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cgghd3.f 32 kB

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  1. *> \brief \b CGGHD3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGGHD3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgghd3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgghd3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgghd3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGGHD3( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
  22. * $ LDQ, Z, LDZ, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER COMPQ, COMPZ
  26. * INTEGER IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N, LWORK
  27. * ..
  28. * .. Array Arguments ..
  29. * COMPLEX A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  30. * $ Z( LDZ, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *>
  40. *> CGGHD3 reduces a pair of complex matrices (A,B) to generalized upper
  41. *> Hessenberg form using unitary transformations, where A is a
  42. *> general matrix and B is upper triangular. The form of the
  43. *> generalized eigenvalue problem is
  44. *> A*x = lambda*B*x,
  45. *> and B is typically made upper triangular by computing its QR
  46. *> factorization and moving the unitary matrix Q to the left side
  47. *> of the equation.
  48. *>
  49. *> This subroutine simultaneously reduces A to a Hessenberg matrix H:
  50. *> Q**H*A*Z = H
  51. *> and transforms B to another upper triangular matrix T:
  52. *> Q**H*B*Z = T
  53. *> in order to reduce the problem to its standard form
  54. *> H*y = lambda*T*y
  55. *> where y = Z**H*x.
  56. *>
  57. *> The unitary matrices Q and Z are determined as products of Givens
  58. *> rotations. They may either be formed explicitly, or they may be
  59. *> postmultiplied into input matrices Q1 and Z1, so that
  60. *>
  61. *> Q1 * A * Z1**H = (Q1*Q) * H * (Z1*Z)**H
  62. *>
  63. *> Q1 * B * Z1**H = (Q1*Q) * T * (Z1*Z)**H
  64. *>
  65. *> If Q1 is the unitary matrix from the QR factorization of B in the
  66. *> original equation A*x = lambda*B*x, then CGGHD3 reduces the original
  67. *> problem to generalized Hessenberg form.
  68. *>
  69. *> This is a blocked variant of CGGHRD, using matrix-matrix
  70. *> multiplications for parts of the computation to enhance performance.
  71. *> \endverbatim
  72. *
  73. * Arguments:
  74. * ==========
  75. *
  76. *> \param[in] COMPQ
  77. *> \verbatim
  78. *> COMPQ is CHARACTER*1
  79. *> = 'N': do not compute Q;
  80. *> = 'I': Q is initialized to the unit matrix, and the
  81. *> unitary matrix Q is returned;
  82. *> = 'V': Q must contain a unitary matrix Q1 on entry,
  83. *> and the product Q1*Q is returned.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] COMPZ
  87. *> \verbatim
  88. *> COMPZ is CHARACTER*1
  89. *> = 'N': do not compute Z;
  90. *> = 'I': Z is initialized to the unit matrix, and the
  91. *> unitary matrix Z is returned;
  92. *> = 'V': Z must contain a unitary matrix Z1 on entry,
  93. *> and the product Z1*Z is returned.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] N
  97. *> \verbatim
  98. *> N is INTEGER
  99. *> The order of the matrices A and B. N >= 0.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] ILO
  103. *> \verbatim
  104. *> ILO is INTEGER
  105. *> \endverbatim
  106. *>
  107. *> \param[in] IHI
  108. *> \verbatim
  109. *> IHI is INTEGER
  110. *>
  111. *> ILO and IHI mark the rows and columns of A which are to be
  112. *> reduced. It is assumed that A is already upper triangular
  113. *> in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are
  114. *> normally set by a previous call to CGGBAL; otherwise they
  115. *> should be set to 1 and N respectively.
  116. *> 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
  117. *> \endverbatim
  118. *>
  119. *> \param[in,out] A
  120. *> \verbatim
  121. *> A is COMPLEX array, dimension (LDA, N)
  122. *> On entry, the N-by-N general matrix to be reduced.
  123. *> On exit, the upper triangle and the first subdiagonal of A
  124. *> are overwritten with the upper Hessenberg matrix H, and the
  125. *> rest is set to zero.
  126. *> \endverbatim
  127. *>
  128. *> \param[in] LDA
  129. *> \verbatim
  130. *> LDA is INTEGER
  131. *> The leading dimension of the array A. LDA >= max(1,N).
  132. *> \endverbatim
  133. *>
  134. *> \param[in,out] B
  135. *> \verbatim
  136. *> B is COMPLEX array, dimension (LDB, N)
  137. *> On entry, the N-by-N upper triangular matrix B.
  138. *> On exit, the upper triangular matrix T = Q**H B Z. The
  139. *> elements below the diagonal are set to zero.
  140. *> \endverbatim
  141. *>
  142. *> \param[in] LDB
  143. *> \verbatim
  144. *> LDB is INTEGER
  145. *> The leading dimension of the array B. LDB >= max(1,N).
