Statistiques
| Révision :

root / src / lapack / double / dormbr.f @ 2

Historique | Voir | Annoter | Télécharger (8,57 ko)

1
      SUBROUTINE DORMBR( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C,
2
     $                   LDC, WORK, LWORK, INFO )
3
*
4
*  -- LAPACK routine (version 3.2) --
5
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
6
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
7
*     November 2006
8
*
9
*     .. Scalar Arguments ..
10
      CHARACTER          SIDE, TRANS, VECT
11
      INTEGER            INFO, K, LDA, LDC, LWORK, M, N
12
*     ..
13
*     .. Array Arguments ..
14
      DOUBLE PRECISION   A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
15
*     ..
16
*
17
*  Purpose
18
*  =======
19
*
20
*  If VECT = 'Q', DORMBR overwrites the general real M-by-N matrix C
21
*  with
22
*                  SIDE = 'L'     SIDE = 'R'
23
*  TRANS = 'N':      Q * C          C * Q
24
*  TRANS = 'T':      Q**T * C       C * Q**T
25
*
26
*  If VECT = 'P', DORMBR overwrites the general real M-by-N matrix C
27
*  with
28
*                  SIDE = 'L'     SIDE = 'R'
29
*  TRANS = 'N':      P * C          C * P
30
*  TRANS = 'T':      P**T * C       C * P**T
31
*
32
*  Here Q and P**T are the orthogonal matrices determined by DGEBRD when
33
*  reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and
34
*  P**T are defined as products of elementary reflectors H(i) and G(i)
35
*  respectively.
36
*
37
*  Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the
38
*  order of the orthogonal matrix Q or P**T that is applied.
39
*
40
*  If VECT = 'Q', A is assumed to have been an NQ-by-K matrix:
41
*  if nq >= k, Q = H(1) H(2) . . . H(k);
42
*  if nq < k, Q = H(1) H(2) . . . H(nq-1).
43
*
44
*  If VECT = 'P', A is assumed to have been a K-by-NQ matrix:
45
*  if k < nq, P = G(1) G(2) . . . G(k);
46
*  if k >= nq, P = G(1) G(2) . . . G(nq-1).
47
*
48
*  Arguments
49
*  =========
50
*
51
*  VECT    (input) CHARACTER*1
52
*          = 'Q': apply Q or Q**T;
53
*          = 'P': apply P or P**T.
54
*
55
*  SIDE    (input) CHARACTER*1
56
*          = 'L': apply Q, Q**T, P or P**T from the Left;
57
*          = 'R': apply Q, Q**T, P or P**T from the Right.
58
*
59
*  TRANS   (input) CHARACTER*1
60
*          = 'N':  No transpose, apply Q  or P;
61
*          = 'T':  Transpose, apply Q**T or P**T.
62
*
63
*  M       (input) INTEGER
64
*          The number of rows of the matrix C. M >= 0.
65
*
66
*  N       (input) INTEGER
67
*          The number of columns of the matrix C. N >= 0.
68
*
69
*  K       (input) INTEGER
70
*          If VECT = 'Q', the number of columns in the original
71
*          matrix reduced by DGEBRD.
72
*          If VECT = 'P', the number of rows in the original
73
*          matrix reduced by DGEBRD.
74
*          K >= 0.
75
*
76
*  A       (input) DOUBLE PRECISION array, dimension
77
*                                (LDA,min(nq,K)) if VECT = 'Q'
78
*                                (LDA,nq)        if VECT = 'P'
79
*          The vectors which define the elementary reflectors H(i) and
80
*          G(i), whose products determine the matrices Q and P, as
81
*          returned by DGEBRD.
82
*
83
*  LDA     (input) INTEGER
84
*          The leading dimension of the array A.
85
*          If VECT = 'Q', LDA >= max(1,nq);
86
*          if VECT = 'P', LDA >= max(1,min(nq,K)).
87
*
88
*  TAU     (input) DOUBLE PRECISION array, dimension (min(nq,K))
89
*          TAU(i) must contain the scalar factor of the elementary
90
*          reflector H(i) or G(i) which determines Q or P, as returned
91
*          by DGEBRD in the array argument TAUQ or TAUP.
92
*
93
*  C       (input/output) DOUBLE PRECISION array, dimension (LDC,N)
94
*          On entry, the M-by-N matrix C.
95
*          On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q
96
*          or P*C or P**T*C or C*P or C*P**T.
97
*
98
*  LDC     (input) INTEGER
99
*          The leading dimension of the array C. LDC >= max(1,M).
100
*
101
*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
102
*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
103
*
104
*  LWORK   (input) INTEGER
105
*          The dimension of the array WORK.
106
*          If SIDE = 'L', LWORK >= max(1,N);
107
*          if SIDE = 'R', LWORK >= max(1,M).
108
*          For optimum performance LWORK >= N*NB if SIDE = 'L', and
109
*          LWORK >= M*NB if SIDE = 'R', where NB is the optimal
110
*          blocksize.
111
*
112
*          If LWORK = -1, then a workspace query is assumed; the routine
113
*          only calculates the optimal size of the WORK array, returns
114
*          this value as the first entry of the WORK array, and no error
115
*          message related to LWORK is issued by XERBLA.
116
*
117
*  INFO    (output) INTEGER
118
*          = 0:  successful exit
119
*          < 0:  if INFO = -i, the i-th argument had an illegal value
120
*
121
