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zgehrd.f 11 kB

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  1. *> \brief \b ZGEHRD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEHRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgehrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgehrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgehrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER IHI, ILO, INFO, LDA, LWORK, N
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> ZGEHRD reduces a complex general matrix A to upper Hessenberg form H by
  37. *> an unitary similarity transformation: Q**H * A * Q = H .
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] N
  44. *> \verbatim
  45. *> N is INTEGER
  46. *> The order of the matrix A. N >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] ILO
  50. *> \verbatim
  51. *> ILO is INTEGER
  52. *> \endverbatim
  53. *>
  54. *> \param[in] IHI
  55. *> \verbatim
  56. *> IHI is INTEGER
  57. *>
  58. *> It is assumed that A is already upper triangular in rows
  59. *> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
  60. *> set by a previous call to ZGEBAL; otherwise they should be
  61. *> set to 1 and N respectively. See Further Details.
  62. *> 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in,out] A
  66. *> \verbatim
  67. *> A is COMPLEX*16 array, dimension (LDA,N)
  68. *> On entry, the N-by-N general matrix to be reduced.
  69. *> On exit, the upper triangle and the first subdiagonal of A
  70. *> are overwritten with the upper Hessenberg matrix H, and the
  71. *> elements below the first subdiagonal, with the array TAU,
  72. *> represent the unitary matrix Q as a product of elementary
  73. *> reflectors. See Further Details.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDA
  77. *> \verbatim
  78. *> LDA is INTEGER
  79. *> The leading dimension of the array A. LDA >= max(1,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] TAU
  83. *> \verbatim
  84. *> TAU is COMPLEX*16 array, dimension (N-1)
  85. *> The scalar factors of the elementary reflectors (see Further
  86. *> Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
  87. *> zero.
  88. *> \endverbatim
  89. *>
  90. *> \param[out] WORK
  91. *> \verbatim
  92. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  93. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LWORK
  97. *> \verbatim
  98. *> LWORK is INTEGER
  99. *> The length of the array WORK. LWORK >= max(1,N).
  100. *> For good performance, LWORK should generally be larger.
  101. *>
  102. *> If LWORK = -1, then a workspace query is assumed; the routine
  103. *> only calculates the optimal size of the WORK array, returns
  104. *> this value as the first entry of the WORK array, and no error
  105. *> message related to LWORK is issued by XERBLA.
  106. *> \endverbatim
  107. *>
  108. *> \param[out] INFO
  109. *> \verbatim
  110. *> INFO is INTEGER
  111. *> = 0: successful exit
  112. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  113. *> \endverbatim
  114. *
  115. * Authors:
  116. * ========
  117. *
  118. *> \author Univ. of Tennessee
  119. *> \author Univ. of California Berkeley
  120. *> \author Univ. of Colorado Denver
  121. *> \author NAG Ltd.
  122. *
  123. *> \ingroup gehrd
  124. *
  125. *> \par Further Details:
  126. * =====================
  127. *>
  128. *> \verbatim
  129. *>
  130. *> The matrix Q is represented as a product of (ihi-ilo) elementary
  131. *> reflectors
  132. *>
  133. *> Q = H(ilo) H(ilo+1) . . . H(ihi-1).
  134. *>
  135. *> Each H(i) has the form
  136. *>
  137. *> H(i) = I - tau * v * v**H
  138. *>
  139. *> where tau is a complex scalar, and v is a complex vector with
  140. *> v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
  141. *> exit in A(i+2:ihi,i), and tau in TAU(i).
  142. *>
  143. *> The contents of A are illustrated by the following example, with
  144. *> n = 7, ilo = 2 and ihi = 6:
  145. *>
  146. *> on entry, on exit,
  147. *>
  148. *> ( a a a a a a a ) ( a a h h h h a )
  149. *> ( a a a a a a ) ( a h h h h a )
  150. *> ( a a a a a a ) ( h h h h h h )
  151. *> ( a a a a a a ) ( v2 h h h h h )
  152. *> ( a a a a a a ) ( v2 v3 h h h h )
  153. *> ( a a a a a a ) ( v2 v3 v4 h h h )
  154. *> ( a ) ( a )
  155. *>
  156. *> where a denotes an element of the original matrix A, h denotes a
  157. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  158. *> element of the vector defining H(i).
