root / src / lapack / double / dgebrd.f @ 1
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1 | 1 | equemene | SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, |
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2 | 1 | equemene | $ INFO ) |
3 | 1 | equemene | * |
4 | 1 | equemene | * -- LAPACK routine (version 3.2) -- |
5 | 1 | equemene | * -- LAPACK is a software package provided by Univ. of Tennessee, -- |
6 | 1 | equemene | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
7 | 1 | equemene | * November 2006 |
8 | 1 | equemene | * |
9 | 1 | equemene | * .. Scalar Arguments .. |
10 | 1 | equemene | INTEGER INFO, LDA, LWORK, M, N |
11 | 1 | equemene | * .. |
12 | 1 | equemene | * .. Array Arguments .. |
13 | 1 | equemene | DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), |
14 | 1 | equemene | $ TAUQ( * ), WORK( * ) |
15 | 1 | equemene | * .. |
16 | 1 | equemene | * |
17 | 1 | equemene | * Purpose |
18 | 1 | equemene | * ======= |
19 | 1 | equemene | * |
20 | 1 | equemene | * DGEBRD reduces a general real M-by-N matrix A to upper or lower |
21 | 1 | equemene | * bidiagonal form B by an orthogonal transformation: Q**T * A * P = B. |
22 | 1 | equemene | * |
23 | 1 | equemene | * If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. |
24 | 1 | equemene | * |
25 | 1 | equemene | * Arguments |
26 | 1 | equemene | * ========= |
27 | 1 | equemene | * |
28 | 1 | equemene | * M (input) INTEGER |
29 | 1 | equemene | * The number of rows in the matrix A. M >= 0. |
30 | 1 | equemene | * |
31 | 1 | equemene | * N (input) INTEGER |
32 | 1 | equemene | * The number of columns in the matrix A. N >= 0. |
33 | 1 | equemene | * |
34 | 1 | equemene | * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) |
35 | 1 | equemene | * On entry, the M-by-N general matrix to be reduced. |
36 | 1 | equemene | * On exit, |
37 | 1 | equemene | * if m >= n, the diagonal and the first superdiagonal are |
38 | 1 | equemene | * overwritten with the upper bidiagonal matrix B; the |
39 | 1 | equemene | * elements below the diagonal, with the array TAUQ, represent |
40 | 1 | equemene | * the orthogonal matrix Q as a product of elementary |
41 | 1 | equemene | * reflectors, and the elements above the first superdiagonal, |
42 | 1 | equemene | * with the array TAUP, represent the orthogonal matrix P as |
43 | 1 | equemene | * a product of elementary reflectors; |
44 | 1 | equemene | * if m < n, the diagonal and the first subdiagonal are |
45 | 1 | equemene | * overwritten with the lower bidiagonal matrix B; the |
46 | 1 | equemene | * elements below the first subdiagonal, with the array TAUQ, |
47 | 1 | equemene | * represent the orthogonal matrix Q as a product of |
48 | 1 | equemene | * elementary reflectors, and the elements above the diagonal, |
49 | 1 | equemene | * with the array TAUP, represent the orthogonal matrix P as |
50 | 1 | equemene | * a product of elementary reflectors. |
51 | 1 | equemene | * See Further Details. |
52 | 1 | equemene | * |
53 | 1 | equemene | * LDA (input) INTEGER |
54 | 1 | equemene | * The leading dimension of the array A. LDA >= max(1,M). |
55 | 1 | equemene | * |
56 | 1 | equemene | * D (output) DOUBLE PRECISION array, dimension (min(M,N)) |
57 | 1 | equemene | * The diagonal elements of the bidiagonal matrix B: |
58 | 1 | equemene | * D(i) = A(i,i). |
59 | 1 | equemene | * |
60 | 1 | equemene | * E (output) DOUBLE PRECISION array, dimension (min(M,N)-1) |
