LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
Loading...
Searching...
No Matches

◆ zunbdb4()

subroutine zunbdb4 ( integer  m,
integer  p,
integer  q,
complex*16, dimension(ldx11,*)  x11,
integer  ldx11,
complex*16, dimension(ldx21,*)  x21,
integer  ldx21,
double precision, dimension(*)  theta,
double precision, dimension(*)  phi,
complex*16, dimension(*)  taup1,
complex*16, dimension(*)  taup2,
complex*16, dimension(*)  tauq1,
complex*16, dimension(*)  phantom,
complex*16, dimension(*)  work,
integer  lwork,
integer  info 
)

ZUNBDB4

Download ZUNBDB4 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 ZUNBDB4 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 ZUNBDB1, ZUNBDB2, and ZUNBDB3 handle cases in
 which M-Q 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-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 COMPLEX*16 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*16 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 COMPLEX*16 array, dimension (M-Q)
           The scalar factors of the elementary reflectors that define
           P1.
[out]TAUP2
          TAUP2 is COMPLEX*16 array, dimension (M-Q)
           The scalar factors of the elementary reflectors that define
           P2.
[out]TAUQ1
          TAUQ1 is COMPLEX*16 array, dimension (Q)
           The scalar factors of the elementary reflectors that define
           Q1.
[out]PHANTOM
          PHANTOM is COMPLEX*16 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 COMPLEX*16 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 ZUNCSD for details.

