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slahrd.f 8.8 kB

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  1. *> \brief \b SLAHRD reduces the first nb columns of a general rectangular matrix A so that elements below the k-th subdiagonal are zero, and returns auxiliary matrices which are needed to apply the transformation to the unreduced part of A.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLAHRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slahrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slahrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slahrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER K, LDA, LDT, LDY, N, NB
  25. * ..
  26. * .. Array Arguments ..
  27. * REAL A( LDA, * ), T( LDT, NB ), TAU( NB ),
  28. * $ Y( LDY, NB )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SLAHRD reduces the first NB columns of a real general n-by-(n-k+1)
  38. *> matrix A so that elements below the k-th subdiagonal are zero. The
  39. *> reduction is performed by an orthogonal similarity transformation
  40. *> Q**T * A * Q. The routine returns the matrices V and T which determine
  41. *> Q as a block reflector I - V*T*V**T, and also the matrix Y = A * V * T.
  42. *>
  43. *> This is an OBSOLETE auxiliary routine.
  44. *> This routine will be 'deprecated' in a future release.
  45. *> Please use the new routine SLAHR2 instead.
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The order of the matrix A.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] K
  58. *> \verbatim
  59. *> K is INTEGER
  60. *> The offset for the reduction. Elements below the k-th
  61. *> subdiagonal in the first NB columns are reduced to zero.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] NB
  65. *> \verbatim
  66. *> NB is INTEGER
  67. *> The number of columns to be reduced.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] A
  71. *> \verbatim
  72. *> A is REAL array, dimension (LDA,N-K+1)
  73. *> On entry, the n-by-(n-k+1) general matrix A.
  74. *> On exit, the elements on and above the k-th subdiagonal in
  75. *> the first NB columns are overwritten with the corresponding
  76. *> elements of the reduced matrix; the elements below the k-th
  77. *> subdiagonal, with the array TAU, represent the matrix Q as a
  78. *> product of elementary reflectors. The other columns of A are
  79. *> unchanged. See Further Details.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the array A. LDA >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] TAU
  89. *> \verbatim
  90. *> TAU is REAL array, dimension (NB)
  91. *> The scalar factors of the elementary reflectors. See Further
  92. *> Details.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] T
  96. *> \verbatim
  97. *> T is REAL array, dimension (LDT,NB)
  98. *> The upper triangular matrix T.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDT
  102. *> \verbatim
  103. *> LDT is INTEGER
  104. *> The leading dimension of the array T. LDT >= NB.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] Y
  108. *> \verbatim
  109. *> Y is REAL array, dimension (LDY,NB)
  110. *> The n-by-nb matrix Y.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] LDY
  114. *> \verbatim
  115. *> LDY is INTEGER
  116. *> The leading dimension of the array Y. LDY >= N.
  117. *> \endverbatim
  118. *
  119. * Authors:
  120. * ========
  121. *
  122. *> \author Univ. of Tennessee
  123. *> \author Univ. of California Berkeley
  124. *> \author Univ. of Colorado Denver
  125. *> \author NAG Ltd.
  126. *
  127. *> \date September 2012
  128. *
  129. *> \ingroup realOTHERauxiliary
  130. *
  131. *> \par Further Details:
  132. * =====================
  133. *>
  134. *> \verbatim
  135. *>
  136. *> The matrix Q is represented as a product of nb elementary reflectors
  137. *>
  138. *> Q = H(1) H(2) . . . H(nb).
  139. *>
  140. *> Each H(i) has the form
  141. *>
  142. *> H(i) = I - tau * v * v**T
  143. *>
  144. *> where tau is a real scalar, and v is a real vector with
  145. *> v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
  146. *> A(i+k+1:n,i), and tau in TAU(i).
  147. *>
  148. *> The elements of the vectors v together form the (n-k+1)-by-nb matrix
  149. *> V which is needed, with T and Y, to apply the transformation to the
  150. *> unreduced part of the matrix, using an update of the form:
  151. *> A := (I - V*T*V**T) * (A - Y*V**T).
