root / src / lapack / double / dgebd2.f @ 1
Historique | Voir | Annoter | Télécharger (7,87 ko)
1 | 1 | equemene | SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO ) |
---|---|---|---|
2 | 1 | equemene | * |
3 | 1 | equemene | * -- LAPACK routine (version 3.2) -- |
4 | 1 | equemene | * -- LAPACK is a software package provided by Univ. of Tennessee, -- |
5 | 1 | equemene | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
6 | 1 | equemene | * November 2006 |
7 | 1 | equemene | * |
8 | 1 | equemene | * .. Scalar Arguments .. |
9 | 1 | equemene | INTEGER INFO, LDA, M, N |
10 | 1 | equemene | * .. |
11 | 1 | equemene | * .. Array Arguments .. |
12 | 1 | equemene | DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), |
13 | 1 | equemene | $ TAUQ( * ), WORK( * ) |
14 | 1 | equemene | * .. |
15 | 1 | equemene | * |
16 | 1 | equemene | * Purpose |
17 | 1 | equemene | * ======= |
18 | 1 | equemene | * |
19 | 1 | equemene | * DGEBD2 reduces a real general m by n matrix A to upper or lower |
20 | 1 | equemene | * bidiagonal form B by an orthogonal transformation: Q' * A * P = B. |
21 | 1 | equemene | * |
22 | 1 | equemene | * If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. |
23 | 1 | equemene | * |
24 | 1 | equemene | * Arguments |
25 | 1 | equemene | * ========= |
26 | 1 | equemene | * |
27 | 1 | equemene | * M (input) INTEGER |
28 | 1 | equemene | * The number of rows in the matrix A. M >= 0. |
29 | 1 | equemene | * |
30 | 1 | equemene | * N (input) INTEGER |
31 | 1 | equemene | * The number of columns in the matrix A. N >= 0. |
32 | 1 | equemene | * |
33 | 1 | equemene | * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) |
34 | 1 | equemene | * On entry, the m by n general matrix to be reduced. |
35 | 1 | equemene | * On exit, |
36 | 1 | equemene | * if m >= n, the diagonal and the first superdiagonal are |
37 | 1 | equemene | * overwritten with the upper bidiagonal matrix B; the |
38 | 1 | equemene | * elements below the diagonal, with the array TAUQ, represent |
39 | 1 | equemene | * the orthogonal matrix Q as a product of elementary |
40 | 1 | equemene | * reflectors, and the elements above the first superdiagonal, |
41 | 1 | equemene | * with the array TAUP, represent the orthogonal matrix P as |
42 | 1 | equemene | * a product of elementary reflectors; |
43 | 1 | equemene | * if m < n, the diagonal and the first subdiagonal are |
44 | 1 | equemene | * overwritten with the lower bidiagonal matrix B; the |
45 | 1 | equemene | * elements below the first subdiagonal, with the array TAUQ, |
46 | 1 | equemene | * represent the orthogonal matrix Q as a product of |
47 | 1 | equemene | * elementary reflectors, and the elements above the diagonal, |
48 | 1 | equemene | * with the array TAUP, represent the orthogonal matrix P as |
49 | 1 | equemene | * a product of elementary reflectors. |
50 | 1 | equemene | * See Further Details. |
51 | 1 | equemene | * |
52 | 1 | equemene | * LDA (input) INTEGER |
53 | 1 | equemene | * The leading dimension of the array A. LDA >= max(1,M). |
54 | 1 | equemene | * |
55 | 1 | equemene | * D (output) DOUBLE PRECISION array, dimension (min(M,N)) |
56 | 1 | equemene | * The diagonal elements of the bidiagonal matrix B: |
57 | 1 | equemene | * D(i) = A(i,i). |
58 | 1 | equemene | * |
59 | 1 | equemene | * E (output) DOUBLE PRECISION array, dimension (min(M,N)-1) |
60 | 1 | equemene | * The off-diagonal elements of the bidiagonal matrix B: |
61 | 1 | equemene | * if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; |
62 | 1 | equemene | * if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. |
63 | 1 | equemene | * |
64 | 1 | equemene | * TAUQ (output) DOUBLE PRECISION array dimension (min(M,N)) |
65 | 1 | equemene | * The scalar factors of the elementary reflectors which |
66 | 1 | equemene | * represent the orthogonal matrix Q. See Further Details. |
67 | 1 | equemene | * |
68 | 1 | equemene | * TAUP (output) DOUBLE PRECISION array, dimension (min(M,N)) |