*  =====================================================================
122
*
123
*     .. Local Scalars ..
124
      LOGICAL            APPLYQ, LEFT, LQUERY, NOTRAN
125
      CHARACTER          TRANST
126
      INTEGER            I1, I2, IINFO, LWKOPT, MI, NB, NI, NQ, NW
127
*     ..
128
*     .. External Functions ..
129
      LOGICAL            LSAME
130
      INTEGER            ILAENV
131
      EXTERNAL           LSAME, ILAENV
132
*     ..
133
*     .. External Subroutines ..
134
      EXTERNAL           DORMLQ, DORMQR, XERBLA
135
*     ..
136
*     .. Intrinsic Functions ..
137
      INTRINSIC          MAX, MIN
138
*     ..
139
*     .. Executable Statements ..
140
*
141
*     Test the input arguments
142
*
143
      INFO = 0
144
      APPLYQ = LSAME( VECT, 'Q' )
145
      LEFT = LSAME( SIDE, 'L' )
146
      NOTRAN = LSAME( TRANS, 'N' )
147
      LQUERY = ( LWORK.EQ.-1 )
148
*
149
*     NQ is the order of Q or P and NW is the minimum dimension of WORK
150
*
151
      IF( LEFT ) THEN
152
         NQ = M
153
         NW = N
154
      ELSE
155
         NQ = N
156
         NW = M
157
      END IF
158
      IF( .NOT.APPLYQ .AND. .NOT.LSAME( VECT, 'P' ) ) THEN
159
         INFO = -1
160
      ELSE IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
161
         INFO = -2
162
      ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
163
         INFO = -3
164
      ELSE IF( M.LT.0 ) THEN
165
         INFO = -4
166
      ELSE IF( N.LT.0 ) THEN
167
         INFO = -5
168
      ELSE IF( K.LT.0 ) THEN
169
         INFO = -6
170
      ELSE IF( ( APPLYQ .AND. LDA.LT.MAX( 1, NQ ) ) .OR.
171
     $         ( .NOT.APPLYQ .AND. LDA.LT.MAX( 1, MIN( NQ, K ) ) ) )
172
     $          THEN
173
         INFO = -8
174
      ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
175
         INFO = -11
176
      ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
177
         INFO = -13
178
      END IF
179
*
180
      IF( INFO.EQ.0 ) THEN
181
         IF( APPLYQ ) THEN
182
            IF( LEFT ) THEN
183
               NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M-1, N, M-1,
184
     $              -1 )
185
            ELSE
186
               NB = ILAENV( 1, 'DORMQR', SIDE // TRANS, M, N-1, N-1,
187
     $              -1 )
188
            END IF
189
         ELSE
190
            IF( LEFT ) THEN
191
               NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M-1, N, M-1,
192
     $              -1 )
193
            ELSE
194
               NB = ILAENV( 1, 'DORMLQ', SIDE // TRANS, M, N-1, N-1,
195
     $              -1 )
196
            END IF
197
         END IF
198
         LWKOPT = MAX( 1, NW )*NB
199
         WORK( 1 ) = LWKOPT
200
      END IF
201
*
202
      IF( INFO.NE.0 ) THEN
203
         CALL XERBLA( 'DORMBR', -INFO )
204
         RETURN
205
      ELSE IF( LQUERY ) THEN
206
         RETURN
207
      END IF
208
*
209
*     Quick return if possible
210
*
211
      WORK( 1 ) = 1
212
      IF( M.EQ.0 .OR. N.EQ.0 )
213
     $   RETURN
214
*
215
      IF( APPLYQ ) THEN
216
*
217
*        Apply Q
218
*
219
         IF( NQ.GE.K ) THEN
220
*
221
*           Q was determined by a call to DGEBRD with nq >= k
222
*
223
            CALL DORMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
224
     $                   WORK, LWORK, IINFO )
225
         ELSE IF( NQ.GT.1 ) THEN
226
*
227
*           Q was determined by a call to DGEBRD with nq < k
228
*
229
            IF( LEFT ) THEN
230
               MI = M - 1
231
               NI = N
232
               I1 = 2
233
               I2 = 1
234
            ELSE
235
               MI = M
236
               NI = N - 1
237
               I1 = 1
238
               I2 = 2
239
            END IF
240
            CALL DORMQR( SIDE, TRANS, MI, NI, NQ-1, A( 2, 1 ), LDA, TAU,
241
     $                   C( I1, I2 ), LDC, WORK, LWORK, IINFO )
242
         END IF
243
      ELSE
244
*
245
*        Apply P
246
*
247
         IF( NOTRAN ) THEN
248
            TRANST = 'T'
249
         ELSE
250
            TRANST = 'N'
251
         END IF
252
         IF( NQ.GT.K ) THEN
253
*
254
*           P was determined by a call to DGEBRD with nq > k
255
*
256
            CALL DORMLQ( SIDE, TRANST, M, N, K, A, LDA, TAU, C, LDC,
257
     $                   WORK, LWORK, IINFO )
258
         ELSE IF( NQ.GT.1 ) THEN
259
*
260
*           P was determined by a call to DGEBRD with nq <= k
261
*
262
            IF( LEFT ) THEN
263
               MI = M - 1
264
               NI = N
265
               I1 = 2
266
               I2 = 1
267
            ELSE
268
               MI = M
269
               NI = N - 1
270
               I1 = 1
271
               I2 = 2
272
            END IF
273
            CALL DORMLQ( SIDE, TRANST, MI, NI, NQ-1, A( 1, 2 ), LDA,
274
     $                   TAU, C( I1, I2 ), LDC, WORK, LWORK, IINFO )
275
         END IF
276
      END IF
277
      WORK( 1 ) = LWKOPT
278
      RETURN
279
*
280
*     End of DORMBR
281
*
282
      END