CGEBD2 - reduce a complex general m by n matrix A to upper or lower real bidiagonal form B by a unitary transformation

SUBROUTINE CGEBD2(

M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )

INTEGER INFO, LDA, M, N

REAL D( * ), E( * )

COMPLEX A( LDA, * ), TAUP( * ), TAUQ( * ), WORK( * )

CGEBD2 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.

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 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) REAL array, dimension (min(M,N))

The diagonal elements of the bidiagonal matrix B: D(i) = A(i,i).

E (output) REAL 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 array dimension (min(M,N))

The scalar factors of the elementary reflectors which represent the unitary matrix Q. See Further Details. TAUP (output) COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix P. See Further Details. WORK (workspace) COMPLEX array, dimension (max(M,N))

INFO (output) INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value.

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).