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.

dgehrd.f 11 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356
  1. *> \brief \b DGEHRD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEHRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgehrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgehrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgehrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEHRD( 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. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGEHRD reduces a real general matrix A to upper Hessenberg form H by
  37. *> an orthogonal similarity transformation: Q**T * 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 DGEBAL; 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 DOUBLE PRECISION 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 orthogonal 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (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. *> \date December 2016
  124. *
  125. *> \ingroup doubleGEcomputational
  126. *
  127. *> \par Further Details:
  128. * =====================
  129. *>
  130. *> \verbatim
  131. *>
  132. *> The matrix Q is represented as a product of (ihi-ilo) elementary
  133. *> reflectors
  134. *>
  135. *> Q = H(ilo) H(ilo+1) . . . H(ihi-1).
  136. *>
  137. *> Each H(i) has the form
  138. *>
  139. *> H(i) = I - tau * v * v**T
  140. *>
  141. *> where tau is a real scalar, and v is a real vector with
  142. *> v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
  143. *> exit in A(i+2:ihi,i), and tau in TAU(i).
  144. *>
  145. *> The contents of A are illustrated by the following example, with
  146. *> n = 7, ilo = 2 and ihi = 6:
  147. *>
  148. *> on entry, on exit,
  149. *>
  150. *> ( a a a a a a a ) ( a a h h h h a )
  151. *> ( a a a a a a ) ( a h h h h a )
  152. *> ( a a a a a a ) ( h h h h h h )
  153. *> ( a a a a a a ) ( v2 h h h h h )
  154. *> ( a a a a a a ) ( v2 v3 h h h h )
  155. *> ( a a a a a a ) ( v2 v3 v4 h h h )
  156. *> ( a ) ( a )
  157. *>
  158. *> where a denotes an element of the original matrix A, h denotes a
  159. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  160. *> element of the vector defining H(i).
  161. *>
  162. *> This file is a slight modification of LAPACK-3.0's DGEHRD
  163. *> subroutine incorporating improvements proposed by Quintana-Orti and
  164. *> Van de Geijn (2006). (See DLAHR2.)
  165. *> \endverbatim
  166. *>
  167. * =====================================================================
  168. SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
  169. *
  170. * -- LAPACK computational 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 IHI, ILO, INFO, LDA, LWORK, N
  177. * ..
  178. * .. Array Arguments ..
  179. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  180. * ..
  181. *
  182. * =====================================================================
  183. *
  184. * .. Parameters ..
  185. INTEGER NBMAX, LDT, TSIZE
  186. PARAMETER ( NBMAX = 64, LDT = NBMAX+1,
  187. $ TSIZE = LDT*NBMAX )
  188. DOUBLE PRECISION ZERO, ONE
  189. PARAMETER ( ZERO = 0.0D+0,
  190. $ ONE = 1.0D+0 )
  191. * ..
  192. * .. Local Scalars ..
  193. LOGICAL LQUERY
  194. INTEGER I, IB, IINFO, IWT, J, LDWORK, LWKOPT, NB,
  195. $ NBMIN, NH, NX
  196. DOUBLE PRECISION EI
  197. * ..
  198. * .. External Subroutines ..
  199. EXTERNAL DAXPY, DGEHD2, DGEMM, DLAHR2, DLARFB, DTRMM,
  200. $ XERBLA
  201. * ..
  202. * .. Intrinsic Functions ..
  203. INTRINSIC MAX, MIN
  204. * ..
  205. * .. External Functions ..
  206. INTEGER ILAENV
  207. EXTERNAL ILAENV
  208. * ..
  209. * .. Executable Statements ..
