Annotation of rpl/lapack/lapack/zgebd2.f, revision 1.19

1.12      bertrand    1: *> \brief \b ZGEBD2 reduces a general matrix to bidiagonal form using an unblocked algorithm.
1.9       bertrand    2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.16      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.16      bertrand    9: *> Download ZGEBD2 + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgebd2.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgebd2.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgebd2.f">
1.9       bertrand   15: *> [TXT]</a>
1.16      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
1.16      bertrand   22: *
1.9       bertrand   23: *       .. Scalar Arguments ..
                     24: *       INTEGER            INFO, LDA, M, N
                     25: *       ..
                     26: *       .. Array Arguments ..
                     27: *       DOUBLE PRECISION   D( * ), E( * )
                     28: *       COMPLEX*16         A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
                     29: *       ..
1.16      bertrand   30: *
1.9       bertrand   31: *
                     32: *> \par Purpose:
                     33: *  =============
                     34: *>
                     35: *> \verbatim
                     36: *>
                     37: *> ZGEBD2 reduces a complex general m by n matrix A to upper or lower
                     38: *> real bidiagonal form B by a unitary transformation: Q**H * A * P = B.
                     39: *>
                     40: *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
                     41: *> \endverbatim
                     42: *
                     43: *  Arguments:
                     44: *  ==========
                     45: *
                     46: *> \param[in] M
                     47: *> \verbatim
                     48: *>          M is INTEGER
                     49: *>          The number of rows in the matrix A.  M >= 0.
                     50: *> \endverbatim
                     51: *>
                     52: *> \param[in] N
                     53: *> \verbatim
                     54: *>          N is INTEGER
                     55: *>          The number of columns in the matrix A.  N >= 0.
                     56: *> \endverbatim
                     57: *>
                     58: *> \param[in,out] A
                     59: *> \verbatim
                     60: *>          A is COMPLEX*16 array, dimension (LDA,N)
                     61: *>          On entry, the m by n general matrix to be reduced.
                     62: *>          On exit,
                     63: *>          if m >= n, the diagonal and the first superdiagonal are
                     64: *>            overwritten with the upper bidiagonal matrix B; the
                     65: *>            elements below the diagonal, with the array TAUQ, represent
                     66: *>            the unitary matrix Q as a product of elementary
                     67: *>            reflectors, and the elements above the first superdiagonal,
                     68: *>            with the array TAUP, represent the unitary matrix P as
                     69: *>            a product of elementary reflectors;
                     70: *>          if m < n, the diagonal and the first subdiagonal are
                     71: *>            overwritten with the lower bidiagonal matrix B; the
                     72: *>            elements below the first subdiagonal, with the array TAUQ,
                     73: *>            represent the unitary matrix Q as a product of
                     74: *>            elementary reflectors, and the elements above the diagonal,
                     75: *>            with the array TAUP, represent the unitary matrix P as
                     76: *>            a product of elementary reflectors.
                     77: *>          See Further Details.
                     78: *> \endverbatim
                     79: *>
                     80: *> \param[in] LDA
                     81: *> \verbatim
                     82: *>          LDA is INTEGER
                     83: *>          The leading dimension of the array A.  LDA >= max(1,M).
                     84: *> \endverbatim
                     85: *>
                     86: *> \param[out] D
                     87: *> \verbatim
                     88: *>          D is DOUBLE PRECISION array, dimension (min(M,N))
                     89: *>          The diagonal elements of the bidiagonal matrix B:
                     90: *>          D(i) = A(i,i).
                     91: *> \endverbatim
                     92: *>
                     93: *> \param[out] E
                     94: *> \verbatim
                     95: *>          E is DOUBLE PRECISION array, dimension (min(M,N)-1)
                     96: *>          The off-diagonal elements of the bidiagonal matrix B:
                     97: *>          if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
                     98: *>          if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
                     99: *> \endverbatim
                    100: *>
                    101: *> \param[out] TAUQ
                    102: *> \verbatim
1.18      bertrand  103: *>          TAUQ is COMPLEX*16 array, dimension (min(M,N))
1.9       bertrand  104: *>          The scalar factors of the elementary reflectors which
                    105: *>          represent the unitary matrix Q. See Further Details.
                    106: *> \endverbatim
                    107: *>
                    108: *> \param[out] TAUP
                    109: *> \verbatim
                    110: *>          TAUP is COMPLEX*16 array, dimension (min(M,N))
                    111: *>          The scalar factors of the elementary reflectors which
                    112: *>          represent the unitary matrix P. See Further Details.
