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zlabrd.f
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1*> \brief \b ZLABRD reduces the first nb rows and columns of a general matrix to a bidiagonal form.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download ZLABRD + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlabrd.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlabrd.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlabrd.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE ZLABRD( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
22* LDY )
23*
24* .. Scalar Arguments ..
25* INTEGER LDA, LDX, LDY, M, N, NB
26* ..
27* .. Array Arguments ..
28* DOUBLE PRECISION D( * ), E( * )
29* COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), X( LDX, * ),
30* $ Y( LDY, * )
31* ..
32*
33*
34*> \par Purpose:
35* =============
36*>
37*> \verbatim
38*>
39*> ZLABRD reduces the first NB rows and columns of a complex general
40*> m by n matrix A to upper or lower real bidiagonal form by a unitary
41*> transformation Q**H * A * P, and returns the matrices X and Y which
42*> are needed to apply the transformation to the unreduced part of A.
43*>
44*> If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
45*> bidiagonal form.
46*>
47*> This is an auxiliary routine called by ZGEBRD
48*> \endverbatim
49*
50* Arguments:
51* ==========
52*
53*> \param[in] M
54*> \verbatim
55*> M is INTEGER
56*> The number of rows in the matrix A.
57*> \endverbatim
58*>
59*> \param[in] N
60*> \verbatim
61*> N is INTEGER
62*> The number of columns in the matrix A.
63*> \endverbatim
64*>
65*> \param[in] NB
66*> \verbatim
67*> NB is INTEGER
68*> The number of leading rows and columns of A to be reduced.
69*> \endverbatim
70*>
71*> \param[in,out] A
72*> \verbatim
73*> A is COMPLEX*16 array, dimension (LDA,N)
74*> On entry, the m by n general matrix to be reduced.
75*> On exit, the first NB rows and columns of the matrix are
76*> overwritten; the rest of the array is unchanged.
77*> If m >= n, elements on and below the diagonal in the first NB
78*> columns, with the array TAUQ, represent the unitary
79*> matrix Q as a product of elementary reflectors; and
80*> elements above the diagonal in the first NB rows, with the
81*> array TAUP, represent the unitary matrix P as a product
82*> of elementary reflectors.
83*> If m < n, elements below the diagonal in the first NB
84*> columns, with the array TAUQ, represent the unitary
85*> matrix Q as a product of elementary reflectors, and
86*> elements on and above the diagonal in the first NB rows,
87*> with the array TAUP, represent the unitary matrix P as
88*> a product of elementary reflectors.
89*> See Further Details.
90*> \endverbatim
91*>
92*> \param[in] LDA
93*> \verbatim
94*> LDA is INTEGER
95*> The leading dimension of the array A. LDA >= max(1,M).
96*> \endverbatim
97*>
98*> \param[out] D
99*> \verbatim
100*> D is DOUBLE PRECISION array, dimension (NB)
101*> The diagonal elements of the first NB rows and columns of
102*> the reduced matrix. D(i) = A(i,i).
103*> \endverbatim
104*>
105*> \param[out] E
106*> \verbatim
107*> E is DOUBLE PRECISION array, dimension (NB)
108*> The off-diagonal elements of the first NB rows and columns of
109*> the reduced matrix.
110*> \endverbatim
111*>
112*> \param[out] TAUQ
113*> \verbatim
114*> TAUQ is COMPLEX*16 array, dimension (NB)
115*> The scalar factors of the elementary reflectors which
116*> represent the unitary matrix Q. See Further Details.
117*> \endverbatim
118*>
119*> \param[out] TAUP
120*> \verbatim
121*> TAUP is COMPLEX*16 array, dimension (NB)
122*> The scalar factors of the elementary reflectors which
123*> represent the unitary matrix P. See Further Details.
124*> \endverbatim
125*>
126*> \param[out] X
127*> \verbatim
128*> X is COMPLEX*16 array, dimension (LDX,NB)
129*> The m-by-nb matrix X required to update the unreduced part
130*> of A.
131*> \endverbatim
132*>
133*> \param[in] LDX
134*> \verbatim
135*> LDX is INTEGER
136*> The leading dimension of the array X. LDX >= max(1,M).
137*> \endverbatim
138*>
139*> \param[out] Y
140*> \verbatim
141*> Y is COMPLEX*16 array, dimension (LDY,NB)
142*> The n-by-nb matrix Y required to update the unreduced part
143*> of A.
