Program f08kgfe
! F08KGF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: dgebrd, dgelqf, dgeqrf, dorglq, dorgqr, dormbr, &
f06qff, f06qhf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: zero = 0.0E0_nag_wp
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Integer :: i, ic, ifail, info, lda, ldpt, ldu, &
lwork, m, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), d(:), e(:), pt(:,:), tau(:), &
taup(:), tauq(:), u(:,:), work(:)
! .. Executable Statements ..
Write (nout,*) 'F08KGF Example Program Results'
! Skip heading in data file
Read (nin,*)
Do ic = 1, 2
Read (nin,*) m, n
lda = m
ldpt = n
ldu = m
lwork = 64*(m+n)
Allocate (a(lda,n),d(n),e(n-1),pt(ldpt,n),tau(n),taup(n),tauq(n), &
u(ldu,n),work(lwork))
! Read A from data file
Read (nin,*)(a(i,1:n),i=1,m)
If (m>=n) Then
! Compute the QR factorization of A
! The NAG name equivalent of dgeqrf is f08aef
Call dgeqrf(m,n,a,lda,tau,work,lwork,info)
! Copy A to U
Call f06qff('Lower',m,n,a,lda,u,ldu)
! Form Q explicitly, storing the result in U
! The NAG name equivalent of dorgqr is f08aff
Call dorgqr(m,n,n,u,ldu,tau,work,lwork,info)
! Copy R to PT (used as workspace)
Call f06qff('Upper',n,n,a,lda,pt,ldpt)
! Set the strictly lower triangular part of R to zero
Call f06qhf('Lower',n-1,n-1,zero,zero,pt(2,1),ldpt)
! Bidiagonalize R
! The NAG name equivalent of dgebrd is f08kef
Call dgebrd(n,n,pt,ldpt,d,e,tauq,taup,work,lwork,info)
! Update Q, storing the result in U
! The NAG name equivalent of dormbr is f08kgf
Call dormbr('Q','Right','No transpose',m,n,n,pt,ldpt,tauq,u,ldu, &
work,lwork,info)
! Print bidiagonal form and matrix Q
Write (nout,*)
Write (nout,*) 'Example 1: bidiagonal matrix B'
Write (nout,*) 'Diagonal'
Write (nout,99999) d(1:n)
Write (nout,*) 'Superdiagonal'
Write (nout,99999) e(1:n-1)
Write (nout,*)
Flush (nout)
! ifail: behaviour on error exit
! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
ifail = 0
Call x04caf('General',' ',m,n,u,ldu,'Example 1: matrix Q',ifail)
Else
! Compute the LQ factorization of A
! The NAG name equivalent of dgelqf is f08ahf
Call dgelqf(m,n,a,lda,tau,work,lwork,info)
! Copy A to PT
Call f06qff('Upper',m,n,a,lda,pt,ldpt)
! Form Q explicitly, storing the result in PT
! The NAG name equivalent of dorglq is f08ajf
Call dorglq(n,n,m,pt,ldpt,tau,work,lwork,info)
! Copy L to U (used as workspace)
Call f06qff('Lower',m,m,a,lda,u,ldu)
! Set the strictly upper triangular part of L to zero
Call f06qhf('Upper',m-1,m-1,zero,zero,u(1,2),ldu)
! Bidiagonalize L
! The NAG name equivalent of dgebrd is f08kef
Call dgebrd(m,m,u,ldu,d,e,tauq,taup,work,lwork,info)
! Update P**T, storing the result in PT
! The NAG name equivalent of dormbr is f08kgf
Call dormbr('P','Left','Transpose',m,n,m,u,ldu,taup,pt,ldpt,work, &
lwork,info)
! Print bidiagonal form and matrix P**T
Write (nout,*)
Write (nout,*) 'Example 2: bidiagonal matrix B'
Write (nout,*) 'Diagonal'
Write (nout,99999) d(1:m)
Write (nout,*) 'Superdiagonal'
Write (nout,99999) e(1:m-1)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('General',' ',m,n,pt,ldpt,'Example 2: matrix P**T', &
ifail)
End If
Deallocate (a,d,e,pt,tau,taup,tauq,u,work)
End Do
99999 Format (3X,(8F8.4))
End Program f08kgfe