LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ cunbdb3()

subroutine cunbdb3 ( integer  M,
integer  P,
integer  Q,
complex, dimension(ldx11,*)  X11,
integer  LDX11,
complex, dimension(ldx21,*)  X21,
integer  LDX21,
real, dimension(*)  THETA,
real, dimension(*)  PHI,
complex, dimension(*)  TAUP1,
complex, dimension(*)  TAUP2,
complex, dimension(*)  TAUQ1,
complex, dimension(*)  WORK,
integer  LWORK,
integer  INFO 
)

CUNBDB3

Download CUNBDB3 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CUNBDB3 simultaneously bidiagonalizes the blocks of a tall and skinny
 matrix X with orthonomal columns:

                            [ B11 ]
      [ X11 ]   [ P1 |    ] [  0  ]
      [-----] = [---------] [-----] Q1**T .
      [ X21 ]   [    | P2 ] [ B21 ]
                            [  0  ]

 X11 is P-by-Q, and X21 is (M-P)-by-Q. M-P must be no larger than P,
 Q, or M-Q. Routines CUNBDB1, CUNBDB2, and CUNBDB4 handle cases in
 which M-P is not the minimum dimension.

 The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
 and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
 Householder vectors.

 B11 and B12 are (M-P)-by-(M-P) bidiagonal matrices represented
 implicitly by angles THETA, PHI.
Parameters
[in]M
          M is INTEGER
           The number of rows X11 plus the number of rows in X21.
[in]P
          P is INTEGER
           The number of rows in X11. 0 <= P <= M. M-P <= min(P,Q,M-Q).
[in]Q
          Q is INTEGER
           The number of columns in X11 and X21. 0 <= Q <= M.
[in,out]X11
          X11 is COMPLEX array, dimension (LDX11,Q)
           On entry, the top block of the matrix X to be reduced. On
           exit, the columns of tril(X11) specify reflectors for P1 and
           the rows of triu(X11,1) specify reflectors for Q1.
[in]LDX11
          LDX11 is INTEGER
           The leading dimension of X11. LDX11 >= P.
[in,out]X21
          X21 is COMPLEX array, dimension (LDX21,Q)
           On entry, the bottom block of the matrix X to be reduced. On
           exit, the columns of tril(X21) specify reflectors for P2.
[in]LDX21
          LDX21 is INTEGER
           The leading dimension of X21. LDX21 >= M-P.
[out]THETA
          THETA is REAL array, dimension (Q)
           The entries of the bidiagonal blocks B11, B21 are defined by
           THETA and PHI. See Further Details.
[out]PHI
          PHI is REAL array, dimension (Q-1)
           The entries of the bidiagonal blocks B11, B21 are defined by
           THETA and PHI. See Further Details.
[out]TAUP1
          TAUP1 is COMPLEX array, dimension (P)
           The scalar factors of the elementary reflectors that define
           P1.
[out]TAUP2
          TAUP2 is COMPLEX array, dimension (M-P)
           The scalar factors of the elementary reflectors that define
           P2.
[out]TAUQ1
          TAUQ1 is COMPLEX array, dimension (Q)
           The scalar factors of the elementary reflectors that define
           Q1.
[out]WORK
          WORK is COMPLEX array, dimension (LWORK)
[in]LWORK
          LWORK is INTEGER
           The dimension of the array WORK. LWORK >= M-Q.

           If LWORK = -1, then a workspace query is assumed; the routine
           only calculates the optimal size of the WORK array, returns
           this value as the first entry of the WORK array, and no error
           message related to LWORK is issued by XERBLA.
[out]INFO
          INFO is INTEGER
           = 0:  successful exit.
           < 0:  if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
  The upper-bidiagonal blocks B11, B21 are represented implicitly by
  angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
  in each bidiagonal band is a product of a sine or cosine of a THETA
  with a sine or cosine of a PHI. See [1] or CUNCSD for details.

  P1, P2, and Q1 are represented as products of elementary reflectors.
  See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR
  and CUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Definition at line 200 of file cunbdb3.f.