                    113: *> \endverbatim
                    114: *>
                    115: *> \param[out] WORK
                    116: *> \verbatim
                    117: *>          WORK is COMPLEX*16 array, dimension (max(M,N))
                    118: *> \endverbatim
                    119: *>
                    120: *> \param[out] INFO
                    121: *> \verbatim
                    122: *>          INFO is INTEGER
                    123: *>          = 0: successful exit
                    124: *>          < 0: if INFO = -i, the i-th argument had an illegal value.
                    125: *> \endverbatim
                    126: *
                    127: *  Authors:
                    128: *  ========
                    129: *
1.16      bertrand  130: *> \author Univ. of Tennessee
                    131: *> \author Univ. of California Berkeley
                    132: *> \author Univ. of Colorado Denver
                    133: *> \author NAG Ltd.
1.9       bertrand  134: *
1.18      bertrand  135: *> \date June 2017
1.9       bertrand  136: *
                    137: *> \ingroup complex16GEcomputational
                    138: *
                    139: *> \par Further Details:
                    140: *  =====================
                    141: *>
                    142: *> \verbatim
                    143: *>
                    144: *>  The matrices Q and P are represented as products of elementary
                    145: *>  reflectors:
                    146: *>
                    147: *>  If m >= n,
                    148: *>
                    149: *>     Q = H(1) H(2) . . . H(n)  and  P = G(1) G(2) . . . G(n-1)
                    150: *>
                    151: *>  Each H(i) and G(i) has the form:
                    152: *>
                    153: *>     H(i) = I - tauq * v * v**H  and G(i) = I - taup * u * u**H
                    154: *>
                    155: *>  where tauq and taup are complex scalars, and v and u are complex
                    156: *>  vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
                    157: *>  A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
                    158: *>  A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
                    159: *>
                    160: *>  If m < n,
                    161: *>
                    162: *>     Q = H(1) H(2) . . . H(m-1)  and  P = G(1) G(2) . . . G(m)
                    163: *>
                    164: *>  Each H(i) and G(i) has the form:
                    165: *>
                    166: *>     H(i) = I - tauq * v * v**H  and G(i) = I - taup * u * u**H
                    167: *>
                    168: *>  where tauq and taup are complex scalars, v and u are complex vectors;
                    169: *>  v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
                    170: *>  u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
                    171: *>  tauq is stored in TAUQ(i) and taup in TAUP(i).
                    172: *>
                    173: *>  The contents of A on exit are illustrated by the following examples:
                    174: *>
                    175: *>  m = 6 and n = 5 (m > n):          m = 5 and n = 6 (m < n):
                    176: *>
                    177: *>    (  d   e   u1  u1  u1 )           (  d   u1  u1  u1  u1  u1 )
                    178: *>    (  v1  d   e   u2  u2 )           (  e   d   u2  u2  u2  u2 )
                    179: *>    (  v1  v2  d   e   u3 )           (  v1  e   d   u3  u3  u3 )
                    180: *>    (  v1  v2  v3  d   e  )           (  v1  v2  e   d   u4  u4 )
                    181: *>    (  v1  v2  v3  v4  d  )           (  v1  v2  v3  e   d   u5 )
                    182: *>    (  v1  v2  v3  v4  v5 )
                    183: *>
                    184: *>  where d and e denote diagonal and off-diagonal elements of B, vi
                    185: *>  denotes an element of the vector defining H(i), and ui an element of
                    186: *>  the vector defining G(i).
                    187: *> \endverbatim
                    188: *>
                    189: *  =====================================================================
1.1       bertrand  190:       SUBROUTINE ZGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
                    191: *
1.18      bertrand  192: *  -- LAPACK computational routine (version 3.7.1) --
1.1       bertrand  193: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    194: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.18      bertrand  195: *     June 2017
1.1       bertrand  196: *
                    197: *     .. Scalar Arguments ..
                    198:       INTEGER            INFO, LDA, M, N
                    199: *     ..
                    200: *     .. Array Arguments ..
                    201:       DOUBLE PRECISION   D( * ), E( * )
                    202:       COMPLEX*16         A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
                    203: *     ..
                    204: *
                    205: *  =====================================================================
                    206: *
                    207: *     .. Parameters ..
                    208:       COMPLEX*16         ZERO, ONE
                    209:       PARAMETER          ( ZERO = ( 0.0D+0, 0.0D+0 ),
                    210:      $                   ONE = ( 1.0D+0, 0.0D+0 ) )
                    211: *     ..
                    212: *     .. Local Scalars ..
                    213:       INTEGER            I
                    214:       COMPLEX*16         ALPHA
                    215: *     ..
                    216: *     .. External Subroutines ..
                    217:       EXTERNAL           XERBLA, ZLACGV, ZLARF, ZLARFG
                    218: *     ..
                    219: *     .. Intrinsic Functions ..
