LAPACK 3.3.1
Linear Algebra PACKage
|
00001 SUBROUTINE ZGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.3.1) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * -- April 2011 -- 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER INFO, LDA, M, N 00010 * .. 00011 * .. Array Arguments .. 00012 DOUBLE PRECISION D( * ), E( * ) 00013 COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * ) 00014 * .. 00015 * 00016 * Purpose 00017 * ======= 00018 * 00019 * ZGEBD2 reduces a complex general m by n matrix A to upper or lower 00020 * real bidiagonal form B by a unitary transformation: Q**H * A * P = B. 00021 * 00022 * If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. 00023 * 00024 * Arguments 00025 * ========= 00026 * 00027 * M (input) INTEGER 00028 * The number of rows in the matrix A. M >= 0. 00029 * 00030 * N (input) INTEGER 00031 * The number of columns in the matrix A. N >= 0. 00032 * 00033 * A (input/output) COMPLEX*16 array, dimension (LDA,N) 00034 * On entry, the m by n general matrix to be reduced. 00035 * On exit, 00036 * if m >= n, the diagonal and the first superdiagonal are 00037 * overwritten with the upper bidiagonal matrix B; the 00038 * elements below the diagonal, with the array TAUQ, represent 00039 * the unitary matrix Q as a product of elementary 00040 * reflectors, and the elements above the first superdiagonal, 00041 * with the array TAUP, represent the unitary matrix P as 00042 * a product of elementary reflectors; 00043 * if m < n, the diagonal and the first subdiagonal are 00044 * overwritten with the lower bidiagonal matrix B; the 00045 * elements below the first subdiagonal, with the array TAUQ, 00046 * represent the unitary matrix Q as a product of 00047 * elementary reflectors, and the elements above the diagonal, 00048 * with the array TAUP, represent the unitary matrix P as 00049 * a product of elementary reflectors. 00050 * See Further Details. 00051 * 00052 * LDA (input) INTEGER 00053 * The leading dimension of the array A. LDA >= max(1,M). 00054 * 00055 * D (output) DOUBLE PRECISION array, dimension (min(M,N)) 00056 * The diagonal elements of the bidiagonal matrix B: 00057 * D(i) = A(i,i). 00058 * 00059 * E (output) DOUBLE PRECISION array, dimension (min(M,N)-1) 00060 * The off-diagonal elements of the bidiagonal matrix B: 00061 * if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; 00062 * if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. 00063 * 00064 * TAUQ (output) COMPLEX*16 array dimension (min(M,N)) 00065 * The scalar factors of the elementary reflectors which 00066 * represent the unitary matrix Q. See Further Details. 00067 * 00068 * TAUP (output) COMPLEX*16 array, dimension (min(M,N)) 00069 * The scalar factors of the elementary reflectors which 00070 * represent the unitary matrix P. See Further Details. 00071 * 00072 * WORK (workspace) COMPLEX*16 array, dimension (max(M,N)) 00073 * 00074 * INFO (output) INTEGER 00075 * = 0: successful exit 00076 * < 0: if INFO = -i, the i-th argument had an illegal value. 00077 * 00078 * Further Details 00079 * =============== 00080 * 00081 * The matrices Q and P are represented as products of elementary 00082 * reflectors: 00083 * 00084 * If m >= n, 00085 * 00086 * Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) 00087 * 00088 * Each H(i) and G(i) has the form: 00089 * 00090 * H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H 00091 * 00092 * where tauq and taup are complex scalars, and v and u are complex 00093 * vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in 00094 * A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in 00095 * A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i). 00096 * 00097 * If m < n, 00098 * 00099 * Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) 00100 * 00101 * Each H(i) and G(i) has the form: 00102 * 00103 * H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H 00104 * 00105 * where tauq and taup are complex scalars, v and u are complex vectors; 00106 * v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); 00107 * u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); 00108 * tauq is stored in TAUQ(i) and taup in TAUP(i). 