LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ zunbdb3()

subroutine zunbdb3 ( integer  M,
integer  P,
integer  Q,
complex*16, dimension(ldx11,*)  X11,
integer  LDX11,
complex*16, dimension(ldx21,*)  X21,
integer  LDX21,
double precision, dimension(*)  THETA,
double precision, dimension(*)  PHI,
complex*16, dimension(*)  TAUP1,
complex*16, dimension(*)  TAUP2,
complex*16, dimension(*)  TAUQ1,
complex*16, dimension(*)  WORK,
integer  LWORK,
integer  INFO 
)

ZUNBDB3

Download ZUNBDB3 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 ZUNBDB3 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. M-P must be no larger than P,
 Q, or M-Q. Routines ZUNBDB1, ZUNBDB2, and ZUNBDB4 handle cases in
 which M-P is not the minimum dimension.

 The unitary 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 (M-P)-by-(M-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 <= M. M-P <= min(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 COMPLEX*16 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 COMPLEX*16 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 COMPLEX*16 array, dimension (P)
           The scalar factors of the elementary reflectors that define
           P1.
[out]TAUP2
          TAUP2 is COMPLEX*16 array, dimension (M-P)
           The scalar factors of the elementary reflectors that define
           P2.
[out]TAUQ1
          TAUQ1 is COMPLEX*16 array, dimension (Q)
           The scalar factors of the elementary reflectors that define
           Q1.
[out]WORK
          WORK is COMPLEX*16 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 ZUNCSD for details.

  P1, P2, and Q1 are represented as products of elementary reflectors.
  See ZUNCSD2BY1 for details on generating P1, P2, and Q1 using ZUNGQR
  and ZUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Definition at line 199 of file zunbdb3.f.

201 *
202 * -- LAPACK computational routine --
203 * -- LAPACK is a software package provided by Univ. of Tennessee, --
204 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
205 *
206 * .. Scalar Arguments ..
207  INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
208 * ..
209 * .. Array Arguments ..
210  DOUBLE PRECISION PHI(*), THETA(*)
211  COMPLEX*16 TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
212  $ X11(LDX11,*), X21(LDX21,*)
213 * ..
214 *
215 * ====================================================================
216 *
217 * .. Parameters ..
218  COMPLEX*16 ONE
219  parameter( one = (1.0d0,0.0d0) )
220 * ..
221 * .. Local Scalars ..
222  DOUBLE PRECISION C, S
223  INTEGER CHILDINFO, I, ILARF, IORBDB5, LLARF, LORBDB5,
224  $ LWORKMIN, LWORKOPT
225  LOGICAL LQUERY
226 * ..
227 * .. External Subroutines ..
228  EXTERNAL zlarf, zlarfgp, zunbdb5, zdrot, zlacgv, xerbla
229 * ..
230 * .. External Functions ..
231  DOUBLE PRECISION DZNRM2
232  EXTERNAL dznrm2
233 * ..
234 * .. Intrinsic Function ..
235  INTRINSIC atan2, cos, max, sin, sqrt
236 * ..
237 * .. Executable Statements ..
238 *
239 * Test input arguments
240 *
241  info = 0
242  lquery = lwork .EQ. -1
243 *
244  IF( m .LT. 0 ) THEN
245  info = -1
246  ELSE IF( 2*p .LT. m .OR. p .GT. m ) THEN
247  info = -2
248  ELSE IF( q .LT. m-p .OR. m-q .LT. m-p ) THEN
249  info = -3
250  ELSE IF( ldx11 .LT. max( 1, p ) ) THEN
251  info = -5
252  ELSE IF( ldx21 .LT. max( 1, m-p ) ) THEN
253  info = -7
254  END IF
255 *
256 * Compute workspace
257 *
258  IF( info .EQ. 0 ) THEN
259  ilarf = 2
260  llarf = max( p, m-p-1, q-1 )
261  iorbdb5 = 2
262  lorbdb5 = q-1
263  lworkopt = max( ilarf+llarf-1, iorbdb5+lorbdb5-1 )
264  lworkmin = lworkopt
265  work(1) = lworkopt
266  IF( lwork .LT. lworkmin .AND. .NOT.lquery ) THEN
267  info = -14
268  END IF
269  END IF
270  IF( info .NE. 0 ) THEN
271  CALL xerbla( 'ZUNBDB3', -info )
272  RETURN
273  ELSE IF( lquery ) THEN
274  RETURN
275  END IF
276 *
277 * Reduce rows 1, ..., M-P of X11 and X21
278 *
279  DO i = 1, m-p
280 *
281  IF( i .GT. 1 ) THEN
282  CALL zdrot( q-i+1, x11(i-1,i), ldx11, x21(i,i), ldx11, c,
283  $ s )
284  END IF
285 *
286  CALL zlacgv( q-i+1, x21(i,i), ldx21 )
287  CALL zlarfgp( q-i+1, x21(i,i), x21(i,i+1), ldx21, tauq1(i) )
288  s = dble( x21(i,i) )
289  x21(i,i) = one
290  CALL zlarf( 'R', p-i+1, q-i+1, x21(i,i), ldx21, tauq1(i),
291  $ x11(i,i), ldx11, work(ilarf) )
292  CALL zlarf( 'R', m-p-i, q-i+1, x21(i,i), ldx21, tauq1(i),
293  $ x21(i+1,i), ldx21, work(ilarf) )
294  CALL zlacgv( q-i+1, x21(i,i), ldx21 )
295  c = sqrt( dznrm2( p-i+1, x11(i,i), 1 )**2
296  $ + dznrm2( m-p-i, x21(i+1,i), 1 )**2 )
297  theta(i) = atan2( s, c )
298 *
299  CALL zunbdb5( p-i+1, m-p-i, q-i, x11(i,i), 1, x21(i+1,i), 1,
300  $ x11(i,i+1), ldx11, x21(i+1,i+1), ldx21,
301  $ work(iorbdb5), lorbdb5, childinfo )
302  CALL zlarfgp( p-i+1, x11(i,i), x11(i+1,i), 1, taup1(i) )
303  IF( i .LT. m-p ) THEN
304  CALL zlarfgp( m-p-i, x21(i+1,i), x21(i+2,i), 1, taup2(i) )
305  phi(i) = atan2( dble( x21(i+1,i) ), dble( x11(i,i) ) )
306  c = cos( phi(i) )
307  s = sin( phi(i) )
308  x21(i+1,i) = one
309  CALL zlarf( 'L', m-p-i, q-i, x21(i+1,i), 1,
310  $ dconjg(taup2(i)), x21(i+1,i+1), ldx21,
311  $ work(ilarf) )
312  END IF
313  x11(i,i) = one
314  CALL zlarf( 'L', p-i+1, q-i, x11(i,i), 1, dconjg(taup1(i)),
315  $ x11(i,i+1), ldx11, work(ilarf) )
316 *
317  END DO
318 *
319 * Reduce the bottom-right portion of X11 to the identity matrix
320 *
321  DO i = m-p + 1, q
322  CALL zlarfgp( p-i+1, x11(i,i), x11(i+1,i), 1, taup1(i) )
323  x11(i,i) = one
324  CALL zlarf( 'L', p-i+1, q-i, x11(i,i), 1, dconjg(taup1(i)),
325  $ x11(i,i+1), ldx11, work(ilarf) )
326  END DO
327 *
328  RETURN
329 *
330 * End of ZUNBDB3
331 *
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine zdrot(N, ZX, INCX, ZY, INCY, C, S)
ZDROT
Definition: zdrot.f:98
subroutine zlarfgp(N, ALPHA, X, INCX, TAU)
ZLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
Definition: zlarfgp.f:104
subroutine zlacgv(N, X, INCX)
ZLACGV conjugates a complex vector.
Definition: zlacgv.f:74
subroutine zlarf(SIDE, M, N, V, INCV, TAU, C, LDC, WORK)
ZLARF applies an elementary reflector to a general rectangular matrix.
Definition: zlarf.f:128
subroutine zunbdb5(M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2, LDQ2, WORK, LWORK, INFO)
ZUNBDB5
Definition: zunbdb5.f:156
real(wp) function dznrm2(n, x, incx)
DZNRM2
Definition: dznrm2.f90:90
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