LAPACK  3.10.1
LAPACK: Linear Algebra PACKage

◆ dorbdb2()

subroutine dorbdb2 ( integer  M,
integer  P,
integer  Q,
double precision, dimension(ldx11,*)  X11,
integer  LDX11,
double precision, dimension(ldx21,*)  X21,
integer  LDX21,
double precision, dimension(*)  THETA,
double precision, dimension(*)  PHI,
double precision, dimension(*)  TAUP1,
double precision, dimension(*)  TAUP2,
double precision, dimension(*)  TAUQ1,
double precision, dimension(*)  WORK,
integer  LWORK,
integer  INFO 
)

DORBDB2

Download DORBDB2 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DORBDB2 simultaneously bidiagonalizes the blocks of a tall and skinny
 matrix X with orthonomal columns:

                            [ B11 ]
      [ X11 ]   [ P1 |    ] [  0  ]
      [-----] = [---------] [-----] Q1**T .
      [ X21 ]   [    | P2 ] [ B21 ]
                            [  0  ]

 X11 is P-by-Q, and X21 is (M-P)-by-Q. P must be no larger than M-P,
 Q, or M-Q. Routines DORBDB1, DORBDB3, and DORBDB4 handle cases in
 which P is not the minimum dimension.

 The orthogonal matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
 and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
 Householder vectors.

 B11 and B12 are P-by-P bidiagonal matrices represented implicitly by
 angles THETA, PHI.
Parameters
[in]M
          M is INTEGER
           The number of rows X11 plus the number of rows in X21.
[in]P
          P is INTEGER
           The number of rows in X11. 0 <= P <= min(M-P,Q,M-Q).
[in]Q
          Q is INTEGER
           The number of columns in X11 and X21. 0 <= Q <= M.
[in,out]X11
          X11 is DOUBLE PRECISION array, dimension (LDX11,Q)
           On entry, the top block of the matrix X to be reduced. On
           exit, the columns of tril(X11) specify reflectors for P1 and
           the rows of triu(X11,1) specify reflectors for Q1.
[in]LDX11
          LDX11 is INTEGER
           The leading dimension of X11. LDX11 >= P.
[in,out]X21
          X21 is DOUBLE PRECISION array, dimension (LDX21,Q)
           On entry, the bottom block of the matrix X to be reduced. On
           exit, the columns of tril(X21) specify reflectors for P2.
[in]LDX21
          LDX21 is INTEGER
           The leading dimension of X21. LDX21 >= M-P.
[out]THETA
          THETA is DOUBLE PRECISION array, dimension (Q)
           The entries of the bidiagonal blocks B11, B21 are defined by
           THETA and PHI. See Further Details.
[out]PHI
          PHI is DOUBLE PRECISION array, dimension (Q-1)
           The entries of the bidiagonal blocks B11, B21 are defined by
           THETA and PHI. See Further Details.
[out]TAUP1
          TAUP1 is DOUBLE PRECISION array, dimension (P)
           The scalar factors of the elementary reflectors that define
           P1.
[out]TAUP2
          TAUP2 is DOUBLE PRECISION array, dimension (M-P)
           The scalar factors of the elementary reflectors that define
           P2.
[out]TAUQ1
          TAUQ1 is DOUBLE PRECISION array, dimension (Q)
           The scalar factors of the elementary reflectors that define
           Q1.
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (LWORK)
[in]LWORK
          LWORK is INTEGER
           The dimension of the array WORK. LWORK >= M-Q.

           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.
[out]INFO
          INFO is INTEGER
           = 0:  successful exit.
           < 0:  if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
  The upper-bidiagonal blocks B11, B21 are represented implicitly by
  angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
  in each bidiagonal band is a product of a sine or cosine of a THETA
  with a sine or cosine of a PHI. See [1] or DORCSD for details.

  P1, P2, and Q1 are represented as products of elementary reflectors.
  See DORCSD2BY1 for details on generating P1, P2, and Q1 using DORGQR
  and DORGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Definition at line 200 of file dorbdb2.f.

