summaryrefslogtreecommitdiff
path: root/SRC/cgbbrd.f
blob: fc57ee9df95fcecb868c762c48fbd1c1e4735a87 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
      SUBROUTINE CGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q,
     $                   LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO )
*
*  -- LAPACK routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          VECT
      INTEGER            INFO, KL, KU, LDAB, LDC, LDPT, LDQ, M, N, NCC
*     ..
*     .. Array Arguments ..
      REAL               D( * ), E( * ), RWORK( * )
      COMPLEX            AB( LDAB, * ), C( LDC, * ), PT( LDPT, * ),
     $                   Q( LDQ, * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  CGBBRD reduces a complex general m-by-n band matrix A to real upper
*  bidiagonal form B by a unitary transformation: Q' * A * P = B.
*
*  The routine computes B, and optionally forms Q or P', or computes
*  Q'*C for a given matrix C.
*
*  Arguments
*  =========
*
*  VECT    (input) CHARACTER*1
*          Specifies whether or not the matrices Q and P' are to be
*          formed.
*          = 'N': do not form Q or P';
*          = 'Q': form Q only;
*          = 'P': form P' only;
*          = 'B': form both.
*
*  M       (input) INTEGER
*          The number of rows of the matrix A.  M >= 0.
*
*  N       (input) INTEGER
*          The number of columns of the matrix A.  N >= 0.
*
*  NCC     (input) INTEGER
*          The number of columns of the matrix C.  NCC >= 0.
*
*  KL      (input) INTEGER
*          The number of subdiagonals of the matrix A. KL >= 0.
*
*  KU      (input) INTEGER
*          The number of superdiagonals of the matrix A. KU >= 0.
*
*  AB      (input/output) COMPLEX array, dimension (LDAB,N)
*          On entry, the m-by-n band matrix A, stored in rows 1 to
*          KL+KU+1. The j-th column of A is stored in the j-th column of
*          the array AB as follows:
*          AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
*          On exit, A is overwritten by values generated during the
*          reduction.
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array A. LDAB >= KL+KU+1.
*
*  D       (output) REAL array, dimension (min(M,N))
*          The diagonal elements of the bidiagonal matrix B.
*
*  E       (output) REAL array, dimension (min(M,N)-1)
*          The superdiagonal elements of the bidiagonal matrix B.
*
*  Q       (output) COMPLEX array, dimension (LDQ,M)
*          If VECT = 'Q' or 'B', the m-by-m unitary matrix Q.
*          If VECT = 'N' or 'P', the array Q is not referenced.
*
*  LDQ     (input) INTEGER
*          The leading dimension of the array Q.
*          LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
*
*  PT      (output) COMPLEX array, dimension (LDPT,N)
*          If VECT = 'P' or 'B', the n-by-n unitary matrix P'.
*          If VECT = 'N' or 'Q', the array PT is not referenced.
*
*  LDPT    (input) INTEGER
*          The leading dimension of the array PT.
*          LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
*
*  C       (input/output) COMPLEX array, dimension (LDC,NCC)
*          On entry, an m-by-ncc matrix C.
*          On exit, C is overwritten by Q'*C.
*          C is not referenced if NCC = 0.
*
*  LDC     (input) INTEGER
*          The leading dimension of the array C.
*          LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
*
*  WORK    (workspace) COMPLEX array, dimension (max(M,N))
*
*  RWORK   (workspace) REAL array, dimension (max(M,N))
*
*  INFO    (output) INTEGER
*          = 0:  successful exit.
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO
      PARAMETER          ( ZERO = 0.0E+0 )
      COMPLEX            CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0E+0, 0.0E+0 ),
     $                   CONE = ( 1.0E+0, 0.0E+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            WANTB, WANTC, WANTPT, WANTQ
      INTEGER            I, INCA, J, J1, J2, KB, KB1, KK, KLM, KLU1,
     $                   KUN, L, MINMN, ML, ML0, MU, MU0, NR, NRT
      REAL               ABST, RC
      COMPLEX            RA, RB, RS, T
*     ..
*     .. External Subroutines ..
