Annotation of rpl/lapack/lapack/zgebd2.f, revision 1.5
1.1 bertrand 1: SUBROUTINE ZGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
2: *
3: * -- LAPACK routine (version 3.2) --
4: * -- LAPACK is a software package provided by Univ. of Tennessee, --
5: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
6: * November 2006
7: *
8: * .. Scalar Arguments ..
9: INTEGER INFO, LDA, M, N
10: * ..
11: * .. Array Arguments ..
12: DOUBLE PRECISION D( * ), E( * )
13: COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )
14: * ..
15: *
16: * Purpose
17: * =======
18: *
19: * ZGEBD2 reduces a complex general m by n matrix A to upper or lower
20: * real bidiagonal form B by a unitary transformation: Q' * A * P = B.
21: *
22: * If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
23: *
24: * Arguments
25: * =========
26: *
27: * M (input) INTEGER
28: * The number of rows in the matrix A. M >= 0.
29: *
30: * N (input) INTEGER
31: * The number of columns in the matrix A. N >= 0.
32: *
33: * A (input/output) COMPLEX*16 array, dimension (LDA,N)
34: * On entry, the m by n general matrix to be reduced.
35: * On exit,
36: * if m >= n, the diagonal and the first superdiagonal are
37: * overwritten with the upper bidiagonal matrix B; the
38: * elements below the diagonal, with the array TAUQ, represent
39: * the unitary matrix Q as a product of elementary
40: * reflectors, and the elements above the first superdiagonal,
41: * with the array TAUP, represent the unitary matrix P as
42: * a product of elementary reflectors;
43: * if m < n, the diagonal and the first subdiagonal are
44: * overwritten with the lower bidiagonal matrix B; the
45: * elements below the first subdiagonal, with the array TAUQ,
46: * represent the unitary matrix Q as a product of
47: * elementary reflectors, and the elements above the diagonal,
48: * with the array TAUP, represent the unitary matrix P as
49: * a product of elementary reflectors.
50: * See Further Details.
51: *
52: * LDA (input) INTEGER
53: * The leading dimension of the array A. LDA >= max(1,M).
54: *
55: * D (output) DOUBLE PRECISION array, dimension (min(M,N))
56: * The diagonal elements of the bidiagonal matrix B:
57: * D(i) = A(i,i).
58: *
59: * E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
60: * The off-diagonal elements of the bidiagonal matrix B:
61: * if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
62: * if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
63: *
64: * TAUQ (output) COMPLEX*16 array dimension (min(M,N))
65: * The scalar factors of the elementary reflectors which
66: * represent the unitary matrix Q. See Further Details.
67: *
68: * TAUP (output) COMPLEX*16 array, dimension (min(M,N))
69: * The scalar factors of the elementary reflectors which
70: * represent the unitary matrix P. See Further Details.
71: *
72: * WORK (workspace) COMPLEX*16 array, dimension (max(M,N))
73: *
74: * INFO (output) INTEGER
75: * = 0: successful exit
76: * < 0: if INFO = -i, the i-th argument had an illegal value.
77: *
78: * Further Details
79: * ===============
80: *
81: * The matrices Q and P are represented as products of elementary
82: * reflectors:
83: *
84: * If m >= n,
85: *
86: * Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
87: *
88: * Each H(i) and G(i) has the form:
89: *
90: * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
91: *
92: * where tauq and taup are complex scalars, and v and u are complex
93: * vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
94: * A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
95: * A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
96: *
97: * If m < n,
98: *
99: * Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
100: *
101: * Each H(i) and G(i) has the form:
102: *
103: * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
104: *
105: * where tauq and taup are complex scalars, v and u are complex vectors;
106: * v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
107: * u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
108: * tauq is stored in TAUQ(i) and taup in TAUP(i).
109: *
110: * The contents of A on exit are illustrated by the following examples:
111: *
112: * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
113: *
114: * ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
115: * ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
116: * ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
117: * ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
118: * ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
119: * ( v1 v2 v3 v4 v5 )
120: *
121: * where d and e denote diagonal and off-diagonal elements of B, vi
122: * denotes an element of the vector defining H(i), and ui an element of
123: * the vector defining G(i).
124: *
125: * =====================================================================
126: *
127: * .. Parameters ..
