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author | yash1112 | 2017-07-07 21:20:49 +0530 |
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committer | yash1112 | 2017-07-07 21:20:49 +0530 |
commit | 3f52712f806fbd80d66dfdcaff401e5cf94dcca4 (patch) | |
tree | a8333b8187cb44b505b9fe37fc9a7ac8a1711c10 /src/fortran/lapack/dgebd2.f | |
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sci2c arduino updated
Diffstat (limited to 'src/fortran/lapack/dgebd2.f')
-rw-r--r-- | src/fortran/lapack/dgebd2.f | 239 |
1 files changed, 239 insertions, 0 deletions
diff --git a/src/fortran/lapack/dgebd2.f b/src/fortran/lapack/dgebd2.f new file mode 100644 index 0000000..b9eb638 --- /dev/null +++ b/src/fortran/lapack/dgebd2.f @@ -0,0 +1,239 @@ + SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), + $ TAUQ( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DGEBD2 reduces a real general m by n matrix A to upper or lower +* bidiagonal form B by an orthogonal transformation: Q' * A * P = B. +* +* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows in the matrix A. M >= 0. +* +* N (input) INTEGER +* The number of columns in the matrix A. N >= 0. +* +* A (input/output) 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. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,M). +* +* D (output) DOUBLE PRECISION array, dimension (min(M,N)) +* The diagonal elements of the bidiagonal matrix B: +* D(i) = A(i,i). +* +* E (output) 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. +* +* TAUQ (output) DOUBLE PRECISION array dimension (min(M,N)) +* The scalar factors of the elementary reflectors which +* represent the orthogonal matrix Q. See Further Details. +* +* TAUP (output) DOUBLE PRECISION array, dimension (min(M,N)) +* The scalar factors of the elementary reflectors which +* represent the orthogonal matrix P. See Further Details. +* +* WORK (workspace) DOUBLE PRECISION array, dimension (max(M,N)) +* +* INFO (output) INTEGER +* = 0: successful exit. +* < 0: if INFO = -i, the i-th argument had an illegal value. +* +* Further Details +* =============== +* +* 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' and G(i) = I - taup * u * u' +* +* 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' and G(i) = I - taup * u * u' +* +* 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). +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I +* .. +* .. External Subroutines .. + EXTERNAL DLARF, DLARFG, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + 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 + END IF + IF( INFO.LT.0 ) THEN + CALL XERBLA( 'DGEBD2', -INFO ) + RETURN + END IF +* + IF( M.GE.N ) THEN +* +* Reduce to upper bidiagonal form +* + DO 10 I = 1, N +* +* Generate elementary reflector H(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 ) + A( I, I ) = ONE +* +* Apply H(i) to A(i:m,i+1:n) from the left +* + IF( I.LT.N ) + $ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAUQ( I ), + $ A( I, I+1 ), LDA, WORK ) + A( I, I ) = D( I ) +* + IF( I.LT.N ) THEN +* +* Generate elementary reflector G(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 +* +* Apply G(i) to A(i+1:m,i+1:n) from the right +* + CALL DLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA, + $ TAUP( I ), A( I+1, I+1 ), LDA, WORK ) + A( I, I+1 ) = E( I ) + ELSE + TAUP( I ) = ZERO + END IF + 10 CONTINUE + ELSE +* +* Reduce to lower bidiagonal form +* + DO 20 I = 1, M +* +* Generate elementary reflector G(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 ) + A( I, I ) = ONE +* +* Apply G(i) to A(i+1:m,i:n) from the right +* + IF( I.LT.M ) + $ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, + $ TAUP( I ), A( I+1, I ), LDA, WORK ) + A( I, I ) = D( I ) +* + IF( I.LT.M ) THEN +* +* Generate elementary reflector H(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 +* +* Apply H(i) to A(i+1:m,i+1:n) from the left +* + CALL DLARF( 'Left', M-I, N-I, A( I+1, I ), 1, TAUQ( I ), + $ A( I+1, I+1 ), LDA, WORK ) + A( I+1, I ) = E( I ) + ELSE + TAUQ( I ) = ZERO + END IF + 20 CONTINUE + END IF + RETURN +* +* End of DGEBD2 +* + END |