nag_dgebrd (f08kec) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_dgebrd (f08kec)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dgebrd (f08kec) reduces a real m by n matrix to bidiagonal form.

2  Specification

#include <nag.h>
#include <nagf08.h>
void  nag_dgebrd (Nag_OrderType order, Integer m, Integer n, double a[], Integer pda, double d[], double e[], double tauq[], double taup[], NagError *fail)

3  Description

nag_dgebrd (f08kec) reduces a real m by n matrix A to bidiagonal form B by an orthogonal transformation: A=QBPT, where Q and PT are orthogonal matrices of order m and n respectively.
If mn, the reduction is given by:
A =Q B1 0 PT = Q1 B1 PT ,
where B1 is an n by n upper bidiagonal matrix and Q1 consists of the first n columns of Q.
If m<n, the reduction is given by
A =Q B1 0 PT = Q B1 P1T ,
where B1 is an m by m lower bidiagonal matrix and P1T consists of the first m rows of PT.
The orthogonal matrices Q and P are not formed explicitly but are represented as products of elementary reflectors (see the f08 Chapter Introduction for details). Functions are provided to work with Q and P in this representation (see Section 9).

4  References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Arguments

1:     orderNag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     mIntegerInput
On entry: m, the number of rows of the matrix A.
Constraint: m0.
3:     nIntegerInput
On entry: n, the number of columns of the matrix A.
Constraint: n0.
4:     a[dim]doubleInput/Output
Note: the dimension, dim, of the array a must be at least
  • max1,pda×n when order=Nag_ColMajor;
  • max1,m×pda when order=Nag_RowMajor.
The i,jth element of the matrix A is stored in
  • a[j-1×pda+i-1] when order=Nag_ColMajor;
  • a[i-1×pda+j-1] when order=Nag_RowMajor.
On entry: the m by n matrix A.
On exit: if mn, the diagonal and first superdiagonal are overwritten by the upper bidiagonal matrix B, elements below the diagonal are overwritten by details of the orthogonal matrix Q and elements above the first superdiagonal are overwritten by details of the orthogonal matrix P.
If m<n, the diagonal and first subdiagonal are overwritten by the lower bidiagonal matrix B, elements below the first subdiagonal are overwritten by details of the orthogonal matrix Q and elements above the diagonal are overwritten by details of the orthogonal matrix P.
5:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraints:
  • if order=Nag_ColMajor, pdamax1,m;
  • if order=Nag_RowMajor, pdamax1,n.
6:     d[dim]doubleOutput
Note: the dimension, dim, of the array d must be at least max1,minm,n.
On exit: the diagonal elements of the bidiagonal matrix B.
7:     e[dim]doubleOutput
Note: the dimension, dim, of the array e must be at least max1,minm,n-1.
On exit: the off-diagonal elements of the bidiagonal matrix B.
8:     tauq[dim]doubleOutput
Note: the dimension, dim, of the array tauq must be at least max1,minm,n.
On exit: further details of the orthogonal matrix Q.
9:     taup[dim]doubleOutput
Note: the dimension, dim, of the array taup must be at least max1,minm,n.
On exit: further details of the orthogonal matrix P.
10:   failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, m=value.
Constraint: m0.
On entry, n=value.
Constraint: n0.
On entry, pda=value.
Constraint: pda>0.
NE_INT_2
On entry, pda=value and m=value.
Constraint: pdamax1,m.
On entry, pda=value and n=value.
Constraint: pdamax1,n.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

7  Accuracy

The computed bidiagonal form B satisfies QBPT=A+E, where
E2 c n ε A2 ,
cn is a modestly increasing function of n, and ε is the machine precision.
The elements of B themselves may be sensitive to small perturbations in A or to rounding errors in the computation, but this does not affect the stability of the singular values and vectors.

8  Parallelism and Performance

nag_dgebrd (f08kec) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dgebrd (f08kec) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The total number of floating-point operations is approximately 43n23m-n if mn or 43m23n-m if m<n.
If mn, it can be more efficient to first call nag_dgeqrf (f08aec) to perform a QR factorization of A, and then to call nag_dgebrd (f08kec) to reduce the factor R to bidiagonal form. This requires approximately 2n2m+n floating-point operations.
If mn, it can be more efficient to first call nag_dgelqf (f08ahc) to perform an LQ factorization of A, and then to call nag_dgebrd (f08kec) to reduce the factor L to bidiagonal form. This requires approximately 2m2m+n operations.
To form the orthogonal matrices PT and/or Q nag_dgebrd (f08kec) may be followed by calls to nag_dorgbr (f08kfc):
to form the m by m orthogonal matrix Q 
nag_dorgbr(order,Nag_FormQ,m,m,n,&a,pda,tauq,&fail)
but note that the second dimension of the array a must be at least m, which may be larger than was required by nag_dgebrd (f08kec);
to form the n by n orthogonal matrix PT 
nag_dorgbr(order,Nag_FormP,n,n,m,&a,pda,taup,&fail)
but note that the first dimension of the array a, specified by the argument pda, must be at least n, which may be larger than was required by nag_dgebrd (f08kec).
To apply Q or P to a real rectangular matrix C, nag_dgebrd (f08kec) may be followed by a call to nag_dormbr (f08kgc).
The complex analogue of this function is nag_zgebrd (f08ksc).

10  Example

This example reduces the matrix A to bidiagonal form, where
A = -0.57 -1.28 -0.39 0.25 -1.93 1.08 -0.31 -2.14 2.30 0.24 0.40 -0.35 -1.93 0.64 -0.66 0.08 0.15 0.30 0.15 -2.13 -0.02 1.03 -1.43 0.50 .

10.1  Program Text

Program Text (f08kece.c)

10.2  Program Data

Program Data (f08kece.d)

10.3  Program Results

Program Results (f08kece.r)


nag_dgebrd (f08kec) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014