Annotation of rpl/lapack/lapack/dormbr.f, revision 1.10

1.8       bertrand    1: *> \brief \b DORMBR
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
                      5: * Online html documentation available at 
                      6: *            http://www.netlib.org/lapack/explore-html/ 
                      7: *
                      8: *> \htmlonly
                      9: *> Download DORMBR + dependencies 
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dormbr.f"> 
                     11: *> [TGZ]</a> 
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dormbr.f"> 
                     13: *> [ZIP]</a> 
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dormbr.f"> 
                     15: *> [TXT]</a>
                     16: *> \endhtmlonly 
                     17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DORMBR( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C,
                     22: *                          LDC, WORK, LWORK, INFO )
                     23: * 
                     24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          SIDE, TRANS, VECT
                     26: *       INTEGER            INFO, K, LDA, LDC, LWORK, M, N
                     27: *       ..
                     28: *       .. Array Arguments ..
                     29: *       DOUBLE PRECISION   A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
                     30: *       ..
                     31: *  
                     32: *
                     33: *> \par Purpose:
                     34: *  =============
                     35: *>
                     36: *> \verbatim
                     37: *>
                     38: *> If VECT = 'Q', DORMBR overwrites the general real M-by-N matrix C
                     39: *> with
                     40: *>                 SIDE = 'L'     SIDE = 'R'
                     41: *> TRANS = 'N':      Q * C          C * Q
                     42: *> TRANS = 'T':      Q**T * C       C * Q**T
                     43: *>
                     44: *> If VECT = 'P', DORMBR overwrites the general real M-by-N matrix C
                     45: *> with
                     46: *>                 SIDE = 'L'     SIDE = 'R'
                     47: *> TRANS = 'N':      P * C          C * P
                     48: *> TRANS = 'T':      P**T * C       C * P**T
                     49: *>
                     50: *> Here Q and P**T are the orthogonal matrices determined by DGEBRD when
                     51: *> reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and
                     52: *> P**T are defined as products of elementary reflectors H(i) and G(i)
                     53: *> respectively.
                     54: *>
                     55: *> Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the
                     56: *> order of the orthogonal matrix Q or P**T that is applied.
                     57: *>
                     58: *> If VECT = 'Q', A is assumed to have been an NQ-by-K matrix:
                     59: *> if nq >= k, Q = H(1) H(2) . . . H(k);
                     60: *> if nq < k, Q = H(1) H(2) . . . H(nq-1).
                     61: *>
                     62: *> If VECT = 'P', A is assumed to have been a K-by-NQ matrix:
                     63: *> if k < nq, P = G(1) G(2) . . . G(k);
                     64: *> if k >= nq, P = G(1) G(2) . . . G(nq-1).
                     65: *> \endverbatim
                     66: *
                     67: *  Arguments:
                     68: *  ==========
                     69: *
                     70: *> \param[in] VECT
                     71: *> \verbatim
                     72: *>          VECT is CHARACTER*1
                     73: *>          = 'Q': apply Q or Q**T;
                     74: *>          = 'P': apply P or P**T.
                     75: *> \endverbatim
                     76: *>
                     77: *> \param[in] SIDE
                     78: *> \verbatim
                     79: *>          SIDE is CHARACTER*1
                     80: *>          = 'L': apply Q, Q**T, P or P**T from the Left;
                     81: *>          = 'R': apply Q, Q**T, P or P**T from the Right.
                     82: *> \endverbatim
                     83: *>
                     84: *> \param[in] TRANS
                     85: *> \verbatim
                     86: *>          TRANS is CHARACTER*1
                     87: *>          = 'N':  No transpose, apply Q  or P;
                     88: *>          = 'T':  Transpose, apply Q**T or P**T.
                     89: *> \endverbatim
                     90: *>
                     91: *> \param[in] M
                     92: *> \verbatim
                     93: *>          M is INTEGER
                     94: *>          The number of rows of the matrix C. M >= 0.
                     95: *> \endverbatim
                     96: *>
                     97: *> \param[in] N
                     98: *> \verbatim
                     99: *>          N is INTEGER
                    100: *>          The number of columns of the matrix C. N >= 0.
                    101: *> \endverbatim
                    102: *>
                    103: *> \param[in] K
                    104: *> \verbatim
                    105: *>          K is INTEGER
                    106: *>          If VECT = 'Q', the number of columns in the original
                    107: *>          matrix reduced by DGEBRD.
                    108: *>          If VECT = 'P', the number of rows in the original
                    109: *>          matrix reduced by DGEBRD.
                    110: *>          K >= 0.
                    111: *> \endverbatim
                    112: *>
                    113: *> \param[in] A
                    114: *> \verbatim
                    115: *>          A is DOUBLE PRECISION array, dimension
                    116: *>                                (LDA,min(nq,K)) if VECT = 'Q'
                    117: *>                                (LDA,nq)        if VECT = 'P'
                    118: *>          The vectors which define the elementary reflectors H(i) and
                    119: *>          G(i), whose products determine the matrices Q and P, as
                    120: *>          returned by DGEBRD.