  210. *
  211. * Test the input parameters
  212. *
  213. INFO = 0
  214. LQUERY = ( LWORK.EQ.-1 )
  215. IF( N.LT.0 ) THEN
  216. INFO = -1
  217. ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
  218. INFO = -2
  219. ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
  220. INFO = -3
  221. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  222. INFO = -5
  223. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  224. INFO = -8
  225. END IF
  226. *
  227. IF( INFO.EQ.0 ) THEN
  228. *
  229. * Compute the workspace requirements
  230. *
  231. NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
  232. LWKOPT = N*NB + TSIZE
  233. WORK( 1 ) = LWKOPT
  234. END IF
  235. *
  236. IF( INFO.NE.0 ) THEN
  237. CALL XERBLA( 'DGEHRD', -INFO )
  238. RETURN
  239. ELSE IF( LQUERY ) THEN
  240. RETURN
  241. END IF
  242. *
  243. * Set elements 1:ILO-1 and IHI:N-1 of TAU to zero
  244. *
  245. DO 10 I = 1, ILO - 1
  246. TAU( I ) = ZERO
  247. 10 CONTINUE
  248. DO 20 I = MAX( 1, IHI ), N - 1
  249. TAU( I ) = ZERO
  250. 20 CONTINUE
  251. *
  252. * Quick return if possible
  253. *
  254. NH = IHI - ILO + 1
  255. IF( NH.LE.1 ) THEN
  256. WORK( 1 ) = 1
  257. RETURN
  258. END IF
  259. *
  260. * Determine the block size
  261. *
  262. NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
  263. NBMIN = 2
  264. IF( NB.GT.1 .AND. NB.LT.NH ) THEN
  265. *
  266. * Determine when to cross over from blocked to unblocked code
  267. * (last block is always handled by unblocked code)
  268. *
  269. NX = MAX( NB, ILAENV( 3, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
  270. IF( NX.LT.NH ) THEN
  271. *
  272. * Determine if workspace is large enough for blocked code
  273. *
  274. IF( LWORK.LT.N*NB+TSIZE ) THEN
  275. *
  276. * Not enough workspace to use optimal NB: determine the
  277. * minimum value of NB, and reduce NB or force use of
  278. * unblocked code
  279. *
  280. NBMIN = MAX( 2, ILAENV( 2, 'DGEHRD', ' ', N, ILO, IHI,
  281. $ -1 ) )
  282. IF( LWORK.GE.(N*NBMIN + TSIZE) ) THEN
  283. NB = (LWORK-TSIZE) / N
  284. ELSE
  285. NB = 1
  286. END IF
  287. END IF
  288. END IF
  289. END IF
  290. LDWORK = N
  291. *
  292. IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN
  293. *
  294. * Use unblocked code below
  295. *
  296. I = ILO
  297. *
  298. ELSE
  299. *
  300. * Use blocked code
  301. *
  302. IWT = 1 + N*NB
  303. DO 40 I = ILO, IHI - 1 - NX, NB
  304. IB = MIN( NB, IHI-I )
  305. *
  306. * Reduce columns i:i+ib-1 to Hessenberg form, returning the
  307. * matrices V and T of the block reflector H = I - V*T*V**T
  308. * which performs the reduction, and also the matrix Y = A*V*T
  309. *
  310. CALL DLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ),
  311. $ WORK( IWT ), LDT, WORK, LDWORK )
  312. *
  313. * Apply the block reflector H to A(1:ihi,i+ib:ihi) from the
  314. * right, computing A := A - Y * V**T. V(i+ib,ib-1) must be set
  315. * to 1
  316. *
  317. EI = A( I+IB, I+IB-1 )
  318. A( I+IB, I+IB-1 ) = ONE
  319. CALL DGEMM( 'No transpose', 'Transpose',
  320. $ IHI, IHI-I-IB+1,
  321. $ IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE,
  322. $ A( 1, I+IB ), LDA )
  323. A( I+IB, I+IB-1 ) = EI
  324. *
  325. * Apply the block reflector H to A(1:i,i+1:i+ib-1) from the
  326. * right
  327. *
  328. CALL DTRMM( 'Right', 'Lower', 'Transpose',
  329. $ 'Unit', I, IB-1,
  330. $ ONE, A( I+1, I ), LDA, WORK, LDWORK )
  331. DO 30 J = 0, IB-2
  332. CALL DAXPY( I, -ONE, WORK( LDWORK*J+1 ), 1,
  333. $ A( 1, I+J+1 ), 1 )
  334. 30 CONTINUE
  335. *
  336. * Apply the block reflector H to A(i+1:ihi,i+ib:n) from the
  337. * left
  338. *
  339. CALL DLARFB( 'Left', 'Transpose', 'Forward',
  340. $ 'Columnwise',
  341. $ IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA,
  342. $ WORK( IWT ), LDT, A( I+1, I+IB ), LDA,
  343. $ WORK, LDWORK )
  344. 40 CONTINUE
  345. END IF
  346. *
  347. * Use unblocked code to reduce the rest of the matrix
  348. *
  349. CALL DGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO )
  350. WORK( 1 ) = LWKOPT
  351. *
  352. RETURN
  353. *
  354. * End of DGEHRD
  355. *
  356. END