  146. *> \endverbatim
  147. *>
  148. *> \param[in,out] Q
  149. *> \verbatim
  150. *> Q is COMPLEX array, dimension (LDQ, N)
  151. *> On entry, if COMPQ = 'V', the unitary matrix Q1, typically
  152. *> from the QR factorization of B.
  153. *> On exit, if COMPQ='I', the unitary matrix Q, and if
  154. *> COMPQ = 'V', the product Q1*Q.
  155. *> Not referenced if COMPQ='N'.
  156. *> \endverbatim
  157. *>
  158. *> \param[in] LDQ
  159. *> \verbatim
  160. *> LDQ is INTEGER
  161. *> The leading dimension of the array Q.
  162. *> LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
  163. *> \endverbatim
  164. *>
  165. *> \param[in,out] Z
  166. *> \verbatim
  167. *> Z is COMPLEX array, dimension (LDZ, N)
  168. *> On entry, if COMPZ = 'V', the unitary matrix Z1.
  169. *> On exit, if COMPZ='I', the unitary matrix Z, and if
  170. *> COMPZ = 'V', the product Z1*Z.
  171. *> Not referenced if COMPZ='N'.
  172. *> \endverbatim
  173. *>
  174. *> \param[in] LDZ
  175. *> \verbatim
  176. *> LDZ is INTEGER
  177. *> The leading dimension of the array Z.
  178. *> LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
  179. *> \endverbatim
  180. *>
  181. *> \param[out] WORK
  182. *> \verbatim
  183. *> WORK is COMPLEX array, dimension (LWORK)
  184. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  185. *> \endverbatim
  186. *>
  187. *> \param[in] LWORK
  188. *> \verbatim
  189. *> LWORK is INTEGER
  190. *> The length of the array WORK. LWORK >= 1.
  191. *> For optimum performance LWORK >= 6*N*NB, where NB is the
  192. *> optimal blocksize.
  193. *>
  194. *> If LWORK = -1, then a workspace query is assumed; the routine
  195. *> only calculates the optimal size of the WORK array, returns
  196. *> this value as the first entry of the WORK array, and no error
  197. *> message related to LWORK is issued by XERBLA.
  198. *> \endverbatim
  199. *>
  200. *> \param[out] INFO
  201. *> \verbatim
  202. *> INFO is INTEGER
  203. *> = 0: successful exit.
  204. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  205. *> \endverbatim
  206. *
  207. * Authors:
  208. * ========
  209. *
  210. *> \author Univ. of Tennessee
  211. *> \author Univ. of California Berkeley
  212. *> \author Univ. of Colorado Denver
  213. *> \author NAG Ltd.
  214. *
  215. *> \date January 2015
  216. *
  217. *> \ingroup complexOTHERcomputational
  218. *
  219. *> \par Further Details:
  220. * =====================
  221. *>
  222. *> \verbatim
  223. *>
  224. *> This routine reduces A to Hessenberg form and maintains B in
  225. *> using a blocked variant of Moler and Stewart's original algorithm,
  226. *> as described by Kagstrom, Kressner, Quintana-Orti, and Quintana-Orti
  227. *> (BIT 2008).
  228. *> \endverbatim
  229. *>
  230. * =====================================================================
  231. SUBROUTINE CGGHD3( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
  232. $ LDQ, Z, LDZ, WORK, LWORK, INFO )
  233. *
  234. * -- LAPACK computational routine (version 3.8.0) --
  235. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  236. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  237. * January 2015
  238. *
  239. *
  240. IMPLICIT NONE
  241. *
  242. * .. Scalar Arguments ..
  243. CHARACTER COMPQ, COMPZ
  244. INTEGER IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N, LWORK
  245. * ..
  246. * .. Array Arguments ..
  247. COMPLEX A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  248. $ Z( LDZ, * ), WORK( * )
  249. * ..
  250. *
  251. * =====================================================================
  252. *
  253. * .. Parameters ..
  254. COMPLEX CONE, CZERO
  255. PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ),
  256. $ CZERO = ( 0.0E+0, 0.0E+0 ) )
  257. * ..
  258. * .. Local Scalars ..
  259. LOGICAL BLK22, INITQ, INITZ, LQUERY, WANTQ, WANTZ
  260. CHARACTER*1 COMPQ2, COMPZ2
  261. INTEGER COLA, I, IERR, J, J0, JCOL, JJ, JROW, K,
  262. $ KACC22, LEN, LWKOPT, N2NB, NB, NBLST, NBMIN,
  263. $ NH, NNB, NX, PPW, PPWO, PW, TOP, TOPQ
  264. REAL C
  265. COMPLEX C1, C2, CTEMP, S, S1, S2, TEMP, TEMP1, TEMP2,
  266. $ TEMP3
  267. * ..
  268. * .. External Functions ..
  269. LOGICAL LSAME
  270. INTEGER ILAENV
  271. EXTERNAL ILAENV, LSAME
  272. * ..
  273. * .. External Subroutines ..
