// 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/blas/blas64" ) // Dlabrd reduces the first NB rows and columns of a real general m×n matrix // A to upper or lower bidiagonal form by an orthogonal transformation // Q**T * A * P // If m >= n, A is reduced to upper bidiagonal form and upon exit the elements // on and below the diagonal in the first nb columns represent the elementary // reflectors, and the elements above the diagonal in the first nb rows represent // the matrix P. If m < n, A is reduced to lower bidiagonal form and the elements // P is instead stored above the diagonal. // // The reduction to bidiagonal form is stored in d and e, where d are the diagonal // elements, and e are the off-diagonal elements. // // The matrices Q and P are products of elementary reflectors // Q = H_0 * H_1 * ... * H_{nb-1} // P = G_0 * G_1 * ... * G_{nb-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, n = 5, and nb = 2 // [ 1 1 u1 u1 u1] // [v1 1 1 u2 u2] // [v1 v2 a a a] // [v1 v2 a a a] // [v1 v2 a a a] // [v1 v2 a a a] // and when m = 5, n = 6, and nb = 2 // [ 1 u1 u1 u1 u1 u1] // [ 1 1 u2 u2 u2 u2] // [v1 1 a a a a] // [v1 v2 a a a a] // [v1 v2 a a a a] // // Dlabrd also returns the matrices X and Y which are used with U and V to // apply the transformation to the unreduced part of the matrix // A := A - V*Y^T - X*U^T // and returns the matrices X and Y which are needed to apply the // transformation to the unreduced part of A. // // X is an m×nb matrix, Y is an n×nb matrix. d, e, taup, and tauq must all have // length at least nb. Dlabrd will panic if these size constraints are violated. // // Dlabrd is an internal routine. It is exported for testing purposes. func (impl Implementation) Dlabrd(m, n, nb int, a []float64, lda int, d, e, tauQ, tauP, x []float64, ldx int, y []float64, ldy int) { checkMatrix(m, n, a, lda) checkMatrix(m, nb, x, ldx) checkMatrix(n, nb, y, ldy) if len(d) < nb { panic(badD) } if len(e) < nb { panic(badE) } if len(tauQ) < nb { panic(badTauQ) } if len(tauP) < nb { panic(badTauP) } if m <= 0 || n <= 0 { return } bi := blas64.Implementation() if m >= n { // Reduce to upper bidiagonal form. for i := 0; i < nb; i++ { bi.Dgemv(blas.NoTrans, m-i, i, -1, a[i*lda:], lda, y[i*ldy:], 1, 1, a[i*lda+i:], lda) bi.Dgemv(blas.NoTrans, m-i, i, -1, x[i*ldx:], ldx, a[i:], lda, 1, a[i*lda+i:], lda) a[i*lda+i], tauQ[i] = impl.Dlarfg(m-i, a[i*lda+i], a[min(i+1, m-1)*lda+i:], lda) d[i] = a[i*lda+i] if i < n-1 { // Compute Y[i+1:n, i]. a[i*lda+i] = 1 bi.Dgemv(blas.Trans, m-i, n-i-1, 1, a[i*lda+i+1:], lda, a[i*lda+i:], lda, 0, y[(i+1)*ldy+i:], ldy) bi.Dgemv(blas.Trans, m-i, i, 1, a[i*lda:], lda, a[i*lda+i:], lda, 0, y[i:], ldy) bi.Dgemv(blas.NoTrans, n-i-1, i, -1, y[(i+1)*ldy:], ldy, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy) bi.Dgemv(blas.Trans, m-i, i, 1, x[i*ldx:], ldx, a[i*lda+i:], lda, 0, y[i:], ldy) bi.Dgemv(blas.Trans, i, n-i-1, -1, a[i+1:], lda, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy) bi.Dscal(n-i-1, tauQ[i], y[(i+1)*ldy+i:], ldy) // Update