202 *
203 * -- LAPACK computational routine --
204 * -- LAPACK is a software package provided by Univ. of Tennessee, --
205 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
206 *
207 * .. Scalar Arguments ..
208  INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
209 * ..
210 * .. Array Arguments ..
211  DOUBLE PRECISION PHI(*), THETA(*)
212  DOUBLE PRECISION TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
213  $ X11(LDX11,*), X21(LDX21,*)
214 * ..
215 *
216 * ====================================================================
217 *
218 * .. Parameters ..
219  DOUBLE PRECISION NEGONE, ONE
220  parameter( negone = -1.0d0, one = 1.0d0 )
221 * ..
222 * .. Local Scalars ..
223  DOUBLE PRECISION C, S
224  INTEGER CHILDINFO, I, ILARF, IORBDB5, LLARF, LORBDB5,
225  $ LWORKMIN, LWORKOPT
226  LOGICAL LQUERY
227 * ..
228 * .. External Subroutines ..
229  EXTERNAL dlarf, dlarfgp, dorbdb5, drot, dscal, xerbla
230 * ..
231 * .. External Functions ..
232  DOUBLE PRECISION DNRM2
233  EXTERNAL dnrm2
234 * ..
235 * .. Intrinsic Function ..
236  INTRINSIC atan2, cos, max, sin, sqrt
237 * ..
238 * .. Executable Statements ..
239 *
240 * Test input arguments
241 *
242  info = 0
243  lquery = lwork .EQ. -1
244 *
245  IF( m .LT. 0 ) THEN
246  info = -1
247  ELSE IF( p .LT. 0 .OR. p .GT. m-p ) THEN
248  info = -2
249  ELSE IF( q .LT. 0 .OR. q .LT. p .OR. m-q .LT. p ) THEN
250  info = -3
251  ELSE IF( ldx11 .LT. max( 1, p ) ) THEN
252  info = -5
253  ELSE IF( ldx21 .LT. max( 1, m-p ) ) THEN
254  info = -7
255  END IF
256 *
257 * Compute workspace
258 *
259  IF( info .EQ. 0 ) THEN
260  ilarf = 2
261  llarf = max( p-1, m-p, q-1 )
262  iorbdb5 = 2
263  lorbdb5 = q-1
264  lworkopt = max( ilarf+llarf-1, iorbdb5+lorbdb5-1 )
265  lworkmin = lworkopt
266  work(1) = lworkopt
267  IF( lwork .LT. lworkmin .AND. .NOT.lquery ) THEN
268  info = -14
269  END IF
270  END IF
271  IF( info .NE. 0 ) THEN
272  CALL xerbla( 'DORBDB2', -info )
273  RETURN
274  ELSE IF( lquery ) THEN
275  RETURN
276  END IF
277 *
278 * Reduce rows 1, ..., P of X11 and X21
279 *
280  DO i = 1, p
281 *
282  IF( i .GT. 1 ) THEN
283  CALL drot( q-i+1, x11(i,i), ldx11, x21(i-1,i), ldx21, c, s )
284  END IF
285  CALL dlarfgp( q-i+1, x11(i,i), x11(i,i+1), ldx11, tauq1(i) )
286  c = x11(i,i)
287  x11(i,i) = one
288  CALL dlarf( 'R', p-i, q-i+1, x11(i,i), ldx11, tauq1(i),
289  $ x11(i+1,i), ldx11, work(ilarf) )
290  CALL dlarf( 'R', m-p-i+1, q-i+1, x11(i,i), ldx11, tauq1(i),
291  $ x21(i,i), ldx21, work(ilarf) )
292  s = sqrt( dnrm2( p-i, x11(i+1,i), 1 )**2
293  $ + dnrm2( m-p-i+1, x21(i,i), 1 )**2 )
294  theta(i) = atan2( s, c )
295 *
296  CALL dorbdb5( p-i, m-p-i+1, q-i, x11(i+1,i), 1, x21(i,i), 1,
297  $ x11(i+1,i+1), ldx11, x21(i,i+1), ldx21,
298  $ work(iorbdb5), lorbdb5, childinfo )
299  CALL dscal( p-i, negone, x11(i+1,i), 1 )
300  CALL dlarfgp( m-p-i+1, x21(i,i), x21(i+1,i), 1, taup2(i) )
301  IF( i .LT. p ) THEN
302  CALL dlarfgp( p-i, x11(i+1,i), x11(i+2,i), 1, taup1(i) )
303  phi(i) = atan2( x11(i+1,i), x21(i,i) )
304  c = cos( phi(i) )
305  s = sin( phi(i) )
306  x11(i+1,i) = one
307  CALL dlarf( 'L', p-i, q-i, x11(i+1,i), 1, taup1(i),
308  $ x11(i+1,i+1), ldx11, work(ilarf) )
309  END IF
310  x21(i,i) = one
311  CALL dlarf( 'L', m-p-i+1, q-i, x21(i,i), 1, taup2(i),
312  $ x21(i,i+1), ldx21, work(ilarf) )
313 *
314  END DO
315 *
316 * Reduce the bottom-right portion of X21 to the identity matrix
317 *
318  DO i = p + 1, q
319  CALL dlarfgp( m-p-i+1, x21(i,i), x21(i+1,i), 1, taup2(i) )
320  x21(i,i) = one
321  CALL dlarf( 'L', m-p-i+1, q-i, x21(i,i), 1, taup2(i),
322  $ x21(i,i+1), ldx21, work(ilarf) )
323  END DO
324 *
325  RETURN
326 *
327 * End of DORBDB2
328 *
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine drot(N, DX, INCX, DY, INCY, C, S)
DROT
Definition: drot.f:92
subroutine dscal(N, DA, DX, INCX)
DSCAL
Definition: dscal.f:79
subroutine dlarf(SIDE, M, N, V, INCV, TAU, C, LDC, WORK)
DLARF applies an elementary reflector to a general rectangular matrix.
Definition: dlarf.f:124
subroutine dlarfgp(N, ALPHA, X, INCX, TAU)
DLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
Definition: dlarfgp.f:104
subroutine dorbdb5(M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2, LDQ2, WORK, LWORK, INFO)
DORBDB5
Definition: dorbdb5.f:156
real(wp) function dnrm2(n, x, incx)
DNRM2
Definition: dnrm2.f90:89
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