hypre/lapack/dgebrd.c

321 lines
10 KiB
C

#include "hypre_lapack.h"
#include "f2c.h"
/* Subroutine */ int dgebrd_(integer *m, integer *n, doublereal *a, integer *
lda, doublereal *d__, doublereal *e, doublereal *tauq, doublereal *
taup, doublereal *work, integer *lwork, integer *info)
{
/* -- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
Purpose
=======
DGEBRD reduces a general real M-by-N matrix A to upper or lower
bidiagonal form B by an orthogonal transformation: Q**T * A * P = B.
If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
Arguments
=========
M (input) INTEGER
The number of rows in the matrix A. M >= 0.
N (input) INTEGER
The number of columns in the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the M-by-N general matrix to be reduced.
On exit,
if m >= n, the diagonal and the first superdiagonal are
overwritten with the upper bidiagonal matrix B; the
elements below the diagonal, with the array TAUQ, represent
the orthogonal matrix Q as a product of elementary
reflectors, and the elements above the first superdiagonal,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors;
if m < n, the diagonal and the first subdiagonal are
overwritten with the lower bidiagonal matrix B; the
elements below the first subdiagonal, with the array TAUQ,
represent the orthogonal matrix Q as a product of
elementary reflectors, and the elements above the diagonal,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors.
See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
D (output) DOUBLE PRECISION array, dimension (min(M,N))
The diagonal elements of the bidiagonal matrix B:
D(i) = A(i,i).
E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
The off-diagonal elements of the bidiagonal matrix B:
if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
TAUQ (output) DOUBLE PRECISION array dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Q. See Further Details.
TAUP (output) DOUBLE PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix P. See Further Details.
WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,M,N).
For optimum performance LWORK >= (M+N)*NB, where NB
is the optimal blocksize.
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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrices Q and P are represented as products of elementary
reflectors:
If m >= n,
Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors;
v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
tauq is stored in TAUQ(i) and taup in TAUP(i).
If m < n,
Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors;
v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
tauq is stored in TAUQ(i) and taup in TAUP(i).
The contents of A on exit are illustrated by the following examples:
m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
( v1 v2 v3 v4 v5 )
where d and e denote diagonal and off-diagonal elements of B, vi
denotes an element of the vector defining H(i), and ui an element of
the vector defining G(i).
=====================================================================
Test the input parameters
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
static integer c_n1 = -1;
static integer c__3 = 3;
static integer c__2 = 2;
static doublereal c_b21 = -1.;
static doublereal c_b22 = 1.;
/* System generated locals */
integer a_dim1, a_offset, i__1, i__2, i__3, i__4;
/* Local variables */
static integer i__, j;
extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *);
static integer nbmin, iinfo, minmn;
extern /* Subroutine */ int dgebd2_(integer *, integer *, doublereal *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, integer *);
static integer nb;
extern /* Subroutine */ int dlabrd_(integer *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, integer *, doublereal *, integer *);
static integer nx;
static doublereal ws;
extern /* Subroutine */ int xerbla_(char *, integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *, ftnlen, ftnlen);
static integer ldwrkx, ldwrky, lwkopt;
static logical lquery;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
--d__;
--e;
--tauq;
--taup;
--work;
/* Function Body */
*info = 0;
/* Computing MAX */
i__1 = 1, i__2 = ilaenv_(&c__1, "DGEBRD", " ", m, n, &c_n1, &c_n1, (
ftnlen)6, (ftnlen)1);
nb = max(i__1,i__2);
lwkopt = (*m + *n) * nb;
work[1] = (doublereal) lwkopt;
lquery = *lwork == -1;
if (*m < 0) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*lda < max(1,*m)) {
*info = -4;
} else /* if(complicated condition) */ {
/* Computing MAX */
i__1 = max(1,*m);
if (*lwork < max(i__1,*n) && ! lquery) {
*info = -10;
}
}
if (*info < 0) {
i__1 = -(*info);
xerbla_("DGEBRD", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
minmn = min(*m,*n);
if (minmn == 0) {
work[1] = 1.;
return 0;
}
ws = (doublereal) max(*m,*n);
ldwrkx = *m;
ldwrky = *n;
if (nb > 1 && nb < minmn) {
/* Set the crossover point NX.
Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__3, "DGEBRD", " ", m, n, &c_n1, &c_n1, (
ftnlen)6, (ftnlen)1);
nx = max(i__1,i__2);
/* Determine when to switch from blocked to unblocked code. */
if (nx < minmn) {
ws = (doublereal) ((*m + *n) * nb);
if ((doublereal) (*lwork) < ws) {
/* Not enough work space for the optimal NB, consider using
a smaller block size. */
nbmin = ilaenv_(&c__2, "DGEBRD", " ", m, n, &c_n1, &c_n1, (
ftnlen)6, (ftnlen)1);
if (*lwork >= (*m + *n) * nbmin) {
nb = *lwork / (*m + *n);
} else {
nb = 1;
nx = minmn;
}
}
}
} else {
nx = minmn;
}
i__1 = minmn - nx;
i__2 = nb;
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) {
/* Reduce rows and columns i:i+nb-1 to bidiagonal form and return
the matrices X and Y which are needed to update the unreduced
part of the matrix */
i__3 = *m - i__ + 1;
i__4 = *n - i__ + 1;
dlabrd_(&i__3, &i__4, &nb, &a_ref(i__, i__), lda, &d__[i__], &e[i__],
&tauq[i__], &taup[i__], &work[1], &ldwrkx, &work[ldwrkx * nb
+ 1], &ldwrky);
/* Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
of the form A := A - V*Y' - X*U' */
i__3 = *m - i__ - nb + 1;
i__4 = *n - i__ - nb + 1;
dgemm_("No transpose", "Transpose", &i__3, &i__4, &nb, &c_b21, &a_ref(
i__ + nb, i__), lda, &work[ldwrkx * nb + nb + 1], &ldwrky, &
c_b22, &a_ref(i__ + nb, i__ + nb), lda)
;
i__3 = *m - i__ - nb + 1;
i__4 = *n - i__ - nb + 1;
dgemm_("No transpose", "No transpose", &i__3, &i__4, &nb, &c_b21, &
work[nb + 1], &ldwrkx, &a_ref(i__, i__ + nb), lda, &c_b22, &
a_ref(i__ + nb, i__ + nb), lda);
/* Copy diagonal and off-diagonal elements of B back into A */
if (*m >= *n) {
i__3 = i__ + nb - 1;
for (j = i__; j <= i__3; ++j) {
a_ref(j, j) = d__[j];
a_ref(j, j + 1) = e[j];
/* L10: */
}
} else {
i__3 = i__ + nb - 1;
for (j = i__; j <= i__3; ++j) {
a_ref(j, j) = d__[j];
a_ref(j + 1, j) = e[j];
/* L20: */
}
}
/* L30: */
}
/* Use unblocked code to reduce the remainder of the matrix */
i__2 = *m - i__ + 1;
i__1 = *n - i__ + 1;
dgebd2_(&i__2, &i__1, &a_ref(i__, i__), lda, &d__[i__], &e[i__], &tauq[
i__], &taup[i__], &work[1], &iinfo);
work[1] = ws;
return 0;
/* End of DGEBRD */
} /* dgebrd_ */
#undef a_ref