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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 DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
+ $ INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LWORK, M, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
+ $ TAUQ( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* 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.
+*
+* 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/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) 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.
+*
+* 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 ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB,
+ $ NBMIN, NX
+ DOUBLE PRECISION 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' - X*U'
+*
+ 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