      EXTERNAL           CLARGV, CLARTG, CLARTV, CLASET, CROT, CSCAL,
     $                   XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, CONJG, MAX, MIN
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters
*
      WANTB = LSAME( VECT, 'B' )
      WANTQ = LSAME( VECT, 'Q' ) .OR. WANTB
      WANTPT = LSAME( VECT, 'P' ) .OR. WANTB
      WANTC = NCC.GT.0
      KLU1 = KL + KU + 1
      INFO = 0
      IF( .NOT.WANTQ .AND. .NOT.WANTPT .AND. .NOT.LSAME( VECT, 'N' ) )
     $     THEN
         INFO = -1
      ELSE IF( M.LT.0 ) THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -3
      ELSE IF( NCC.LT.0 ) THEN
         INFO = -4
      ELSE IF( KL.LT.0 ) THEN
         INFO = -5
      ELSE IF( KU.LT.0 ) THEN
         INFO = -6
      ELSE IF( LDAB.LT.KLU1 ) THEN
         INFO = -8
      ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. LDQ.LT.MAX( 1, M ) ) THEN
         INFO = -12
      ELSE IF( LDPT.LT.1 .OR. WANTPT .AND. LDPT.LT.MAX( 1, N ) ) THEN
         INFO = -14
      ELSE IF( LDC.LT.1 .OR. WANTC .AND. LDC.LT.MAX( 1, M ) ) THEN
         INFO = -16
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'CGBBRD', -INFO )
         RETURN
      END IF
*
*     Initialize Q and P' to the unit matrix, if needed
*
      IF( WANTQ )
     $   CALL CLASET( 'Full', M, M, CZERO, CONE, Q, LDQ )
      IF( WANTPT )
     $   CALL CLASET( 'Full', N, N, CZERO, CONE, PT, LDPT )
*
*     Quick return if possible.
*
      IF( M.EQ.0 .OR. N.EQ.0 )
     $   RETURN
*
      MINMN = MIN( M, N )
*
      IF( KL+KU.GT.1 ) THEN
*
*        Reduce to upper bidiagonal form if KU > 0; if KU = 0, reduce
*        first to lower bidiagonal form and then transform to upper
*        bidiagonal
*
         IF( KU.GT.0 ) THEN
            ML0 = 1
            MU0 = 2
         ELSE
            ML0 = 2
            MU0 = 1
         END IF
*
*        Wherever possible, plane rotations are generated and applied in
*        vector operations of length NR over the index set J1:J2:KLU1.
*
*        The complex sines of the plane rotations are stored in WORK,
*        and the real cosines in RWORK.
*
         KLM = MIN( M-1, KL )
         KUN = MIN( N-1, KU )
         KB = KLM + KUN
         KB1 = KB + 1
         INCA = KB1*LDAB
         NR = 0
         J1 = KLM + 2
         J2 = 1 - KUN
*
         DO 90 I = 1, MINMN
*
*           Reduce i-th column and i-th row of matrix to bidiagonal form
*
            ML = KLM + 1
            MU = KUN + 1
            DO 80 KK = 1, KB
               J1 = J1 + KB
               J2 = J2 + KB
*
*              generate plane rotations to annihilate nonzero elements
*              which have been created below the band
*
               IF( NR.GT.0 )
     $            CALL CLARGV( NR, AB( KLU1, J1-KLM-1 ), INCA,
     $                         WORK( J1 ), KB1, RWORK( J1 ), KB1 )
*
*              apply plane rotations from the left
*
               DO 10 L = 1, KB
                  IF( J2-KLM+L-1.GT.N ) THEN
                     NRT = NR - 1
                  ELSE
                     NRT = NR
                  END IF
                  IF( NRT.GT.0 )
     $               CALL CLARTV( NRT, AB( KLU1-L, J1-KLM+L-1 ), INCA,
     $                            AB( KLU1-L+1, J1-KLM+L-1 ), INCA,
     $                            RWORK( J1 ), WORK( J1 ), KB1 )
   10          CONTINUE
*
               IF( ML.GT.ML0 ) THEN
                  IF( ML.LE.M-I+1 ) THEN
*
*                    generate plane rotation to annihilate a(i+ml-1,i)
*                    within the band, and apply rotation from the left
*