  152. *>
  153. *> The contents of A on exit are illustrated by the following example
  154. *> with n = 7, k = 3 and nb = 2:
  155. *>
  156. *> ( a h a a a )
  157. *> ( a h a a a )
  158. *> ( a h a a a )
  159. *> ( h h a a a )
  160. *> ( v1 h a a a )
  161. *> ( v1 v2 a a a )
  162. *> ( v1 v2 a a a )
  163. *>
  164. *> where a denotes an element of the original matrix A, h denotes a
  165. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  166. *> element of the vector defining H(i).
  167. *> \endverbatim
  168. *>
  169. * =====================================================================
  170. SUBROUTINE SLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
  171. *
  172. * -- LAPACK auxiliary routine (version 3.4.2) --
  173. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  174. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  175. * September 2012
  176. *
  177. * .. Scalar Arguments ..
  178. INTEGER K, LDA, LDT, LDY, N, NB
  179. * ..
  180. * .. Array Arguments ..
  181. REAL A( LDA, * ), T( LDT, NB ), TAU( NB ),
  182. $ Y( LDY, NB )
  183. * ..
  184. *
  185. * =====================================================================
  186. *
  187. * .. Parameters ..
  188. REAL ZERO, ONE
  189. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  190. * ..
  191. * .. Local Scalars ..
  192. INTEGER I
  193. REAL EI
  194. * ..
  195. * .. External Subroutines ..
  196. EXTERNAL SAXPY, SCOPY, SGEMV, SLARFG, SSCAL, STRMV
  197. * ..
  198. * .. Intrinsic Functions ..
  199. INTRINSIC MIN
  200. * ..
  201. * .. Executable Statements ..
  202. *
  203. * Quick return if possible
  204. *
  205. IF( N.LE.1 )
  206. $ RETURN
  207. *
  208. DO 10 I = 1, NB
  209. IF( I.GT.1 ) THEN
  210. *
  211. * Update A(1:n,i)
  212. *
  213. * Compute i-th column of A - Y * V**T
  214. *
  215. CALL SGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
  216. $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
  217. *
  218. * Apply I - V * T**T * V**T to this column (call it b) from the
  219. * left, using the last column of T as workspace
  220. *
  221. * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
  222. * ( V2 ) ( b2 )
  223. *
  224. * where V1 is unit lower triangular
  225. *
  226. * w := V1**T * b1
  227. *
  228. CALL SCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
  229. CALL STRMV( 'Lower', 'Transpose', 'Unit', I-1, A( K+1, 1 ),
  230. $ LDA, T( 1, NB ), 1 )
  231. *
  232. * w := w + V2**T *b2
  233. *
  234. CALL SGEMV( 'Transpose', N-K-I+1, I-1, ONE, A( K+I, 1 ),
  235. $ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
  236. *
  237. * w := T**T *w
  238. *
  239. CALL STRMV( 'Upper', 'Transpose', 'Non-unit', I-1, T, LDT,
  240. $ T( 1, NB ), 1 )
  241. *
  242. * b2 := b2 - V2*w
  243. *
  244. CALL SGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ),
  245. $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
  246. *
  247. * b1 := b1 - V1*w
  248. *
  249. CALL STRMV( 'Lower', 'No transpose', 'Unit', I-1,
  250. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  251. CALL SAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
  252. *
  253. A( K+I-1, I-1 ) = EI
  254. END IF
  255. *
  256. * Generate the elementary reflector H(i) to annihilate
  257. * A(k+i+1:n,i)
  258. *
  259. CALL SLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
  260. $ TAU( I ) )
  261. EI = A( K+I, I )
  262. A( K+I, I ) = ONE
  263. *
  264. * Compute Y(1:n,i)
  265. *
  266. CALL SGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
  267. $ A( K+I, I ), 1, ZERO, Y( 1, I ), 1 )
  268. CALL SGEMV( 'Transpose', N-K-I+1, I-1, ONE, A( K+I, 1 ), LDA,
  269. $ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
  270. CALL SGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1,
  271. $ ONE, Y( 1, I ), 1 )
  272. CALL SSCAL( N, TAU( I ), Y( 1, I ), 1 )
  273. *
  274. * Compute T(1:i,i)
  275. *
  276. CALL SSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
  277. CALL STRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT,
  278. $ T( 1, I ), 1 )
  279. T( I, I ) = TAU( I )
  280. *
  281. 10 CONTINUE
  282. A( K+NB, NB ) = EI
  283. *
  284. RETURN
  285. *
  286. * End of SLAHRD
  287. *
  288. END