00109 * 00110 * The contents of A on exit are illustrated by the following examples: 00111 * 00112 * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): 00113 * 00114 * ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) 00115 * ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) 00116 * ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) 00117 * ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) 00118 * ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) 00119 * ( v1 v2 v3 v4 v5 ) 00120 * 00121 * where d and e denote diagonal and off-diagonal elements of B, vi 00122 * denotes an element of the vector defining H(i), and ui an element of 00123 * the vector defining G(i). 00124 * 00125 * ===================================================================== 00126 * 00127 * .. Parameters .. 00128 COMPLEX*16 ZERO, ONE 00129 PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ), 00130 $ ONE = ( 1.0D+0, 0.0D+0 ) ) 00131 * .. 00132 * .. Local Scalars .. 00133 INTEGER I 00134 COMPLEX*16 ALPHA 00135 * .. 00136 * .. External Subroutines .. 00137 EXTERNAL XERBLA, ZLACGV, ZLARF, ZLARFG 00138 * .. 00139 * .. Intrinsic Functions .. 00140 INTRINSIC DCONJG, MAX, MIN 00141 * .. 00142 * .. Executable Statements .. 00143 * 00144 * Test the input parameters 00145 * 00146 INFO = 0 00147 IF( M.LT.0 ) THEN 00148 INFO = -1 00149 ELSE IF( N.LT.0 ) THEN 00150 INFO = -2 00151 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN 00152 INFO = -4 00153 END IF 00154 IF( INFO.LT.0 ) THEN 00155 CALL XERBLA( 'ZGEBD2', -INFO ) 00156 RETURN 00157 END IF 00158 * 00159 IF( M.GE.N ) THEN 00160 * 00161 * Reduce to upper bidiagonal form 00162 * 00163 DO 10 I = 1, N 00164 * 00165 * Generate elementary reflector H(i) to annihilate A(i+1:m,i) 00166 * 00167 ALPHA = A( I, I ) 00168 CALL ZLARFG( M-I+1, ALPHA, A( MIN( I+1, M ), I ), 1, 00169 $ TAUQ( I ) ) 00170 D( I ) = ALPHA 00171 A( I, I ) = ONE 00172 * 00173 * Apply H(i)**H to A(i:m,i+1:n) from the left 00174 * 00175 IF( I.LT.N ) 00176 $ CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1, 00177 $ DCONJG( TAUQ( I ) ), A( I, I+1 ), LDA, WORK ) 00178 A( I, I ) = D( I ) 00179 * 00180 IF( I.LT.N ) THEN 00181 * 00182 * Generate elementary reflector G(i) to annihilate 00183 * A(i,i+2:n) 00184 * 00185 CALL ZLACGV( N-I, A( I, I+1 ), LDA ) 00186 ALPHA = A( I, I+1 ) 00187 CALL ZLARFG( N-I, ALPHA, A( I, MIN( I+2, N ) ), LDA, 00188 $ TAUP( I ) ) 00189 E( I ) = ALPHA 00190 A( I, I+1 ) = ONE 00191 * 00192 * Apply G(i) to A(i+1:m,i+1:n) from the right 00193 * 00194 CALL ZLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA, 00195 $ TAUP( I ), A( I+1, I+1 ), LDA, WORK ) 00196 CALL ZLACGV( N-I, A( I, I+1 ), LDA ) 00197 A( I, I+1 ) = E( I ) 00198 ELSE 00199 TAUP( I ) = ZERO 00200 END IF 00201 10 CONTINUE 00202 ELSE 00203 * 00204 * Reduce to lower bidiagonal form 00205 * 00206 DO 20 I = 1, M 00207 * 00208 * Generate elementary reflector G(i) to annihilate A(i,i+1:n) 00209 * 00210 CALL ZLACGV( N-I+1, A( I, I ), LDA ) 00211 ALPHA = A( I, I ) 00212 CALL ZLARFG( N-I+1, ALPHA, A( I, MIN( I+1, N ) ), LDA, 00213 $ TAUP( I ) ) 00214 D( I ) = ALPHA 00215 A( I, I ) = ONE 00216 * 00217 * Apply G(i) to A(i+1:m,i:n) from the right 00218 * 00219 IF( I.LT.M ) 00220 $ CALL ZLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, 00221 $ TAUP( I ), A( I+1, I ), LDA, WORK ) 00222 CALL ZLACGV( N-I+1, A( I, I ), LDA ) 00223 A( I, I ) = D( I ) 00224 * 00225 IF( I.LT.M ) THEN 00226 * 00227 * Generate elementary reflector H(i) to annihilate 00228 * A(i+2:m,i) 00229 * 00230 ALPHA = A( I+1, I ) 00231 CALL ZLARFG( M-I, ALPHA, A( MIN( I+2, M ), I ), 1, 00232 $ TAUQ( I ) ) 00233 E( I ) = ALPHA 00234 A( I+1, I ) = ONE 00235 * 00236 * Apply H(i)**H to A(i+1:m,i+1:n) from the left 00237 * 00238 CALL ZLARF( 'Left', M-I, N-I, A( I+1, I ), 1, 00239 $ DCONJG( TAUQ( I ) ), A( I+1, I+1 ), LDA, 00240 $ WORK ) 00241 A( I+1, I ) = E( I ) 00242 ELSE 00243 TAUQ( I ) = ZERO 00244 END IF 00245 20 CONTINUE 00246 END IF 00247 RETURN 00248 * 00249 * End of ZGEBD2 00250 * 00251 END