                     CALL CLARTG( AB( KU+ML-1, I ), AB( KU+ML, I ),
     $                            RWORK( I+ML-1 ), WORK( I+ML-1 ), RA )
                     AB( KU+ML-1, I ) = RA
                     IF( I.LT.N )
     $                  CALL CROT( MIN( KU+ML-2, N-I ),
     $                             AB( KU+ML-2, I+1 ), LDAB-1,
     $                             AB( KU+ML-1, I+1 ), LDAB-1,
     $                             RWORK( I+ML-1 ), WORK( I+ML-1 ) )
                  END IF
                  NR = NR + 1
                  J1 = J1 - KB1
               END IF
*
               IF( WANTQ ) THEN
*
*                 accumulate product of plane rotations in Q
*
                  DO 20 J = J1, J2, KB1
                     CALL CROT( M, Q( 1, J-1 ), 1, Q( 1, J ), 1,
     $                          RWORK( J ), CONJG( WORK( J ) ) )
   20             CONTINUE
               END IF
*
               IF( WANTC ) THEN
*
*                 apply plane rotations to C
*
                  DO 30 J = J1, J2, KB1
                     CALL CROT( NCC, C( J-1, 1 ), LDC, C( J, 1 ), LDC,
     $                          RWORK( J ), WORK( J ) )
   30             CONTINUE
               END IF
*
               IF( J2+KUN.GT.N ) THEN
*
*                 adjust J2 to keep within the bounds of the matrix
*
                  NR = NR - 1
                  J2 = J2 - KB1
               END IF
*
               DO 40 J = J1, J2, KB1
*
*                 create nonzero element a(j-1,j+ku) above the band
*                 and store it in WORK(n+1:2*n)
*
                  WORK( J+KUN ) = WORK( J )*AB( 1, J+KUN )
                  AB( 1, J+KUN ) = RWORK( J )*AB( 1, J+KUN )
   40          CONTINUE
*
*              generate plane rotations to annihilate nonzero elements
*              which have been generated above the band
*
               IF( NR.GT.0 )
     $            CALL CLARGV( NR, AB( 1, J1+KUN-1 ), INCA,
     $                         WORK( J1+KUN ), KB1, RWORK( J1+KUN ),
     $                         KB1 )
*
*              apply plane rotations from the right
*
               DO 50 L = 1, KB
                  IF( J2+L-1.GT.M ) THEN
                     NRT = NR - 1
                  ELSE
                     NRT = NR
                  END IF
                  IF( NRT.GT.0 )
     $               CALL CLARTV( NRT, AB( L+1, J1+KUN-1 ), INCA,
     $                            AB( L, J1+KUN ), INCA,
     $                            RWORK( J1+KUN ), WORK( J1+KUN ), KB1 )
   50          CONTINUE
*
               IF( ML.EQ.ML0 .AND. MU.GT.MU0 ) THEN
                  IF( MU.LE.N-I+1 ) THEN
*
*                    generate plane rotation to annihilate a(i,i+mu-1)
*                    within the band, and apply rotation from the right
*
                     CALL CLARTG( AB( KU-MU+3, I+MU-2 ),
     $                            AB( KU-MU+2, I+MU-1 ),
     $                            RWORK( I+MU-1 ), WORK( I+MU-1 ), RA )
                     AB( KU-MU+3, I+MU-2 ) = RA
                     CALL CROT( MIN( KL+MU-2, M-I ),
     $                          AB( KU-MU+4, I+MU-2 ), 1,
     $                          AB( KU-MU+3, I+MU-1 ), 1,
     $                          RWORK( I+MU-1 ), WORK( I+MU-1 ) )
                  END IF
                  NR = NR + 1
                  J1 = J1 - KB1
               END IF
*
               IF( WANTPT ) THEN
*
*                 accumulate product of plane rotations in P'
*
                  DO 60 J = J1, J2, KB1
                     CALL CROT( N, PT( J+KUN-1, 1 ), LDPT,
     $                          PT( J+KUN, 1 ), LDPT, RWORK( J+KUN ),