144*> \endverbatim
145*>
146*> \param[in] LDY
147*> \verbatim
148*> LDY is INTEGER
149*> The leading dimension of the array Y. LDY >= max(1,N).
150*> \endverbatim
151*
152* Authors:
153* ========
154*
155*> \author Univ. of Tennessee
156*> \author Univ. of California Berkeley
157*> \author Univ. of Colorado Denver
158*> \author NAG Ltd.
159*
160*> \ingroup complex16OTHERauxiliary
161*
162*> \par Further Details:
163* =====================
164*>
165*> \verbatim
166*>
167*> The matrices Q and P are represented as products of elementary
168*> reflectors:
169*>
170*> Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb)
171*>
172*> Each H(i) and G(i) has the form:
173*>
174*> H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H
175*>
176*> where tauq and taup are complex scalars, and v and u are complex
177*> vectors.
178*>
179*> If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
180*> A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in
181*> A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
182*>
183*> If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
184*> A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
185*> A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
186*>
187*> The elements of the vectors v and u together form the m-by-nb matrix
188*> V and the nb-by-n matrix U**H which are needed, with X and Y, to apply
189*> the transformation to the unreduced part of the matrix, using a block
190*> update of the form: A := A - V*Y**H - X*U**H.
191*>
192*> The contents of A on exit are illustrated by the following examples
193*> with nb = 2:
194*>
195*> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
196*>
197*> ( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 )
198*> ( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 )
199*> ( v1 v2 a a a ) ( v1 1 a a a a )
200*> ( v1 v2 a a a ) ( v1 v2 a a a a )
201*> ( v1 v2 a a a ) ( v1 v2 a a a a )
202*> ( v1 v2 a a a )
203*>
204*> where a denotes an element of the original matrix which is unchanged,
205*> vi denotes an element of the vector defining H(i), and ui an element
206*> of the vector defining G(i).
207*> \endverbatim
208*>
209* =====================================================================
210 SUBROUTINE zlabrd( M, N, NB, A, LDA, D, E, TAUQ, TAUP, X, LDX, Y,
211 $ LDY )
212*
213* -- LAPACK auxiliary routine --
214* -- LAPACK is a software package provided by Univ. of Tennessee, --
215* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
216*
217* .. Scalar Arguments ..
218 INTEGER LDA, LDX, LDY, M, N, NB
219* ..
220* .. Array Arguments ..
221 DOUBLE PRECISION D( * ), E( * )
222 COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), X( LDX, * ),
223 $ y( ldy, * )
224* ..
225*
226* =====================================================================
227*
228* .. Parameters ..
229 COMPLEX*16 ZERO, ONE
230 parameter( zero = ( 0.0d+0, 0.0d+0 ),
231 $ one = ( 1.0d+0, 0.0d+0 ) )
232* ..
233* .. Local Scalars ..
234 INTEGER I
235 COMPLEX*16 ALPHA
236* ..
237* .. External Subroutines ..
238 EXTERNAL zgemv, zlacgv, zlarfg, zscal
239* ..
240* .. Intrinsic Functions ..
241 INTRINSIC min
