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authorSiddhesh Wani2015-05-25 14:46:31 +0530
committerSiddhesh Wani2015-05-25 14:46:31 +0530
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+ SUBROUTINE DLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
+ $ LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDA, LDX, LDY, M, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
+ $ TAUQ( * ), X( LDX, * ), Y( LDY, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLABRD reduces the first NB rows and columns of a real general
+* m by n matrix A to upper or lower bidiagonal form by an orthogonal
+* transformation Q' * A * P, and returns the matrices X and Y which
+* are needed to apply the transformation to the unreduced part of A.
+*
+* If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
+* bidiagonal form.
+*
+* This is an auxiliary routine called by DGEBRD
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows in the matrix A.
+*
+* N (input) INTEGER
+* The number of columns in the matrix A.
+*
+* NB (input) INTEGER
+* The number of leading rows and columns of A to be reduced.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the m by n general matrix to be reduced.
+* On exit, the first NB rows and columns of the matrix are
+* overwritten; the rest of the array is unchanged.
+* If m >= n, elements on and below the diagonal in the first NB
+* columns, with the array TAUQ, represent the orthogonal
+* matrix Q as a product of elementary reflectors; and
+* elements above the diagonal in the first NB rows, with the
+* array TAUP, represent the orthogonal matrix P as a product
+* of elementary reflectors.
+* If m < n, elements below the diagonal in the first NB
+* columns, with the array TAUQ, represent the orthogonal
+* matrix Q as a product of elementary reflectors, and
+* elements on and above the diagonal in the first NB rows,
+* with the array TAUP, represent the orthogonal matrix P as
+* a product of elementary reflectors.
+* See Further Details.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* D (output) DOUBLE PRECISION array, dimension (NB)
+* The diagonal elements of the first NB rows and columns of
+* the reduced matrix. D(i) = A(i,i).
+*
+* E (output) DOUBLE PRECISION array, dimension (NB)
+* The off-diagonal elements of the first NB rows and columns of
+* the reduced matrix.
+*
+* TAUQ (output) DOUBLE PRECISION array dimension (NB)
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix Q. See Further Details.
+*
+* TAUP (output) DOUBLE PRECISION array, dimension (NB)
+* The scalar factors of the elementary reflectors which
+* represent the orthogonal matrix P. See Further Details.
+*
+* X (output) DOUBLE PRECISION array, dimension (LDX,NB)
+* The m-by-nb matrix X required to update the unreduced part
+* of A.
+*
+* LDX (input) INTEGER
+* The leading dimension of the array X. LDX >= M.
+*
+* Y (output) DOUBLE PRECISION array, dimension (LDY,NB)
+* The n-by-nb matrix Y required to update the unreduced part
+* of A.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= N.
+*
+* Further Details
+* ===============
+*
+* The matrices Q and P are represented as products of elementary
+* reflectors:
+*
+* Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb)
+*
+* Each H(i) and G(i) has the form:
+*
+* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
+*
+* where tauq and taup are real scalars, and v and u are real vectors.
+*
+* If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
+* A(i:m,i); u(1:i) = 0, u(i+1) = 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).
+*
+* If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
+* A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
+* A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
+*
+* The elements of the vectors v and u together form the m-by-nb matrix
+* V and the nb-by-n matrix U' which are needed, with X and Y, to apply
+* the transformation to the unreduced part of the matrix, using a block
+* update of the form: A := A - V*Y' - X*U'.
