Annotation of rpl/lapack/lapack/dgebrd.f, revision 1.1.1.1
1.1 bertrand 1: SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
2: $ INFO )
3: *
4: * -- LAPACK routine (version 3.2) --
5: * -- LAPACK is a software package provided by Univ. of Tennessee, --
6: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
7: * November 2006
8: *
9: * .. Scalar Arguments ..
10: INTEGER INFO, LDA, LWORK, M, N
11: * ..
12: * .. Array Arguments ..
13: DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
14: $ TAUQ( * ), WORK( * )
15: * ..
16: *
17: * Purpose
18: * =======
19: *
20: * DGEBRD reduces a general real M-by-N matrix A to upper or lower
21: * bidiagonal form B by an orthogonal transformation: Q**T * A * P = B.
22: *
23: * If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
24: *
25: * Arguments
26: * =========
27: *
28: * M (input) INTEGER
29: * The number of rows in the matrix A. M >= 0.
30: *
31: * N (input) INTEGER
32: * The number of columns in the matrix A. N >= 0.
33: *
34: * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
35: * On entry, the M-by-N general matrix to be reduced.
36: * On exit,
37: * if m >= n, the diagonal and the first superdiagonal are
38: * overwritten with the upper bidiagonal matrix B; the
39: * elements below the diagonal, with the array TAUQ, represent
40: * the orthogonal matrix Q as a product of elementary
41: * reflectors, and the elements above the first superdiagonal,
42: * with the array TAUP, represent the orthogonal matrix P as
43: * a product of elementary reflectors;
44: * if m < n, the diagonal and the first subdiagonal are
45: * overwritten with the lower bidiagonal matrix B; the
46: * elements below the first subdiagonal, with the array TAUQ,
47: * represent the orthogonal matrix Q as a product of
48: * elementary reflectors, and the elements above the diagonal,
49: * with the array TAUP, represent the orthogonal matrix P as
50: * a product of elementary reflectors.
51: * See Further Details.
52: *
53: * LDA (input) INTEGER
54: * The leading dimension of the array A. LDA >= max(1,M).
55: *
56: * D (output) DOUBLE PRECISION array, dimension (min(M,N))
57: * The diagonal elements of the bidiagonal matrix B:
58: * D(i) = A(i,i).
59: *
60: * E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
61: * The off-diagonal elements of the bidiagonal matrix B:
62: * if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
63: * if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
64: *
65: * TAUQ (output) DOUBLE PRECISION array dimension (min(M,N))
66: * The scalar factors of the elementary reflectors which
67: * represent the orthogonal matrix Q. See Further Details.
68: *
69: * TAUP (output) DOUBLE PRECISION array, dimension (min(M,N))
70: * The scalar factors of the elementary reflectors which
71: * represent the orthogonal matrix P. See Further Details.
72: *
73: * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
74: * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
75: *
76: * LWORK (input) INTEGER
77: * The length of the array WORK. LWORK >= max(1,M,N).
78: * For optimum performance LWORK >= (M+N)*NB, where NB
79: * is the optimal blocksize.
80: *
81: * If LWORK = -1, then a workspace query is assumed; the routine
82: * only calculates the optimal size of the WORK array, returns
83: * this value as the first entry of the WORK array, and no error
84: * message related to LWORK is issued by XERBLA.
85: *
86: * INFO (output) INTEGER
87: * = 0: successful exit
88: * < 0: if INFO = -i, the i-th argument had an illegal value.
89: *
90: * Further Details
91: * ===============
92: *
93: * The matrices Q and P are represented as products of elementary
94: * reflectors:
95: *
96: * If m >= n,
97: *
98: * Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
99: *
100: * Each H(i) and G(i) has the form:
101: *
102: * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
103: *
104: * where tauq and taup are real scalars, and v and u are real vectors;
105: * v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
106: * u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
107: * tauq is stored in TAUQ(i) and taup in TAUP(i).
108: *
109: * If m < n,
110: *
111: * Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
112: *
113: * Each H(i) and G(i) has the form:
114: *
115: * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
116: *
117: * where tauq and taup are real scalars, and v and u are real vectors;
118: * v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
119: * u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
120: * tauq is stored in TAUQ(i) and taup in TAUP(i).
121: *
122: * The contents of A on exit are illustrated by the following examples:
123: *
124: * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
125: *
126: * ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
127: * ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
128: * ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
129: * ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
130: * ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
131: * ( v1 v2 v3 v4 v5 )
132: *
133: * where d and e denote diagonal and off-diagonal elements of B, vi
134: * denotes an element of the vector defining H(i), and ui an element of
135: * the vector defining G(i).