61 | 1 | equemene | * The off-diagonal elements of the bidiagonal matrix B: |
62 | 1 | equemene | * if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; |
63 | 1 | equemene | * if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. |
64 | 1 | equemene | * |
65 | 1 | equemene | * TAUQ (output) DOUBLE PRECISION array dimension (min(M,N)) |
66 | 1 | equemene | * The scalar factors of the elementary reflectors which |
67 | 1 | equemene | * represent the orthogonal matrix Q. See Further Details. |
68 | 1 | equemene | * |
69 | 1 | equemene | * TAUP (output) DOUBLE PRECISION array, dimension (min(M,N)) |
70 | 1 | equemene | * The scalar factors of the elementary reflectors which |
71 | 1 | equemene | * represent the orthogonal matrix P. See Further Details. |
72 | 1 | equemene | * |
73 | 1 | equemene | * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) |
74 | 1 | equemene | * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
75 | 1 | equemene | * |
76 | 1 | equemene | * LWORK (input) INTEGER |
77 | 1 | equemene | * The length of the array WORK. LWORK >= max(1,M,N). |
78 | 1 | equemene | * For optimum performance LWORK >= (M+N)*NB, where NB |
79 | 1 | equemene | * is the optimal blocksize. |
80 | 1 | equemene | * |
81 | 1 | equemene | * If LWORK = -1, then a workspace query is assumed; the routine |
82 | 1 | equemene | * only calculates the optimal size of the WORK array, returns |
83 | 1 | equemene | * this value as the first entry of the WORK array, and no error |
84 | 1 | equemene | * message related to LWORK is issued by XERBLA. |
85 | 1 | equemene | * |
86 | 1 | equemene | * INFO (output) INTEGER |
87 | 1 | equemene | * = 0: successful exit |
88 | 1 | equemene | * < 0: if INFO = -i, the i-th argument had an illegal value. |
89 | 1 | equemene | * |
90 | 1 | equemene | * Further Details |
91 | 1 | equemene | * =============== |
92 | 1 | equemene | * |
93 | 1 | equemene | * The matrices Q and P are represented as products of elementary |
94 | 1 | equemene | * reflectors: |
95 | 1 | equemene | * |
96 | 1 | equemene | * If m >= n, |
97 | 1 | equemene | * |
98 | 1 | equemene | * Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) |
99 | 1 | equemene | * |
100 | 1 | equemene | * Each H(i) and G(i) has the form: |
101 | 1 | equemene | * |
102 | 1 | equemene | * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' |
103 | 1 | equemene | * |
104 | 1 | equemene | * where tauq and taup are real scalars, and v and u are real vectors; |
105 | 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); |
106 | 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); |
107 | 1 | equemene | * tauq is stored in TAUQ(i) and taup in TAUP(i). |
108 | 1 | equemene | * |
109 | 1 | equemene | * If m < n, |
110 | 1 | equemene | * |
111 | 1 | equemene | * Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) |
112 | 1 | equemene | * |
113 | 1 | equemene | * Each H(i) and G(i) has the form: |
114 | 1 | equemene | * |
115 | 1 | equemene | * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' |
116 | 1 | equemene | * |
117 | 1 | equemene | * where tauq and taup are real scalars, and v and u are real vectors; |
118 | 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); |
119 | 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); |
120 | 1 | equemene | * tauq is stored in TAUQ(i) and taup in TAUP(i). |
121 | 1 | equemene | * |
