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LAPACK-3

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LAPACK-3: reduces a complex general m by n matrix A to upper or lower real bidiagonal form B by a unitary transformation

NAME
LAPACK-3 - reduces a complex general m by n matrix A to upper or lower real bidiagonal form B by a unitary transformation

SYNOPSIS

SUBROUTINE ZGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO ) INTEGER INFO, LDA, M, N DOUBLE PRECISION D( * ), E( * ) COMPLEX*16 A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )

PURPOSE

ZGEBD2 reduces a complex general m by n matrix A to upper or lower real bidiagonal form B by a unitary transformation: Q' * 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) COMPLEX*16 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 unitary matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with the array TAUP, represent the unitary 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 unitary matrix Q as a product of elementary reflectors, and the elements above the diagonal, with the array TAUP, represent the unitary 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) COMPLEX*16 array dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix Q. See Further Details. TAUP (output) COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix P. See Further Details. WORK (workspace) COMPLEX*16 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 complex scalars, and v and u are complex 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 complex scalars, v and u are complex 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). LAPACK routine (version 3.2) March 2011 LAPACK-3(3)
 
 
 

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