+*
+* The contents of A on exit are illustrated by the following examples
+* with nb = 2:
+*
+* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
+*
+* ( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 )
+* ( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 )
+* ( v1 v2 a a a ) ( v1 1 a a a a )
+* ( v1 v2 a a a ) ( v1 v2 a a a a )
+* ( v1 v2 a a a ) ( v1 v2 a a a a )
+* ( v1 v2 a a a )
+*
+* where a denotes an element of the original matrix which is unchanged,
+* vi denotes an element of the vector defining H(i), and ui an element
+* of the vector defining G(i).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DLARFG, DSCAL
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick return if possible
+*
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+ IF( M.GE.N ) THEN
+*
+* Reduce to upper bidiagonal form
+*
+ DO 10 I = 1, NB
+*
+* Update A(i:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I+1, I-1, -ONE, A( I, 1 ),
+ $ LDA, Y( I, 1 ), LDY, ONE, A( I, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I+1, I-1, -ONE, X( I, 1 ),
+ $ LDX, A( 1, I ), 1, ONE, A( I, I ), 1 )
+*
+* Generate reflection Q(i) to annihilate A(i+1:m,i)
+*
+ CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
+ $ TAUQ( I ) )
+ D( I ) = A( I, I )
+ IF( I.LT.N ) THEN
+ A( I, I ) = ONE
+*
+* Compute Y(i+1:n,i)
+*
+ CALL DGEMV( 'Transpose', M-I+1, N-I, ONE, A( I, I+1 ),
+ $ LDA, A( I, I ), 1, ZERO, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I+1, I-1, ONE, A( I, 1 ), LDA,
+ $ A( I, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
+ $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I+1, I-1, ONE, X( I, 1 ), LDX,
+ $ A( I, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'Transpose', I-1, N-I, -ONE, A( 1, I+1 ),
+ $ LDA, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
+*
+* Update A(i,i+1:n)
+*
+ CALL DGEMV( 'No transpose', N-I, I, -ONE, Y( I+1, 1 ),
+ $ LDY, A( I, 1 ), LDA, ONE, A( I, I+1 ), LDA )
+ CALL DGEMV( 'Transpose', I-1, N-I, -ONE, A( 1, I+1 ),
+ $ LDA, X( I, 1 ), LDX, ONE, A( I, I+1 ), LDA )
+*
+* Generate reflection P(i) to annihilate A(i,i+2:n)
+*
+ CALL DLARFG( N-I, A( I, I+1 ), A( I, MIN( I+2, N ) ),
+ $ LDA, TAUP( I ) )
+ E( I ) = A( I, I+1 )
+ A( I, I+1 ) = ONE
+*
+* Compute X(i+1:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I, N-I, ONE, A( I+1, I+1 ),
+ $ LDA, A( I, I+1 ), LDA, ZERO, X( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-I, I, ONE, Y( I+1, 1 ), LDY,
+ $ A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I, -ONE, A( I+1, 1 ),
+ $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DGEMV( 'No transpose', I-1, N-I, ONE, A( 1, I+1 ),
+ $ LDA, A( I, I+1 ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
+ $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
+ END IF
+ 10 CONTINUE
+ ELSE
+*
+* Reduce to lower bidiagonal form
+*
+ DO 20 I = 1, NB
+*
+* Update A(i,i:n)
+*
+ CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, Y( I, 1 ),
+ $ LDY, A( I, 1 ), LDA, ONE, A( I, I ), LDA )
+ CALL DGEMV( 'Transpose', I-1, N-I+1, -ONE, A( 1, I ), LDA,
+ $ X( I, 1 ), LDX, ONE, A( I, I ), LDA )
+*
+* Generate reflection P(i) to annihilate A(i,i+1:n)
+*
+ CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
+ $ TAUP( I ) )
+ D( I ) = A( I, I )
+ IF( I.LT.M ) THEN
+ A( I, I ) = ONE
+*
+* Compute X(i+1:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I, N-I+1, ONE, A( I+1, I ),
+ $ LDA, A( I, I ), LDA, ZERO, X( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', N-I+1, I-1, ONE, Y( I, 1 ), LDY,
+ $ A( I, I ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DGEMV( 'No transpose', I-1, N-I+1, ONE, A( 1, I ),
+ $ LDA, A( I, I ), LDA, ZERO, X( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, X( I+1, 1 ),
+ $ LDX, X( 1, I ), 1, ONE, X( I+1, I ), 1 )
+ CALL DSCAL( M-I, TAUP( I ), X( I+1, I ), 1 )
+*
+* Update A(i+1:m,i)
+*
+ CALL DGEMV( 'No transpose', M-I, I-1, -ONE, A( I+1, 1 ),
+ $ LDA, Y( I, 1 ), LDY, ONE, A( I+1, I ), 1 )
+ CALL DGEMV( 'No transpose', M-I, I, -ONE, X( I+1, 1 ),
+ $ LDX, A( 1, I ), 1, ONE, A( I+1, I ), 1 )
+*
+* Generate reflection Q(i) to annihilate A(i+2:m,i)
+*
+ CALL DLARFG( M-I, A( I+1, I ), A( MIN( I+2, M ), I ), 1,
+ $ TAUQ( I ) )
+ E( I ) = A( I+1, I )
+ A( I+1, I ) = ONE
+*
+* Compute Y(i+1:n,i)
+*
+ CALL DGEMV( 'Transpose', M-I, N-I, ONE, A( I+1, I+1 ),
+ $ LDA, A( I+1, I ), 1, ZERO, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I, I-1, ONE, A( I+1, 1 ), LDA,
+ $ A( I+1, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'No transpose', N-I, I-1, -ONE, Y( I+1, 1 ),
+ $ LDY, Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DGEMV( 'Transpose', M-I, I, ONE, X( I+1, 1 ), LDX,
+ $ A( I+1, I ), 1, ZERO, Y( 1, I ), 1 )
+ CALL DGEMV( 'Transpose', I, N-I, -ONE, A( 1, I+1 ), LDA,
+ $ Y( 1, I ), 1, ONE, Y( I+1, I ), 1 )
+ CALL DSCAL( N-I, TAUQ( I ), Y( I+1, I ), 1 )
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of DLABRD
+*
+ END