dgebrd.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DGEBRD
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
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!> [TGZ]</a>
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!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgebrd.f">
!> [TXT]</a>
!> \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.
!
!> \date November 2011
!
!> \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 (version 3.4.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     November 2011
!
!     .. 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
      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**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