You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

clahrd.f 9.0 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292
  1. *> \brief \b CLAHRD 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 CLAHRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clahrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clahrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clahrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAHRD( 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. * COMPLEX A( LDA, * ), T( LDT, NB ), TAU( NB ),
  28. * $ Y( LDY, NB )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> This routine is deprecated and has been replaced by routine CLAHR2.
  38. *>
  39. *> CLAHRD reduces the first NB columns of a complex general n-by-(n-k+1)
  40. *> matrix A so that elements below the k-th subdiagonal are zero. The
  41. *> reduction is performed by a unitary similarity transformation
  42. *> Q**H * A * Q. The routine returns the matrices V and T which determine
  43. *> Q as a block reflector I - V*T*V**H, and also the matrix Y = A * V * T.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The order of the matrix A.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] K
  56. *> \verbatim
  57. *> K is INTEGER
  58. *> The offset for the reduction. Elements below the k-th
  59. *> subdiagonal in the first NB columns are reduced to zero.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] NB
  63. *> \verbatim
  64. *> NB is INTEGER
  65. *> The number of columns to be reduced.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] A
  69. *> \verbatim
  70. *> A is COMPLEX array, dimension (LDA,N-K+1)
  71. *> On entry, the n-by-(n-k+1) general matrix A.
  72. *> On exit, the elements on and above the k-th subdiagonal in
  73. *> the first NB columns are overwritten with the corresponding
  74. *> elements of the reduced matrix; the elements below the k-th
  75. *> subdiagonal, with the array TAU, represent the matrix Q as a
  76. *> product of elementary reflectors. The other columns of A are
  77. *> unchanged. See Further Details.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDA
  81. *> \verbatim
  82. *> LDA is INTEGER
  83. *> The leading dimension of the array A. LDA >= max(1,N).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] TAU
  87. *> \verbatim
  88. *> TAU is COMPLEX array, dimension (NB)
  89. *> The scalar factors of the elementary reflectors. See Further
  90. *> Details.
  91. *> \endverbatim
  92. *>
  93. *> \param[out] T
  94. *> \verbatim
  95. *> T is COMPLEX array, dimension (LDT,NB)
  96. *> The upper triangular matrix T.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDT
  100. *> \verbatim
  101. *> LDT is INTEGER
  102. *> The leading dimension of the array T. LDT >= NB.
  103. *> \endverbatim
  104. *>
  105. *> \param[out] Y
  106. *> \verbatim
  107. *> Y is COMPLEX array, dimension (LDY,NB)
  108. *> The n-by-nb matrix Y.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDY
  112. *> \verbatim
  113. *> LDY is INTEGER
  114. *> The leading dimension of the array Y. LDY >= max(1,N).
  115. *> \endverbatim
  116. *
  117. * Authors:
  118. * ========
  119. *
  120. *> \author Univ. of Tennessee
  121. *> \author Univ. of California Berkeley
  122. *> \author Univ. of Colorado Denver
  123. *> \author NAG Ltd.
  124. *
  125. *> \date December 2016
  126. *
  127. *> \ingroup complexOTHERauxiliary
  128. *
  129. *> \par Further Details:
  130. * =====================
  131. *>
  132. *> \verbatim
  133. *>
  134. *> The matrix Q is represented as a product of nb elementary reflectors
  135. *>
  136. *> Q = H(1) H(2) . . . H(nb).
  137. *>
  138. *> Each H(i) has the form
  139. *>
  140. *> H(i) = I - tau * v * v**H
  141. *>
  142. *> where tau is a complex scalar, and v is a complex vector with
  143. *> v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
  144. *> A(i+k+1:n,i), and tau in TAU(i).
  145. *>
  146. *> The elements of the vectors v together form the (n-k+1)-by-nb matrix
  147. *> V which is needed, with T and Y, to apply the transformation to the
  148. *> unreduced part of the matrix, using an update of the form:
  149. *> A := (I - V*T*V**H) * (A - Y*V**H).