122 | 1 | equemene | * The contents of A on exit are illustrated by the following examples: |
123 | 1 | equemene | * |
124 | 1 | equemene | * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): |
125 | 1 | equemene | * |
126 | 1 | equemene | * ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) |
127 | 1 | equemene | * ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) |
128 | 1 | equemene | * ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) |
129 | 1 | equemene | * ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) |
130 | 1 | equemene | * ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) |
131 | 1 | equemene | * ( v1 v2 v3 v4 v5 ) |
132 | 1 | equemene | * |
133 | 1 | equemene | * where d and e denote diagonal and off-diagonal elements of B, vi |
134 | 1 | equemene | * denotes an element of the vector defining H(i), and ui an element of |
135 | 1 | equemene | * the vector defining G(i). |
136 | 1 | equemene | * |
137 | 1 | equemene | * ===================================================================== |
138 | 1 | equemene | * |
139 | 1 | equemene | * .. Parameters .. |
140 | 1 | equemene | DOUBLE PRECISION ONE |
141 | 1 | equemene | PARAMETER ( ONE = 1.0D+0 ) |
142 | 1 | equemene | * .. |
143 | 1 | equemene | * .. Local Scalars .. |
144 | 1 | equemene | LOGICAL LQUERY |
145 | 1 | equemene | INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB, |
146 | 1 | equemene | $ NBMIN, NX |
147 | 1 | equemene | DOUBLE PRECISION WS |
148 | 1 | equemene | * .. |
149 | 1 | equemene | * .. External Subroutines .. |
150 | 1 | equemene | EXTERNAL DGEBD2, DGEMM, DLABRD, XERBLA |
151 | 1 | equemene | * .. |
152 | 1 | equemene | * .. Intrinsic Functions .. |
153 | 1 | equemene | INTRINSIC DBLE, MAX, MIN |
154 | 1 | equemene | * .. |
155 | 1 | equemene | * .. External Functions .. |
156 | 1 | equemene | INTEGER ILAENV |
157 | 1 | equemene | EXTERNAL ILAENV |
158 | 1 | equemene | * .. |
159 | 1 | equemene | * .. Executable Statements .. |
160 | 1 | equemene | * |
161 | 1 | equemene | * Test the input parameters |
162 | 1 | equemene | * |
163 | 1 | equemene | INFO = 0 |
164 | 1 | equemene | NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) ) |
165 | 1 | equemene | LWKOPT = ( M+N )*NB |
166 | 1 | equemene | WORK( 1 ) = DBLE( LWKOPT ) |
167 | 1 | equemene | LQUERY = ( LWORK.EQ.-1 ) |
168 | 1 | equemene | IF( M.LT.0 ) THEN |
169 | 1 | equemene | INFO = -1 |
170 | 1 | equemene | ELSE IF( N.LT.0 ) THEN |
171 | 1 | equemene | INFO = -2 |
172 | 1 | equemene | ELSE IF( LDA.LT.MAX( 1, M ) ) THEN |
173 | 1 | equemene | INFO = -4 |
174 | 1 | equemene | ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN |
175 | 1 | equemene | INFO = -10 |
176 | 1 | equemene | END IF |
177 | 1 | equemene | IF( INFO.LT.0 ) THEN |
178 | 1 | equemene | CALL XERBLA( 'DGEBRD', -INFO ) |
179 | 1 | equemene | RETURN |
180 | 1 | equemene | ELSE IF( LQUERY ) THEN |
181 | 1 | equemene | RETURN |
182 | 1 | equemene | END IF |
183 | 1 | equemene | * |
184 | 1 | equemene | * Quick return if possible |
185 | 1 | equemene | * |
186 | 1 | equemene | MINMN = MIN( M, N ) |
187 | 1 | equemene | IF( MINMN.EQ.0 ) THEN |
188 | 1 | equemene | WORK( 1 ) = 1 |
189 | 1 | equemene | RETURN |
190 | 1 | equemene | END IF |
191 | 1 | equemene | * |
192 | 1 | equemene | WS = MAX( M, N ) |
193 | 1 | equemene | LDWRKX = M |
194 | 1 | equemene | LDWRKY = N |
195 | 1 | equemene | * |
