379 lines
		
	
	
		
			14 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			379 lines
		
	
	
		
			14 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DLABRD reduces the first nb rows and columns of a general matrix to a bidiagonal form.
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| *
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| *  =========== DOCUMENTATION ===========
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| *
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| * Online html documentation available at
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| *            http://www.netlib.org/lapack/explore-html/
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| *
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| *> \htmlonly
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| *> Download DLABRD + dependencies
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlabrd.f">
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| *> [TGZ]</a>
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlabrd.f">
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| *> [ZIP]</a>
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlabrd.f">
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| *> [TXT]</a>
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| *> \endhtmlonly
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| *
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| *  Definition:
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| *  ===========
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| *
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| *       SUBROUTINE DLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
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| *                          LDY )
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| *
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| *       .. Scalar Arguments ..
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| *       INTEGER            LDA, LDX, LDY, M, N, NB
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| *       ..
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| *       .. Array Arguments ..
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| *       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAUP( * ),
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| *      $                   TAUQ( * ), X( LDX, * ), Y( LDY, * )
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| *       ..
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| *
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| *
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| *> \par Purpose:
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| *  =============
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| *>
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| *> \verbatim
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| *>
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| *> DLABRD reduces the first NB rows and columns of a real general
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| *> m by n matrix A to upper or lower bidiagonal form by an orthogonal
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| *> transformation Q**T * A * P, and returns the matrices X and Y which
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| *> are needed to apply the transformation to the unreduced part of A.
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| *>
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| *> If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
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| *> bidiagonal form.
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| *>
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| *> This is an auxiliary routine called by DGEBRD
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| *> \endverbatim
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| *
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| *  Arguments:
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| *  ==========
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| *
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| *> \param[in] M
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| *> \verbatim
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| *>          M is INTEGER
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| *>          The number of rows in the matrix A.
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| *> \endverbatim
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| *>
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| *> \param[in] N
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| *> \verbatim
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| *>          N is INTEGER
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| *>          The number of columns in the matrix A.
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| *> \endverbatim
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| *>
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| *> \param[in] NB
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| *> \verbatim
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| *>          NB is INTEGER
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| *>          The number of leading rows and columns of A to be reduced.
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| *> \endverbatim
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| *>
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| *> \param[in,out] A
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| *> \verbatim
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| *>          A is DOUBLE PRECISION array, dimension (LDA,N)
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| *>          On entry, the m by n general matrix to be reduced.
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| *>          On exit, the first NB rows and columns of the matrix are
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| *>          overwritten; the rest of the array is unchanged.
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| *>          If m >= n, elements on and below the diagonal in the first NB
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| *>            columns, with the array TAUQ, represent the orthogonal
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| *>            matrix Q as a product of elementary reflectors; and
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| *>            elements above the diagonal in the first NB rows, with the
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| *>            array TAUP, represent the orthogonal matrix P as a product
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| *>            of elementary reflectors.
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| *>          If m < n, elements below the diagonal in the first NB
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| *>            columns, with the array TAUQ, represent the orthogonal
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| *>            matrix Q as a product of elementary reflectors, and
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| *>            elements on and above the diagonal in the first NB rows,
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| *>            with the array TAUP, represent the orthogonal matrix P as
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| *>            a product of elementary reflectors.
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| *>          See Further Details.
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| *> \endverbatim
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| *>
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| *> \param[in] LDA
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| *> \verbatim
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| *>          LDA is INTEGER
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| *>          The leading dimension of the array A.  LDA >= max(1,M).
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| *> \endverbatim
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| *>
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| *> \param[out] D
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| *> \verbatim
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| *>          D is DOUBLE PRECISION array, dimension (NB)
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| *>          The diagonal elements of the first NB rows and columns of
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| *>          the reduced matrix.  D(i) = A(i,i).
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| *> \endverbatim
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| *>
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| *> \param[out] E
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| *> \verbatim
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| *>          E is DOUBLE PRECISION array, dimension (NB)
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| *>          The off-diagonal elements of the first NB rows and columns of
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| *>          the reduced matrix.
