3 * =========== DOCUMENTATION ===========
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
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21 * SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
24 * .. Scalar Arguments ..
25 * INTEGER INFO, LDA, LWORK, M, N
27 * .. Array Arguments ..
28 * DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
29 * $ TAUQ( * ), WORK( * )
38 *> DGEBRD reduces a general real M-by-N matrix A to upper or lower
39 *> bidiagonal form B by an orthogonal transformation: Q**T * A * P = B.
41 *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
50 *> The number of rows in the matrix A. M >= 0.
56 *> The number of columns in the matrix A. N >= 0.
61 *> A is DOUBLE PRECISION array, dimension (LDA,N)
62 *> On entry, the M-by-N general matrix to be reduced.
64 *> if m >= n, the diagonal and the first superdiagonal are
65 *> overwritten with the upper bidiagonal matrix B; the
66 *> elements below the diagonal, with the array TAUQ, represent
67 *> the orthogonal matrix Q as a product of elementary
68 *> reflectors, and the elements above the first superdiagonal,
69 *> with the array TAUP, represent the orthogonal matrix P as
70 *> a product of elementary reflectors;
71 *> if m < n, the diagonal and the first subdiagonal are
72 *> overwritten with the lower bidiagonal matrix B; the
73 *> elements below the first subdiagonal, with the array TAUQ,
74 *> represent the orthogonal matrix Q as a product of
75 *> elementary reflectors, and the elements above the diagonal,
76 *> with the array TAUP, represent the orthogonal matrix P as
77 *> a product of elementary reflectors.
78 *> See Further Details.
84 *> The leading dimension of the array A. LDA >= max(1,M).
89 *> D is DOUBLE PRECISION array, dimension (min(M,N))
90 *> The diagonal elements of the bidiagonal matrix B:
96 *> E is DOUBLE PRECISION array, dimension (min(M,N)-1)
97 *> The off-diagonal elements of the bidiagonal matrix B:
98 *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
99 *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
104 *> TAUQ is DOUBLE PRECISION array dimension (min(M,N))
105 *> The scalar factors of the elementary reflectors which
106 *> represent the orthogonal matrix Q. See Further Details.
111 *> TAUP is DOUBLE PRECISION array, dimension (min(M,N))
112 *> The scalar factors of the elementary reflectors which
113 *> represent the orthogonal matrix P. See Further Details.
118 *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
119 *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
125 *> The length of the array WORK. LWORK >= max(1,M,N).
126 *> For optimum performance LWORK >= (M+N)*NB, where NB
127 *> is the optimal blocksize.
129 *> If LWORK = -1, then a workspace query is assumed; the routine
130 *> only calculates the optimal size of the WORK array, returns
131 *> this value as the first entry of the WORK array, and no error
132 *> message related to LWORK is issued by XERBLA.
138 *> = 0: successful exit
139 *> < 0: if INFO = -i, the i-th argument had an illegal value.
145 *> \author Univ. of Tennessee
146 *> \author Univ. of California Berkeley
147 *> \author Univ. of Colorado Denver
150 *> \date November 2011
152 *> \ingroup doubleGEcomputational
154 *> \par Further Details:
155 * =====================
159 *> The matrices Q and P are represented as products of elementary
164 *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
166 *> Each H(i) and G(i) has the form:
168 *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T
170 *> where tauq and taup are real scalars, and v and u are real vectors;
171 *> v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
172 *> u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
173 *> tauq is stored in TAUQ(i) and taup in TAUP(i).
177 *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
179 *> Each H(i) and G(i) has the form:
181 *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T
183 *> where tauq and taup are real scalars, and v and u are real vectors;
184 *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
185 *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
186 *> tauq is stored in TAUQ(i) and taup in TAUP(i).
188 *> The contents of A on exit are illustrated by the following examples:
190 *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
192 *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
193 *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
194 *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
195 *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
196 *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
197 *> ( v1 v2 v3 v4 v5 )
199 *> where d and e denote diagonal and off-diagonal elements of B, vi
200 *> denotes an element of the vector defining H(i), and ui an element of
201 *> the vector defining G(i).
204 * =====================================================================
205 SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK,
208 * -- LAPACK computational routine (version 3.4.0) --
209 * -- LAPACK is a software package provided by Univ. of Tennessee, --
210 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
213 * .. Scalar Arguments ..
214 INTEGER INFO, LDA, LWORK, M, N
216 * .. Array Arguments ..
217 DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
218 $ TAUQ( * ), WORK( * )
221 * =====================================================================
225 PARAMETER ( ONE = 1.0D+0 )
227 * .. Local Scalars ..
229 INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB,
233 * .. External Subroutines ..
234 EXTERNAL DGEBD2, DGEMM, DLABRD, XERBLA
236 * .. Intrinsic Functions ..
237 INTRINSIC DBLE, MAX, MIN
239 * .. External Functions ..
243 * .. Executable Statements ..
245 * Test the input parameters
248 NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) )
250 WORK( 1 ) = DBLE( LWKOPT )
251 LQUERY = ( LWORK.EQ.-1 )
254 ELSE IF( N.LT.0 ) THEN
256 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
258 ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN
262 CALL XERBLA( 'DGEBRD', -INFO )
264 ELSE IF( LQUERY ) THEN
268 * Quick return if possible
271 IF( MINMN.EQ.0 ) THEN
280 IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN
282 * Set the crossover point NX.
284 NX = MAX( NB, ILAENV( 3, 'DGEBRD', ' ', M, N, -1, -1 ) )
286 * Determine when to switch from blocked to unblocked code.
288 IF( NX.LT.MINMN ) THEN
290 IF( LWORK.LT.WS ) THEN
292 * Not enough work space for the optimal NB, consider using
293 * a smaller block size.
295 NBMIN = ILAENV( 2, 'DGEBRD', ' ', M, N, -1, -1 )
296 IF( LWORK.GE.( M+N )*NBMIN ) THEN
308 DO 30 I = 1, MINMN - NX, NB
310 * Reduce rows and columns i:i+nb-1 to bidiagonal form and return
311 * the matrices X and Y which are needed to update the unreduced
314 CALL DLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ),
315 $ TAUQ( I ), TAUP( I ), WORK, LDWRKX,
316 $ WORK( LDWRKX*NB+1 ), LDWRKY )
318 * Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
319 * of the form A := A - V*Y**T - X*U**T
321 CALL DGEMM( 'No transpose', 'Transpose', M-I-NB+1, N-I-NB+1,
322 $ NB, -ONE, A( I+NB, I ), LDA,
323 $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE,
324 $ A( I+NB, I+NB ), LDA )
325 CALL DGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1,
326 $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA,
327 $ ONE, A( I+NB, I+NB ), LDA )
329 * Copy diagonal and off-diagonal elements of B back into A
332 DO 10 J = I, I + NB - 1
337 DO 20 J = I, I + NB - 1
344 * Use unblocked code to reduce the remainder of the matrix
346 CALL DGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ),
347 $ TAUQ( I ), TAUP( I ), WORK, IINFO )