NAG Library Routine Document
F08KEF (DGEBRD)
1 Purpose
F08KEF (DGEBRD) reduces a real by matrix to bidiagonal form.
2 Specification
SUBROUTINE F08KEF ( |
M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, INFO) |
INTEGER |
M, N, LDA, LWORK, INFO |
REAL (KIND=nag_wp) |
A(LDA,*), D(*), E(*), TAUQ(*), TAUP(*), WORK(max(1,LWORK)) |
|
The routine may be called by its
LAPACK
name dgebrd.
3 Description
F08KEF (DGEBRD) reduces a real by matrix to bidiagonal form by an orthogonal transformation: , where and are orthogonal matrices of order and respectively.
If
, the reduction is given by:
where
is an
by
upper bidiagonal matrix and
consists of the first
columns of
.
If
, the reduction is given by
where
is an
by
lower bidiagonal matrix and
consists of the first
rows of
.
The orthogonal matrices
and
are not formed explicitly but are represented as products of elementary reflectors (see the
F08 Chapter Introduction for details). Routines are provided to work with
and
in this representation (see
Section 8).
4 References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5 Parameters
- 1: M – INTEGERInput
On entry: , the number of rows of the matrix .
Constraint:
.
- 2: N – INTEGERInput
On entry: , the number of columns of the matrix .
Constraint:
.
- 3: A(LDA,) – REAL (KIND=nag_wp) arrayInput/Output
-
Note: the second dimension of the array
A
must be at least
.
On entry: the by matrix .
On exit: if
, the diagonal and first superdiagonal are overwritten by the upper bidiagonal matrix
, elements below the diagonal are overwritten by details of the orthogonal matrix
and elements above the first superdiagonal are overwritten by details of the orthogonal matrix
.
If , the diagonal and first subdiagonal are overwritten by the lower bidiagonal matrix , elements below the first subdiagonal are overwritten by details of the orthogonal matrix and elements above the diagonal are overwritten by details of the orthogonal matrix .
- 4: LDA – INTEGERInput
On entry: the first dimension of the array
A as declared in the (sub)program from which F08KEF (DGEBRD) is called.
Constraint:
.
- 5: D() – REAL (KIND=nag_wp) arrayOutput
-
Note: the dimension of the array
D
must be at least
.
On exit: the diagonal elements of the bidiagonal matrix .
- 6: E() – REAL (KIND=nag_wp) arrayOutput
-
Note: the dimension of the array
E
must be at least
.
On exit: the off-diagonal elements of the bidiagonal matrix .
- 7: TAUQ() – REAL (KIND=nag_wp) arrayOutput
-
Note: the dimension of the array
TAUQ
must be at least
.
On exit: further details of the orthogonal matrix .
- 8: TAUP() – REAL (KIND=nag_wp) arrayOutput
-
Note: the dimension of the array
TAUP
must be at least
.
On exit: further details of the orthogonal matrix .
- 9: WORK() – REAL (KIND=nag_wp) arrayWorkspace
On exit: if
,
contains the minimum value of
LWORK required for optimal performance.
- 10: LWORK – INTEGERInput
On entry: the dimension of the array
WORK as declared in the (sub)program from which F08KEF (DGEBRD) is called.
If
, 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.
Suggested value:
for optimal performance, , where is the optimal block size.
Constraint:
or .
- 11: INFO – INTEGEROutput
On exit:
unless the routine detects an error (see
Section 6).
6 Error Indicators and Warnings
Errors or warnings detected by the routine:
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
7 Accuracy
The computed bidiagonal form
satisfies
, where
is a modestly increasing function of
, and
is the
machine precision.
The elements of themselves may be sensitive to small perturbations in or to rounding errors in the computation, but this does not affect the stability of the singular values and vectors.
The total number of floating point operations is approximately if or if .
If
, it can be more efficient to first call
F08AEF (DGEQRF) to perform a
factorization of
, and then to call F08KEF (DGEBRD) to reduce the factor
to bidiagonal form. This requires approximately
floating point operations.
If
, it can be more efficient to first call
F08AHF (DGELQF) to perform an
factorization of
, and then to call F08KEF (DGEBRD) to reduce the factor
to bidiagonal form. This requires approximately
operations.
To form the orthogonal matrices
and/or
F08KEF (DGEBRD) may be followed by calls to
F08KFF (DORGBR):
to form the
by
orthogonal matrix
CALL DORGBR('Q',M,M,N,A,LDA,TAUQ,WORK,LWORK,INFO)
but note that the second dimension of the array
A must be at least
M, which may be larger than was required by F08KEF (DGEBRD);
to form the
by
orthogonal matrix
CALL DORGBR('P',N,N,M,A,LDA,TAUP,WORK,LWORK,INFO)
but note that the first dimension of the array
A, specified by the parameter
LDA, must be at least
N, which may be larger than was required by F08KEF (DGEBRD).
To apply
or
to a real rectangular matrix
, F08KEF (DGEBRD) may be followed by a call to
F08KGF (DORMBR).
The complex analogue of this routine is
F08KSF (ZGEBRD).
9 Example
This example reduces the matrix
to bidiagonal form, where
9.1 Program Text
Program Text (f08kefe.f90)
9.2 Program Data
Program Data (f08kefe.d)
9.3 Program Results
Program Results (f08kefe.r)