represent the unitary matrix P. See Further Details.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] WORK
  117. *> \verbatim
  118. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  119. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  120. *> \endverbatim
  121. *>
  122. *> \param[in] LWORK
  123. *> \verbatim
  124. *> LWORK is INTEGER
  125. *> The length of the array WORK. LWORK >= max(1,M,N).
  126. *> For optimum performance LWORK >= (M+N)*NB, where NB
  127. *> is the optimal blocksize.
  128. *>
  129. *> If LWORK = -1, then a workspace query is assumed; the routine
  130. *> only calculates the optimal size of the WORK array, returns
  131. *> this value as the first entry of the WORK array, and no error
  132. *> message related to LWORK is issued by XERBLA.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] INFO
  136. *> \verbatim
  137. *> INFO is INTEGER
  138. *> = 0: successful exit.
  139. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  140. *> \endverbatim
  141. *
  142. * Authors:
  143. * ========
  144. *
  145. *> \author Univ. of Tennessee
  146. *> \author Univ. of California Berkeley
  147. *> \author Univ. of Colorado Denver
  148. *> \author NAG Ltd.
  149. *
  150. *> \date November 2011
  151. *
  152. *> \ingroup complex16GEcomputational
  153. *
  154. *> \par Further Details:
  155. * =====================
  156. *>
  157. *> \verbatim
  158. *>
  159. *> The matrices Q and P are represented as products of elementary
  160. *> reflectors:
  161. *>
  162. *> If m >= n,
  163. *>
  164. *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
  165. *>
  166. *> Each H(i) and G(i) has the form:
  167. *>
  168. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  169. *>
  170. *> where tauq and taup are complex scalars, and v and u are complex
  171. *> vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
  172. *> A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
  173. *> A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  174. *>
  175. *> If m < n,
  176. *>
  177. *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
  178. *>
  179. *> Each H(i) and G(i) has the form:
  180. *>
  181. *> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
  182. *>
  183. *> where tauq and taup are complex scalars, and v and u are complex
  184. *> vectors; v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in
  185. *> A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in
  186. *> A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
  187. *>
  188. *> The contents of A on exit are illustrated by the following examples:
  189. *>
  190. *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
  191. *>
  192. *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
  193. *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
  194. *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
  195. *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
  196. *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
  197. *> ( v1 v2 v3 v4 v5 )
  198. *>
  199. *> where d and e denote diagonal and off-diagonal elements of B, vi
  200. *> denotes an element of the vector defining H(i), and ui an element of
  201. *> the vector defining G(i).
  202. *> \endverbatim
  203. *>
  204. * =====================================================================
  205. SUBROUTINE ZGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
  206. $ INFO )
  207. *
  208. * -- LAPACK computational routine (version 3.4.0) --
  209. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  210. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  211. * November 2011
  212. *
  213. * .. Scalar Arguments ..
  214. INTEGER INFO, LDA, LWORK, M, N
  215. * ..
  216. * .. Array Arguments ..
  217. DOUBLE PRECISION D( * ), E( * )
  218. COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
  219. * ..
  220. *
  221. * =====================================================================
  222. *
  223. * .. Parameters ..
  224. COMPLEX*16 ONE
  225. PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
  226. * ..
  227. * .. Local Scalars ..
  228. LOGICAL LQUERY
  229. INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB,
  230. $ NBMIN, NX
  231. DOUBLE PRECISION WS
  232. * ..
  233. * .. External Subroutines ..
  234. EXTERNAL XERBLA, ZGEBD2, ZGEMM, ZLABRD
  235. * ..
  236. * .. Intrinsic Functions ..
  237. INTRINSIC DBLE, MAX, MIN
  238. * ..
  239. * .. External Functions ..
  240. INTEGER ILAENV
  241. EXTERNAL ILAENV
  242. * ..
  243. * .. Executable Statements ..
