DGEBD2(3F) DGEBD2(3F)
DGEBD2 - reduce a real general m by n matrix A to upper or lower
bidiagonal form B by an orthogonal transformation
SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
INTEGER INFO, LDA, M, N
DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
TAUQ( * ), WORK( * )
DGEBD2 reduces a real general m by n matrix A to upper or lower
bidiagonal form B by an orthogonal transformation: Q' * A * P = B.
If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
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.
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DGEBD2(3F) DGEBD2(3F)
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) DOUBLE
PRECISION array, dimension (max(M,N))
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 )
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DGEBD2(3F) DGEBD2(3F)
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).
DGEBD2(3F) DGEBD2(3F)
DGEBD2 - reduce a real general m by n matrix A to upper or lower
bidiagonal form B by an orthogonal transformation
SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
INTEGER INFO, LDA, M, N
DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ),
TAUQ( * ), WORK( * )
DGEBD2 reduces a real general m by n matrix A to upper or lower
bidiagonal form B by an orthogonal transformation: Q' * A * P = B.
If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
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.
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DGEBD2(3F) DGEBD2(3F)
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) DOUBLE
PRECISION array, dimension (max(M,N))
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 )
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DGEBD2(3F) DGEBD2(3F)
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).
PPPPaaaaggggeeee 3333 [ Back ]
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