  274. EXTERNAL CGGHRD, CLARTG, CLASET, CUNM22, CROT, CGEMM,
  275. $ CGEMV, CTRMV, CLACPY, XERBLA
  276. * ..
  277. * .. Intrinsic Functions ..
  278. INTRINSIC REAL, CMPLX, CONJG, MAX
  279. * ..
  280. * .. Executable Statements ..
  281. *
  282. * Decode and test the input parameters.
  283. *
  284. INFO = 0
  285. NB = ILAENV( 1, 'CGGHD3', ' ', N, ILO, IHI, -1 )
  286. LWKOPT = MAX( 6*N*NB, 1 )
  287. WORK( 1 ) = CMPLX( LWKOPT )
  288. INITQ = LSAME( COMPQ, 'I' )
  289. WANTQ = INITQ .OR. LSAME( COMPQ, 'V' )
  290. INITZ = LSAME( COMPZ, 'I' )
  291. WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
  292. LQUERY = ( LWORK.EQ.-1 )
  293. *
  294. IF( .NOT.LSAME( COMPQ, 'N' ) .AND. .NOT.WANTQ ) THEN
  295. INFO = -1
  296. ELSE IF( .NOT.LSAME( COMPZ, 'N' ) .AND. .NOT.WANTZ ) THEN
  297. INFO = -2
  298. ELSE IF( N.LT.0 ) THEN
  299. INFO = -3
  300. ELSE IF( ILO.LT.1 ) THEN
  301. INFO = -4
  302. ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
  303. INFO = -5
  304. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  305. INFO = -7
  306. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  307. INFO = -9
  308. ELSE IF( ( WANTQ .AND. LDQ.LT.N ) .OR. LDQ.LT.1 ) THEN
  309. INFO = -11
  310. ELSE IF( ( WANTZ .AND. LDZ.LT.N ) .OR. LDZ.LT.1 ) THEN
  311. INFO = -13
  312. ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  313. INFO = -15
  314. END IF
  315. IF( INFO.NE.0 ) THEN
  316. CALL XERBLA( 'CGGHD3', -INFO )
  317. RETURN
  318. ELSE IF( LQUERY ) THEN
  319. RETURN
  320. END IF
  321. *
  322. * Initialize Q and Z if desired.
  323. *
  324. IF( INITQ )
  325. $ CALL CLASET( 'All', N, N, CZERO, CONE, Q, LDQ )
  326. IF( INITZ )
  327. $ CALL CLASET( 'All', N, N, CZERO, CONE, Z, LDZ )
  328. *
  329. * Zero out lower triangle of B.
  330. *
  331. IF( N.GT.1 )
  332. $ CALL CLASET( 'Lower', N-1, N-1, CZERO, CZERO, B(2, 1), LDB )
  333. *
  334. * Quick return if possible
  335. *
  336. NH = IHI - ILO + 1
  337. IF( NH.LE.1 ) THEN
  338. WORK( 1 ) = CONE
  339. RETURN
  340. END IF
  341. *
  342. * Determine the blocksize.
  343. *
  344. NBMIN = ILAENV( 2, 'CGGHD3', ' ', N, ILO, IHI, -1 )
  345. IF( NB.GT.1 .AND. NB.LT.NH ) THEN
  346. *
  347. * Determine when to use unblocked instead of blocked code.
  348. *
  349. NX = MAX( NB, ILAENV( 3, 'CGGHD3', ' ', N, ILO, IHI, -1 ) )
  350. IF( NX.LT.NH ) THEN
  351. *
  352. * Determine if workspace is large enough for blocked code.
  353. *
  354. IF( LWORK.LT.LWKOPT ) THEN
  355. *
  356. * Not enough workspace to use optimal NB: determine the
  357. * minimum value of NB, and reduce NB or force use of
  358. * unblocked code.
  359. *
  360. NBMIN = MAX( 2, ILAENV( 2, 'CGGHD3', ' ', N, ILO, IHI,
  361. $ -1 ) )
  362. IF( LWORK.GE.6*N*NBMIN ) THEN
  363. NB = LWORK / ( 6*N )
  364. ELSE
  365. NB = 1
  366. END IF
  367. END IF
  368. END IF
  369. END IF
  370. *
  371. IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN
  372. *
  373. * Use unblocked code below
  374. *
  375. JCOL = ILO
  376. *
  377. ELSE
  378. *
  379. * Use blocked code
  380. *
  381. KACC22 = ILAENV( 16, 'CGGHD3', ' ', N, ILO, IHI, -1 )
  382. BLK22 = KACC22.EQ.2
  383. DO JCOL = ILO, IHI-2, NB
  384. NNB = MIN( NB, IHI-JCOL-1 )
  385. *
  386. * Initialize small unitary factors that will hold the
  387. * accumulated Givens rotations in workspace.