  159. *>
  160. *> This file is a slight modification of LAPACK-3.0's ZGEHRD
  161. *> subroutine incorporating improvements proposed by Quintana-Orti and
  162. *> Van de Geijn (2006). (See ZLAHR2.)
  163. *> \endverbatim
  164. *>
  165. * =====================================================================
  166. SUBROUTINE ZGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
  167. *
  168. * -- LAPACK computational routine --
  169. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  170. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  171. *
  172. * .. Scalar Arguments ..
  173. INTEGER IHI, ILO, INFO, LDA, LWORK, N
  174. * ..
  175. * .. Array Arguments ..
  176. COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  177. * ..
  178. *
  179. * =====================================================================
  180. *
  181. * .. Parameters ..
  182. INTEGER NBMAX, LDT, TSIZE
  183. PARAMETER ( NBMAX = 64, LDT = NBMAX+1,
  184. $ TSIZE = LDT*NBMAX )
  185. COMPLEX*16 ZERO, ONE
  186. PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
  187. $ ONE = ( 1.0D+0, 0.0D+0 ) )
  188. * ..
  189. * .. Local Scalars ..
  190. LOGICAL LQUERY
  191. INTEGER I, IB, IINFO, IWT, J, LDWORK, LWKOPT, NB,
  192. $ NBMIN, NH, NX
  193. COMPLEX*16 EI
  194. * ..
  195. * .. External Subroutines ..
  196. EXTERNAL ZAXPY, ZGEHD2, ZGEMM, ZLAHR2, ZLARFB, ZTRMM,
  197. $ XERBLA
  198. * ..
  199. * .. Intrinsic Functions ..
  200. INTRINSIC MAX, MIN
  201. * ..
  202. * .. External Functions ..
  203. INTEGER ILAENV
  204. EXTERNAL ILAENV
  205. * ..
  206. * .. Executable Statements ..
  207. *
  208. * Test the input parameters
  209. *
  210. INFO = 0
  211. LQUERY = ( LWORK.EQ.-1 )
  212. IF( N.LT.0 ) THEN
  213. INFO = -1
  214. ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
  215. INFO = -2
  216. ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
  217. INFO = -3
  218. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  219. INFO = -5
  220. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  221. INFO = -8
  222. END IF
  223. *
  224. NH = IHI - ILO + 1
  225. IF( INFO.EQ.0 ) THEN
  226. *
  227. * Compute the workspace requirements
  228. *
  229. IF( NH.LE.1 ) THEN
  230. LWKOPT = 1
  231. ELSE
  232. NB = MIN( NBMAX, ILAENV( 1, 'ZGEHRD', ' ', N, ILO, IHI,
  233. $ -1 ) )
  234. LWKOPT = N*NB + TSIZE
  235. END IF
  236. WORK( 1 ) = LWKOPT
  237. ENDIF
  238. *
  239. IF( INFO.NE.0 ) THEN
  240. CALL XERBLA( 'ZGEHRD', -INFO )
  241. RETURN
  242. ELSE IF( LQUERY ) THEN
  243. RETURN
  244. END IF
  245. *
  246. * Set elements 1:ILO-1 and IHI:N-1 of TAU to zero
  247. *
  248. DO 10 I = 1, ILO - 1
  249. TAU( I ) = ZERO
  250. 10 CONTINUE
  251. DO 20 I = MAX( 1, IHI ), N - 1
  252. TAU( I ) = ZERO
  253. 20 CONTINUE
  254. *
  255. * Quick return if possible
  256. *
  257. IF( NH.LE.1 ) THEN
  258. WORK( 1 ) = 1
  259. RETURN
  260. END IF
  261. *
  262. * Determine the block size