196 | 1 | equemene | IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN |
197 | 1 | equemene | * |
198 | 1 | equemene | * Set the crossover point NX. |
199 | 1 | equemene | * |
200 | 1 | equemene | NX = MAX( NB, ILAENV( 3, 'DGEBRD', ' ', M, N, -1, -1 ) ) |
201 | 1 | equemene | * |
202 | 1 | equemene | * Determine when to switch from blocked to unblocked code. |
203 | 1 | equemene | * |
204 | 1 | equemene | IF( NX.LT.MINMN ) THEN |
205 | 1 | equemene | WS = ( M+N )*NB |
206 | 1 | equemene | IF( LWORK.LT.WS ) THEN |
207 | 1 | equemene | * |
208 | 1 | equemene | * Not enough work space for the optimal NB, consider using |
209 | 1 | equemene | * a smaller block size. |
210 | 1 | equemene | * |
211 | 1 | equemene | NBMIN = ILAENV( 2, 'DGEBRD', ' ', M, N, -1, -1 ) |
212 | 1 | equemene | IF( LWORK.GE.( M+N )*NBMIN ) THEN |
213 | 1 | equemene | NB = LWORK / ( M+N ) |
214 | 1 | equemene | ELSE |
215 | 1 | equemene | NB = 1 |
216 | 1 | equemene | NX = MINMN |
217 | 1 | equemene | END IF |
218 | 1 | equemene | END IF |
219 | 1 | equemene | END IF |
220 | 1 | equemene | ELSE |
221 | 1 | equemene | NX = MINMN |
222 | 1 | equemene | END IF |
223 | 1 | equemene | * |
224 | 1 | equemene | DO 30 I = 1, MINMN - NX, NB |
225 | 1 | equemene | * |
226 | 1 | equemene | * Reduce rows and columns i:i+nb-1 to bidiagonal form and return |
227 | 1 | equemene | * the matrices X and Y which are needed to update the unreduced |
228 | 1 | equemene | * part of the matrix |
229 | 1 | equemene | * |
230 | 1 | equemene | CALL DLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ), |
231 | 1 | equemene | $ TAUQ( I ), TAUP( I ), WORK, LDWRKX, |
232 | 1 | equemene | $ WORK( LDWRKX*NB+1 ), LDWRKY ) |
233 | 1 | equemene | * |
234 | 1 | equemene | * Update the trailing submatrix A(i+nb:m,i+nb:n), using an update |
235 | 1 | equemene | * of the form A := A - V*Y' - X*U' |
236 | 1 | equemene | * |
237 | 1 | equemene | CALL DGEMM( 'No transpose', 'Transpose', M-I-NB+1, N-I-NB+1, |
238 | 1 | equemene | $ NB, -ONE, A( I+NB, I ), LDA, |
239 | 1 | equemene | $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE, |
240 | 1 | equemene | $ A( I+NB, I+NB ), LDA ) |
241 | 1 | equemene | CALL DGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1, |
242 | 1 | equemene | $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA, |
243 | 1 | equemene | $ ONE, A( I+NB, I+NB ), LDA ) |
244 | 1 | equemene | * |
245 | 1 | equemene | * Copy diagonal and off-diagonal elements of B back into A |
246 | 1 | equemene | * |
247 | 1 | equemene | IF( M.GE.N ) THEN |
248 | 1 | equemene | DO 10 J = I, I + NB - 1 |
249 | 1 | equemene | A( J, J ) = D( J ) |
250 | 1 | equemene | A( J, J+1 ) = E( J ) |
251 | 1 | equemene | 10 CONTINUE |
252 | 1 | equemene | ELSE |
253 | 1 | equemene | DO 20 J = I, I + NB - 1 |
254 | 1 | equemene | A( J, J ) = D( J ) |
255 | 1 | equemene | A( J+1, J ) = E( J ) |
256 | 1 | equemene | 20 CONTINUE |
257 | 1 | equemene | END IF |
258 | 1 | equemene | 30 CONTINUE |
259 | 1 | equemene | * |
260 | 1 | equemene | * Use unblocked code to reduce the remainder of the matrix |
261 | 1 | equemene | * |
262 | 1 | equemene | CALL DGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ), |
263 | 1 | equemene | $ TAUQ( I ), TAUP( I ), WORK, IINFO ) |
264 | 1 | equemene | WORK( 1 ) = WS |
265 | 1 | equemene | RETURN |
266 | 1 | equemene | * |
267 | 1 | equemene | * End of DGEBRD |
268 | 1 | equemene | * |
269 | 1 | equemene | END |