136: *
137: * =====================================================================
138: *
139: * .. Parameters ..
140: DOUBLE PRECISION ONE
141: PARAMETER ( ONE = 1.0D+0 )
142: * ..
143: * .. Local Scalars ..
144: LOGICAL LQUERY
145: INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB,
146: $ NBMIN, NX
147: DOUBLE PRECISION WS
148: * ..
149: * .. External Subroutines ..
150: EXTERNAL DGEBD2, DGEMM, DLABRD, XERBLA
151: * ..
152: * .. Intrinsic Functions ..
153: INTRINSIC DBLE, MAX, MIN
154: * ..
155: * .. External Functions ..
156: INTEGER ILAENV
157: EXTERNAL ILAENV
158: * ..
159: * .. Executable Statements ..
160: *
161: * Test the input parameters
162: *
163: INFO = 0
164: NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) )
165: LWKOPT = ( M+N )*NB
166: WORK( 1 ) = DBLE( LWKOPT )
167: LQUERY = ( LWORK.EQ.-1 )
168: IF( M.LT.0 ) THEN
169: INFO = -1
170: ELSE IF( N.LT.0 ) THEN
171: INFO = -2
172: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
173: INFO = -4
174: ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN
175: INFO = -10
176: END IF
177: IF( INFO.LT.0 ) THEN
178: CALL XERBLA( 'DGEBRD', -INFO )
179: RETURN
180: ELSE IF( LQUERY ) THEN
181: RETURN
182: END IF
183: *
184: * Quick return if possible
185: *
186: MINMN = MIN( M, N )
187: IF( MINMN.EQ.0 ) THEN
188: WORK( 1 ) = 1
189: RETURN
190: END IF
191: *
192: WS = MAX( M, N )
193: LDWRKX = M
194: LDWRKY = N
195: *
196: IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN
197: *
198: * Set the crossover point NX.
199: *
200: NX = MAX( NB, ILAENV( 3, 'DGEBRD', ' ', M, N, -1, -1 ) )
201: *
202: * Determine when to switch from blocked to unblocked code.
203: *
204: IF( NX.LT.MINMN ) THEN
205: WS = ( M+N )*NB
206: IF( LWORK.LT.WS ) THEN
207: *
208: * Not enough work space for the optimal NB, consider using
209: * a smaller block size.
210: *
211: NBMIN = ILAENV( 2, 'DGEBRD', ' ', M, N, -1, -1 )
212: IF( LWORK.GE.( M+N )*NBMIN ) THEN
213: NB = LWORK / ( M+N )
214: ELSE
215: NB = 1
216: NX = MINMN
217: END IF
218: END IF
219: END IF
220: ELSE
221: NX = MINMN
222: END IF
223: *
224: DO 30 I = 1, MINMN - NX, NB
225: *
226: * Reduce rows and columns i:i+nb-1 to bidiagonal form and return
227: * the matrices X and Y which are needed to update the unreduced
228: * part of the matrix
229: *
230: CALL DLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ),
231: $ TAUQ( I ), TAUP( I ), WORK, LDWRKX,
232: $ WORK( LDWRKX*NB+1 ), LDWRKY )
233: *
234: * Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
235: * of the form A := A - V*Y' - X*U'
236: *
237: CALL DGEMM( 'No transpose', 'Transpose', M-I-NB+1, N-I-NB+1,
238: $ NB, -ONE, A( I+NB, I ), LDA,
239: $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE,
240: $ A( I+NB, I+NB ), LDA )
241: CALL DGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1,
242: $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA,
243: $ ONE, A( I+NB, I+NB ), LDA )
244: *
245: * Copy diagonal and off-diagonal elements of B back into A
246: *
247: IF( M.GE.N ) THEN
248: DO 10 J = I, I + NB - 1
249: A( J, J ) = D( J )
250: A( J, J+1 ) = E( J )
251: 10 CONTINUE
252: ELSE
253: DO 20 J = I, I + NB - 1
254: A( J, J ) = D( J )
255: A( J+1, J ) = E( J )
256: 20 CONTINUE
257: END IF
258: 30 CONTINUE
259: *
260: * Use unblocked code to reduce the remainder of the matrix
261: *
262: CALL DGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ),
263: $ TAUQ( I ), TAUP( I ), WORK, IINFO )
264: WORK( 1 ) = WS
265: RETURN
266: *
267: * End of DGEBRD
268: *
269: END
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