                    121: *> \endverbatim
                    122: *>
                    123: *> \param[in] LDA
                    124: *> \verbatim
                    125: *>          LDA is INTEGER
                    126: *>          The leading dimension of the array A.
                    127: *>          If VECT = 'Q', LDA >= max(1,nq);
                    128: *>          if VECT = 'P', LDA >= max(1,min(nq,K)).
                    129: *> \endverbatim
                    130: *>
                    131: *> \param[in] TAU
                    132: *> \verbatim
                    133: *>          TAU is DOUBLE PRECISION array, dimension (min(nq,K))
                    134: *>          TAU(i) must contain the scalar factor of the elementary
                    135: *>          reflector H(i) or G(i) which determines Q or P, as returned
                    136: *>          by DGEBRD in the array argument TAUQ or TAUP.
                    137: *> \endverbatim
                    138: *>
                    139: *> \param[in,out] C
                    140: *> \verbatim
                    141: *>          C is DOUBLE PRECISION array, dimension (LDC,N)
                    142: *>          On entry, the M-by-N matrix C.
                    143: *>          On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q
                    144: *>          or P*C or P**T*C or C*P or C*P**T.
                    145: *> \endverbatim
                    146: *>
                    147: *> \param[in] LDC
                    148: *> \verbatim
                    149: *>          LDC is INTEGER
                    150: *>          The leading dimension of the array C. LDC >= max(1,M).
                    151: *> \endverbatim
                    152: *>
                    153: *> \param[out] WORK
                    154: *> \verbatim
                    155: *>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
                    156: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
                    157: *> \endverbatim
                    158: *>
                    159: *> \param[in] LWORK
                    160: *> \verbatim
                    161: *>          LWORK is INTEGER
                    162: *>          The dimension of the array WORK.
                    163: *>          If SIDE = 'L', LWORK >= max(1,N);
                    164: *>          if SIDE = 'R', LWORK >= max(1,M).
                    165: *>          For optimum performance LWORK >= N*NB if SIDE = 'L', and
                    166: *>          LWORK >= M*NB if SIDE = 'R', where NB is the optimal
                    167: *>          blocksize.
                    168: *>
                    169: *>          If LWORK = -1, then a workspace query is assumed; the routine
                    170: *>          only calculates the optimal size of the WORK array, returns
                    171: *>          this value as the first entry of the WORK array, and no error
                    172: *>          message related to LWORK is issued by XERBLA.
                    173: *> \endverbatim
                    174: *>
                    175: *> \param[out] INFO
                    176: *> \verbatim
                    177: *>          INFO is INTEGER
                    178: *>          = 0:  successful exit
                    179: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    180: *> \endverbatim
                    181: *
                    182: *  Authors:
                    183: *  ========
                    184: *
                    185: *> \author Univ. of Tennessee 
                    186: *> \author Univ. of California Berkeley 
                    187: *> \author Univ. of Colorado Denver 
                    188: *> \author NAG Ltd. 
                    189: *
                    190: *> \date November 2011
                    191: *
                    192: *> \ingroup doubleOTHERcomputational
                    193: *
                    194: *  =====================================================================
1.1       bertrand  195:       SUBROUTINE DORMBR( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C,
                    196:      $                   LDC, WORK, LWORK, INFO )
                    197: *
1.8       bertrand  198: *  -- LAPACK computational routine (version 3.4.0) --
1.1       bertrand  199: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    200: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8       bertrand  201: *     November 2011
1.1       bertrand  202: *
                    203: *     .. Scalar Arguments ..
                    204:       CHARACTER          SIDE, TRANS, VECT
                    205:       INTEGER            INFO, K, LDA, LDC, LWORK, M, N
                    206: *     ..
                    207: *     .. Array Arguments ..
                    208:       DOUBLE PRECISION   A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
                    209: *     ..
                    210: *
                    211: *  =====================================================================
                    212: *
                    213: *     .. Local Scalars ..
                    214:       LOGICAL            APPLYQ, LEFT, LQUERY, NOTRAN
                    215:       CHARACTER          TRANST
                    216:       INTEGER            I1, I2, IINFO, LWKOPT, MI, NB, NI, NQ, NW
                    217: *     ..
                    218: *     .. External Functions ..
                    219:       LOGICAL            LSAME
                    220:       INTEGER            ILAENV
                    221:       EXTERNAL           LSAME, ILAENV
                    222: *     ..
                    223: *     .. External Subroutines ..
                    224:       EXTERNAL           DORMLQ, DORMQR, XERBLA
                    225: *     ..
                    226: *     .. Intrinsic Functions ..
                    227:       INTRINSIC          MAX, MIN
                    228: *     ..
                    229: *     .. Executable Statements ..