     $                          CONJG( WORK( J+KUN ) ) )
   60             CONTINUE
               END IF
*
               IF( J2+KB.GT.M ) THEN
*
*                 adjust J2 to keep within the bounds of the matrix
*
                  NR = NR - 1
                  J2 = J2 - KB1
               END IF
*
               DO 70 J = J1, J2, KB1
*
*                 create nonzero element a(j+kl+ku,j+ku-1) below the
*                 band and store it in WORK(1:n)
*
                  WORK( J+KB ) = WORK( J+KUN )*AB( KLU1, J+KUN )
                  AB( KLU1, J+KUN ) = RWORK( J+KUN )*AB( KLU1, J+KUN )
   70          CONTINUE
*
               IF( ML.GT.ML0 ) THEN
                  ML = ML - 1
               ELSE
                  MU = MU - 1
               END IF
   80       CONTINUE
   90    CONTINUE
      END IF
*
      IF( KU.EQ.0 .AND. KL.GT.0 ) THEN
*
*        A has been reduced to complex lower bidiagonal form
*
*        Transform lower bidiagonal form to upper bidiagonal by applying
*        plane rotations from the left, overwriting superdiagonal
*        elements on subdiagonal elements
*
         DO 100 I = 1, MIN( M-1, N )
            CALL CLARTG( AB( 1, I ), AB( 2, I ), RC, RS, RA )
            AB( 1, I ) = RA
            IF( I.LT.N ) THEN
               AB( 2, I ) = RS*AB( 1, I+1 )
               AB( 1, I+1 ) = RC*AB( 1, I+1 )
            END IF
            IF( WANTQ )
     $         CALL CROT( M, Q( 1, I ), 1, Q( 1, I+1 ), 1, RC,
     $                    CONJG( RS ) )
            IF( WANTC )
     $         CALL CROT( NCC, C( I, 1 ), LDC, C( I+1, 1 ), LDC, RC,
     $                    RS )
  100    CONTINUE
      ELSE
*
*        A has been reduced to complex upper bidiagonal form or is
*        diagonal
*
         IF( KU.GT.0 .AND. M.LT.N ) THEN
*
*           Annihilate a(m,m+1) by applying plane rotations from the
*           right
*
            RB = AB( KU, M+1 )
            DO 110 I = M, 1, -1
               CALL CLARTG( AB( KU+1, I ), RB, RC, RS, RA )
               AB( KU+1, I ) = RA
               IF( I.GT.1 ) THEN
                  RB = -CONJG( RS )*AB( KU, I )
                  AB( KU, I ) = RC*AB( KU, I )
               END IF
               IF( WANTPT )
     $            CALL CROT( N, PT( I, 1 ), LDPT, PT( M+1, 1 ), LDPT,
     $                       RC, CONJG( RS ) )
  110       CONTINUE
         END IF
      END IF
*
*     Make diagonal and superdiagonal elements real, storing them in D
*     and E
*
      T = AB( KU+1, 1 )
      DO 120 I = 1, MINMN
         ABST = ABS( T )
         D( I ) = ABST
         IF( ABST.NE.ZERO ) THEN
            T = T / ABST
         ELSE
            T = CONE
         END IF
         IF( WANTQ )
     $      CALL CSCAL( M, T, Q( 1, I ), 1 )
         IF( WANTC )
     $      CALL CSCAL( NCC, CONJG( T ), C( I, 1 ), LDC )
         IF( I.LT.MINMN ) THEN
            IF( KU.EQ.0 .AND. KL.EQ.0 ) THEN
               E( I ) = ZERO
               T = AB( 1, I+1 )
            ELSE
               IF( KU.EQ.0 ) THEN
                  T = AB( 2, I )*CONJG( T )
               ELSE
                  T = AB( KU, I+1 )*CONJG( T )
               END IF
               ABST = ABS( T )
               E( I ) = ABST
               IF( ABST.NE.ZERO ) THEN
                  T = T / ABST
               ELSE
                  T = CONE
               END IF
               IF( WANTPT )
     $            CALL CSCAL( N, T, PT( I+1, 1 ), LDPT )
               T = AB( KU+1, I+1 )*CONJG( T )
            END IF
         END IF
  120 CONTINUE
      RETURN
*
*     End of CGBBRD
*
      END