242* ..
243* .. Executable Statements ..
244*
245* Quick return if possible
246*
247 IF( m.LE.0 .OR. n.LE.0 )
248 $ RETURN
249*
250 IF( m.GE.n ) THEN
251*
252* Reduce to upper bidiagonal form
253*
254 DO 10 i = 1, nb
255*
256* Update A(i:m,i)
257*
258 CALL zlacgv( i-1, y( i, 1 ), ldy )
259 CALL zgemv( 'No transpose', m-i+1, i-1, -one, a( i, 1 ),
260 $ lda, y( i, 1 ), ldy, one, a( i, i ), 1 )
261 CALL zlacgv( i-1, y( i, 1 ), ldy )
262 CALL zgemv( 'No transpose', m-i+1, i-1, -one, x( i, 1 ),
263 $ ldx, a( 1, i ), 1, one, a( i, i ), 1 )
264*
265* Generate reflection Q(i) to annihilate A(i+1:m,i)
266*
267 alpha = a( i, i )
268 CALL zlarfg( m-i+1, alpha, a( min( i+1, m ), i ), 1,
269 $ tauq( i ) )
270 d( i ) = dble( alpha )
271 IF( i.LT.n ) THEN
272 a( i, i ) = one
273*
274* Compute Y(i+1:n,i)
275*
276 CALL zgemv( 'Conjugate transpose', m-i+1, n-i, one,
277 $ a( i, i+1 ), lda, a( i, i ), 1, zero,
278 $ y( i+1, i ), 1 )
279 CALL zgemv( 'Conjugate transpose', m-i+1, i-1, one,
280 $ a( i, 1 ), lda, a( i, i ), 1, zero,
281 $ y( 1, i ), 1 )
282 CALL zgemv( 'No transpose', n-i, i-1, -one, y( i+1, 1 ),
283 $ ldy, y( 1, i ), 1, one, y( i+1, i ), 1 )
284 CALL zgemv( 'Conjugate transpose', m-i+1, i-1, one,
285 $ x( i, 1 ), ldx, a( i, i ), 1, zero,
286 $ y( 1, i ), 1 )
287 CALL zgemv( 'Conjugate transpose', i-1, n-i, -one,
288 $ a( 1, i+1 ), lda, y( 1, i ), 1, one,
289 $ y( i+1, i ), 1 )
290 CALL zscal( n-i, tauq( i ), y( i+1, i ), 1 )
291*
292* Update A(i,i+1:n)
293*
294 CALL zlacgv( n-i, a( i, i+1 ), lda )
295 CALL zlacgv( i, a( i, 1 ), lda )
296 CALL zgemv( 'No transpose', n-i, i, -one, y( i+1, 1 ),
297 $ ldy, a( i, 1 ), lda, one, a( i, i+1 ), lda )
298 CALL zlacgv( i, a( i, 1 ), lda )
299 CALL zlacgv( i-1, x( i, 1 ), ldx )
300 CALL zgemv( 'Conjugate transpose', i-1, n-i, -one,
301 $ a( 1, i+1 ), lda, x( i, 1 ), ldx, one,
302 $ a( i, i+1 ), lda )
303 CALL zlacgv( i-1, x( i, 1 ), ldx )
304*
305* Generate reflection P(i) to annihilate A(i,i+2:n)
306*
307 alpha = a( i, i+1 )
308 CALL zlarfg( n-i, alpha, a( i, min( i+2, n ) ), lda,
309 $ taup( i ) )
310 e( i ) = dble( alpha )
311 a( i, i+1 ) = one
312*
313* Compute X(i+1:m,i)
314*
315 CALL zgemv( 'No transpose', m-i, n-i, one, a( i+1, i+1 ),
316 $ lda, a( i, i+1 ), lda, zero, x( i+1, i ), 1 )
317 CALL zgemv( 'Conjugate transpose', n-i, i, one,
318 $ y( i+1, 1 ), ldy, a( i, i+1 ), lda, zero,
319 $ x( 1, i ), 1 )
320 CALL zgemv( 'No transpose', m-i, i, -one, a( i+1, 1 ),
321 $ lda, x( 1, i ), 1, one, x( i+1, i ), 1 )
322 CALL zgemv( 'No transpose', i-1, n-i, one, a( 1, i+1 ),
323 $ lda, a( i, i+1 ), lda, zero, x( 1, i ), 1 )
324 CALL zgemv( 'No transpose', m-i, i-1, -one, x( i+1, 1 ),
325 $ ldx, x( 1, i ), 1, one, x( i+1, i ), 1 )
326 CALL zscal( m-i, taup( i ), x( i+1, i ), 1 )
327 CALL zlacgv( n-i, a( i, i+1 ), lda )
328 END IF
329 10 CONTINUE
330 ELSE
331*
332* Reduce to lower bidiagonal form
333*
334 DO 20 i = 1, nb
335*
336* Update A(i,i:n)
337*
338 CALL zlacgv( n-i+1, a( i, i ), lda )
339 CALL zlacgv( i-1, a( i, 1 ), lda )
340 CALL zgemv( 'No transpose', n-i+1, i-1, -one, y( i, 1 ),
341 $ ldy, a( i, 1 ), lda, one, a( i, i ), lda )
