Annotation of rpl/lapack/lapack/zunbdb4.f, revision 1.9
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:
1.7 bertrand 36: * =============
1.1 bertrand 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
1.9 ! bertrand 127: *> TAUP1 is COMPLEX*16 array, dimension (M-Q)
1.1 bertrand 128: *> The scalar factors of the elementary reflectors that define
129: *> P1.
130: *> \endverbatim
131: *>
132: *> \param[out] TAUP2
133: *> \verbatim
1.9 ! bertrand 134: *> TAUP2 is COMPLEX*16 array, dimension (M-Q)
1.1 bertrand 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: *> \ingroup complex16OTHERcomputational
187: *
188: *> \par Further Details:
189: * =====================
190: *>
191: *> \verbatim
192: *>
193: *> The upper-bidiagonal blocks B11, B21 are represented implicitly by
194: *> angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
195: *> in each bidiagonal band is a product of a sine or cosine of a THETA
196: *> with a sine or cosine of a PHI. See [1] or ZUNCSD for details.
197: *>
198: *> P1, P2, and Q1 are represented as products of elementary reflectors.
199: *> See ZUNCSD2BY1 for details on generating P1, P2, and Q1 using ZUNGQR
200: *> and ZUNGLQ.
201: *> \endverbatim
202: *
203: *> \par References:
204: * ================
205: *>
206: *> [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
207: *> Algorithms, 50(1):33-65, 2009.
208: *>
209: * =====================================================================
210: SUBROUTINE ZUNBDB4( M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
211: $ TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK,
212: $ INFO )
213: *
1.9 ! bertrand 214: * -- LAPACK computational routine --
1.1 bertrand 215: * -- LAPACK is a software package provided by Univ. of Tennessee, --
216: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
217: *
218: * .. Scalar Arguments ..
219: INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
220: * ..
221: * .. Array Arguments ..
222: DOUBLE PRECISION PHI(*), THETA(*)
223: COMPLEX*16 PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*),
224: $ WORK(*), X11(LDX11,*), X21(LDX21,*)
225: * ..
226: *
227: * ====================================================================
228: *
229: * .. Parameters ..
230: COMPLEX*16 NEGONE, ONE, ZERO
231: PARAMETER ( NEGONE = (-1.0D0,0.0D0), ONE = (1.0D0,0.0D0),
232: $ ZERO = (0.0D0,0.0D0) )
233: * ..
234: * .. Local Scalars ..
235: DOUBLE PRECISION C, S
236: INTEGER CHILDINFO, I, ILARF, IORBDB5, J, LLARF,
237: $ LORBDB5, LWORKMIN, LWORKOPT
238: LOGICAL LQUERY
239: * ..
240: * .. External Subroutines ..
1.7 bertrand 241: EXTERNAL ZLARF, ZLARFGP, ZUNBDB5, ZDROT, ZSCAL, ZLACGV,
242: $ XERBLA
1.1 bertrand 243: * ..
244: * .. External Functions ..
245: DOUBLE PRECISION DZNRM2
246: EXTERNAL DZNRM2
247: * ..
248: * .. Intrinsic Function ..
249: INTRINSIC ATAN2, COS, MAX, SIN, SQRT
250: * ..
251: * .. Executable Statements ..
252: *
253: * Test input arguments
254: *
255: INFO = 0
256: LQUERY = LWORK .EQ. -1
257: *
258: IF( M .LT. 0 ) THEN
259: INFO = -1
260: ELSE IF( P .LT. M-Q .OR. M-P .LT. M-Q ) THEN
261: INFO = -2
262: ELSE IF( Q .LT. M-Q .OR. Q .GT. M ) THEN
263: INFO = -3
264: ELSE IF( LDX11 .LT. MAX( 1, P ) ) THEN
265: INFO = -5
266: ELSE IF( LDX21 .LT. MAX( 1, M-P ) ) THEN
267: INFO = -7
268: END IF
269: *
270: * Compute workspace
271: *
272: IF( INFO .EQ. 0 ) THEN
273: ILARF = 2
274: LLARF = MAX( Q-1, P-1, M-P-1 )
275: IORBDB5 = 2
276: LORBDB5 = Q
277: LWORKOPT = ILARF + LLARF - 1
278: LWORKOPT = MAX( LWORKOPT, IORBDB5 + LORBDB5 - 1 )