69 | 1 | equemene | * The scalar factors of the elementary reflectors which |
70 | 1 | equemene | * represent the orthogonal matrix P. See Further Details. |
71 | 1 | equemene | * |
72 | 1 | equemene | * WORK (workspace) DOUBLE PRECISION array, dimension (max(M,N)) |
73 | 1 | equemene | * |
74 | 1 | equemene | * INFO (output) INTEGER |
75 | 1 | equemene | * = 0: successful exit. |
76 | 1 | equemene | * < 0: if INFO = -i, the i-th argument had an illegal value. |
77 | 1 | equemene | * |
78 | 1 | equemene | * Further Details |
79 | 1 | equemene | * =============== |
80 | 1 | equemene | * |
81 | 1 | equemene | * The matrices Q and P are represented as products of elementary |
82 | 1 | equemene | * reflectors: |
83 | 1 | equemene | * |
84 | 1 | equemene | * If m >= n, |
85 | 1 | equemene | * |
86 | 1 | equemene | * Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) |
87 | 1 | equemene | * |
88 | 1 | equemene | * Each H(i) and G(i) has the form: |
89 | 1 | equemene | * |
90 | 1 | equemene | * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' |
91 | 1 | equemene | * |
92 | 1 | equemene | * where tauq and taup are real scalars, and v and u are real vectors; |
93 | 1 | equemene | * v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); |
94 | 1 | equemene | * u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); |
95 | 1 | equemene | * tauq is stored in TAUQ(i) and taup in TAUP(i). |
96 | 1 | equemene | * |
97 | 1 | equemene | * If m < n, |
98 | 1 | equemene | * |
99 | 1 | equemene | * Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) |
100 | 1 | equemene | * |
101 | 1 | equemene | * Each H(i) and G(i) has the form: |
102 | 1 | equemene | * |
103 | 1 | equemene | * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' |
104 | 1 | equemene | * |
105 | 1 | equemene | * where tauq and taup are real scalars, and v and u are real vectors; |
106 | 1 | equemene | * v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); |
107 | 1 | equemene | * u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); |
108 | 1 | equemene | * tauq is stored in TAUQ(i) and taup in TAUP(i). |
109 | 1 | equemene | * |
110 | 1 | equemene | * The contents of A on exit are illustrated by the following examples: |
111 | 1 | equemene | * |
112 | 1 | equemene | * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): |
113 | 1 | equemene | * |
114 | 1 | equemene | * ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) |
115 | 1 | equemene | * ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) |
116 | 1 | equemene | * ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) |
117 | 1 | equemene | * ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) |
118 | 1 | equemene | * ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) |
119 | 1 | equemene | * ( v1 v2 v3 v4 v5 ) |
120 | 1 | equemene | * |
121 | 1 | equemene | * where d and e denote diagonal and off-diagonal elements of B, vi |
122 | 1 | equemene | * denotes an element of the vector defining H(i), and ui an element of |
123 | 1 | equemene | * the vector defining G(i). |
124 | 1 | equemene | * |
125 | 1 | equemene | * ===================================================================== |
126 | 1 | equemene | * |
127 | 1 | equemene | * .. Parameters .. |
128 | 1 | equemene | DOUBLE PRECISION ZERO, ONE |
129 | 1 | equemene | PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) |
130 | 1 | equemene | * .. |
131 | 1 | equemene | * .. Local Scalars .. |
132 | 1 | equemene | INTEGER I |
133 | 1 | equemene | * .. |
134 | 1 | equemene | * .. External Subroutines .. |
135 | 1 | equemene | EXTERNAL DLARF, DLARFG, XERBLA |
136 | 1 | equemene | * .. |
137 | 1 | equemene | * .. Intrinsic Functions .. |
138 | 1 | equemene | INTRINSIC MAX, MIN |
139 | 1 | equemene | * .. |
140 | 1 | equemene | * .. Executable Statements .. |
141 | 1 | equemene | * |
142 | 1 | equemene | * Test the input parameters |
143 | 1 | equemene | * |
144 | 1 | equemene | INFO = 0 |
145 | 1 | equemene | IF( M.LT.0 ) THEN |