  150. *>
  151. *> The contents of A on exit are illustrated by the following example
  152. *> with n = 7, k = 3 and nb = 2:
  153. *>
  154. *> ( a h a a a )
  155. *> ( a h a a a )
  156. *> ( a h a a a )
  157. *> ( h h a a a )
  158. *> ( v1 h a a a )
  159. *> ( v1 v2 a a a )
  160. *> ( v1 v2 a a a )
  161. *>
  162. *> where a denotes an element of the original matrix A, h denotes a
  163. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  164. *> element of the vector defining H(i).
  165. *> \endverbatim
  166. *>
  167. * =====================================================================
  168. SUBROUTINE CLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
  169. *
  170. * -- LAPACK auxiliary routine (version 3.7.0) --
  171. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  172. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  173. * December 2016
  174. *
  175. * .. Scalar Arguments ..
  176. INTEGER K, LDA, LDT, LDY, N, NB
  177. * ..
  178. * .. Array Arguments ..
  179. COMPLEX A( LDA, * ), T( LDT, NB ), TAU( NB ),
  180. $ Y( LDY, NB )
  181. * ..
  182. *
  183. * =====================================================================
  184. *
  185. * .. Parameters ..
  186. COMPLEX ZERO, ONE
  187. PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
  188. $ ONE = ( 1.0E+0, 0.0E+0 ) )
  189. * ..
  190. * .. Local Scalars ..
  191. INTEGER I
  192. COMPLEX EI
  193. * ..
  194. * .. External Subroutines ..
  195. EXTERNAL CAXPY, CCOPY, CGEMV, CLACGV, CLARFG, CSCAL,
  196. $ CTRMV
  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**H
  214. *
  215. CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
  216. CALL CGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
  217. $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
  218. CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
  219. *
  220. * Apply I - V * T**H * V**H to this column (call it b) from the
  221. * left, using the last column of T as workspace
  222. *
  223. * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
  224. * ( V2 ) ( b2 )
  225. *
  226. * where V1 is unit lower triangular
  227. *
  228. * w := V1**H * b1
  229. *
  230. CALL CCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
  231. CALL CTRMV( 'Lower', 'Conjugate transpose', 'Unit', I-1,
  232. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  233. *
  234. * w := w + V2**H *b2
  235. *
  236. CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  237. $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ONE,
  238. $ T( 1, NB ), 1 )
  239. *
  240. * w := T**H *w
  241. *
  242. CALL CTRMV( 'Upper', 'Conjugate transpose', 'Non-unit', I-1,
  243. $ T, LDT, T( 1, NB ), 1 )
  244. *
  245. * b2 := b2 - V2*w
  246. *
  247. CALL CGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ),
  248. $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
  249. *
  250. * b1 := b1 - V1*w
  251. *
  252. CALL CTRMV( 'Lower', 'No transpose', 'Unit', I-1,
  253. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  254. CALL CAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
  255. *
  256. A( K+I-1, I-1 ) = EI
  257. END IF
  258. *
  259. * Generate the elementary reflector H(i) to annihilate
  260. * A(k+i+1:n,i)
  261. *
  262. EI = A( K+I, I )
  263. CALL CLARFG( N-K-I+1, EI, A( MIN( K+I+1, N ), I ), 1,
  264. $ TAU( I ) )
  265. A( K+I, I ) = ONE
  266. *
  267. * Compute Y(1:n,i)
  268. *
  269. CALL CGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
  270. $ A( K+I, I ), 1, ZERO, Y( 1, I ), 1 )
  271. CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  272. $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ZERO, T( 1, I ),
  273. $ 1 )
  274. CALL CGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1,
  275. $ ONE, Y( 1, I ), 1 )
  276. CALL CSCAL( N, TAU( I ), Y( 1, I ), 1 )
  277. *
  278. * Compute T(1:i,i)
  279. *
  280. CALL CSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
  281. CALL CTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT,
  282. $ T( 1, I ), 1 )
  283. T( I, I ) = TAU( I )
  284. *
  285. 10 CONTINUE
  286. A( K+NB, NB ) = EI
  287. *
  288. RETURN
  289. *
  290. * End of CLAHRD
  291. *
  292. END