*> \brief \b DGEBRD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEBRD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, * INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), * \$ TAUQ( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEBRD reduces a general real M-by-N matrix A to upper or lower *> bidiagonal form B by an orthogonal transformation: Q**T * A * P = B. *> *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows in the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns in the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the M-by-N general matrix to be reduced. *> On exit, *> if m >= n, the diagonal and the first superdiagonal are *> overwritten with the upper bidiagonal matrix B; the *> elements below the diagonal, with the array TAUQ, represent *> the orthogonal matrix Q as a product of elementary *> reflectors, and the elements above the first superdiagonal, *> with the array TAUP, represent the orthogonal matrix P as *> a product of elementary reflectors; *> if m < n, the diagonal and the first subdiagonal are *> overwritten with the lower bidiagonal matrix B; the *> elements below the first subdiagonal, with the array TAUQ, *> represent the orthogonal matrix Q as a product of *> elementary reflectors, and the elements above the diagonal, *> with the array TAUP, represent the orthogonal matrix P as *> a product of elementary reflectors. *> See Further Details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (min(M,N)) *> The diagonal elements of the bidiagonal matrix B: *> D(i) = A(i,i). *> \endverbatim *> *> \param[out] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (min(M,N)-1) *> The off-diagonal elements of the bidiagonal matrix B: *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. *> \endverbatim *> *> \param[out] TAUQ *> \verbatim *> TAUQ is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors which *> represent the orthogonal matrix Q. See Further Details. *> \endverbatim *> *> \param[out] TAUP *> \verbatim *> TAUP is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors which *> represent the orthogonal matrix P. See Further Details. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The length of the array WORK. LWORK >= max(1,M,N). *> For optimum performance LWORK >= (M+N)*NB, where NB *> is the optimal blocksize. *> *> 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. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrices Q and P are represented as products of elementary *> reflectors: *> *> If m >= n, *> *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) *> *> Each H(i) and G(i) has the form: *> *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T *> *> where tauq and taup are real scalars, and v and u are real vectors; *> v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); *> u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); *> tauq is stored in TAUQ(i) and taup in TAUP(i). *> *> If m < n, *> *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) *> *> Each H(i) and G(i) has the form: *> *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T *> *> where tauq and taup are real scalars, and v and u are real vectors; *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); *> tauq is stored in TAUQ(i) and taup in TAUP(i). *> *> The contents of A on exit are illustrated by the following examples: *> *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): *> *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) *> ( v1 v2 v3 v4 v5 ) *> *> where d and e denote diagonal and off-diagonal elements of B, vi *> denotes an element of the vector defining H(i), and ui an element of *> the vector defining G(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, \$ INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), \$ TAUQ( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB, \$ NBMIN, NX, WS * .. * .. External Subroutines .. EXTERNAL DGEBD2, DGEMM, DLABRD, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input parameters * INFO = 0 NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) ) LWKOPT = ( M+N )*NB WORK( 1 ) = DBLE( LWKOPT ) LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN INFO = -10 END IF IF( INFO.LT.0 ) THEN CALL XERBLA( 'DGEBRD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * MINMN = MIN( M, N ) IF( MINMN.EQ.0 ) THEN WORK( 1 ) = 1 RETURN END IF * WS = MAX( M, N ) LDWRKX = M LDWRKY = N * IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN * * Set the crossover point NX. * NX = MAX( NB, ILAENV( 3, 'DGEBRD', ' ', M, N, -1, -1 ) ) * * Determine when to switch from blocked to unblocked code. * IF( NX.LT.MINMN ) THEN WS = ( M+N )*NB IF( LWORK.LT.WS ) THEN * * Not enough work space for the optimal NB, consider using * a smaller block size. * NBMIN = ILAENV( 2, 'DGEBRD', ' ', M, N, -1, -1 ) IF( LWORK.GE.( M+N )*NBMIN ) THEN NB = LWORK / ( M+N ) ELSE NB = 1 NX = MINMN END IF END IF END IF ELSE NX = MINMN END IF * DO 30 I = 1, MINMN - NX, NB * * Reduce rows and columns i:i+nb-1 to bidiagonal form and return * the matrices X and Y which are needed to update the unreduced * part of the matrix * CALL DLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ), \$ TAUQ( I ), TAUP( I ), WORK, LDWRKX, \$ WORK( LDWRKX*NB+1 ), LDWRKY ) * * Update the trailing submatrix A(i+nb:m,i+nb:n), using an update * of the form A := A - V*Y**T - X*U**T * CALL DGEMM( 'No transpose', 'Transpose', M-I-NB+1, N-I-NB+1, \$ NB, -ONE, A( I+NB, I ), LDA, \$ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE, \$ A( I+NB, I+NB ), LDA ) CALL DGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1, \$ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA, \$ ONE, A( I+NB, I+NB ), LDA ) * * Copy diagonal and off-diagonal elements of B back into A * IF( M.GE.N ) THEN DO 10 J = I, I + NB - 1 A( J, J ) = D( J ) A( J, J+1 ) = E( J ) 10 CONTINUE ELSE DO 20 J = I, I + NB - 1 A( J, J ) = D( J ) A( J+1, J ) = E( J ) 20 CONTINUE END IF 30 CONTINUE * * Use unblocked code to reduce the remainder of the matrix * CALL DGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ), \$ TAUQ( I ), TAUP( I ), WORK, IINFO ) WORK( 1 ) = WS RETURN * * End of DGEBRD * END