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Diffstat (limited to '2.3-1/src/fortran/lapack/dlabrd.f')
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diff --git a/2.3-1/src/fortran/lapack/dlabrd.f b/2.3-1/src/fortran/lapack/dlabrd.f new file mode 100644 index 00000000..196b130c --- /dev/null +++ b/2.3-1/src/fortran/lapack/dlabrd.f @@ -0,0 +1,290 @@ + 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 |