                    230: *
                    231: *     Test the input arguments
                    232: *
                    233:       INFO = 0
                    234:       APPLYQ = LSAME( VECT, 'Q' )
                    235:       LEFT = LSAME( SIDE, 'L' )
                    236:       NOTRAN = LSAME( TRANS, 'N' )
                    237:       LQUERY = ( LWORK.EQ.-1 )
                    238: *
                    239: *     NQ is the order of Q or P and NW is the minimum dimension of WORK
                    240: *
                    241:       IF( LEFT ) THEN
                    242:          NQ = M
                    243:          NW = N
                    244:       ELSE
                    245:          NQ = N
                    246:          NW = M
                    247:       END IF
                    248:       IF( .NOT.APPLYQ .AND. .NOT.LSAME( VECT, 'P' ) ) THEN
                    249:          INFO = -1
                    250:       ELSE IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
                    251:          INFO = -2
                    252:       ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
                    253:          INFO = -3
                    254:       ELSE IF( M.LT.0 ) THEN
                    255:          INFO = -4
                    256:       ELSE IF( N.LT.0 ) THEN
                    257:          INFO = -5
                    258:       ELSE IF( K.LT.0 ) THEN
                    259:          INFO = -6
                    260:       ELSE IF( ( APPLYQ .AND. LDA.LT.MAX( 1, NQ ) ) .OR.
                    261:      $         ( .NOT.APPLYQ .AND. LDA.LT.MAX( 1, MIN( NQ, K ) ) ) )
                    262:      $          THEN
                    263:          INFO = -8
                    264:       ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
                    265:          INFO = -11
                    266:       ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
                    267:          INFO = -13
                    268:       END IF
                    269: *
                    270:       IF( INFO.EQ.0 ) THEN
                    271:          IF( APPLYQ ) THEN
                    272:             IF( LEFT ) THEN
                    273:                NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M-1, N, M-1,
                    274:      $              -1 )
                    275:             ELSE
                    276:                NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M, N-1, N-1,
                    277:      $              -1 )
                    278:             END IF
                    279:          ELSE
                    280:             IF( LEFT ) THEN
                    281:                NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M-1, N, M-1,
                    282:      $              -1 )
                    283:             ELSE
                    284:                NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M, N-1, N-1,
                    285:      $              -1 )
                    286:             END IF
                    287:          END IF
                    288:          LWKOPT = MAX( 1, NW )*NB
                    289:          WORK( 1 ) = LWKOPT
                    290:       END IF
                    291: *
                    292:       IF( INFO.NE.0 ) THEN
                    293:          CALL XERBLA( 'DORMBR', -INFO )
                    294:          RETURN
                    295:       ELSE IF( LQUERY ) THEN
                    296:          RETURN
                    297:       END IF
                    298: *
                    299: *     Quick return if possible
                    300: *
                    301:       WORK( 1 ) = 1
                    302:       IF( M.EQ.0 .OR. N.EQ.0 )
                    303:      $   RETURN
                    304: *
                    305:       IF( APPLYQ ) THEN
                    306: *
                    307: *        Apply Q
                    308: *
                    309:          IF( NQ.GE.K ) THEN
                    310: *
                    311: *           Q was determined by a call to DGEBRD with nq >= k
                    312: *
                    313:             CALL DORMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
                    314:      $                   WORK, LWORK, IINFO )
                    315:          ELSE IF( NQ.GT.1 ) THEN
                    316: *
                    317: *           Q was determined by a call to DGEBRD with nq < k
                    318: *
                    319:             IF( LEFT ) THEN
                    320:                MI = M - 1
                    321:                NI = N
                    322:                I1 = 2
                    323:                I2 = 1
                    324:             ELSE
                    325:                MI = M
                    326:                NI = N - 1
                    327:                I1 = 1
                    328:                I2 = 2
                    329:             END IF
                    330:             CALL DORMQR( SIDE, TRANS, MI, NI, NQ-1, A( 2, 1 ), LDA, TAU,
                    331:      $                   C( I1, I2 ), LDC, WORK, LWORK, IINFO )
                    332:          END IF
                    333:       ELSE
                    334: *
                    335: *        Apply P
                    336: *
                    337:          IF( NOTRAN ) THEN
                    338:             TRANST = 'T'
                    339:          ELSE
                    340:             TRANST = 'N'
                    341:          END IF
                    342:          IF( NQ.GT.K ) THEN
                    343: *
                    344: *           P was determined by a call to DGEBRD with nq > k
                    345: *
                    346:             CALL DORMLQ( SIDE, TRANST, M, N, K, A, LDA, TAU, C, LDC,
                    347:      $                   WORK, LWORK, IINFO )
                    348:          ELSE IF( NQ.GT.1 ) THEN
                    349: *
                    350: *           P was determined by a call to DGEBRD with nq <= k
                    351: *
                    352:             IF( LEFT ) THEN
                    353:                MI = M - 1
                    354:                NI = N
                    355:                I1 = 2
                    356:                I2 = 1
                    357:             ELSE
                    358:                MI = M
                    359:                NI = N - 1
                    360:                I1 = 1
                    361:                I2 = 2
                    362:             END IF
                    363:             CALL DORMLQ( SIDE, TRANST, MI, NI, NQ-1, A( 1, 2 ), LDA,
                    364:      $                   TAU, C( I1, I2 ), LDC, WORK, LWORK, IINFO )
                    365:          END IF
                    366:       END IF
                    367:       WORK( 1 ) = LWKOPT
                    368:       RETURN
                    369: *
                    370: *     End of DORMBR
                    371: *
                    372:       END

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