202*
203* -- LAPACK computational routine --
204* -- LAPACK is a software package provided by Univ. of Tennessee, --
205* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
206*
207* .. Scalar Arguments ..
208 INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
209* ..
210* .. Array Arguments ..
211 REAL PHI(*), THETA(*)
212 COMPLEX TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
213 $ X11(LDX11,*), X21(LDX21,*)
214* ..
215*
216* ====================================================================
217*
218* .. Parameters ..
219 COMPLEX ONE
220 parameter( one = (1.0e0,0.0e0) )
221* ..
222* .. Local Scalars ..
223 REAL C, S
224 INTEGER CHILDINFO, I, ILARF, IORBDB5, LLARF, LORBDB5,
225 $ LWORKMIN, LWORKOPT
226 LOGICAL LQUERY
227* ..
228* .. External Subroutines ..
229 EXTERNAL clarf, clarfgp, cunbdb5, csrot, clacgv, xerbla
230* ..
231* .. External Functions ..
232 REAL SCNRM2
233 EXTERNAL scnrm2
234* ..
235* .. Intrinsic Function ..
236 INTRINSIC atan2, cos, max, sin, sqrt
237* ..
238* .. Executable Statements ..
239*
240* Test input arguments
241*
242 info = 0
243 lquery = lwork .EQ. -1
244*
245 IF( m .LT. 0 ) THEN
246 info = -1
247 ELSE IF( 2*p .LT. m .OR. p .GT. m ) THEN
248 info = -2
249 ELSE IF( q .LT. m-p .OR. m-q .LT. m-p ) THEN
250 info = -3
251 ELSE IF( ldx11 .LT. max( 1, p ) ) THEN
252 info = -5
253 ELSE IF( ldx21 .LT. max( 1, m-p ) ) THEN
254 info = -7
255 END IF
256*
257* Compute workspace
258*
259 IF( info .EQ. 0 ) THEN
260 ilarf = 2
261 llarf = max( p, m-p-1, q-1 )
262 iorbdb5 = 2
263 lorbdb5 = q-1
264 lworkopt = max( ilarf+llarf-1, iorbdb5+lorbdb5-1 )
265 lworkmin = lworkopt
266 work(1) = lworkopt
267 IF( lwork .LT. lworkmin .AND. .NOT.lquery ) THEN
268 info = -14
269 END IF
270 END IF
271 IF( info .NE. 0 ) THEN
272 CALL xerbla( 'CUNBDB3', -info )
273 RETURN
274 ELSE IF( lquery ) THEN
275 RETURN
276 END IF
277*
278* Reduce rows 1, ..., M-P of X11 and X21
279*
280 DO i = 1, m-p
281*
282 IF( i .GT. 1 ) THEN
283 CALL csrot( q-i+1, x11(i-1,i), ldx11, x21(i,i), ldx11, c,
284 $ s )
285 END IF
286*
287 CALL clacgv( q-i+1, x21(i,i), ldx21 )
288 CALL clarfgp( q-i+1, x21(i,i), x21(i,i+1), ldx21, tauq1(i) )
289 s = real( x21(i,i) )
290 x21(i,i) = one
291 CALL clarf( 'R', p-i+1, q-i+1, x21(i,i), ldx21, tauq1(i),
292 $ x11(i,i), ldx11, work(ilarf) )
293 CALL clarf( 'R', m-p-i, q-i+1, x21(i,i), ldx21, tauq1(i),
294 $ x21(i+1,i), ldx21, work(ilarf) )
295 CALL clacgv( q-i+1, x21(i,i), ldx21 )
296 c = sqrt( scnrm2( p-i+1, x11(i,i), 1 )**2
297 $ + scnrm2( m-p-i, x21(i+1,i), 1 )**2 )
298 theta(i) = atan2( s, c )
299*
300 CALL cunbdb5( p-i+1, m-p-i, q-i, x11(i,i), 1, x21(i+1,i), 1,
301 $ x11(i,i+1), ldx11, x21(i+1,i+1), ldx21,
302 $ work(iorbdb5), lorbdb5, childinfo )
303 CALL clarfgp( p-i+1, x11(i,i), x11(i+1,i), 1, taup1(i) )
304 IF( i .LT. m-p ) THEN
305 CALL clarfgp( m-p-i, x21(i+1,i), x21(i+2,i), 1, taup2(i) )
306 phi(i) = atan2( real( x21(i+1,i) ), real( x11(i,i) ) )
307 c = cos( phi(i) )
308 s = sin( phi(i) )
309 x21(i+1,i) = one
310 CALL clarf( 'L', m-p-i, q-i, x21(i+1,i), 1, conjg(taup2(i)),
311 $ x21(i+1,i+1), ldx21, work(ilarf) )
312 END IF
313 x11(i,i) = one
314 CALL clarf( 'L', p-i+1, q-i, x11(i,i), 1, conjg(taup1(i)),
315 $ x11(i,i+1), ldx11, work(ilarf) )
316*
317 END DO
318*
319* Reduce the bottom-right portion of X11 to the identity matrix
320*
321 DO i = m-p + 1, q
322 CALL clarfgp( p-i+1, x11(i,i), x11(i+1,i), 1, taup1(i) )
323 x11(i,i) = one
324 CALL clarf( 'L', p-i+1, q-i, x11(i,i), 1, conjg(taup1(i)),
325 $ x11(i,i+1), ldx11, work(ilarf) )
326 END DO
327*
328 RETURN
329*
330* End of CUNBDB3
331*
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine csrot(N, CX, INCX, CY, INCY, C, S)
CSROT
Definition: csrot.f:98
subroutine clarfgp(N, ALPHA, X, INCX, TAU)
CLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
Definition: clarfgp.f:104
subroutine clacgv(N, X, INCX)
CLACGV conjugates a complex vector.
Definition: clacgv.f:74
subroutine clarf(SIDE, M, N, V, INCV, TAU, C, LDC, WORK)
CLARF applies an elementary reflector to a general rectangular matrix.
Definition: clarf.f:128
subroutine cunbdb5(M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2, LDQ2, WORK, LWORK, INFO)
CUNBDB5
Definition: cunbdb5.f:156
real(wp) function scnrm2(n, x, incx)
SCNRM2
Definition: scnrm2.f90:90
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