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lapack/SRC/sorbdb2.f
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=================================================
2016-07-09 11:19:34 -05:00

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*> \brief \b SORBDB2
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SORBDB2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sorbdb2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sorbdb2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sorbdb2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE SORBDB2( M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
* TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
* ..
* .. Array Arguments ..
* REAL PHI(*), THETA(*)
* REAL TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
* $ X11(LDX11,*), X21(LDX21,*)
* ..
*
*
*> \par Purpose:
*> =============
*>
*>\verbatim
*>
*> SORBDB2 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 SORBDB1, SORBDB3, and SORBDB4 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.
*>
*>\endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows X11 plus the number of rows in X21.
*> \endverbatim
*>
*> \param[in] P
*> \verbatim
*> P is INTEGER
*> The number of rows in X11. 0 <= P <= min(M-P,Q,M-Q).
*> \endverbatim
*>
*> \param[in] Q
*> \verbatim
*> Q is INTEGER
*> The number of columns in X11 and X21. 0 <= Q <= M.
*> \endverbatim
*>
*> \param[in,out] X11
*> \verbatim
*> 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.
*> \endverbatim
*>
*> \param[in] LDX11
*> \verbatim
*> LDX11 is INTEGER
*> The leading dimension of X11. LDX11 >= P.
*> \endverbatim
*>
*> \param[in,out] X21
*> \verbatim
*> 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.
*> \endverbatim
*>
*> \param[in] LDX21
*> \verbatim
*> LDX21 is INTEGER
*> The leading dimension of X21. LDX21 >= M-P.
*> \endverbatim
*>
*> \param[out] THETA
*> \verbatim
*> THETA is REAL array, dimension (Q)
*> The entries of the bidiagonal blocks B11, B21 are defined by
*> THETA and PHI. See Further Details.
*> \endverbatim
*>
*> \param[out] PHI
*> \verbatim
*> PHI is REAL array, dimension (Q-1)
*> The entries of the bidiagonal blocks B11, B21 are defined by
*> THETA and PHI. See Further Details.
*> \endverbatim
*>
*> \param[out] TAUP1
*> \verbatim
*> TAUP1 is REAL array, dimension (P)
*> The scalar factors of the elementary reflectors that define
*> P1.
*> \endverbatim
*>
*> \param[out] TAUP2
*> \verbatim
*> TAUP2 is REAL array, dimension (M-P)
*> The scalar factors of the elementary reflectors that define
*> P2.
*> \endverbatim
*>
*> \param[out] TAUQ1
*> \verbatim
*> TAUQ1 is REAL array, dimension (Q)
*> The scalar factors of the elementary reflectors that define
*> Q1.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is REAL array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> 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.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit.
*> < 0: if INFO = -i, the i-th argument had an illegal value.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date July 2012
*
*> \ingroup realOTHERcomputational
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*
*> \par References:
* ================
*>
*> [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
*> Algorithms, 50(1):33-65, 2009.
*>
* =====================================================================
SUBROUTINE SORBDB2( M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
$ TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO )
*
* -- LAPACK computational routine (version 3.6.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* July 2012
*
* .. Scalar Arguments ..
INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
* ..
* .. Array Arguments ..
REAL PHI(*), THETA(*)
REAL TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*),
$ X11(LDX11,*), X21(LDX21,*)
* ..
*
* ====================================================================
*
* .. Parameters ..
REAL NEGONE, ONE
PARAMETER ( NEGONE = -1.0E0, ONE = 1.0E0 )
* ..
* .. Local Scalars ..
REAL C, S
INTEGER CHILDINFO, I, ILARF, IORBDB5, LLARF, LORBDB5,
$ LWORKMIN, LWORKOPT
LOGICAL LQUERY
* ..
* .. External Subroutines ..
EXTERNAL SLARF, SLARFGP, SORBDB5, SROT, SSCAL, XERBLA
* ..
* .. External Functions ..
REAL SNRM2
EXTERNAL SNRM2
* ..
* .. Intrinsic Function ..
INTRINSIC ATAN2, COS, MAX, SIN, SQRT
* ..
