DGEBRD(l) LAPACK routine (version 1.1) DGEBRD(l)
NAME
DGEBRD - reduce a general real M-by-N matrix A to upper or lower bidiagonal
form B by an orthogonal transformation
SYNOPSIS
SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, INFO )
INTEGER INFO, LDA, LWORK, M, N
DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), TAUQ(
* ), WORK( LWORK )
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 superdi-
agonal, 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) 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.
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 defin-
ing G(i).
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value decomposition