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| *> \endverbatim
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| *>
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| *> \param[out] TAUQ
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| *> \verbatim
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| *>          TAUQ is DOUBLE PRECISION array, dimension (NB)
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| *>          The scalar factors of the elementary reflectors which
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| *>          represent the orthogonal matrix Q. See Further Details.
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| *> \endverbatim
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| *>
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| *> \param[out] TAUP
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| *> \verbatim
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| *>          TAUP is DOUBLE PRECISION array, dimension (NB)
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| *>          The scalar factors of the elementary reflectors which
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| *>          represent the orthogonal matrix P. See Further Details.
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| *> \endverbatim
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| *>
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| *> \param[out] X
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| *> \verbatim
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| *>          X is DOUBLE PRECISION array, dimension (LDX,NB)
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| *>          The m-by-nb matrix X required to update the unreduced part
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| *>          of A.
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| *> \endverbatim
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| *>
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| *> \param[in] LDX
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| *> \verbatim
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| *>          LDX is INTEGER
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| *>          The leading dimension of the array X. LDX >= max(1,M).
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| *> \endverbatim
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| *>
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| *> \param[out] Y
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| *> \verbatim
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| *>          Y is DOUBLE PRECISION array, dimension (LDY,NB)
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| *>          The n-by-nb matrix Y required to update the unreduced part
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| *>          of A.
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| *> \endverbatim
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| *>
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| *> \param[in] LDY
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| *> \verbatim
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| *>          LDY is INTEGER
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| *>          The leading dimension of the array Y. LDY >= max(1,N).
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| *> \endverbatim
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| *
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| *  Authors:
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| *  ========
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| *
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| *> \author Univ. of Tennessee
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| *> \author Univ. of California Berkeley
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| *> \author Univ. of Colorado Denver
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| *> \author NAG Ltd.
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| *
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| *> \ingroup doubleOTHERauxiliary
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| *
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| *> \par Further Details:
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| *  =====================
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| *>
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| *> \verbatim
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| *>
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| *>  The matrices Q and P are represented as products of elementary
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| *>  reflectors:
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| *>
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| *>     Q = H(1) H(2) . . . H(nb)  and  P = G(1) G(2) . . . G(nb)
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| *>
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| *>  Each H(i) and G(i) has the form:
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| *>
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| *>     H(i) = I - tauq * v * v**T  and G(i) = I - taup * u * u**T
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| *>
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| *>  where tauq and taup are real scalars, and v and u are real vectors.
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| *>
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| *>  If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
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| *>  A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in
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| *>  A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
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| *>
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| *>  If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
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| *>  A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
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| *>  A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
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| *>
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| *>  The elements of the vectors v and u together form the m-by-nb matrix
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| *>  V and the nb-by-n matrix U**T which are needed, with X and Y, to apply
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| *>  the transformation to the unreduced part of the matrix, using a block
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| *>  update of the form:  A := A - V*Y**T - X*U**T.
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| *>
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| *>  The contents of A on exit are illustrated by the following examples
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| *>  with nb = 2:
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| *>
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| *>  m = 6 and n = 5 (m > n):          m = 5 and n = 6 (m < n):
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| *>
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| *>    (  1   1   u1  u1  u1 )           (  1   u1  u1  u1  u1  u1 )
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| *>    (  v1  1   1   u2  u2 )           (  1   1   u2  u2  u2  u2 )
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| *>    (  v1  v2  a   a   a  )           (  v1  1   a   a   a   a  )
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| *>    (  v1  v2  a   a   a  )           (  v1  v2  a   a   a   a  )
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| *>    (  v1  v2  a   a   a  )           (  v1  v2  a   a   a   a  )
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| *>    (  v1  v2  a   a   a  )
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| *>
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| *>  where a denotes an element of the original matrix which is unchanged,
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| *>  vi denotes an element of the vector defining H(i), and ui an element
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| *>  of the vector defining G(i).
