// 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 native import ( "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/lapack" ) // Dormbr applies a multiplicative update to the matrix C based on a // decomposition computed by Dgebrd. // // Dormbr overwrites the m×n matrix C with // Q * C if vect == lapack.ApplyQ, side == blas.Left, and trans == blas.NoTrans // C * Q if vect == lapack.ApplyQ, side == blas.Right, and trans == blas.NoTrans // Q^T * C if vect == lapack.ApplyQ, side == blas.Left, and trans == blas.Trans // C * Q^T if vect == lapack.ApplyQ, side == blas.Right, and trans == blas.Trans // // P * C if vect == lapack.ApplyP, side == blas.Left, and trans == blas.NoTrans // C * P if vect == lapack.ApplyP, side == blas.Right, and trans == blas.NoTrans // P^T * C if vect == lapack.ApplyP, side == blas.Left, and trans == blas.Trans // C * P^T if vect == lapack.ApplyP, side == blas.Right, and trans == blas.Trans // where P and Q are the orthogonal matrices determined by Dgebrd when reducing // a matrix A to bidiagonal form: A = Q * B * P^T. See Dgebrd for the // definitions of Q and P. // // If vect == lapack.ApplyQ, A is assumed to have been an nq×k matrix, while if // vect == lapack.ApplyP, A is assumed to have been a k×nq matrix. nq = m if // side == blas.Left, while nq = n if side == blas.Right. // // tau must have length min(nq,k), and Dormbr will panic otherwise. tau contains // the elementary reflectors to construct Q or P depending on the value of // vect. // // work must have length at least max(1,lwork), and lwork must be either -1 or // at least max(1,n) if side == blas.Left, and at least max(1,m) if side == // blas.Right. For optimum performance lwork should be at least n*nb if side == // blas.Left, and at least m*nb if side == blas.Right, where nb is the optimal // block size. On return, work[0] will contain the optimal value of lwork. // // If lwork == -1, the function only calculates the optimal value of lwork and // returns it in work[0]. // // Dormbr is an internal routine. It is exported for testing purposes. func (impl Implementation) Dormbr(vect lapack.DecompUpdate, side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) { if side != blas.Left && side != blas.Right { panic(badSide) } if trans != blas.NoTrans && trans != blas.Trans { panic(badTrans) } if vect != lapack.ApplyP && vect != lapack.ApplyQ { panic(badDecompUpdate) } nq := n nw := m if side == blas.Left { nq = m nw = n } if vect == lapack.ApplyQ { checkMatrix(nq, min(nq, k), a, lda) } else { checkMatrix(min(nq, k), nq, a, lda) } if len(tau) < min(nq, k) { panic(badTau) } checkMatrix(m, n, c, ldc) if len(work) < lwork { panic(shortWork) } if lwork < max(1, nw) && lwork != -1 { panic(badWork) } applyQ := vect == lapack.ApplyQ left := side == blas.Left var nb int // The current implementation does not use opts, but a future change may // use these options so construct them. var opts string if side == blas.Left { opts = "L" } else { opts = "R" } if trans == blas.Trans { opts += "T" } else { opts += "N" } if applyQ { if left { nb = impl.Ilaenv(1, "DORMQR", opts, m-1, n, m-1, -1) } else { nb = impl.Ilaenv(1, "DORMQR", opts, m, n-1, n-1, -1) } } else { if left { nb = impl.Ilaenv(1, "DORMLQ", opts, m-1, n, m-1, -1) } else { nb = impl.Ilaenv(1, "DORMLQ", opts, m, n-1, n-1, -1) } } lworkopt := max(1, nw) * nb if lwork == -1 { work[0] = float64(lworkopt) } if applyQ { // Change the operation to get Q depending on the size of the initial // matrix to Dgebrd. The size matters due to the storage location of // the off-diagonal elements. if nq >= k { impl.Dormqr(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork) } else if nq > 1 { mi := m ni := n - 1 i1 := 0 i2 := 1 if left { mi = m - 1 ni = n i1 = 1 i2 = 0 } impl.Dormqr(side, trans, mi, ni, nq-1, a[1*lda:], lda, tau[:nq-1], c[i1*ldc+i2:], ldc, work, lwork) } work[0] = float64(lworkopt) return } transt := blas.Trans if trans == blas.Trans { transt = blas.NoTrans } // Change the operation to get P depending on the size of the initial // matrix to Dgebrd. The size matters due to the storage location of // the off-diagonal elements. if nq > k { impl.Dormlq(side, transt, m, n, k, a, lda, tau, c, ldc, work, lwork) } else if nq > 1 { mi := m ni := n - 1 i1 := 0 i2 := 1 if left { mi = m - 1 ni = n i1 = 1 i2 = 0 } impl.Dormlq(side, transt, mi, ni, nq-1, a[1:], lda, tau, c[i1*ldc+i2:], ldc, work, lwork) } work[0] = float64(lworkopt) }