dlabrd.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLABRD
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLABRD + dependencies
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!> [TGZ]</a>
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!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlabrd.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
!                          LDY )
!
!       .. Scalar Arguments ..
!       INTEGER            LDA, LDX, LDY, M, N, NB
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAUP( * ),
!      $                   TAUQ( * ), X( LDX, * ), Y( LDY, * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> 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**T * 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
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] M
!> \verbatim
!>          M is INTEGER
!>          The number of rows in the matrix A.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The number of columns in the matrix A.
!> \endverbatim
!>
!> \param[in] NB
!> \verbatim
!>          NB is INTEGER
!>          The number of leading rows and columns of A to be reduced.
!> \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, 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.
!> \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 (NB)
!>          The diagonal elements of the first NB rows and columns of
!>          the reduced matrix.  D(i) = A(i,i).
!> \endverbatim
!>
!> \param[out] E
!> \verbatim
!>          E is DOUBLE PRECISION array, dimension (NB)
!>          The off-diagonal elements of the first NB rows and columns of
!>          the reduced matrix.
!> \endverbatim
!>
!> \param[out] TAUQ
!> \verbatim
!>          TAUQ is DOUBLE PRECISION array dimension (NB)
!>          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 (NB)
!>          The scalar factors of the elementary reflectors which
!>          represent the orthogonal matrix P. See Further Details.
!> \endverbatim
!>
!> \param[out] X
!> \verbatim
!>          X is DOUBLE PRECISION array, dimension (LDX,NB)
!>          The m-by-nb matrix X required to update the unreduced part
!>          of A.
!> \endverbatim
!>
!> \param[in] LDX
!> \verbatim
!>          LDX is INTEGER
!>          The leading dimension of the array X. LDX >= max(1,M).
!> \endverbatim
!>
!> \param[out] Y
!> \verbatim
!>          Y is DOUBLE PRECISION array, dimension (LDY,NB)
!>          The n-by-nb matrix Y required to update the unreduced part
!>          of A.
!> \endverbatim
!>
!> \param[in] LDY
!> \verbatim
!>          LDY is INTEGER
!>          The leading dimension of the array Y. LDY >= max(1,N).
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup doubleOTHERauxiliary
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  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**T  and G(i) = I - taup * u * u**T
!>
!>  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**T 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**T - X*U**T.
!>
!>  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).
!> \endverbatim
!>
!  =====================================================================
      SUBROUTINE DLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y, &
     &                   LDY )
!
!  -- LAPACK auxiliary 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            LDA, LDX, LDY, M, N, NB
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAUP( * ), &
     &                   TAUQ( * ), X( LDX, * ), Y( LDY, * )
!     ..
!
!  =====================================================================
!
!     .. 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