* .. Executable Statements ..
*
* Test input arguments
*
INFO = 0
LQUERY = LWORK .EQ. -1
*
IF( M .LT. 0 ) THEN
INFO = -1
ELSE IF( P .LT. 0 .OR. P .GT. M-P ) THEN
INFO = -2
ELSE IF( Q .LT. 0 .OR. Q .LT. P .OR. M-Q .LT. P ) THEN
INFO = -3
ELSE IF( LDX11 .LT. MAX( 1, P ) ) THEN
INFO = -5
ELSE IF( LDX21 .LT. MAX( 1, M-P ) ) THEN
INFO = -7
END IF
*
* Compute workspace
*
IF( INFO .EQ. 0 ) THEN
ILARF = 2
LLARF = MAX( P-1, M-P, Q-1 )
IORBDB5 = 2
LORBDB5 = Q-1
LWORKOPT = MAX( ILARF+LLARF-1, IORBDB5+LORBDB5-1 )
LWORKMIN = LWORKOPT
WORK(1) = LWORKOPT
IF( LWORK .LT. LWORKMIN .AND. .NOT.LQUERY ) THEN
INFO = -14
END IF
END IF
IF( INFO .NE. 0 ) THEN
CALL XERBLA( 'SORBDB2', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Reduce rows 1, ..., P of X11 and X21
*
DO I = 1, P
*
IF( I .GT. 1 ) THEN
CALL SROT( Q-I+1, X11(I,I), LDX11, X21(I-1,I), LDX21, C, S )
END IF
CALL SLARFGP( Q-I+1, X11(I,I), X11(I,I+1), LDX11, TAUQ1(I) )
C = X11(I,I)
X11(I,I) = ONE
CALL SLARF( 'R', P-I, Q-I+1, X11(I,I), LDX11, TAUQ1(I),
$ X11(I+1,I), LDX11, WORK(ILARF) )
CALL SLARF( 'R', M-P-I+1, Q-I+1, X11(I,I), LDX11, TAUQ1(I),
$ X21(I,I), LDX21, WORK(ILARF) )
S = SQRT( SNRM2( P-I, X11(I+1,I), 1 )**2
$ + SNRM2( M-P-I+1, X21(I,I), 1 )**2 )
THETA(I) = ATAN2( S, C )
*
CALL SORBDB5( P-I, M-P-I+1, Q-I, X11(I+1,I), 1, X21(I,I), 1,
$ X11(I+1,I+1), LDX11, X21(I,I+1), LDX21,
$ WORK(IORBDB5), LORBDB5, CHILDINFO )
CALL SSCAL( P-I, NEGONE, X11(I+1,I), 1 )
CALL SLARFGP( M-P-I+1, X21(I,I), X21(I+1,I), 1, TAUP2(I) )
IF( I .LT. P ) THEN
CALL SLARFGP( P-I, X11(I+1,I), X11(I+2,I), 1, TAUP1(I) )
PHI(I) = ATAN2( X11(I+1,I), X21(I,I) )
C = COS( PHI(I) )
S = SIN( PHI(I) )
X11(I+1,I) = ONE
CALL SLARF( 'L', P-I, Q-I, X11(I+1,I), 1, TAUP1(I),
$ X11(I+1,I+1), LDX11, WORK(ILARF) )
END IF
X21(I,I) = ONE
CALL SLARF( 'L', M-P-I+1, Q-I, X21(I,I), 1, TAUP2(I),
$ X21(I,I+1), LDX21, WORK(ILARF) )
*
END DO
*
* Reduce the bottom-right portion of X21 to the identity matrix
*
DO I = P + 1, Q
CALL SLARFGP( M-P-I+1, X21(I,I), X21(I+1,I), 1, TAUP2(I) )
X21(I,I) = ONE
CALL SLARF( 'L', M-P-I+1, Q-I, X21(I,I), 1, TAUP2(I),
$ X21(I,I+1), LDX21, WORK(ILARF) )
END DO
*
RETURN
*
* End of SORBDB2
*
END
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