342 CALL zlacgv( i-1, a( i, 1 ), lda )
343 CALL zlacgv( i-1, x( i, 1 ), ldx )
344 CALL zgemv( 'Conjugate transpose', i-1, n-i+1, -one,
345 $ a( 1, i ), lda, x( i, 1 ), ldx, one, a( i, i ),
346 $ lda )
347 CALL zlacgv( i-1, x( i, 1 ), ldx )
348*
349* Generate reflection P(i) to annihilate A(i,i+1:n)
350*
351 alpha = a( i, i )
352 CALL zlarfg( n-i+1, alpha, a( i, min( i+1, n ) ), lda,
353 $ taup( i ) )
354 d( i ) = dble( alpha )
355 IF( i.LT.m ) THEN
356 a( i, i ) = one
357*
358* Compute X(i+1:m,i)
359*
360 CALL zgemv( 'No transpose', m-i, n-i+1, one, a( i+1, i ),
361 $ lda, a( i, i ), lda, zero, x( i+1, i ), 1 )
362 CALL zgemv( 'Conjugate transpose', n-i+1, i-1, one,
363 $ y( i, 1 ), ldy, a( i, i ), lda, zero,
364 $ x( 1, i ), 1 )
365 CALL zgemv( 'No transpose', m-i, i-1, -one, a( i+1, 1 ),
366 $ lda, x( 1, i ), 1, one, x( i+1, i ), 1 )
367 CALL zgemv( 'No transpose', i-1, n-i+1, one, a( 1, i ),
368 $ lda, a( i, i ), lda, zero, x( 1, i ), 1 )
369 CALL zgemv( 'No transpose', m-i, i-1, -one, x( i+1, 1 ),
370 $ ldx, x( 1, i ), 1, one, x( i+1, i ), 1 )
371 CALL zscal( m-i, taup( i ), x( i+1, i ), 1 )
372 CALL zlacgv( n-i+1, a( i, i ), lda )
373*
374* Update A(i+1:m,i)
375*
376 CALL zlacgv( i-1, y( i, 1 ), ldy )
377 CALL zgemv( 'No transpose', m-i, i-1, -one, a( i+1, 1 ),
378 $ lda, y( i, 1 ), ldy, one, a( i+1, i ), 1 )
379 CALL zlacgv( i-1, y( i, 1 ), ldy )
380 CALL zgemv( 'No transpose', m-i, i, -one, x( i+1, 1 ),
381 $ ldx, a( 1, i ), 1, one, a( i+1, i ), 1 )
382*
383* Generate reflection Q(i) to annihilate A(i+2:m,i)
384*
385 alpha = a( i+1, i )
386 CALL zlarfg( m-i, alpha, a( min( i+2, m ), i ), 1,
387 $ tauq( i ) )
388 e( i ) = dble( alpha )
389 a( i+1, i ) = one
390*
391* Compute Y(i+1:n,i)
392*
393 CALL zgemv( 'Conjugate transpose', m-i, n-i, one,
394 $ a( i+1, i+1 ), lda, a( i+1, i ), 1, zero,
395 $ y( i+1, i ), 1 )
396 CALL zgemv( 'Conjugate transpose', m-i, i-1, one,
397 $ a( i+1, 1 ), lda, a( i+1, i ), 1, zero,
398 $ y( 1, i ), 1 )
399 CALL zgemv( 'No transpose', n-i, i-1, -one, y( i+1, 1 ),
400 $ ldy, y( 1, i ), 1, one, y( i+1, i ), 1 )
401 CALL zgemv( 'Conjugate transpose', m-i, i, one,
402 $ x( i+1, 1 ), ldx, a( i+1, i ), 1, zero,
403 $ y( 1, i ), 1 )
404 CALL zgemv( 'Conjugate transpose', i, n-i, -one,
405 $ a( 1, i+1 ), lda, y( 1, i ), 1, one,
406 $ y( i+1, i ), 1 )
407 CALL zscal( n-i, tauq( i ), y( i+1, i ), 1 )
408 ELSE
409 CALL zlacgv( n-i+1, a( i, i ), lda )
410 END IF
411 20 CONTINUE
412 END IF
413 RETURN
414*
415* End of ZLABRD
416*
417 END
zlabrd
subroutine zlabrd(m, n, nb, a, lda, d, e, tauq, taup, x, ldx, y, ldy)
ZLABRD reduces the first nb rows and columns of a general matrix to a bidiagonal form.
Definition zlabrd.f:212
zlarfg
subroutine zlarfg(n, alpha, x, incx, tau)
ZLARFG generates an elementary reflector (Householder matrix).
Definition zlarfg.f:106
zlacgv
subroutine zlacgv(n, x, incx)
ZLACGV conjugates a complex vector.
Definition zlacgv.f:74
zscal
subroutine zscal(n, za, zx, incx)
ZSCAL
Definition zscal.f:78
zgemv
subroutine zgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
ZGEMV
Definition zgemv.f:158
min
#define min(a, b)
Definition macros.h:20