                    220:       INTRINSIC          DCONJG, MAX, MIN
                    221: *     ..
                    222: *     .. Executable Statements ..
                    223: *
                    224: *     Test the input parameters
                    225: *
                    226:       INFO = 0
                    227:       IF( M.LT.0 ) THEN
                    228:          INFO = -1
                    229:       ELSE IF( N.LT.0 ) THEN
                    230:          INFO = -2
                    231:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
                    232:          INFO = -4
                    233:       END IF
                    234:       IF( INFO.LT.0 ) THEN
                    235:          CALL XERBLA( 'ZGEBD2', -INFO )
                    236:          RETURN
                    237:       END IF
                    238: *
                    239:       IF( M.GE.N ) THEN
                    240: *
                    241: *        Reduce to upper bidiagonal form
                    242: *
                    243:          DO 10 I = 1, N
                    244: *
                    245: *           Generate elementary reflector H(i) to annihilate A(i+1:m,i)
                    246: *
                    247:             ALPHA = A( I, I )
                    248:             CALL ZLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1,
                    249:      $                   TAUQ( I ) )
                    250:             D( I ) = ALPHA
                    251:             A( I, I ) = ONE
                    252: *
1.8       bertrand  253: *           Apply H(i)**H to A(i:m,i+1:n) from the left
1.1       bertrand  254: *
                    255:             IF( I.LT.N )
                    256:      $         CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
                    257:      $                     DCONJG( TAUQ( I ) ), A( I, I+1 ), LDA, WORK )
                    258:             A( I, I ) = D( I )
                    259: *
                    260:             IF( I.LT.N ) THEN
                    261: *
                    262: *              Generate elementary reflector G(i) to annihilate
                    263: *              A(i,i+2:n)
                    264: *
                    265:                CALL ZLACGV( N-I, A( I, I+1 ), LDA )
                    266:                ALPHA = A( I, I+1 )
                    267:                CALL ZLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ), LDA,
                    268:      $                      TAUP( I ) )
                    269:                E( I ) = ALPHA
                    270:                A( I, I+1 ) = ONE
                    271: *
                    272: *              Apply G(i) to A(i+1:m,i+1:n) from the right
                    273: *
                    274:                CALL ZLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA,
                    275:      $                     TAUP( I ), A( I+1, I+1 ), LDA, WORK )
                    276:                CALL ZLACGV( N-I, A( I, I+1 ), LDA )
                    277:                A( I, I+1 ) = E( I )
                    278:             ELSE
                    279:                TAUP( I ) = ZERO
                    280:             END IF
                    281:    10    CONTINUE
                    282:       ELSE
                    283: *
                    284: *        Reduce to lower bidiagonal form
                    285: *
                    286:          DO 20 I = 1, M
                    287: *
                    288: *           Generate elementary reflector G(i) to annihilate A(i,i+1:n)
                    289: *
                    290:             CALL ZLACGV( N-I+1, A( I, I ), LDA )
                    291:             ALPHA = A( I, I )
                    292:             CALL ZLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
                    293:      $                   TAUP( I ) )
                    294:             D( I ) = ALPHA
                    295:             A( I, I ) = ONE
                    296: *
                    297: *           Apply G(i) to A(i+1:m,i:n) from the right
                    298: *
                    299:             IF( I.LT.M )
                    300:      $         CALL ZLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
                    301:      $                     TAUP( I ), A( I+1, I ), LDA, WORK )
                    302:             CALL ZLACGV( N-I+1, A( I, I ), LDA )
                    303:             A( I, I ) = D( I )
                    304: *
                    305:             IF( I.LT.M ) THEN
                    306: *
                    307: *              Generate elementary reflector H(i) to annihilate
                    308: *              A(i+2:m,i)
                    309: *
                    310:                ALPHA = A( I+1, I )
                    311:                CALL ZLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1,
                    312:      $                      TAUQ( I ) )
                    313:                E( I ) = ALPHA
                    314:                A( I+1, I ) = ONE
                    315: *
1.8       bertrand  316: *              Apply H(i)**H to A(i+1:m,i+1:n) from the left
1.1       bertrand  317: *
                    318:                CALL ZLARF( 'Left', M-I, N-I, A( I+1, I ), 1,
                    319:      $                     DCONJG( TAUQ( I ) ), A( I+1, I+1 ), LDA,
                    320:      $                     WORK )
                    321:                A( I+1, I ) = E( I )
                    322:             ELSE
                    323:                TAUQ( I ) = ZERO
                    324:             END IF
                    325:    20    CONTINUE
                    326:       END IF
                    327:       RETURN
                    328: *
                    329: *     End of ZGEBD2
                    330: *
                    331:       END

CVSweb interface <joel.bertrand@systella.fr>