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SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO ) |
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* |
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* -- LAPACK routine (version 3.2) -- |
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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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* November 2006 |
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* |
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* .. Scalar Arguments .. |
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INTEGER INFO, LDA, M, N |
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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( * ), WORK( * ) |
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* .. |
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* |
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* Purpose |
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* ======= |
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* |
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* DGEBD2 reduces a real general m by n matrix A to upper or lower |
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* bidiagonal form B by an orthogonal transformation: Q' * A * P = B. |
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* |
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* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. |
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* |
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* Arguments |
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* ========= |
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* |
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* M (input) INTEGER |
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* The number of rows in the matrix A. M >= 0. |
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* |
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* N (input) INTEGER |
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* The number of columns in the matrix A. N >= 0. |
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* |
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* A (input/output) 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, |
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* if m >= n, the diagonal and the first superdiagonal are |
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* overwritten with the upper bidiagonal matrix B; the |
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* elements below the diagonal, with the array TAUQ, represent |
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* the orthogonal matrix Q as a product of elementary |
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* reflectors, and the elements above the first superdiagonal, |
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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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* if m < n, the diagonal and the first subdiagonal are |
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* overwritten with the lower bidiagonal matrix B; the |
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* elements below the first subdiagonal, with the array TAUQ, |
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* represent the orthogonal matrix Q as a product of |
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* elementary reflectors, and the elements above the diagonal, |
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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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* |
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* LDA (input) INTEGER |
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* The leading dimension of the array A. LDA >= max(1,M). |
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* |
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* D (output) DOUBLE PRECISION array, dimension (min(M,N)) |
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* The diagonal elements of the bidiagonal matrix B: |
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* D(i) = A(i,i). |
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* |
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* E (output) DOUBLE PRECISION array, dimension (min(M,N)-1) |
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* The off-diagonal elements of the bidiagonal matrix B: |
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* if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; |
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* if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. |
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* |
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* TAUQ (output) DOUBLE PRECISION array dimension (min(M,N)) |
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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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* |
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* TAUP (output) DOUBLE PRECISION array, dimension (min(M,N)) |
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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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* |
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* WORK (workspace) DOUBLE PRECISION array, dimension (max(M,N)) |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit. |
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* < 0: if INFO = -i, the i-th argument had an illegal value. |
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* |
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* Further Details |
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* =============== |
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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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* If m >= n, |
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* |
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* Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) |
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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' and G(i) = I - taup * u * u' |
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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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* v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); |
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* u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); |
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* tauq is stored in TAUQ(i) and taup in TAUP(i). |
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* |
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* If m < n, |
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* |
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* Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) |
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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' and G(i) = I - taup * u * u' |
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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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* v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); |
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* u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); |
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* tauq is stored in TAUQ(i) and taup in TAUP(i). |
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* |
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* The contents of A on exit are illustrated by the following examples: |
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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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* ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) |
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* ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) |
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* ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) |
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* ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) |
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* ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) |
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* ( v1 v2 v3 v4 v5 ) |
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* |
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* where d and e denote diagonal and off-diagonal elements of B, vi |
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* denotes an element of the vector defining H(i), and ui an element of |
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* the vector defining G(i). |
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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 = 0.0D+0, ONE = 1.0D+0 ) |
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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 DLARF, DLARFG, XERBLA |
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* .. |
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* .. Intrinsic Functions .. |
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INTRINSIC MAX, MIN |
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* .. |
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* .. Executable Statements .. |
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* |
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* Test the input parameters |
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* |
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INFO = 0 |
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IF( M.LT.0 ) THEN |
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INFO = -1 |
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ELSE IF( N.LT.0 ) THEN |
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INFO = -2 |
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ELSE IF( LDA.LT.MAX( 1, M ) ) THEN |
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INFO = -4 |
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END IF |
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IF( INFO.LT.0 ) THEN |
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CALL XERBLA( 'DGEBD2', -INFO ) |
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RETURN |
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END IF |
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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, N |
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* |
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* Generate elementary reflector H(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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A( I, I ) = ONE |
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* |
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* Apply H(i) to A(i:m,i+1:n) from the left |
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* |
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IF( I.LT.N ) |
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$ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAUQ( I ), |
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$ A( I, I+1 ), LDA, WORK ) |
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A( I, I ) = D( I ) |
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* |
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IF( I.LT.N ) THEN |
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* |
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* Generate elementary reflector G(i) to annihilate |
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* 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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* Apply G(i) to A(i+1:m,i+1:n) from the right |
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* |
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CALL DLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA, |
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$ TAUP( I ), A( I+1, I+1 ), LDA, WORK ) |
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A( I, I+1 ) = E( I ) |
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ELSE |
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TAUP( I ) = ZERO |
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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, M |
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* |
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* Generate elementary reflector G(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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A( I, I ) = ONE |
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* |
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* Apply G(i) to A(i+1:m,i:n) from the right |
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* |
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IF( I.LT.M ) |
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$ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, |
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$ TAUP( I ), A( I+1, I ), LDA, WORK ) |
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A( I, I ) = D( I ) |
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* |
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IF( I.LT.M ) THEN |
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* |
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* Generate elementary reflector H(i) to annihilate |
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* 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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* Apply H(i) to A(i+1:m,i+1:n) from the left |
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* |
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CALL DLARF( 'Left', M-I, N-I, A( I+1, I ), 1, TAUQ( I ), |
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$ A( I+1, I+1 ), LDA, WORK ) |
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A( I+1, I ) = E( I ) |
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ELSE |
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TAUQ( I ) = ZERO |
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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 DGEBD2 |
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* |
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END |