LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dorbdb4()

subroutine dorbdb4 ( integer  m,
integer  p,
integer  q,
double precision, dimension(ldx11,*)  x11,
integer  ldx11,
double precision, dimension(ldx21,*)  x21,
integer  ldx21,
double precision, dimension(*)  theta,
double precision, dimension(*)  phi,
double precision, dimension(*)  taup1,
double precision, dimension(*)  taup2,
double precision, dimension(*)  tauq1,
double precision, dimension(*)  phantom,
double precision, dimension(*)  work,
integer  lwork,
integer  info 
)

DORBDB4

Download DORBDB4 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DORBDB4 simultaneously bidiagonalizes the blocks of a tall and skinny
 matrix X with orthonormal columns:

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

 X11 is P-by-Q, and X21 is (M-P)-by-Q. M-Q must be no larger than P,
 M-P, or Q. Routines DORBDB1, DORBDB2, and DORBDB3 handle cases in
 which M-Q is not the minimum dimension.

 The orthogonal 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-Q)-by-(M-Q) 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.
[in]Q
          Q is INTEGER
           The number of columns in X11 and X21. 0 <= Q <= M and
           M-Q <= min(P,M-P,Q).
[in,out]X11
          X11 is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (Q)
           The entries of the bidiagonal blocks B11, B21 are defined by
           THETA and PHI. See Further Details.
[out]PHI
          PHI is DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (M-Q)
           The scalar factors of the elementary reflectors that define
           P1.
[out]TAUP2
          TAUP2 is DOUBLE PRECISION array, dimension (M-Q)
           The scalar factors of the elementary reflectors that define
           P2.
[out]TAUQ1
          TAUQ1 is DOUBLE PRECISION array, dimension (Q)
           The scalar factors of the elementary reflectors that define
           Q1.
[out]PHANTOM
          PHANTOM is DOUBLE PRECISION array, dimension (M)
           The routine computes an M-by-1 column vector Y that is
           orthogonal to the columns of [ X11; X21 ]. PHANTOM(1:P) and
           PHANTOM(P+1:M) contain Householder vectors for Y(1:P) and
           Y(P+1:M), respectively.
[out]WORK
          WORK is DOUBLE PRECISION 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 DORCSD for details.

  P1, P2, and Q1 are represented as products of elementary reflectors.
  See DORCSD2BY1 for details on generating P1, P2, and Q1 using DORGQR
  and DORGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Definition at line 210 of file dorbdb4.f.