A[i, i+1:n]. bi.Dgemv(blas.NoTrans, n-i-1, i+1, -1, y[(i+1)*ldy:], ldy, a[i*lda:], 1, 1, a[i*lda+i+1:], 1) bi.Dgemv(blas.Trans, i, n-i-1, -1, a[i+1:], lda, x[i*ldx:], 1, 1, a[i*lda+i+1:], 1) // Generate reflection P[i] to annihilate A[i, i+2:n]. a[i*lda+i+1], tauP[i] = impl.Dlarfg(n-i-1, a[i*lda+i+1], a[i*lda+min(i+2, n-1):], 1) e[i] = a[i*lda+i+1] a[i*lda+i+1] = 1 // Compute X[i+1:m, i]. bi.Dgemv(blas.NoTrans, m-i-1, n-i-1, 1, a[(i+1)*lda+i+1:], lda, a[i*lda+i+1:], 1, 0, x[(i+1)*ldx+i:], ldx) bi.Dgemv(blas.Trans, n-i-1, i+1, 1, y[(i+1)*ldy:], ldy, a[i*lda+i+1:], 1, 0, x[i:], ldx) bi.Dgemv(blas.NoTrans, m-i-1, i+1, -1, a[(i+1)*lda:], lda, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx) bi.Dgemv(blas.NoTrans, i, n-i-1, 1, a[i+1:], lda, a[i*lda+i+1:], 1, 0, x[i:], ldx) bi.Dgemv(blas.NoTrans, m-i-1, i, -1, x[(i+1)*ldx:], ldx, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx) bi.Dscal(m-i-1, tauP[i], x[(i+1)*ldx+i:], ldx) } } return } // Reduce to lower bidiagonal form. for i := 0; i < nb; i++ { // Update A[i,i:n] bi.Dgemv(blas.NoTrans, n-i, i, -1, y[i*ldy:], ldy, a[i*lda:], 1, 1, a[i*lda+i:], 1) bi.Dgemv(blas.Trans, i, n-i, -1, a[i:], lda, x[i*ldx:], 1, 1, a[i*lda+i:], 1) // Generate reflection P[i] to annihilate A[i, i+1:n] a[i*lda+i], tauP[i] = impl.Dlarfg(n-i, a[i*lda+i], a[i*lda+min(i+1, n-1):], 1) d[i] = a[i*lda+i] if i < m-1 { a[i*lda+i] = 1 // Compute X[i+1:m, i]. bi.Dgemv(blas.NoTrans, m-i-1, n-i, 1, a[(i+1)*lda+i:], lda, a[i*lda+i:], 1, 0, x[(i+1)*ldx+i:], ldx) bi.Dgemv(blas.Trans, n-i, i, 1, y[i*ldy:], ldy, a[i*lda+i:], 1, 0, x[i:], ldx) bi.Dgemv(blas.NoTrans, m-i-1, i, -1, a[(i+1)*lda:], lda, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx) bi.Dgemv(blas.NoTrans, i, n-i, 1, a[i:], lda, a[i*lda+i:], 1, 0, x[i:], ldx) bi.Dgemv(blas.NoTrans, m-i-1, i, -1, x[(i+1)*ldx:], ldx, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx) bi.Dscal(m-i-1, tauP[i], x[(i+1)*ldx+i:], ldx) // Update A[i+1:m, i]. bi.Dgemv(blas.NoTrans, m-i-1, i, -1, a[(i+1)*lda:], lda, y[i*ldy:], 1, 1, a[(i+1)*lda+i:], lda) bi.Dgemv(blas.NoTrans, m-i-1, i+1, -1, x[(i+1)*ldx:], ldx, a[i:], lda, 1, a[(i+1)*lda+i:], lda) // Generate reflection Q[i] to annihilate A[i+2:m, i]. a[(i+1)*lda+i], tauQ[i] = impl.Dlarfg(m-i-1, a[(i+1)*lda+i], a[min(i+2, m-1)*lda+i:], lda) e[i] = a[(i+1)*lda+i] a[(i+1)*lda+i] = 1 // Compute Y[i+1:n, i]. bi.Dgemv(blas.Trans, m-i-1, n-i-1, 1, a[(i+1)*lda+i+1:], lda, a[(i+1)*lda+i:], lda, 0, y[(i+1)*ldy+i:], ldy) bi.Dgemv(blas.Trans, m-i-1, i, 1, a[(i+1)*lda:], lda, a[(i+1)*lda+i:], lda, 0, y[i:], ldy) bi.Dgemv(blas.NoTrans, n-i-1, i, -1, y[(i+1)*ldy:], ldy, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy) bi.Dgemv(blas.Trans, m-i-1, i+1, 1, x[(i+1)*ldx:], ldx, a[(i+1)*lda+i:], lda, 0, y[i:], ldy) bi.Dgemv(blas.Trans, i+1, n-i-1, -1, a[i+1:], lda, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy) bi.Dscal(n-i-1, tauQ[i], y[(i+1)*ldy+i:], ldy) } } }