  388. * N2NB denotes the number of 2*NNB-by-2*NNB factors
  389. * NBLST denotes the (possibly smaller) order of the last
  390. * factor.
  391. *
  392. N2NB = ( IHI-JCOL-1 ) / NNB - 1
  393. NBLST = IHI - JCOL - N2NB*NNB
  394. CALL CLASET( 'All', NBLST, NBLST, CZERO, CONE, WORK, NBLST )
  395. PW = NBLST * NBLST + 1
  396. DO I = 1, N2NB
  397. CALL CLASET( 'All', 2*NNB, 2*NNB, CZERO, CONE,
  398. $ WORK( PW ), 2*NNB )
  399. PW = PW + 4*NNB*NNB
  400. END DO
  401. *
  402. * Reduce columns JCOL:JCOL+NNB-1 of A to Hessenberg form.
  403. *
  404. DO J = JCOL, JCOL+NNB-1
  405. *
  406. * Reduce Jth column of A. Store cosines and sines in Jth
  407. * column of A and B, respectively.
  408. *
  409. DO I = IHI, J+2, -1
  410. TEMP = A( I-1, J )
  411. CALL CLARTG( TEMP, A( I, J ), C, S, A( I-1, J ) )
  412. A( I, J ) = CMPLX( C )
  413. B( I, J ) = S
  414. END DO
  415. *
  416. * Accumulate Givens rotations into workspace array.
  417. *
  418. PPW = ( NBLST + 1 )*( NBLST - 2 ) - J + JCOL + 1
  419. LEN = 2 + J - JCOL
  420. JROW = J + N2NB*NNB + 2
  421. DO I = IHI, JROW, -1
  422. CTEMP = A( I, J )
  423. S = B( I, J )
  424. DO JJ = PPW, PPW+LEN-1
  425. TEMP = WORK( JJ + NBLST )
  426. WORK( JJ + NBLST ) = CTEMP*TEMP - S*WORK( JJ )
  427. WORK( JJ ) = CONJG( S )*TEMP + CTEMP*WORK( JJ )
  428. END DO
  429. LEN = LEN + 1
  430. PPW = PPW - NBLST - 1
  431. END DO
  432. *
  433. PPWO = NBLST*NBLST + ( NNB+J-JCOL-1 )*2*NNB + NNB
  434. J0 = JROW - NNB
  435. DO JROW = J0, J+2, -NNB
  436. PPW = PPWO
  437. LEN = 2 + J - JCOL
  438. DO I = JROW+NNB-1, JROW, -1
  439. CTEMP = A( I, J )
  440. S = B( I, J )
  441. DO JJ = PPW, PPW+LEN-1
  442. TEMP = WORK( JJ + 2*NNB )
  443. WORK( JJ + 2*NNB ) = CTEMP*TEMP - S*WORK( JJ )
  444. WORK( JJ ) = CONJG( S )*TEMP + CTEMP*WORK( JJ )
  445. END DO
  446. LEN = LEN + 1
  447. PPW = PPW - 2*NNB - 1
  448. END DO
  449. PPWO = PPWO + 4*NNB*NNB
  450. END DO
  451. *
  452. * TOP denotes the number of top rows in A and B that will
  453. * not be updated during the next steps.
  454. *
  455. IF( JCOL.LE.2 ) THEN
  456. TOP = 0
  457. ELSE
  458. TOP = JCOL
  459. END IF
  460. *
  461. * Propagate transformations through B and replace stored
  462. * left sines/cosines by right sines/cosines.
  463. *
  464. DO JJ = N, J+1, -1
  465. *
  466. * Update JJth column of B.
  467. *
  468. DO I = MIN( JJ+1, IHI ), J+2, -1
  469. CTEMP = A( I, J )
  470. S = B( I, J )
  471. TEMP = B( I, JJ )
  472. B( I, JJ ) = CTEMP*TEMP - CONJG( S )*B( I-1, JJ )
  473. B( I-1, JJ ) = S*TEMP + CTEMP*B( I-1, JJ )
  474. END DO
  475. *
  476. * Annihilate B( JJ+1, JJ ).
  477. *
  478. IF( JJ.LT.IHI ) THEN
  479. TEMP = B( JJ+1, JJ+1 )
  480. CALL CLARTG( TEMP, B( JJ+1, JJ ), C, S,
  481. $ B( JJ+1, JJ+1 ) )
  482. B( JJ+1, JJ ) = CZERO
  483. CALL CROT( JJ-TOP, B( TOP+1, JJ+1 ), 1,
  484. $ B( TOP+1, JJ ), 1, C, S )
  485. A( JJ+1, J ) = CMPLX( C )
  486. B( JJ+1, J ) = -CONJG( S )
  487. END IF
  488. END DO
  489. *
  490. * Update A by transformations from right.