  P1, P2, and Q1 are represented as products of elementary reflectors.
  See ZUNCSD2BY1 for details on generating P1, P2, and Q1 using ZUNGQR
  and ZUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Definition at line 210 of file zunbdb4.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 COMPLEX*16 PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*),
224 $ WORK(*), X11(LDX11,*), X21(LDX21,*)
225* ..
226*
227* ====================================================================
228*
229* .. Parameters ..
230 COMPLEX*16 NEGONE, ONE, ZERO
231 parameter( negone = (-1.0d0,0.0d0), one = (1.0d0,0.0d0),
232 $ zero = (0.0d0,0.0d0) )
233* ..
234* .. Local Scalars ..
235 DOUBLE PRECISION C, S
236 INTEGER CHILDINFO, I, ILARF, IORBDB5, J, LLARF,
237 $ LORBDB5, LWORKMIN, LWORKOPT
238 LOGICAL LQUERY
239* ..
240* .. External Subroutines ..
241 EXTERNAL zlarf, zlarfgp, zunbdb5, zdrot, zscal, zlacgv,
242 $ xerbla
243* ..
244* .. External Functions ..
245 DOUBLE PRECISION DZNRM2
246 EXTERNAL dznrm2
247* ..
248* .. Intrinsic Function ..
249 INTRINSIC atan2, cos, max, sin, sqrt
250* ..
251* .. Executable Statements ..
252*
253* Test input arguments
254*
255 info = 0
256 lquery = lwork .EQ. -1
257*
258 IF( m .LT. 0 ) THEN
259 info = -1
260 ELSE IF( p .LT. m-q .OR. m-p .LT. m-q ) THEN
261 info = -2
262 ELSE IF( q .LT. m-q .OR. q .GT. m ) THEN
263 info = -3
264 ELSE IF( ldx11 .LT. max( 1, p ) ) THEN
265 info = -5
266 ELSE IF( ldx21 .LT. max( 1, m-p ) ) THEN
267 info = -7
268 END IF
269*
270* Compute workspace
271*
272 IF( info .EQ. 0 ) THEN
273 ilarf = 2
274 llarf = max( q-1, p-1, m-p-1 )
275 iorbdb5 = 2
276 lorbdb5 = q
277 lworkopt = ilarf + llarf - 1
278 lworkopt = max( lworkopt, iorbdb5 + lorbdb5 - 1 )
279 lworkmin = lworkopt
280 work(1) = lworkopt
281 IF( lwork .LT. lworkmin .AND. .NOT.lquery ) THEN
282 info = -14
283 END IF
284 END IF
285 IF( info .NE. 0 ) THEN
286 CALL xerbla( 'ZUNBDB4', -info )
287 RETURN
288 ELSE IF( lquery ) THEN
289 RETURN
290 END IF
291*
292* Reduce columns 1, ..., M-Q of X11 and X21
293*
294 DO i = 1, m-q
295*
296 IF( i .EQ. 1 ) THEN
297 DO j = 1, m
298 phantom(j) = zero
299 END DO
300 CALL zunbdb5( p, m-p, q, phantom(1), 1, phantom(p+1), 1,
301 $ x11, ldx11, x21, ldx21, work(iorbdb5),
302 $ lorbdb5, childinfo )
303 CALL zscal( p, negone, phantom(1), 1 )
304 CALL zlarfgp( p, phantom(1), phantom(2), 1, taup1(1) )
305 CALL zlarfgp( m-p, phantom(p+1), phantom(p+2), 1, taup2(1) )
306 theta(i) = atan2( dble( phantom(1) ), dble( phantom(p+1) ) )
307 c = cos( theta(i) )
308 s = sin( theta(i) )
309 phantom(1) = one
310 phantom(p+1) = one
311 CALL zlarf( 'L', p, q, phantom(1), 1, dconjg(taup1(1)), x11,
312 $ ldx11, work(ilarf) )
313 CALL zlarf( 'L', m-p, q, phantom(p+1), 1, dconjg(taup2(1)),
314 $ x21, ldx21, work(ilarf) )
315 ELSE
316 CALL zunbdb5( p-i+1, m-p-i+1, q-i+1, x11(i,i-1), 1,
317 $ x21(i,i-1), 1, x11(i,i), ldx11, x21(i,i),
318 $ ldx21, work(iorbdb5), lorbdb5, childinfo )
319 CALL zscal( p-i+1, negone, x11(i,i-1), 1 )
320 CALL zlarfgp( p-i+1, x11(i,i-1), x11(i+1,i-1), 1, taup1(i) )
321 CALL zlarfgp( m-p-i+1, x21(i,i-1), x21(i+1,i-1), 1,
322 $ taup2(i) )
323 theta(i) = atan2( dble( x11(i,i-1) ), dble( x21(i,i-1) ) )
324 c = cos( theta(i) )
325 s = sin( theta(i) )
326 x11(i,i-1) = one
327 x21(i,i-1) = one
328 CALL zlarf( 'L', p-i+1, q-i+1, x11(i,i-1), 1,
329 $ dconjg(taup1(i)), x11(i,i), ldx11, work(ilarf) )
330 CALL zlarf( 'L', m-p-i+1, q-i+1, x21(i,i-1), 1,
331 $ dconjg(taup2(i)), x21(i,i), ldx21, work(ilarf) )
332 END IF
333*
334 CALL zdrot( q-i+1, x11(i,i), ldx11, x21(i,i), ldx21, s, -c )
335 CALL zlacgv( q-i+1, x21(i,i), ldx21 )
336 CALL zlarfgp( q-i+1, x21(i,i), x21(i,i+1), ldx21, tauq1(i) )
337 c = dble( x21(i,i) )
338 x21(i,i) = one
339 CALL zlarf( 'R', p-i, q-i+1, x21(i,i), ldx21, tauq1(i),
340 $ x11(i+1,i), ldx11, work(ilarf) )
341 CALL zlarf( 'R', m-p-i, q-i+1, x21(i,i), ldx21, tauq1(i),
342 $ x21(i+1,i), ldx21, work(ilarf) )
343 CALL zlacgv( q-i+1, x21(i,i), ldx21 )
344 IF( i .LT. m-q ) THEN
345 s = sqrt( dznrm2( p-i, x11(i+1,i), 1 )**2
346 $ + dznrm2( m-p-i, x21(i+1,i), 1 )**2 )
347 phi(i) = atan2( s, c )
348 END IF
349*
350 END DO
351*
352* Reduce the bottom-right portion of X11 to [ I 0 ]
353*
354 DO i = m - q + 1, p
355 CALL zlacgv( q-i+1, x11(i,i), ldx11 )
356 CALL zlarfgp( q-i+1, x11(i,i), x11(i,i+1), ldx11, tauq1(i) )
357 x11(i,i) = one
358 CALL zlarf( 'R', p-i, q-i+1, x11(i,i), ldx11, tauq1(i),
359 $ x11(i+1,i), ldx11, work(ilarf) )
360 CALL zlarf( 'R', q-p, q-i+1, x11(i,i), ldx11, tauq1(i),
361 $ x21(m-q+1,i), ldx21, work(ilarf) )
362 CALL zlacgv( q-i+1, x11(i,i), ldx11 )
363 END DO
364*
365* Reduce the bottom-right portion of X21 to [ 0 I ]
366*
367 DO i = p + 1, q
368 CALL zlacgv( q-i+1, x21(m-q+i-p,i), ldx21 )
369 CALL zlarfgp( q-i+1, x21(m-q+i-p,i), x21(m-q+i-p,i+1), ldx21,
370 $ tauq1(i) )
371 x21(m-q+i-p,i) = one
372 CALL zlarf( 'R', q-i, q-i+1, x21(m-q+i-p,i), ldx21, tauq1(i),
373 $ x21(m-q+i-p+1,i), ldx21, work(ilarf) )
374 CALL zlacgv( q-i+1, x21(m-q+i-p,i), ldx21 )
375 END DO
376*
377 RETURN
378*
379* End of ZUNBDB4
380*
xerbla
subroutine xerbla(srname, info)
Definition cblat2.f:3285
zlacgv
subroutine zlacgv(n, x, incx)
ZLACGV conjugates a complex vector.
Definition zlacgv.f:74
zlarf
subroutine zlarf(side, m, n, v, incv, tau, c, ldc, work)
ZLARF applies an elementary reflector to a general rectangular matrix.
Definition zlarf.f:128
zlarfgp
subroutine zlarfgp(n, alpha, x, incx, tau)
ZLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
Definition zlarfgp.f:104
dznrm2
real(wp) function dznrm2(n, x, incx)
DZNRM2
Definition dznrm2.f90:90
zdrot
subroutine zdrot(n, zx, incx, zy, incy, c, s)
ZDROT
Definition zdrot.f:98
zscal
subroutine zscal(n, za, zx, incx)
ZSCAL
Definition zscal.f:78
zunbdb5
subroutine zunbdb5(m1, m2, n, x1, incx1, x2, incx2, q1, ldq1, q2, ldq2, work, lwork, info)
ZUNBDB5
Definition zunbdb5.f:156
Here is the call graph for this function:
Here is the caller graph for this function: