LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ sorbdb1()

subroutine sorbdb1 ( integer  M,
integer  P,
integer  Q,
real, dimension(ldx11,*)  X11,
integer  LDX11,
real, dimension(ldx21,*)  X21,
integer  LDX21,
real, dimension(*)  THETA,
real, dimension(*)  PHI,
real, dimension(*)  TAUP1,
real, dimension(*)  TAUP2,
real, dimension(*)  TAUQ1,
real, dimension(*)  WORK,
integer  LWORK,
integer  INFO 
)

SORBDB1

Download SORBDB1 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 SORBDB1 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. Q must be no larger than P,
 M-P, or M-Q. Routines SORBDB2, SORBDB3, and SORBDB4 handle cases in
 which Q 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 Q-by-Q 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.
[in]Q
          Q is INTEGER
           The number of columns in X11 and X21. 0 <= Q <=
           MIN(P,M-P,M-Q).
[in,out]X11
          X11 is REAL 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 REAL 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 REAL array, dimension (Q)
           The entries of the bidiagonal blocks B11, B21 are defined by
           THETA and PHI. See Further Details.
[out]PHI
          PHI is REAL 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 REAL array, dimension (P)
           The scalar factors of the elementary reflectors that define
           P1.
[out]TAUP2
          TAUP2 is REAL array, dimension (M-P)
           The scalar factors of the elementary reflectors that define
           P2.
[out]TAUQ1
          TAUQ1 is REAL array, dimension (Q)
           The scalar factors of the elementary reflectors that define
           Q1.
[out]WORK
          WORK is REAL 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 SORCSD for details.

  P1, P2, and Q1 are represented as products of elementary reflectors.
  See SORCSD2BY1 for details on generating P1, P2, and Q1 using SORGQR
  and SORGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Definition at line 201 of file sorbdb1.f.

203 *
204 * -- LAPACK computational routine --
205 * -- LAPACK is a software package provided by Univ. of Tennessee, --
206 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
207 *
208 * .. Scalar Arguments ..
209  INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
210 * ..
211 * .. Array Arguments ..
212  REAL PHI(*), THETA(*)
213  REAL TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
214  $ X11(LDX11,*), X21(LDX21,*)
215 * ..
216 *
217 * ====================================================================
218 *
219 * .. Parameters ..
220  REAL ONE
221  parameter( one = 1.0e0 )
222 * ..
223 * .. Local Scalars ..
224  REAL C, S
225  INTEGER CHILDINFO, I, ILARF, IORBDB5, LLARF, LORBDB5,
226  $ LWORKMIN, LWORKOPT
227  LOGICAL LQUERY
228 * ..
229 * .. External Subroutines ..
230  EXTERNAL slarf, slarfgp, sorbdb5, srot, xerbla
231 * ..
232 * .. External Functions ..
233  REAL SNRM2
234  EXTERNAL snrm2
235 * ..
236 * .. Intrinsic Function ..
237  INTRINSIC atan2, cos, max, sin, sqrt
238 * ..
239 * .. Executable Statements ..
240 *
241 * Test input arguments
242 *
243  info = 0
244  lquery = lwork .EQ. -1
245 *
246  IF( m .LT. 0 ) THEN
247  info = -1
248  ELSE IF( p .LT. q .OR. m-p .LT. q ) THEN
249  info = -2
250  ELSE IF( q .LT. 0 .OR. m-q .LT. q ) THEN
251  info = -3
252  ELSE IF( ldx11 .LT. max( 1, p ) ) THEN
253  info = -5
254  ELSE IF( ldx21 .LT. max( 1, m-p ) ) THEN
255  info = -7
256  END IF
257 *
258 * Compute workspace
259 *
260  IF( info .EQ. 0 ) THEN
261  ilarf = 2
262  llarf = max( p-1, m-p-1, q-1 )
263  iorbdb5 = 2
264  lorbdb5 = q-2
265  lworkopt = max( ilarf+llarf-1, iorbdb5+lorbdb5-1 )
266  lworkmin = lworkopt
267  work(1) = lworkopt
268  IF( lwork .LT. lworkmin .AND. .NOT.lquery ) THEN
269  info = -14
270  END IF
271  END IF
272  IF( info .NE. 0 ) THEN
273  CALL xerbla( 'SORBDB1', -info )
274  RETURN
275  ELSE IF( lquery ) THEN
276  RETURN
277  END IF
278 *
279 * Reduce columns 1, ..., Q of X11 and X21
280 *
281  DO i = 1, q
282 *
283  CALL slarfgp( p-i+1, x11(i,i), x11(i+1,i), 1, taup1(i) )
284  CALL slarfgp( m-p-i+1, x21(i,i), x21(i+1,i), 1, taup2(i) )
285  theta(i) = atan2( x21(i,i), x11(i,i) )
286  c = cos( theta(i) )
287  s = sin( theta(i) )
288  x11(i,i) = one
289  x21(i,i) = one
290  CALL slarf( 'L', p-i+1, q-i, x11(i,i), 1, taup1(i), x11(i,i+1),
291  $ ldx11, work(ilarf) )
292  CALL slarf( 'L', m-p-i+1, q-i, x21(i,i), 1, taup2(i),
293  $ x21(i,i+1), ldx21, work(ilarf) )
294 *
295  IF( i .LT. q ) THEN
296  CALL srot( q-i, x11(i,i+1), ldx11, x21(i,i+1), ldx21, c, s )
297  CALL slarfgp( q-i, x21(i,i+1), x21(i,i+2), ldx21, tauq1(i) )
298  s = x21(i,i+1)
299  x21(i,i+1) = one
300  CALL slarf( 'R', p-i, q-i, x21(i,i+1), ldx21, tauq1(i),
301  $ x11(i+1,i+1), ldx11, work(ilarf) )
302  CALL slarf( 'R', m-p-i, q-i, x21(i,i+1), ldx21, tauq1(i),
303  $ x21(i+1,i+1), ldx21, work(ilarf) )
304  c = sqrt( snrm2( p-i, x11(i+1,i+1), 1 )**2
305  $ + snrm2( m-p-i, x21(i+1,i+1), 1 )**2 )
306  phi(i) = atan2( s, c )
307  CALL sorbdb5( p-i, m-p-i, q-i-1, x11(i+1,i+1), 1,
308  $ x21(i+1,i+1), 1, x11(i+1,i+2), ldx11,
309  $ x21(i+1,i+2), ldx21, work(iorbdb5), lorbdb5,
310  $ childinfo )
311  END IF
312 *
313  END DO
314 *
315  RETURN
316 *
317 * End of SORBDB1
318 *
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine slarfgp(N, ALPHA, X, INCX, TAU)
SLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
Definition: slarfgp.f:104
subroutine slarf(SIDE, M, N, V, INCV, TAU, C, LDC, WORK)
SLARF applies an elementary reflector to a general rectangular matrix.
Definition: slarf.f:124
subroutine sorbdb5(M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2, LDQ2, WORK, LWORK, INFO)
SORBDB5
Definition: sorbdb5.f:156
subroutine srot(N, SX, INCX, SY, INCY, C, S)
SROT
Definition: srot.f:92
real(wp) function snrm2(n, x, incx)
SNRM2
Definition: snrm2.f90:89
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