279: LWORKMIN = LWORKOPT
280: WORK(1) = LWORKOPT
281: IF( LWORK .LT. LWORKMIN .AND. .NOT.LQUERY ) THEN
282: INFO = -14
283: END IF
284: END IF
285: IF( INFO .NE. 0 ) THEN
286: CALL XERBLA( 'ZUNBDB4', -INFO )
287: RETURN
288: ELSE IF( LQUERY ) THEN
289: RETURN
290: END IF
291: *
292: * Reduce columns 1, ..., M-Q of X11 and X21
293: *
294: DO I = 1, M-Q
295: *
296: IF( I .EQ. 1 ) THEN
297: DO J = 1, M
298: PHANTOM(J) = ZERO
299: END DO
300: CALL ZUNBDB5( P, M-P, Q, PHANTOM(1), 1, PHANTOM(P+1), 1,
301: $ X11, LDX11, X21, LDX21, WORK(IORBDB5),
302: $ LORBDB5, CHILDINFO )
303: CALL ZSCAL( P, NEGONE, PHANTOM(1), 1 )
304: CALL ZLARFGP( P, PHANTOM(1), PHANTOM(2), 1, TAUP1(1) )
305: CALL ZLARFGP( M-P, PHANTOM(P+1), PHANTOM(P+2), 1, TAUP2(1) )
306: THETA(I) = ATAN2( DBLE( PHANTOM(1) ), DBLE( PHANTOM(P+1) ) )
307: C = COS( THETA(I) )
308: S = SIN( THETA(I) )
309: PHANTOM(1) = ONE
310: PHANTOM(P+1) = ONE
311: CALL ZLARF( 'L', P, Q, PHANTOM(1), 1, DCONJG(TAUP1(1)), X11,
312: $ LDX11, WORK(ILARF) )
313: CALL ZLARF( 'L', M-P, Q, PHANTOM(P+1), 1, DCONJG(TAUP2(1)),
314: $ X21, LDX21, WORK(ILARF) )
315: ELSE
316: CALL ZUNBDB5( P-I+1, M-P-I+1, Q-I+1, X11(I,I-1), 1,
317: $ X21(I,I-1), 1, X11(I,I), LDX11, X21(I,I),
318: $ LDX21, WORK(IORBDB5), LORBDB5, CHILDINFO )
319: CALL ZSCAL( P-I+1, NEGONE, X11(I,I-1), 1 )
320: CALL ZLARFGP( P-I+1, X11(I,I-1), X11(I+1,I-1), 1, TAUP1(I) )
321: CALL ZLARFGP( M-P-I+1, X21(I,I-1), X21(I+1,I-1), 1,
322: $ TAUP2(I) )
323: THETA(I) = ATAN2( DBLE( X11(I,I-1) ), DBLE( X21(I,I-1) ) )
324: C = COS( THETA(I) )
325: S = SIN( THETA(I) )
326: X11(I,I-1) = ONE
327: X21(I,I-1) = ONE
328: CALL ZLARF( 'L', P-I+1, Q-I+1, X11(I,I-1), 1,
329: $ DCONJG(TAUP1(I)), X11(I,I), LDX11, WORK(ILARF) )
330: CALL ZLARF( 'L', M-P-I+1, Q-I+1, X21(I,I-1), 1,
331: $ DCONJG(TAUP2(I)), X21(I,I), LDX21, WORK(ILARF) )
332: END IF
333: *
334: CALL ZDROT( Q-I+1, X11(I,I), LDX11, X21(I,I), LDX21, S, -C )
335: CALL ZLACGV( Q-I+1, X21(I,I), LDX21 )
336: CALL ZLARFGP( Q-I+1, X21(I,I), X21(I,I+1), LDX21, TAUQ1(I) )
337: C = DBLE( X21(I,I) )
338: X21(I,I) = ONE
339: CALL ZLARF( 'R', P-I, Q-I+1, X21(I,I), LDX21, TAUQ1(I),
340: $ X11(I+1,I), LDX11, WORK(ILARF) )
341: CALL ZLARF( 'R', M-P-I, Q-I+1, X21(I,I), LDX21, TAUQ1(I),
342: $ X21(I+1,I), LDX21, WORK(ILARF) )
343: CALL ZLACGV( Q-I+1, X21(I,I), LDX21 )
344: IF( I .LT. M-Q ) THEN
1.3 bertrand 345: S = SQRT( DZNRM2( P-I, X11(I+1,I), 1 )**2
346: $ + DZNRM2( M-P-I, X21(I+1,I), 1 )**2 )
1.1 bertrand 347: PHI(I) = ATAN2( S, C )
348: END IF
349: *
350: END DO
351: *
352: * Reduce the bottom-right portion of X11 to [ I 0 ]
353: *
354: DO I = M - Q + 1, P
355: CALL ZLACGV( Q-I+1, X11(I,I), LDX11 )
356: CALL ZLARFGP( Q-I+1, X11(I,I), X11(I,I+1), LDX11, TAUQ1(I) )
357: X11(I,I) = ONE
358: CALL ZLARF( 'R', P-I, Q-I+1, X11(I,I), LDX11, TAUQ1(I),
359: $ X11(I+1,I), LDX11, WORK(ILARF) )
360: CALL ZLARF( 'R', Q-P, Q-I+1, X11(I,I), LDX11, TAUQ1(I),
361: $ X21(M-Q+1,I), LDX21, WORK(ILARF) )
362: CALL ZLACGV( Q-I+1, X11(I,I), LDX11 )
363: END DO
364: *
365: * Reduce the bottom-right portion of X21 to [ 0 I ]
366: *
367: DO I = P + 1, Q
368: CALL ZLACGV( Q-I+1, X21(M-Q+I-P,I), LDX21 )
369: CALL ZLARFGP( Q-I+1, X21(M-Q+I-P,I), X21(M-Q+I-P,I+1), LDX21,
370: $ TAUQ1(I) )
371: X21(M-Q+I-P,I) = ONE
372: CALL ZLARF( 'R', Q-I, Q-I+1, X21(M-Q+I-P,I), LDX21, TAUQ1(I),
373: $ X21(M-Q+I-P+1,I), LDX21, WORK(ILARF) )
374: CALL ZLACGV( Q-I+1, X21(M-Q+I-P,I), LDX21 )
375: END DO
376: *
377: RETURN
378: *
379: * End of ZUNBDB4
380: *
381: END
382:
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