213*
214* -- LAPACK computational routine --
215* -- LAPACK is a software package provided by Univ. of Tennessee, --
216* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
217*
218* .. Scalar Arguments ..
219 INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
220* ..
221* .. Array Arguments ..
222 DOUBLE PRECISION PHI(*), THETA(*)
223 DOUBLE PRECISION PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*),
224 $ WORK(*), X11(LDX11,*), X21(LDX21,*)
225* ..
226*
227* ====================================================================
228*
229* .. Parameters ..
230 DOUBLE PRECISION NEGONE, ONE, ZERO
231 parameter( negone = -1.0d0, one = 1.0d0, zero = 0.0d0 )
232* ..
233* .. Local Scalars ..
234 DOUBLE PRECISION C, S
235 INTEGER CHILDINFO, I, ILARF, IORBDB5, J, LLARF,
236 $ LORBDB5, LWORKMIN, LWORKOPT
237 LOGICAL LQUERY
238* ..
239* .. External Subroutines ..
240 EXTERNAL dlarf, dlarfgp, dorbdb5, drot, dscal, xerbla
241* ..
242* .. External Functions ..
243 DOUBLE PRECISION DNRM2
244 EXTERNAL dnrm2
245* ..
246* .. Intrinsic Function ..
247 INTRINSIC atan2, cos, max, sin, sqrt
248* ..
249* .. Executable Statements ..
250*
251* Test input arguments
252*
253 info = 0
254 lquery = lwork .EQ. -1
255*
256 IF( m .LT. 0 ) THEN
257 info = -1
258 ELSE IF( p .LT. m-q .OR. m-p .LT. m-q ) THEN
259 info = -2
260 ELSE IF( q .LT. m-q .OR. q .GT. m ) THEN
261 info = -3
262 ELSE IF( ldx11 .LT. max( 1, p ) ) THEN
263 info = -5
264 ELSE IF( ldx21 .LT. max( 1, m-p ) ) THEN
265 info = -7
266 END IF
267*
268* Compute workspace
269*
270 IF( info .EQ. 0 ) THEN
271 ilarf = 2
272 llarf = max( q-1, p-1, m-p-1 )
273 iorbdb5 = 2
274 lorbdb5 = q
275 lworkopt = ilarf + llarf - 1
276 lworkopt = max( lworkopt, iorbdb5 + lorbdb5 - 1 )
277 lworkmin = lworkopt
278 work(1) = lworkopt
279 IF( lwork .LT. lworkmin .AND. .NOT.lquery ) THEN
280 info = -14
281 END IF
282 END IF
283 IF( info .NE. 0 ) THEN
284 CALL xerbla( 'DORBDB4', -info )
285 RETURN
286 ELSE IF( lquery ) THEN
287 RETURN
288 END IF
289*
290* Reduce columns 1, ..., M-Q of X11 and X21
291*
292 DO i = 1, m-q
293*
294 IF( i .EQ. 1 ) THEN
295 DO j = 1, m
296 phantom(j) = zero
297 END DO
298 CALL dorbdb5( p, m-p, q, phantom(1), 1, phantom(p+1), 1,
299 $ x11, ldx11, x21, ldx21, work(iorbdb5),
300 $ lorbdb5, childinfo )
301 CALL dscal( p, negone, phantom(1), 1 )
302 CALL dlarfgp( p, phantom(1), phantom(2), 1, taup1(1) )
303 CALL dlarfgp( m-p, phantom(p+1), phantom(p+2), 1, taup2(1) )
304 theta(i) = atan2( phantom(1), phantom(p+1) )
305 c = cos( theta(i) )
306 s = sin( theta(i) )
307 phantom(1) = one
308 phantom(p+1) = one
309 CALL dlarf( 'L', p, q, phantom(1), 1, taup1(1), x11, ldx11,
310 $ work(ilarf) )
311 CALL dlarf( 'L', m-p, q, phantom(p+1), 1, taup2(1), x21,
312 $ ldx21, work(ilarf) )
313 ELSE
314 CALL dorbdb5( p-i+1, m-p-i+1, q-i+1, x11(i,i-1), 1,
315 $ x21(i,i-1), 1, x11(i,i), ldx11, x21(i,i),
316 $ ldx21, work(iorbdb5), lorbdb5, childinfo )
317 CALL dscal( p-i+1, negone, x11(i,i-1), 1 )
318 CALL dlarfgp( p-i+1, x11(i,i-1), x11(i+1,i-1), 1, taup1(i) )
319 CALL dlarfgp( m-p-i+1, x21(i,i-1), x21(i+1,i-1), 1,
320 $ taup2(i) )
321 theta(i) = atan2( x11(i,i-1), x21(i,i-1) )
322 c = cos( theta(i) )
323 s = sin( theta(i) )
324 x11(i,i-1) = one
325 x21(i,i-1) = one
326 CALL dlarf( 'L', p-i+1, q-i+1, x11(i,i-1), 1, taup1(i),
327 $ x11(i,i), ldx11, work(ilarf) )
328 CALL dlarf( 'L', m-p-i+1, q-i+1, x21(i,i-1), 1, taup2(i),
329 $ x21(i,i), ldx21, work(ilarf) )
330 END IF
331*
332 CALL drot( q-i+1, x11(i,i), ldx11, x21(i,i), ldx21, s, -c )
333 CALL dlarfgp( q-i+1, x21(i,i), x21(i,i+1), ldx21, tauq1(i) )
334 c = x21(i,i)
335 x21(i,i) = one
336 CALL dlarf( 'R', p-i, q-i+1, x21(i,i), ldx21, tauq1(i),
337 $ x11(i+1,i), ldx11, work(ilarf) )
338 CALL dlarf( 'R', m-p-i, q-i+1, x21(i,i), ldx21, tauq1(i),
339 $ x21(i+1,i), ldx21, work(ilarf) )
340 IF( i .LT. m-q ) THEN
341 s = sqrt( dnrm2( p-i, x11(i+1,i), 1 )**2
342 $ + dnrm2( m-p-i, x21(i+1,i), 1 )**2 )
343 phi(i) = atan2( s, c )
344 END IF
345*
346 END DO
347*
348* Reduce the bottom-right portion of X11 to [ I 0 ]
349*
350 DO i = m - q + 1, p
351 CALL dlarfgp( q-i+1, x11(i,i), x11(i,i+1), ldx11, tauq1(i) )
352 x11(i,i) = one
353 CALL dlarf( 'R', p-i, q-i+1, x11(i,i), ldx11, tauq1(i),
354 $ x11(i+1,i), ldx11, work(ilarf) )
355 CALL dlarf( 'R', q-p, q-i+1, x11(i,i), ldx11, tauq1(i),
356 $ x21(m-q+1,i), ldx21, work(ilarf) )
357 END DO
358*
359* Reduce the bottom-right portion of X21 to [ 0 I ]
360*
361 DO i = p + 1, q
362 CALL dlarfgp( q-i+1, x21(m-q+i-p,i), x21(m-q+i-p,i+1), ldx21,
363 $ tauq1(i) )
364 x21(m-q+i-p,i) = one
365 CALL dlarf( 'R', q-i, q-i+1, x21(m-q+i-p,i), ldx21, tauq1(i),
366 $ x21(m-q+i-p+1,i), ldx21, work(ilarf) )
367 END DO
368*
369 RETURN
370*
371* End of DORBDB4
372*
xerbla
subroutine xerbla(srname, info)
Definition cblat2.f:3285
dlarf
subroutine dlarf(side, m, n, v, incv, tau, c, ldc, work)
DLARF applies an elementary reflector to a general rectangular matrix.
Definition dlarf.f:124
dlarfgp
subroutine dlarfgp(n, alpha, x, incx, tau)
DLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
Definition dlarfgp.f:104
dnrm2
real(wp) function dnrm2(n, x, incx)
DNRM2
Definition dnrm2.f90:89
drot
subroutine drot(n, dx, incx, dy, incy, c, s)
DROT
Definition drot.f:92
dscal
subroutine dscal(n, da, dx, incx)
DSCAL
Definition dscal.f:79
dorbdb5
subroutine dorbdb5(m1, m2, n, x1, incx1, x2, incx2, q1, ldq1, q2, ldq2, work, lwork, info)
DORBDB5
Definition dorbdb5.f:156
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