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| *> \endverbatim
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| *>
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| *  =====================================================================
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|       SUBROUTINE DLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
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|      $                   LDY )
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| *
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| *  -- LAPACK auxiliary routine --
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| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
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| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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| *
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| *     .. Scalar Arguments ..
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|       INTEGER            LDA, LDX, LDY, M, N, NB
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| *     ..
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| *     .. Array Arguments ..
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|       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAUP( * ),
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|      $                   TAUQ( * ), X( LDX, * ), Y( LDY, * )
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| *     ..
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| *
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| *  =====================================================================
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| *
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| *     .. Parameters ..
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|       DOUBLE PRECISION   ZERO, ONE
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|       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
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| *     ..
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| *     .. Local Scalars ..
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|       INTEGER            I
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL           DGEMV, DLARFG, DSCAL
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| *     ..
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| *     .. Intrinsic Functions ..
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|       INTRINSIC          MIN
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| *     ..
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| *     .. Executable Statements ..
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| *
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| *     Quick return if possible
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| *
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|       IF( M.LE.0 .OR. N.LE.0 )
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|      $   RETURN
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| *
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|       IF( M.GE.N ) THEN
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| *
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| *        Reduce to upper bidiagonal form
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| *
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|          DO 10 I = 1, NB
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| *
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| *           Update A(i:m,i)
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| *
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|             CALL DGEMV( 'No transpose', M-I+1, I-1, -ONE, A( I, 1 ),
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|      $                  LDA, Y( I, 1 ), LDY, ONE, A( I, I ), 1 )
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|             CALL DGEMV( 'No transpose', M-I+1, I-1, -ONE, X( I, 1 ),
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|      $                  LDX, A( 1, I ), 1, ONE, A( I, I ), 1 )
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| *
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| *           Generate reflection Q(i) to annihilate A(i+1:m,i)
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| *
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|             CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
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|      $                   TAUQ( I ) )
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|             D( I ) = A( I, I )
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|             IF( I.LT.N ) THEN
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|                A( I, I ) = ONE
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| *
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| *              Compute Y(i+1:n,i)
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| *
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|                CALL DGEMV( 'Transpose', M-I+1, N-I, ONE, A( I, I+1 ),
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|      $                     LDA, A( I, I ), 1, ZERO, Y( I+1, I ), 1 )
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|                CALL DGEMV( 'Transpose', M-I+1, I-1, ONE, A( I, 1 ), LDA,
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|      $                     A( I, I ), 1, ZERO, Y( 1, I ), 1 )
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|                CALL DGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
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|      $                     LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
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|                CALL DGEMV( 'Transpose', M-I+1, I-1, ONE, X( I, 1 ), LDX,
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|      $                     A( I, I ), 1, ZERO, Y( 1, I ), 1 )
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|                CALL DGEMV( 'Transpose', I-1, N-I, -ONE, A( 1, I+1 ),
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|      $                     LDA, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
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|                CALL DSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
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| *
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| *              Update A(i,i+1:n)
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| *
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|                CALL DGEMV( 'No transpose', N-I, I, -ONE, Y( I+1, 1 ),
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|      $                     LDY, A( I, 1 ), LDA, ONE, A( I, I+1 ), LDA )
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|                CALL DGEMV( 'Transpose', I-1, N-I, -ONE, A( 1, I+1 ),
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|      $                     LDA, X( I, 1 ), LDX, ONE, A( I, I+1 ), LDA )
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| *
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| *              Generate reflection P(i) to annihilate A(i,i+2:n)
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| *
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|                CALL DLARFG( N-I, A( I, I+1 ), A( I, MIN( I+2, N ) ),
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|      $                      LDA, TAUP( I ) )
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|                E( I ) = A( I, I+1 )
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|                A( I, I+1 ) = ONE
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| *
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| *              Compute X(i+1:m,i)
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| *
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|                CALL DGEMV( 'No transpose', M-I, N-I, ONE, A( I+1, I+1 ),
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|      $                     LDA, A( I, I+1 ), LDA, ZERO, X( I+1, I ), 1 )