  491. *
  492. JJ = MOD( IHI-J-1, 3 )
  493. DO I = IHI-J-3, JJ+1, -3
  494. CTEMP = A( J+1+I, J )
  495. S = -B( J+1+I, J )
  496. C1 = A( J+2+I, J )
  497. S1 = -B( J+2+I, J )
  498. C2 = A( J+3+I, J )
  499. S2 = -B( J+3+I, J )
  500. *
  501. DO K = TOP+1, IHI
  502. TEMP = A( K, J+I )
  503. TEMP1 = A( K, J+I+1 )
  504. TEMP2 = A( K, J+I+2 )
  505. TEMP3 = A( K, J+I+3 )
  506. A( K, J+I+3 ) = C2*TEMP3 + CONJG( S2 )*TEMP2
  507. TEMP2 = -S2*TEMP3 + C2*TEMP2
  508. A( K, J+I+2 ) = C1*TEMP2 + CONJG( S1 )*TEMP1
  509. TEMP1 = -S1*TEMP2 + C1*TEMP1
  510. A( K, J+I+1 ) = CTEMP*TEMP1 + CONJG( S )*TEMP
  511. A( K, J+I ) = -S*TEMP1 + CTEMP*TEMP
  512. END DO
  513. END DO
  514. *
  515. IF( JJ.GT.0 ) THEN
  516. DO I = JJ, 1, -1
  517. C = DBLE( A( J+1+I, J ) )
  518. CALL CROT( IHI-TOP, A( TOP+1, J+I+1 ), 1,
  519. $ A( TOP+1, J+I ), 1, C,
  520. $ -CONJG( B( J+1+I, J ) ) )
  521. END DO
  522. END IF
  523. *
  524. * Update (J+1)th column of A by transformations from left.
  525. *
  526. IF ( J .LT. JCOL + NNB - 1 ) THEN
  527. LEN = 1 + J - JCOL
  528. *
  529. * Multiply with the trailing accumulated unitary
  530. * matrix, which takes the form
  531. *
  532. * [ U11 U12 ]
  533. * U = [ ],
  534. * [ U21 U22 ]
  535. *
  536. * where U21 is a LEN-by-LEN matrix and U12 is lower
  537. * triangular.
  538. *
  539. JROW = IHI - NBLST + 1
  540. CALL CGEMV( 'Conjugate', NBLST, LEN, CONE, WORK,
  541. $ NBLST, A( JROW, J+1 ), 1, CZERO,
  542. $ WORK( PW ), 1 )
  543. PPW = PW + LEN
  544. DO I = JROW, JROW+NBLST-LEN-1
  545. WORK( PPW ) = A( I, J+1 )
  546. PPW = PPW + 1
  547. END DO
  548. CALL CTRMV( 'Lower', 'Conjugate', 'Non-unit',
  549. $ NBLST-LEN, WORK( LEN*NBLST + 1 ), NBLST,
  550. $ WORK( PW+LEN ), 1 )
  551. CALL CGEMV( 'Conjugate', LEN, NBLST-LEN, CONE,
  552. $ WORK( (LEN+1)*NBLST - LEN + 1 ), NBLST,
  553. $ A( JROW+NBLST-LEN, J+1 ), 1, CONE,
  554. $ WORK( PW+LEN ), 1 )
  555. PPW = PW
  556. DO I = JROW, JROW+NBLST-1
  557. A( I, J+1 ) = WORK( PPW )
  558. PPW = PPW + 1
  559. END DO
  560. *
  561. * Multiply with the other accumulated unitary
  562. * matrices, which take the form
  563. *
  564. * [ U11 U12 0 ]
  565. * [ ]
  566. * U = [ U21 U22 0 ],
  567. * [ ]
  568. * [ 0 0 I ]
  569. *
  570. * where I denotes the (NNB-LEN)-by-(NNB-LEN) identity
  571. * matrix, U21 is a LEN-by-LEN upper triangular matrix
  572. * and U12 is an NNB-by-NNB lower triangular matrix.
  573. *
  574. PPWO = 1 + NBLST*NBLST
  575. J0 = JROW - NNB
  576. DO JROW = J0, JCOL+1, -NNB
  577. PPW = PW + LEN
  578. DO I = JROW, JROW+NNB-1
  579. WORK( PPW ) = A( I, J+1 )
  580. PPW = PPW + 1
  581. END DO
  582. PPW = PW
  583. DO I = JROW+NNB, JROW+NNB+LEN-1
  584. WORK( PPW ) = A( I, J+1 )
  585. PPW = PPW + 1
  586. END DO
  587. CALL CTRMV( 'Upper', 'Conjugate', 'Non-unit', LEN,
  588. $ WORK( PPWO + NNB ), 2*NNB, WORK( PW ),
  589. $ 1 )
  590. CALL CTRMV( 'Lower', 'Conjugate', 'Non-unit', NNB,
  591. $ WORK( PPWO + 2*LEN*NNB ),
  592. $ 2*NNB, WORK( PW + LEN ), 1 )
  593. CALL CGEMV( 'Conjugate', NNB, LEN, CONE,
  594. $ WORK( PPWO ), 2*NNB, A( JROW, J+1 ), 1,
  595. $ CONE, WORK( PW ), 1 )
  596. CALL CGEMV( 'Conjugate', LEN, NNB, CONE,
  597. $ WORK( PPWO + 2*LEN*NNB + NNB ), 2*NNB,
  598. $ A( JROW+NNB, J+1 ), 1, CONE,
  599. $ WORK( PW+LEN ), 1 )
  600. PPW = PW
  601. DO I = JROW, JROW+LEN+NNB-1
  602. A( I, J+1 ) = WORK( PPW )
  603. PPW = PPW + 1
  604. END DO
  605. PPWO = PPWO + 4*NNB*NNB
  606. END DO
  607. END IF
  608. END DO
  609. *
  610. * Apply accumulated unitary matrices to A.
