LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ zunbdb1()

subroutine zunbdb1 ( 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(*)  work,
integer  lwork,
integer  info 
)

ZUNBDB1

Download ZUNBDB1 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 ZUNBDB1 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. Q must be no larger than P,
 M-P, or M-Q. Routines ZUNBDB2, ZUNBDB3, and ZUNBDB4 handle cases in
 which 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 Q-by-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 <=
           MIN(P,M-P,M-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 (P)
           The scalar factors of the elementary reflectors that define
           P1.
[out]TAUP2
          TAUP2 is COMPLEX*16 array, dimension (M-P)
           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]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 201 of file zunbdb1.f.

203*
204* -- LAPACK computational routine --
205* -- LAPACK is a software package provided by Univ. of Tennessee, --
206* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
207*
208* .. Scalar Arguments ..
209 INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
210* ..
211* .. Array Arguments ..
212 DOUBLE PRECISION PHI(*), THETA(*)
213 COMPLEX*16 TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
214 $ X11(LDX11,*), X21(LDX21,*)
215* ..
216*
217* ====================================================================
218*
219* .. Parameters ..
220 COMPLEX*16 ONE
221 parameter( one = (1.0d0,0.0d0) )
222* ..
223* .. Local Scalars ..
224 DOUBLE PRECISION C, S
225 INTEGER CHILDINFO, I, ILARF, IORBDB5, LLARF, LORBDB5,
226 $ LWORKMIN, LWORKOPT
227 LOGICAL LQUERY
228* ..
229* .. External Subroutines ..
230 EXTERNAL zlarf, zlarfgp, zunbdb5, zdrot, xerbla
231 EXTERNAL zlacgv
232* ..
233* .. External Functions ..
234 DOUBLE PRECISION DZNRM2
235 EXTERNAL dznrm2
236* ..
237* .. Intrinsic Function ..
238 INTRINSIC atan2, cos, max, sin, sqrt
239* ..
240* .. Executable Statements ..
241*
242* Test input arguments
243*
244 info = 0
245 lquery = lwork .EQ. -1
246*
247 IF( m .LT. 0 ) THEN
248 info = -1
249 ELSE IF( p .LT. q .OR. m-p .LT. q ) THEN
250 info = -2
251 ELSE IF( q .LT. 0 .OR. m-q .LT. q ) THEN
252 info = -3
253 ELSE IF( ldx11 .LT. max( 1, p ) ) THEN
254 info = -5
255 ELSE IF( ldx21 .LT. max( 1, m-p ) ) THEN
256 info = -7
257 END IF
258*
259* Compute workspace
260*
261 IF( info .EQ. 0 ) THEN
262 ilarf = 2
263 llarf = max( p-1, m-p-1, q-1 )
264 iorbdb5 = 2
265 lorbdb5 = q-2
266 lworkopt = max( ilarf+llarf-1, iorbdb5+lorbdb5-1 )
267 lworkmin = lworkopt
268 work(1) = lworkopt
269 IF( lwork .LT. lworkmin .AND. .NOT.lquery ) THEN
270 info = -14
271 END IF
272 END IF
273 IF( info .NE. 0 ) THEN
274 CALL xerbla( 'ZUNBDB1', -info )
275 RETURN
276 ELSE IF( lquery ) THEN
277 RETURN
278 END IF
279*
280* Reduce columns 1, ..., Q of X11 and X21
281*
282 DO i = 1, q
283*
284 CALL zlarfgp( p-i+1, x11(i,i), x11(i+1,i), 1, taup1(i) )
285 CALL zlarfgp( m-p-i+1, x21(i,i), x21(i+1,i), 1, taup2(i) )
286 theta(i) = atan2( dble( x21(i,i) ), dble( x11(i,i) ) )
287 c = cos( theta(i) )
288 s = sin( theta(i) )
289 x11(i,i) = one
290 x21(i,i) = one
291 CALL zlarf( 'L', p-i+1, q-i, x11(i,i), 1, dconjg(taup1(i)),
292 $ x11(i,i+1), ldx11, work(ilarf) )
293 CALL zlarf( 'L', m-p-i+1, q-i, x21(i,i), 1, dconjg(taup2(i)),
294 $ x21(i,i+1), ldx21, work(ilarf) )
295*
296 IF( i .LT. q ) THEN
297 CALL zdrot( q-i, x11(i,i+1), ldx11, x21(i,i+1), ldx21, c,
298 $ s )
299 CALL zlacgv( q-i, x21(i,i+1), ldx21 )
300 CALL zlarfgp( q-i, x21(i,i+1), x21(i,i+2), ldx21, tauq1(i) )
301 s = dble( x21(i,i+1) )
302 x21(i,i+1) = one
303 CALL zlarf( 'R', p-i, q-i, x21(i,i+1), ldx21, tauq1(i),
304 $ x11(i+1,i+1), ldx11, work(ilarf) )
305 CALL zlarf( 'R', m-p-i, q-i, x21(i,i+1), ldx21, tauq1(i),
306 $ x21(i+1,i+1), ldx21, work(ilarf) )
307 CALL zlacgv( q-i, x21(i,i+1), ldx21 )
308 c = sqrt( dznrm2( p-i, x11(i+1,i+1), 1 )**2
309 $ + dznrm2( m-p-i, x21(i+1,i+1), 1 )**2 )
310 phi(i) = atan2( s, c )
311 CALL zunbdb5( p-i, m-p-i, q-i-1, x11(i+1,i+1), 1,
312 $ x21(i+1,i+1), 1, x11(i+1,i+2), ldx11,
313 $ x21(i+1,i+2), ldx21, work(iorbdb5), lorbdb5,
314 $ childinfo )
315 END IF
316*
317 END DO
318*
319 RETURN
320*
321* End of ZUNBDB1
322*
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
zunbdb5
subroutine zunbdb5(m1, m2, n, x1, incx1, x2, incx2, q1, ldq1, q2, ldq2, work, lwork, info)
ZUNBDB5
Definition zunbdb5.f:156
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