Annotation of rpl/lapack/lapack/zunbdb4.f, revision 1.6
1.1 bertrand 1: *> \brief \b ZUNBDB4
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.5 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.1 bertrand 7: *
8: *> \htmlonly
9: *> Download ZUNBDB4 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zunbdb4.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zunbdb4.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zunbdb4.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZUNBDB4( M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
22: * TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK,
23: * INFO )
1.5 bertrand 24: *
1.1 bertrand 25: * .. Scalar Arguments ..
26: * INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
27: * ..
28: * .. Array Arguments ..
29: * DOUBLE PRECISION PHI(*), THETA(*)
30: * COMPLEX*16 PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*),
31: * $ WORK(*), X11(LDX11,*), X21(LDX21,*)
32: * ..
1.5 bertrand 33: *
34: *
1.1 bertrand 35: *> \par Purpose:
36: *> =============
37: *>
38: *>\verbatim
39: *>
40: *> ZUNBDB4 simultaneously bidiagonalizes the blocks of a tall and skinny
41: *> matrix X with orthonomal columns:
42: *>
43: *> [ B11 ]
44: *> [ X11 ] [ P1 | ] [ 0 ]
45: *> [-----] = [---------] [-----] Q1**T .
46: *> [ X21 ] [ | P2 ] [ B21 ]
47: *> [ 0 ]
48: *>
49: *> X11 is P-by-Q, and X21 is (M-P)-by-Q. M-Q must be no larger than P,
50: *> M-P, or Q. Routines ZUNBDB1, ZUNBDB2, and ZUNBDB3 handle cases in
51: *> which M-Q is not the minimum dimension.
52: *>
53: *> The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
54: *> and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
55: *> Householder vectors.
56: *>
57: *> B11 and B12 are (M-Q)-by-(M-Q) bidiagonal matrices represented
58: *> implicitly by angles THETA, PHI.
59: *>
60: *>\endverbatim
61: *
62: * Arguments:
63: * ==========
64: *
65: *> \param[in] M
66: *> \verbatim
67: *> M is INTEGER
68: *> The number of rows X11 plus the number of rows in X21.
69: *> \endverbatim
70: *>
71: *> \param[in] P
72: *> \verbatim
73: *> P is INTEGER
74: *> The number of rows in X11. 0 <= P <= M.
75: *> \endverbatim
76: *>
77: *> \param[in] Q
78: *> \verbatim
79: *> Q is INTEGER
80: *> The number of columns in X11 and X21. 0 <= Q <= M and
81: *> M-Q <= min(P,M-P,Q).
82: *> \endverbatim
83: *>
84: *> \param[in,out] X11
85: *> \verbatim
86: *> X11 is COMPLEX*16 array, dimension (LDX11,Q)
87: *> On entry, the top block of the matrix X to be reduced. On
88: *> exit, the columns of tril(X11) specify reflectors for P1 and
89: *> the rows of triu(X11,1) specify reflectors for Q1.
90: *> \endverbatim
91: *>
92: *> \param[in] LDX11
93: *> \verbatim
94: *> LDX11 is INTEGER
95: *> The leading dimension of X11. LDX11 >= P.
96: *> \endverbatim
97: *>
98: *> \param[in,out] X21
99: *> \verbatim
100: *> X21 is COMPLEX*16 array, dimension (LDX21,Q)
101: *> On entry, the bottom block of the matrix X to be reduced. On
102: *> exit, the columns of tril(X21) specify reflectors for P2.
103: *> \endverbatim
104: *>
105: *> \param[in] LDX21
106: *> \verbatim
107: *> LDX21 is INTEGER
108: *> The leading dimension of X21. LDX21 >= M-P.
109: *> \endverbatim
110: *>
111: *> \param[out] THETA
112: *> \verbatim
113: *> THETA is DOUBLE PRECISION array, dimension (Q)
114: *> The entries of the bidiagonal blocks B11, B21 are defined by
115: *> THETA and PHI. See Further Details.
116: *> \endverbatim
117: *>
118: *> \param[out] PHI
119: *> \verbatim
120: *> PHI is DOUBLE PRECISION array, dimension (Q-1)
121: *> The entries of the bidiagonal blocks B11, B21 are defined by
122: *> THETA and PHI. See Further Details.
123: *> \endverbatim
124: *>
125: *> \param[out] TAUP1
126: *> \verbatim
127: *> TAUP1 is COMPLEX*16 array, dimension (P)
128: *> The scalar factors of the elementary reflectors that define
129: *> P1.
130: *> \endverbatim
131: *>
132: *> \param[out] TAUP2
133: *> \verbatim
134: *> TAUP2 is COMPLEX*16 array, dimension (M-P)
135: *> The scalar factors of the elementary reflectors that define
136: *> P2.
137: *> \endverbatim
138: *>
139: *> \param[out] TAUQ1
140: *> \verbatim
141: *> TAUQ1 is COMPLEX*16 array, dimension (Q)
142: *> The scalar factors of the elementary reflectors that define
143: *> Q1.
144: *> \endverbatim
145: *>
146: *> \param[out] PHANTOM
147: *> \verbatim
148: *> PHANTOM is COMPLEX*16 array, dimension (M)
149: *> The routine computes an M-by-1 column vector Y that is
150: *> orthogonal to the columns of [ X11; X21 ]. PHANTOM(1:P) and
151: *> PHANTOM(P+1:M) contain Householder vectors for Y(1:P) and
152: *> Y(P+1:M), respectively.
153: *> \endverbatim
154: *>
155: *> \param[out] WORK
156: *> \verbatim
157: *> WORK is COMPLEX*16 array, dimension (LWORK)
158: *> \endverbatim
159: *>
160: *> \param[in] LWORK
161: *> \verbatim
162: *> LWORK is INTEGER
163: *> The dimension of the array WORK. LWORK >= M-Q.
1.5 bertrand 164: *>
1.1 bertrand 165: *> If LWORK = -1, then a workspace query is assumed; the routine
166: *> only calculates the optimal size of the WORK array, returns
167: *> this value as the first entry of the WORK array, and no error
168: *> message related to LWORK is issued by XERBLA.
169: *> \endverbatim
170: *>
171: *> \param[out] INFO
172: *> \verbatim
173: *> INFO is INTEGER
174: *> = 0: successful exit.
175: *> < 0: if INFO = -i, the i-th argument had an illegal value.
176: *> \endverbatim
177: *
178: * Authors:
179: * ========
180: *
1.5 bertrand 181: *> \author Univ. of Tennessee
182: *> \author Univ. of California Berkeley
183: *> \author Univ. of Colorado Denver
184: *> \author NAG Ltd.
1.1 bertrand 185: *
186: *> \date July 2012
187: *
188: *> \ingroup complex16OTHERcomputational
189: *
190: *> \par Further Details:
191: * =====================
192: *>
193: *> \verbatim
194: *>
195: *> The upper-bidiagonal blocks B11, B21 are represented implicitly by
196: *> angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
197: *> in each bidiagonal band is a product of a sine or cosine of a THETA
198: *> with a sine or cosine of a PHI. See [1] or ZUNCSD for details.
199: *>
200: *> P1, P2, and Q1 are represented as products of elementary reflectors.
201: *> See ZUNCSD2BY1 for details on generating P1, P2, and Q1 using ZUNGQR
202: *> and ZUNGLQ.
203: *> \endverbatim
204: *
205: *> \par References:
206: * ================
207: *>
208: *> [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
209: *> Algorithms, 50(1):33-65, 2009.
210: *>
211: * =====================================================================
212: SUBROUTINE ZUNBDB4( M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
213: $ TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK,
214: $ INFO )
215: *
1.5 bertrand 216: * -- LAPACK computational routine (version 3.7.0) --
1.1 bertrand 217: * -- LAPACK is a software package provided by Univ. of Tennessee, --
218: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
219: * July 2012
220: *
221: * .. Scalar Arguments ..
222: INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
223: * ..
224: * .. Array Arguments ..
225: DOUBLE PRECISION PHI(*), THETA(*)
226: COMPLEX*16 PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*),
227: $ WORK(*), X11(LDX11,*), X21(LDX21,*)
228: * ..
229: *
230: * ====================================================================
231: *
232: * .. Parameters ..
233: COMPLEX*16 NEGONE, ONE, ZERO
234: PARAMETER ( NEGONE = (-1.0D0,0.0D0), ONE = (1.0D0,0.0D0),
235: $ ZERO = (0.0D0,0.0D0) )
236: * ..
237: * .. Local Scalars ..
238: DOUBLE PRECISION C, S
239: INTEGER CHILDINFO, I, ILARF, IORBDB5, J, LLARF,
240: $ LORBDB5, LWORKMIN, LWORKOPT
241: LOGICAL LQUERY
242: * ..
243: * .. External Subroutines ..
244: EXTERNAL ZLARF, ZLARFGP, ZUNBDB5, ZDROT, ZSCAL, XERBLA
245: * ..
246: * .. External Functions ..
247: DOUBLE PRECISION DZNRM2
248: EXTERNAL DZNRM2
249: * ..
250: * .. Intrinsic Function ..
251: INTRINSIC ATAN2, COS, MAX, SIN, SQRT
252: * ..
253: * .. Executable Statements ..
254: *
255: * Test input arguments
256: *
257: INFO = 0
258: LQUERY = LWORK .EQ. -1
259: *
260: IF( M .LT. 0 ) THEN
261: INFO = -1
262: ELSE IF( P .LT. M-Q .OR. M-P .LT. M-Q ) THEN
263: INFO = -2
264: ELSE IF( Q .LT. M-Q .OR. Q .GT. M ) THEN
265: INFO = -3
266: ELSE IF( LDX11 .LT. MAX( 1, P ) ) THEN
267: INFO = -5
268: ELSE IF( LDX21 .LT. MAX( 1, M-P ) ) THEN
269: INFO = -7
270: END IF
271: *
272: * Compute workspace
273: *
274: IF( INFO .EQ. 0 ) THEN
275: ILARF = 2
276: LLARF = MAX( Q-1, P-1, M-P-1 )
277: IORBDB5 = 2
278: LORBDB5 = Q
279: LWORKOPT = ILARF + LLARF - 1
280: LWORKOPT = MAX( LWORKOPT, IORBDB5 + LORBDB5 - 1 )
281: LWORKMIN = LWORKOPT
282: WORK(1) = LWORKOPT
283: IF( LWORK .LT. LWORKMIN .AND. .NOT.LQUERY ) THEN
284: INFO = -14
285: END IF
286: END IF
287: IF( INFO .NE. 0 ) THEN
288: CALL XERBLA( 'ZUNBDB4', -INFO )
289: RETURN
290: ELSE IF( LQUERY ) THEN
291: RETURN
292: END IF
293: *
294: * Reduce columns 1, ..., M-Q of X11 and X21
295: *
296: DO I = 1, M-Q
297: *
298: IF( I .EQ. 1 ) THEN
299: DO J = 1, M
300: PHANTOM(J) = ZERO
301: END DO
302: CALL ZUNBDB5( P, M-P, Q, PHANTOM(1), 1, PHANTOM(P+1), 1,
303: $ X11, LDX11, X21, LDX21, WORK(IORBDB5),
304: $ LORBDB5, CHILDINFO )
305: CALL ZSCAL( P, NEGONE, PHANTOM(1), 1 )
306: CALL ZLARFGP( P, PHANTOM(1), PHANTOM(2), 1, TAUP1(1) )
307: CALL ZLARFGP( M-P, PHANTOM(P+1), PHANTOM(P+2), 1, TAUP2(1) )
308: THETA(I) = ATAN2( DBLE( PHANTOM(1) ), DBLE( PHANTOM(P+1) ) )
309: C = COS( THETA(I) )
310: S = SIN( THETA(I) )
311: PHANTOM(1) = ONE
312: PHANTOM(P+1) = ONE
313: CALL ZLARF( 'L', P, Q, PHANTOM(1), 1, DCONJG(TAUP1(1)), X11,
314: $ LDX11, WORK(ILARF) )
315: CALL ZLARF( 'L', M-P, Q, PHANTOM(P+1), 1, DCONJG(TAUP2(1)),
316: $ X21, LDX21, WORK(ILARF) )
317: ELSE
318: CALL ZUNBDB5( P-I+1, M-P-I+1, Q-I+1, X11(I,I-1), 1,
