// Copyright ©2015 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package gonum import ( "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/blas64" ) // Dgebrd reduces a general m×n matrix A to upper or lower bidiagonal form B by // an orthogonal transformation: // Q^T * A * P = B. // The diagonal elements of B are stored in d and the off-diagonal elements are stored // in e. These are additionally stored along the diagonal of A and the off-diagonal // of A. If m >= n B is an upper-bidiagonal matrix, and if m < n B is a // lower-bidiagonal matrix. // // The remaining elements of A store the data needed to construct Q and P. // The matrices Q and P are products of elementary reflectors // if m >= n, Q = H_0 * H_1 * ... * H_{n-1}, // P = G_0 * G_1 * ... * G_{n-2}, // if m < n, Q = H_0 * H_1 * ... * H_{m-2}, // P = G_0 * G_1 * ... * G_{m-1}, // where // H_i = I - tauQ[i] * v_i * v_i^T, // G_i = I - tauP[i] * u_i * u_i^T. // // As an example, on exit the entries of A when m = 6, and n = 5 // [ d e u1 u1 u1] // [v1 d e u2 u2] // [v1 v2 d e u3] // [v1 v2 v3 d e] // [v1 v2 v3 v4 d] // [v1 v2 v3 v4 v5] // and when m = 5, n = 6 // [ d u1 u1 u1 u1 u1] // [ e d u2 u2 u2 u2] // [v1 e d u3 u3 u3] // [v1 v2 e d u4 u4] // [v1 v2 v3 e d u5] // // d, tauQ, and tauP must all have length at least min(m,n), and e must have // length min(m,n) - 1, unless lwork is -1 when there is no check except for // work which must have a length of at least one. // // work is temporary storage, and lwork specifies the usable memory length. // At minimum, lwork >= max(1,m,n) or be -1 and this function will panic otherwise. // Dgebrd is blocked decomposition, but the block size is limited // by the temporary space available. If lwork == -1, instead of performing Dgebrd, // the optimal work length will be stored into work[0]. // // Dgebrd is an internal routine. It is exported for testing purposes. func (impl Implementation) Dgebrd(m, n int, a []float64, lda int, d, e, tauQ, tauP, work []float64, lwork int) { checkMatrix(m, n, a, lda) // Calculate optimal work. nb := impl.Ilaenv(1, "DGEBRD", " ", m, n, -1, -1) var lworkOpt int if lwork == -1 { if len(work) < 1 { panic(badWork) } lworkOpt = ((m + n) * nb) work[0] = float64(max(1, lworkOpt)) return } minmn := min(m, n) if len(d) < minmn { panic(badD) } if len(e) < minmn-1 { panic(badE) } if len(tauQ) < minmn { panic(badTauQ) } if len(tauP) < minmn { panic(badTauP) } ws := max(m, n) if lwork < max(1, ws) { panic(badWork) } if len(work) < lwork { panic(badWork) } var nx int if nb > 1 && nb < minmn { nx = max(nb, impl.Ilaenv(3, "DGEBRD", " ", m, n, -1, -1)) if nx < minmn { ws = (m + n) * nb if lwork < ws { nbmin := impl.Ilaenv(2, "DGEBRD", " ", m, n, -1, -1) if lwork >= (m+n)*nbmin { nb = lwork / (m + n) } else { nb = minmn nx = minmn } } } } else { nx = minmn } bi := blas64.Implementation() ldworkx := nb ldworky := nb var i int // Netlib lapack has minmn - nx, but this makes the last nx rows (which by // default is large) be unblocked. As written here, the blocking is more // consistent. for i = 0; i < minmn-nb; i += nb { // Reduce rows and columns i:i+nb to bidiagonal form and return // the matrices X and Y which are needed to update the unreduced // part of the matrix. // X is stored in the first m rows of work, y in the next rows. x := work[:m*ldworkx] y := work[m*ldworkx:] impl.Dlabrd(m-i, n-i, nb, a[i*lda+i:], lda, d[i:], e[i:], tauQ[i:], tauP[i:], x, ldworkx, y, ldworky) // Update the trailing submatrix A[i+nb:m,i+nb:n], using an update // of the form A := A - V*Y**T - X*U**T bi.Dgemm(blas.NoTrans, blas.Trans, m-i-nb, n-i-nb, nb, -1, a[(i+nb)*lda+i:], lda, y[nb*ldworky:], ldworky, 1, a[(i+nb)*lda+i+nb:], lda) bi.Dgemm(blas.NoTrans, blas.NoTrans, m-i-nb, n-i-nb, nb, -1, x[nb*ldworkx:], ldworkx, a[i*lda+i+nb:], lda, 1, a[(i+nb)*lda+i+nb:], lda) // Copy diagonal and off-diagonal elements of B back into A. if m >= n { for j := i; j < i+nb; j++ { a[j*lda+j] = d[j] a[j*lda+j+1] = e[j] } } else { for j := i; j < i+nb; j++ { a[j*lda+j] = d[j] a[(j+1)*lda+j] = e[j] } } } // Use unblocked code to reduce the remainder of the matrix. impl.Dgebd2(m-i, n-i, a[i*lda+i:], lda, d[i:], e[i:], tauQ[i:], tauP[i:], work) work[0] = float64(lworkOpt) }