  611. *
  612. COLA = N - JCOL - NNB + 1
  613. J = IHI - NBLST + 1
  614. CALL CGEMM( 'Conjugate', 'No Transpose', NBLST,
  615. $ COLA, NBLST, CONE, WORK, NBLST,
  616. $ A( J, JCOL+NNB ), LDA, CZERO, WORK( PW ),
  617. $ NBLST )
  618. CALL CLACPY( 'All', NBLST, COLA, WORK( PW ), NBLST,
  619. $ A( J, JCOL+NNB ), LDA )
  620. PPWO = NBLST*NBLST + 1
  621. J0 = J - NNB
  622. DO J = J0, JCOL+1, -NNB
  623. IF ( BLK22 ) THEN
  624. *
  625. * Exploit the structure of
  626. *
  627. * [ U11 U12 ]
  628. * U = [ ]
  629. * [ U21 U22 ],
  630. *
  631. * where all blocks are NNB-by-NNB, U21 is upper
  632. * triangular and U12 is lower triangular.
  633. *
  634. CALL CUNM22( 'Left', 'Conjugate', 2*NNB, COLA, NNB,
  635. $ NNB, WORK( PPWO ), 2*NNB,
  636. $ A( J, JCOL+NNB ), LDA, WORK( PW ),
  637. $ LWORK-PW+1, IERR )
  638. ELSE
  639. *
  640. * Ignore the structure of U.
  641. *
  642. CALL CGEMM( 'Conjugate', 'No Transpose', 2*NNB,
  643. $ COLA, 2*NNB, CONE, WORK( PPWO ), 2*NNB,
  644. $ A( J, JCOL+NNB ), LDA, CZERO, WORK( PW ),
  645. $ 2*NNB )
  646. CALL CLACPY( 'All', 2*NNB, COLA, WORK( PW ), 2*NNB,
  647. $ A( J, JCOL+NNB ), LDA )
  648. END IF
  649. PPWO = PPWO + 4*NNB*NNB
  650. END DO
  651. *
  652. * Apply accumulated unitary matrices to Q.
  653. *
  654. IF( WANTQ ) THEN
  655. J = IHI - NBLST + 1
  656. IF ( INITQ ) THEN
  657. TOPQ = MAX( 2, J - JCOL + 1 )
  658. NH = IHI - TOPQ + 1
  659. ELSE
  660. TOPQ = 1
  661. NH = N
  662. END IF
  663. CALL CGEMM( 'No Transpose', 'No Transpose', NH,
  664. $ NBLST, NBLST, CONE, Q( TOPQ, J ), LDQ,
  665. $ WORK, NBLST, CZERO, WORK( PW ), NH )
  666. CALL CLACPY( 'All', NH, NBLST, WORK( PW ), NH,
  667. $ Q( TOPQ, J ), LDQ )
  668. PPWO = NBLST*NBLST + 1
  669. J0 = J - NNB
  670. DO J = J0, JCOL+1, -NNB
  671. IF ( INITQ ) THEN
  672. TOPQ = MAX( 2, J - JCOL + 1 )
  673. NH = IHI - TOPQ + 1
  674. END IF
  675. IF ( BLK22 ) THEN
  676. *
  677. * Exploit the structure of U.
  678. *
  679. CALL CUNM22( 'Right', 'No Transpose', NH, 2*NNB,
  680. $ NNB, NNB, WORK( PPWO ), 2*NNB,
  681. $ Q( TOPQ, J ), LDQ, WORK( PW ),
  682. $ LWORK-PW+1, IERR )
  683. ELSE
  684. *
  685. * Ignore the structure of U.
  686. *
  687. CALL CGEMM( 'No Transpose', 'No Transpose', NH,
  688. $ 2*NNB, 2*NNB, CONE, Q( TOPQ, J ), LDQ,
  689. $ WORK( PPWO ), 2*NNB, CZERO, WORK( PW ),
  690. $ NH )
  691. CALL CLACPY( 'All', NH, 2*NNB, WORK( PW ), NH,
  692. $ Q( TOPQ, J ), LDQ )
  693. END IF
  694. PPWO = PPWO + 4*NNB*NNB
  695. END DO
  696. END IF
  697. *
  698. * Accumulate right Givens rotations if required.