146 | 1 | equemene | INFO = -1 |
147 | 1 | equemene | ELSE IF( N.LT.0 ) THEN |
148 | 1 | equemene | INFO = -2 |
149 | 1 | equemene | ELSE IF( LDA.LT.MAX( 1, M ) ) THEN |
150 | 1 | equemene | INFO = -4 |
151 | 1 | equemene | END IF |
152 | 1 | equemene | IF( INFO.LT.0 ) THEN |
153 | 1 | equemene | CALL XERBLA( 'DGEBD2', -INFO ) |
154 | 1 | equemene | RETURN |
155 | 1 | equemene | END IF |
156 | 1 | equemene | * |
157 | 1 | equemene | IF( M.GE.N ) THEN |
158 | 1 | equemene | * |
159 | 1 | equemene | * Reduce to upper bidiagonal form |
160 | 1 | equemene | * |
161 | 1 | equemene | DO 10 I = 1, N |
162 | 1 | equemene | * |
163 | 1 | equemene | * Generate elementary reflector H(i) to annihilate A(i+1:m,i) |
164 | 1 | equemene | * |
165 | 1 | equemene | CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, |
166 | 1 | equemene | $ TAUQ( I ) ) |
167 | 1 | equemene | D( I ) = A( I, I ) |
168 | 1 | equemene | A( I, I ) = ONE |
169 | 1 | equemene | * |
170 | 1 | equemene | * Apply H(i) to A(i:m,i+1:n) from the left |
171 | 1 | equemene | * |
172 | 1 | equemene | IF( I.LT.N ) |
173 | 1 | equemene | $ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAUQ( I ), |
174 | 1 | equemene | $ A( I, I+1 ), LDA, WORK ) |
175 | 1 | equemene | A( I, I ) = D( I ) |
176 | 1 | equemene | * |
177 | 1 | equemene | IF( I.LT.N ) THEN |
178 | 1 | equemene | * |
179 | 1 | equemene | * Generate elementary reflector G(i) to annihilate |
180 | 1 | equemene | * A(i,i+2:n) |
181 | 1 | equemene | * |
182 | 1 | equemene | CALL DLARFG( N-I, A( I, I+1 ), A( I, MIN( I+2, N ) ), |
183 | 1 | equemene | $ LDA, TAUP( I ) ) |
184 | 1 | equemene | E( I ) = A( I, I+1 ) |
185 | 1 | equemene | A( I, I+1 ) = ONE |
186 | 1 | equemene | * |
187 | 1 | equemene | * Apply G(i) to A(i+1:m,i+1:n) from the right |
188 | 1 | equemene | * |
189 | 1 | equemene | CALL DLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA, |
190 | 1 | equemene | $ TAUP( I ), A( I+1, I+1 ), LDA, WORK ) |
191 | 1 | equemene | A( I, I+1 ) = E( I ) |
192 | 1 | equemene | ELSE |
193 | 1 | equemene | TAUP( I ) = ZERO |
194 | 1 | equemene | END IF |
195 | 1 | equemene | 10 CONTINUE |
196 | 1 | equemene | ELSE |
197 | 1 | equemene | * |
198 | 1 | equemene | * Reduce to lower bidiagonal form |
199 | 1 | equemene | * |
200 | 1 | equemene | DO 20 I = 1, M |
201 | 1 | equemene | * |
202 | 1 | equemene | * Generate elementary reflector G(i) to annihilate A(i,i+1:n) |
203 | 1 | equemene | * |
204 | 1 | equemene | CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA, |
205 | 1 | equemene | $ TAUP( I ) ) |
206 | 1 | equemene | D( I ) = A( I, I ) |
207 | 1 | equemene | A( I, I ) = ONE |
208 | 1 | equemene | * |
209 | 1 | equemene | * Apply G(i) to A(i+1:m,i:n) from the right |
210 | 1 | equemene | * |
211 | 1 | equemene | IF( I.LT.M ) |
212 | 1 | equemene | $ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, |
213 | 1 | equemene | $ TAUP( I ), A( I+1, I ), LDA, WORK ) |
214 | 1 | equemene | A( I, I ) = D( I ) |
215 | 1 | equemene | * |
216 | 1 | equemene | IF( I.LT.M ) THEN |
217 | 1 | equemene | * |
218 | 1 | equemene | * Generate elementary reflector H(i) to annihilate |
219 | 1 | equemene | * A(i+2:m,i) |
220 | 1 | equemene | * |
221 | 1 | equemene | CALL DLARFG( M-I, A( I+1, I ), A( MIN( I+2, M ), I ), 1, |
222 | 1 | equemene | $ TAUQ( I ) ) |
223 | 1 | equemene | E( I ) = A( I+1, I ) |
224 | 1 | equemene | A( I+1, I ) = ONE |
225 | 1 | equemene | * |
226 | 1 | equemene | * Apply H(i) to A(i+1:m,i+1:n) from the left |
227 | 1 | equemene | * |
228 | 1 | equemene | CALL DLARF( 'Left', M-I, N-I, A( I+1, I ), 1, TAUQ( I ), |
229 | 1 | equemene | $ A( I+1, I+1 ), LDA, WORK ) |
230 | 1 | equemene | A( I+1, I ) = E( I ) |
231 | 1 | equemene | ELSE |
232 | 1 | equemene | TAUQ( I ) = ZERO |
233 | 1 | equemene | END IF |
234 | 1 | equemene | 20 CONTINUE |
235 | 1 | equemene | END IF |
236 | 1 | equemene | RETURN |
237 | 1 | equemene | * |
238 | 1 | equemene | * End of DGEBD2 |
239 | 1 | equemene | * |
240 | 1 | equemene | END |