  244. *
  245. * Test the input parameters
  246. *
  247. INFO = 0
  248. NB = MAX( 1, ILAENV( 1, 'ZGEBRD', ' ', M, N, -1, -1 ) )
  249. LWKOPT = ( M+N )*NB
  250. WORK( 1 ) = DBLE( LWKOPT )
  251. LQUERY = ( LWORK.EQ.-1 )
  252. IF( M.LT.0 ) THEN
  253. INFO = -1
  254. ELSE IF( N.LT.0 ) THEN
  255. INFO = -2
  256. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  257. INFO = -4
  258. ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN
  259. INFO = -10
  260. END IF
  261. IF( INFO.LT.0 ) THEN
  262. CALL XERBLA( 'ZGEBRD', -INFO )
  263. RETURN
  264. ELSE IF( LQUERY ) THEN
  265. RETURN
  266. END IF
  267. *
  268. * Quick return if possible
  269. *
  270. MINMN = MIN( M, N )
  271. IF( MINMN.EQ.0 ) THEN
  272. WORK( 1 ) = 1
  273. RETURN
  274. END IF
  275. *
  276. WS = MAX( M, N )
  277. LDWRKX = M
  278. LDWRKY = N
  279. *
  280. IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN
  281. *
  282. * Set the crossover point NX.
  283. *
  284. NX = MAX( NB, ILAENV( 3, 'ZGEBRD', ' ', M, N, -1, -1 ) )
  285. *
  286. * Determine when to switch from blocked to unblocked code.
  287. *
  288. IF( NX.LT.MINMN ) THEN
  289. WS = ( M+N )*NB
  290. IF( LWORK.LT.WS ) THEN
  291. *
  292. * Not enough work space for the optimal NB, consider using
  293. * a smaller block size.
  294. *
  295. NBMIN = ILAENV( 2, 'ZGEBRD', ' ', M, N, -1, -1 )
  296. IF( LWORK.GE.( M+N )*NBMIN ) THEN
  297. NB = LWORK / ( M+N )
  298. ELSE
  299. NB = 1
  300. NX = MINMN
  301. END IF
  302. END IF
  303. END IF
  304. ELSE
  305. NX = MINMN
  306. END IF
  307. *
  308. DO 30 I = 1, MINMN - NX, NB
  309. *
  310. * Reduce rows and columns i:i+ib-1 to bidiagonal form and return
  311. * the matrices X and Y which are needed to update the unreduced
  312. * part of the matrix
  313. *
  314. CALL ZLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ),
  315. $ TAUQ( I ), TAUP( I ), WORK, LDWRKX,
  316. $ WORK( LDWRKX*NB+1 ), LDWRKY )
  317. *
  318. * Update the trailing submatrix A(i+ib:m,i+ib:n), using
  319. * an update of the form A := A - V*Y**H - X*U**H
  320. *
  321. CALL ZGEMM( 'No transpose', 'Conjugate transpose', M-I-NB+1,
  322. $ N-I-NB+1, NB, -ONE, A( I+NB, I ), LDA,
  323. $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE,
  324. $ A( I+NB, I+NB ), LDA )
  325. CALL ZGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1,
  326. $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA,
  327. $ ONE, A( I+NB, I+NB ), LDA )
  328. *
  329. * Copy diagonal and off-diagonal elements of B back into A
  330. *
  331. IF( M.GE.N ) THEN
  332. DO 10 J = I, I + NB - 1
  333. A( J, J ) = D( J )
  334. A( J, J+1 ) = E( J )
  335. 10 CONTINUE
  336. ELSE
  337. DO 20 J = I, I + NB - 1
  338. A( J, J ) = D( J )
  339. A( J+1, J ) = E( J )
  340. 20 CONTINUE
  341. END IF
  342. 30 CONTINUE
  343. *
  344. * Use unblocked code to reduce the remainder of the matrix
  345. *
  346. CALL ZGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ),
  347. $ TAUQ( I ), TAUP( I ), WORK, IINFO )
  348. WORK( 1 ) = WS
  349. RETURN
  350. *
  351. * End of ZGEBRD
  352. *
  353. END