  699. *
  700. IF ( WANTZ .OR. TOP.GT.0 ) THEN
  701. *
  702. * Initialize small unitary factors that will hold the
  703. * accumulated Givens rotations in workspace.
  704. *
  705. CALL CLASET( 'All', NBLST, NBLST, CZERO, CONE, WORK,
  706. $ NBLST )
  707. PW = NBLST * NBLST + 1
  708. DO I = 1, N2NB
  709. CALL CLASET( 'All', 2*NNB, 2*NNB, CZERO, CONE,
  710. $ WORK( PW ), 2*NNB )
  711. PW = PW + 4*NNB*NNB
  712. END DO
  713. *
  714. * Accumulate Givens rotations into workspace array.
  715. *
  716. DO J = JCOL, JCOL+NNB-1
  717. PPW = ( NBLST + 1 )*( NBLST - 2 ) - J + JCOL + 1
  718. LEN = 2 + J - JCOL
  719. JROW = J + N2NB*NNB + 2
  720. DO I = IHI, JROW, -1
  721. CTEMP = A( I, J )
  722. A( I, J ) = CZERO
  723. S = B( I, J )
  724. B( I, J ) = CZERO
  725. DO JJ = PPW, PPW+LEN-1
  726. TEMP = WORK( JJ + NBLST )
  727. WORK( JJ + NBLST ) = CTEMP*TEMP -
  728. $ CONJG( S )*WORK( JJ )
  729. WORK( JJ ) = S*TEMP + CTEMP*WORK( JJ )
  730. END DO
  731. LEN = LEN + 1
  732. PPW = PPW - NBLST - 1
  733. END DO
  734. *
  735. PPWO = NBLST*NBLST + ( NNB+J-JCOL-1 )*2*NNB + NNB
  736. J0 = JROW - NNB
  737. DO JROW = J0, J+2, -NNB
  738. PPW = PPWO
  739. LEN = 2 + J - JCOL
  740. DO I = JROW+NNB-1, JROW, -1
  741. CTEMP = A( I, J )
  742. A( I, J ) = CZERO
  743. S = B( I, J )
  744. B( I, J ) = CZERO
  745. DO JJ = PPW, PPW+LEN-1
  746. TEMP = WORK( JJ + 2*NNB )
  747. WORK( JJ + 2*NNB ) = CTEMP*TEMP -
  748. $ CONJG( S )*WORK( JJ )
  749. WORK( JJ ) = S*TEMP + CTEMP*WORK( JJ )
  750. END DO
  751. LEN = LEN + 1
  752. PPW = PPW - 2*NNB - 1
  753. END DO
  754. PPWO = PPWO + 4*NNB*NNB
  755. END DO
  756. END DO
  757. ELSE
  758. *
  759. CALL CLASET( 'Lower', IHI - JCOL - 1, NNB, CZERO, CZERO,
  760. $ A( JCOL + 2, JCOL ), LDA )
  761. CALL CLASET( 'Lower', IHI - JCOL - 1, NNB, CZERO, CZERO,
  762. $ B( JCOL + 2, JCOL ), LDB )
  763. END IF
  764. *
  765. * Apply accumulated unitary matrices to A and B.
  766. *
  767. IF ( TOP.GT.0 ) THEN
  768. J = IHI - NBLST + 1
  769. CALL CGEMM( 'No Transpose', 'No Transpose', TOP,
  770. $ NBLST, NBLST, CONE, A( 1, J ), LDA,
  771. $ WORK, NBLST, CZERO, WORK( PW ), TOP )
  772. CALL CLACPY( 'All', TOP, NBLST, WORK( PW ), TOP,
  773. $ A( 1, J ), LDA )
  774. PPWO = NBLST*NBLST + 1
  775. J0 = J - NNB
  776. DO J = J0, JCOL+1, -NNB
  777. IF ( BLK22 ) THEN
  778. *
  779. * Exploit the structure of U.
  780. *
  781. CALL CUNM22( 'Right', 'No Transpose', TOP, 2*NNB,
  782. $ NNB, NNB, WORK( PPWO ), 2*NNB,
  783. $ A( 1, J ), LDA, WORK( PW ),
  784. $ LWORK-PW+1, IERR )
  785. ELSE
  786. *
  787. * Ignore the structure of U.