128: COMPLEX*16 ZERO, ONE
129: PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
130: $ ONE = ( 1.0D+0, 0.0D+0 ) )
131: * ..
132: * .. Local Scalars ..
133: INTEGER I
134: COMPLEX*16 ALPHA
135: * ..
136: * .. External Subroutines ..
137: EXTERNAL XERBLA, ZLACGV, ZLARF, ZLARFG
138: * ..
139: * .. Intrinsic Functions ..
140: INTRINSIC DCONJG, MAX, MIN
141: * ..
142: * .. Executable Statements ..
143: *
144: * Test the input parameters
145: *
146: INFO = 0
147: IF( M.LT.0 ) THEN
148: INFO = -1
149: ELSE IF( N.LT.0 ) THEN
150: INFO = -2
151: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
152: INFO = -4
153: END IF
154: IF( INFO.LT.0 ) THEN
155: CALL XERBLA( 'ZGEBD2', -INFO )
156: RETURN
157: END IF
158: *
159: IF( M.GE.N ) THEN
160: *
161: * Reduce to upper bidiagonal form
162: *
163: DO 10 I = 1, N
164: *
165: * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
166: *
167: ALPHA = A( I, I )
168: CALL ZLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1,
169: $ TAUQ( I ) )
170: D( I ) = ALPHA
171: A( I, I ) = ONE
172: *
173: * Apply H(i)' to A(i:m,i+1:n) from the left
174: *
175: IF( I.LT.N )
176: $ CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
177: $ DCONJG( TAUQ( I ) ), A( I, I+1 ), LDA, WORK )
178: A( I, I ) = D( I )
179: *
180: IF( I.LT.N ) THEN
181: *
182: * Generate elementary reflector G(i) to annihilate
183: * A(i,i+2:n)
184: *
185: CALL ZLACGV( N-I, A( I, I+1 ), LDA )
186: ALPHA = A( I, I+1 )
187: CALL ZLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ), LDA,
188: $ TAUP( I ) )
189: E( I ) = ALPHA
190: A( I, I+1 ) = ONE
191: *
192: * Apply G(i) to A(i+1:m,i+1:n) from the right
193: *
194: CALL ZLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA,
195: $ TAUP( I ), A( I+1, I+1 ), LDA, WORK )
196: CALL ZLACGV( N-I, A( I, I+1 ), LDA )
197: A( I, I+1 ) = E( I )
198: ELSE
199: TAUP( I ) = ZERO
200: END IF
201: 10 CONTINUE
202: ELSE
203: *
204: * Reduce to lower bidiagonal form
205: *
206: DO 20 I = 1, M
207: *
208: * Generate elementary reflector G(i) to annihilate A(i,i+1:n)
209: *
210: CALL ZLACGV( N-I+1, A( I, I ), LDA )
211: ALPHA = A( I, I )
212: CALL ZLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA,
213: $ TAUP( I ) )
214: D( I ) = ALPHA
215: A( I, I ) = ONE
216: *
217: * Apply G(i) to A(i+1:m,i:n) from the right
218: *
219: IF( I.LT.M )
220: $ CALL ZLARF( 'Right', M-I, N-I+1, A( I, I ), LDA,
221: $ TAUP( I ), A( I+1, I ), LDA, WORK )
222: CALL ZLACGV( N-I+1, A( I, I ), LDA )
223: A( I, I ) = D( I )
224: *
225: IF( I.LT.M ) THEN
226: *
227: * Generate elementary reflector H(i) to annihilate
228: * A(i+2:m,i)
229: *
230: ALPHA = A( I+1, I )
231: CALL ZLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1,
232: $ TAUQ( I ) )
233: E( I ) = ALPHA
234: A( I+1, I ) = ONE
235: *
236: * Apply H(i)' to A(i+1:m,i+1:n) from the left
237: *
238: CALL ZLARF( 'Left', M-I, N-I, A( I+1, I ), 1,
239: $ DCONJG( TAUQ( I ) ), A( I+1, I+1 ), LDA,
240: $ WORK )
241: A( I+1, I ) = E( I )
242: ELSE
243: TAUQ( I ) = ZERO
244: END IF
245: 20 CONTINUE
246: END IF
247: RETURN
248: *
249: * End of ZGEBD2
250: *
251: END
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