  263. *
  264. NB = MIN( NBMAX, ILAENV( 1, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
  265. NBMIN = 2
  266. IF( NB.GT.1 .AND. NB.LT.NH ) THEN
  267. *
  268. * Determine when to cross over from blocked to unblocked code
  269. * (last block is always handled by unblocked code)
  270. *
  271. NX = MAX( NB, ILAENV( 3, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
  272. IF( NX.LT.NH ) THEN
  273. *
  274. * Determine if workspace is large enough for blocked code
  275. *
  276. IF( LWORK.LT.LWKOPT ) THEN
  277. *
  278. * Not enough workspace to use optimal NB: determine the
  279. * minimum value of NB, and reduce NB or force use of
  280. * unblocked code
  281. *
  282. NBMIN = MAX( 2, ILAENV( 2, 'ZGEHRD', ' ', N, ILO, IHI,
  283. $ -1 ) )
  284. IF( LWORK.GE.(N*NBMIN + TSIZE) ) THEN
  285. NB = (LWORK-TSIZE) / N
  286. ELSE
  287. NB = 1
  288. END IF
  289. END IF
  290. END IF
  291. END IF
  292. LDWORK = N
  293. *
  294. IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN
  295. *
  296. * Use unblocked code below
  297. *
  298. I = ILO
  299. *
  300. ELSE
  301. *
  302. * Use blocked code
  303. *
  304. IWT = 1 + N*NB
  305. DO 40 I = ILO, IHI - 1 - NX, NB
  306. IB = MIN( NB, IHI-I )
  307. *
  308. * Reduce columns i:i+ib-1 to Hessenberg form, returning the
  309. * matrices V and T of the block reflector H = I - V*T*V**H
  310. * which performs the reduction, and also the matrix Y = A*V*T
  311. *
  312. CALL ZLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ),
  313. $ WORK( IWT ), LDT, WORK, LDWORK )
  314. *
  315. * Apply the block reflector H to A(1:ihi,i+ib:ihi) from the
  316. * right, computing A := A - Y * V**H. V(i+ib,ib-1) must be set
  317. * to 1
  318. *
  319. EI = A( I+IB, I+IB-1 )
  320. A( I+IB, I+IB-1 ) = ONE
  321. CALL ZGEMM( 'No transpose', 'Conjugate transpose',
  322. $ IHI, IHI-I-IB+1,
  323. $ IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE,
  324. $ A( 1, I+IB ), LDA )
  325. A( I+IB, I+IB-1 ) = EI
  326. *
  327. * Apply the block reflector H to A(1:i,i+1:i+ib-1) from the
  328. * right
  329. *
  330. CALL ZTRMM( 'Right', 'Lower', 'Conjugate transpose',
  331. $ 'Unit', I, IB-1,
  332. $ ONE, A( I+1, I ), LDA, WORK, LDWORK )
  333. DO 30 J = 0, IB-2
  334. CALL ZAXPY( I, -ONE, WORK( LDWORK*J+1 ), 1,
  335. $ A( 1, I+J+1 ), 1 )
  336. 30 CONTINUE
  337. *
  338. * Apply the block reflector H to A(i+1:ihi,i+ib:n) from the
  339. * left
  340. *
  341. CALL ZLARFB( 'Left', 'Conjugate transpose', 'Forward',
  342. $ 'Columnwise',
  343. $ IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA,
  344. $ WORK( IWT ), LDT, A( I+1, I+IB ), LDA,
  345. $ WORK, LDWORK )
  346. 40 CONTINUE
  347. END IF
  348. *
  349. * Use unblocked code to reduce the rest of the matrix
  350. *
  351. CALL ZGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO )
  352. WORK( 1 ) = LWKOPT
  353. *
  354. RETURN
  355. *
  356. * End of ZGEHRD
  357. *
  358. END