  788. *
  789. CALL CGEMM( 'No Transpose', 'No Transpose', TOP,
  790. $ 2*NNB, 2*NNB, CONE, A( 1, J ), LDA,
  791. $ WORK( PPWO ), 2*NNB, CZERO,
  792. $ WORK( PW ), TOP )
  793. CALL CLACPY( 'All', TOP, 2*NNB, WORK( PW ), TOP,
  794. $ A( 1, J ), LDA )
  795. END IF
  796. PPWO = PPWO + 4*NNB*NNB
  797. END DO
  798. *
  799. J = IHI - NBLST + 1
  800. CALL CGEMM( 'No Transpose', 'No Transpose', TOP,
  801. $ NBLST, NBLST, CONE, B( 1, J ), LDB,
  802. $ WORK, NBLST, CZERO, WORK( PW ), TOP )
  803. CALL CLACPY( 'All', TOP, NBLST, WORK( PW ), TOP,
  804. $ B( 1, J ), LDB )
  805. PPWO = NBLST*NBLST + 1
  806. J0 = J - NNB
  807. DO J = J0, JCOL+1, -NNB
  808. IF ( BLK22 ) THEN
  809. *
  810. * Exploit the structure of U.
  811. *
  812. CALL CUNM22( 'Right', 'No Transpose', TOP, 2*NNB,
  813. $ NNB, NNB, WORK( PPWO ), 2*NNB,
  814. $ B( 1, J ), LDB, WORK( PW ),
  815. $ LWORK-PW+1, IERR )
  816. ELSE
  817. *
  818. * Ignore the structure of U.
  819. *
  820. CALL CGEMM( 'No Transpose', 'No Transpose', TOP,
  821. $ 2*NNB, 2*NNB, CONE, B( 1, J ), LDB,
  822. $ WORK( PPWO ), 2*NNB, CZERO,
  823. $ WORK( PW ), TOP )
  824. CALL CLACPY( 'All', TOP, 2*NNB, WORK( PW ), TOP,
  825. $ B( 1, J ), LDB )
  826. END IF
  827. PPWO = PPWO + 4*NNB*NNB
  828. END DO
  829. END IF
  830. *
  831. * Apply accumulated unitary matrices to Z.
  832. *
  833. IF( WANTZ ) THEN
  834. J = IHI - NBLST + 1
  835. IF ( INITQ ) THEN
  836. TOPQ = MAX( 2, J - JCOL + 1 )
  837. NH = IHI - TOPQ + 1
  838. ELSE
  839. TOPQ = 1
  840. NH = N
  841. END IF
  842. CALL CGEMM( 'No Transpose', 'No Transpose', NH,
  843. $ NBLST, NBLST, CONE, Z( TOPQ, J ), LDZ,
  844. $ WORK, NBLST, CZERO, WORK( PW ), NH )
  845. CALL CLACPY( 'All', NH, NBLST, WORK( PW ), NH,
  846. $ Z( TOPQ, J ), LDZ )
  847. PPWO = NBLST*NBLST + 1
  848. J0 = J - NNB
  849. DO J = J0, JCOL+1, -NNB
  850. IF ( INITQ ) THEN
  851. TOPQ = MAX( 2, J - JCOL + 1 )
  852. NH = IHI - TOPQ + 1
  853. END IF
  854. IF ( BLK22 ) THEN
  855. *
  856. * Exploit the structure of U.
  857. *
  858. CALL CUNM22( 'Right', 'No Transpose', NH, 2*NNB,
  859. $ NNB, NNB, WORK( PPWO ), 2*NNB,
  860. $ Z( TOPQ, J ), LDZ, WORK( PW ),
  861. $ LWORK-PW+1, IERR )
  862. ELSE
  863. *
  864. * Ignore the structure of U.
  865. *
  866. CALL CGEMM( 'No Transpose', 'No Transpose', NH,
  867. $ 2*NNB, 2*NNB, CONE, Z( TOPQ, J ), LDZ,
  868. $ WORK( PPWO ), 2*NNB, CZERO, WORK( PW ),
  869. $ NH )
  870. CALL CLACPY( 'All', NH, 2*NNB, WORK( PW ), NH,
  871. $ Z( TOPQ, J ), LDZ )
  872. END IF
  873. PPWO = PPWO + 4*NNB*NNB
  874. END DO
  875. END IF
  876. END DO
  877. END IF
  878. *
  879. * Use unblocked code to reduce the rest of the matrix
  880. * Avoid re-initialization of modified Q and Z.
  881. *
  882. COMPQ2 = COMPQ
  883. COMPZ2 = COMPZ
  884. IF ( JCOL.NE.ILO ) THEN
  885. IF ( WANTQ )
  886. $ COMPQ2 = 'V'
  887. IF ( WANTZ )
  888. $ COMPZ2 = 'V'
  889. END IF
  890. *
  891. IF ( JCOL.LT.IHI )
  892. $ CALL CGGHRD( COMPQ2, COMPZ2, N, JCOL, IHI, A, LDA, B, LDB, Q,
  893. $ LDQ, Z, LDZ, IERR )
  894. WORK( 1 ) = CMPLX( LWKOPT )
  895. *
  896. RETURN
  897. *
  898. * End of CGGHD3
  899. *
  900. END