319: $ X21(I,I-1), 1, X11(I,I), LDX11, X21(I,I),
320: $ LDX21, WORK(IORBDB5), LORBDB5, CHILDINFO )
321: CALL ZSCAL( P-I+1, NEGONE, X11(I,I-1), 1 )
322: CALL ZLARFGP( P-I+1, X11(I,I-1), X11(I+1,I-1), 1, TAUP1(I) )
323: CALL ZLARFGP( M-P-I+1, X21(I,I-1), X21(I+1,I-1), 1,
324: $ TAUP2(I) )
325: THETA(I) = ATAN2( DBLE( X11(I,I-1) ), DBLE( X21(I,I-1) ) )
326: C = COS( THETA(I) )
327: S = SIN( THETA(I) )
328: X11(I,I-1) = ONE
329: X21(I,I-1) = ONE
330: CALL ZLARF( 'L', P-I+1, Q-I+1, X11(I,I-1), 1,
331: $ DCONJG(TAUP1(I)), X11(I,I), LDX11, WORK(ILARF) )
332: CALL ZLARF( 'L', M-P-I+1, Q-I+1, X21(I,I-1), 1,
333: $ DCONJG(TAUP2(I)), X21(I,I), LDX21, WORK(ILARF) )
334: END IF
335: *
336: CALL ZDROT( Q-I+1, X11(I,I), LDX11, X21(I,I), LDX21, S, -C )
337: CALL ZLACGV( Q-I+1, X21(I,I), LDX21 )
338: CALL ZLARFGP( Q-I+1, X21(I,I), X21(I,I+1), LDX21, TAUQ1(I) )
339: C = DBLE( X21(I,I) )
340: X21(I,I) = ONE
341: CALL ZLARF( 'R', P-I, Q-I+1, X21(I,I), LDX21, TAUQ1(I),
342: $ X11(I+1,I), LDX11, WORK(ILARF) )
343: CALL ZLARF( 'R', M-P-I, Q-I+1, X21(I,I), LDX21, TAUQ1(I),
344: $ X21(I+1,I), LDX21, WORK(ILARF) )
345: CALL ZLACGV( Q-I+1, X21(I,I), LDX21 )
346: IF( I .LT. M-Q ) THEN
1.3 bertrand 347: S = SQRT( DZNRM2( P-I, X11(I+1,I), 1 )**2
348: $ + DZNRM2( M-P-I, X21(I+1,I), 1 )**2 )
1.1 bertrand 349: PHI(I) = ATAN2( S, C )
350: END IF
351: *
352: END DO
353: *
354: * Reduce the bottom-right portion of X11 to [ I 0 ]
355: *
356: DO I = M - Q + 1, P
357: CALL ZLACGV( Q-I+1, X11(I,I), LDX11 )
358: CALL ZLARFGP( Q-I+1, X11(I,I), X11(I,I+1), LDX11, TAUQ1(I) )
359: X11(I,I) = ONE
360: CALL ZLARF( 'R', P-I, Q-I+1, X11(I,I), LDX11, TAUQ1(I),
361: $ X11(I+1,I), LDX11, WORK(ILARF) )
362: CALL ZLARF( 'R', Q-P, Q-I+1, X11(I,I), LDX11, TAUQ1(I),
363: $ X21(M-Q+1,I), LDX21, WORK(ILARF) )
364: CALL ZLACGV( Q-I+1, X11(I,I), LDX11 )
365: END DO
366: *
367: * Reduce the bottom-right portion of X21 to [ 0 I ]
368: *
369: DO I = P + 1, Q
370: CALL ZLACGV( Q-I+1, X21(M-Q+I-P,I), LDX21 )
371: CALL ZLARFGP( Q-I+1, X21(M-Q+I-P,I), X21(M-Q+I-P,I+1), LDX21,
372: $ TAUQ1(I) )
373: X21(M-Q+I-P,I) = ONE
374: CALL ZLARF( 'R', Q-I, Q-I+1, X21(M-Q+I-P,I), LDX21, TAUQ1(I),
375: $ X21(M-Q+I-P+1,I), LDX21, WORK(ILARF) )
376: CALL ZLACGV( Q-I+1, X21(M-Q+I-P,I), LDX21 )
377: END DO
378: *
379: RETURN
380: *
381: * End of ZUNBDB4
382: *
383: END
384:
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