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|                CALL DGEMV( 'Transpose', N-I, I, ONE, Y( I+1, 1 ), LDY,
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|      $                     A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
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|                CALL DGEMV( 'No transpose', M-I, I, -ONE, A( I+1, 1 ),
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|      $                     LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
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|                CALL DGEMV( 'No transpose', I-1, N-I, ONE, A( 1, I+1 ),
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|      $                     LDA, A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
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|                CALL DGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
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|      $                     LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
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|                CALL DSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
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|             END IF
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|    10    CONTINUE
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|       ELSE
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| *
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| *        Reduce to lower bidiagonal form
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| *
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|          DO 20 I = 1, NB
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| *
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| *           Update A(i,i:n)
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| *
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|             CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, Y( I, 1 ),
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|      $                  LDY, A( I, 1 ), LDA, ONE, A( I, I ), LDA )
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|             CALL DGEMV( 'Transpose', I-1, N-I+1, -ONE, A( 1, I ), LDA,
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|      $                  X( I, 1 ), LDX, ONE, A( I, I ), LDA )
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| *
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| *           Generate reflection P(i) to annihilate A(i,i+1:n)
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| *
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|             CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
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|      $                   TAUP( I ) )
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|             D( I ) = A( I, I )
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|             IF( I.LT.M ) THEN
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|                A( I, I ) = ONE
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| *
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| *              Compute X(i+1:m,i)
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| *
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|                CALL DGEMV( 'No transpose', M-I, N-I+1, ONE, A( I+1, I ),
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|      $                     LDA, A( I, I ), LDA, ZERO, X( I+1, I ), 1 )
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|                CALL DGEMV( 'Transpose', N-I+1, I-1, ONE, Y( I, 1 ), LDY,
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|      $                     A( I, I ), LDA, ZERO, X( 1, I ), 1 )
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|                CALL DGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
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|      $                     LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
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|                CALL DGEMV( 'No transpose', I-1, N-I+1, ONE, A( 1, I ),
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|      $                     LDA, A( I, I ), LDA, ZERO, X( 1, I ), 1 )
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|                CALL DGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
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|      $                     LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
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|                CALL DSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
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| *
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| *              Update A(i+1:m,i)
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| *
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|                CALL DGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
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|      $                     LDA, Y( I, 1 ), LDY, ONE, A( I+1, I ), 1 )
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|                CALL DGEMV( 'No transpose', M-I, I, -ONE, X( I+1, 1 ),
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|      $                     LDX, A( 1, I ), 1, ONE, A( I+1, I ), 1 )
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| *
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| *              Generate reflection Q(i) to annihilate A(i+2:m,i)
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| *
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|                CALL DLARFG( M-I, A( I+1, I ), A( MIN( I+2, M ), I ), 1,
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|      $                      TAUQ( I ) )
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|                E( I ) = A( I+1, I )
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|                A( I+1, I ) = ONE
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| *
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| *              Compute Y(i+1:n,i)
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| *
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|                CALL DGEMV( 'Transpose', M-I, N-I, ONE, A( I+1, I+1 ),
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|      $                     LDA, A( I+1, I ), 1, ZERO, Y( I+1, I ), 1 )
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|                CALL DGEMV( 'Transpose', M-I, I-1, ONE, A( I+1, 1 ), LDA,
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|      $                     A( I+1, I ), 1, ZERO, Y( 1, I ), 1 )
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|                CALL DGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
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|      $                     LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
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|                CALL DGEMV( 'Transpose', M-I, I, ONE, X( I+1, 1 ), LDX,
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|      $                     A( I+1, I ), 1, ZERO, Y( 1, I ), 1 )
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|                CALL DGEMV( 'Transpose', I, N-I, -ONE, A( 1, I+1 ), LDA,
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|      $                     Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
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|                CALL DSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
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|             END IF
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|    20    CONTINUE
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|       END IF
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|       RETURN
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| *
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| *     End of DLABRD
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| *
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|       END
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