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slahr2.f 10 kB

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  1. *> \brief \b SLAHR2 reduces the specified number of first columns of a general rectangular matrix A so that elements below the specified 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 SLAHR2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slahr2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slahr2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slahr2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAHR2( 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. *> SLAHR2 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 auxiliary routine called by SGEHRD.
  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. *> K < N.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] NB
  64. *> \verbatim
  65. *> NB is INTEGER
  66. *> The number of columns to be reduced.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] A
  70. *> \verbatim
  71. *> A is REAL array, dimension (LDA,N-K+1)
  72. *> On entry, the n-by-(n-k+1) general matrix A.
  73. *> On exit, the elements on and above the k-th subdiagonal in
  74. *> the first NB columns are overwritten with the corresponding
  75. *> elements of the reduced matrix; the elements below the k-th
  76. *> subdiagonal, with the array TAU, represent the matrix Q as a
  77. *> product of elementary reflectors. The other columns of A are
  78. *> unchanged. See Further Details.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDA
  82. *> \verbatim
  83. *> LDA is INTEGER
  84. *> The leading dimension of the array A. LDA >= max(1,N).
  85. *> \endverbatim
  86. *>
  87. *> \param[out] TAU
  88. *> \verbatim
  89. *> TAU is REAL array, dimension (NB)
  90. *> The scalar factors of the elementary reflectors. See Further
  91. *> Details.
  92. *> \endverbatim
  93. *>
  94. *> \param[out] T
  95. *> \verbatim
  96. *> T is REAL array, dimension (LDT,NB)
  97. *> The upper triangular matrix T.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDT
  101. *> \verbatim
  102. *> LDT is INTEGER
  103. *> The leading dimension of the array T. LDT >= NB.
  104. *> \endverbatim
  105. *>
  106. *> \param[out] Y
  107. *> \verbatim
  108. *> Y is REAL array, dimension (LDY,NB)
  109. *> The n-by-nb matrix Y.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDY
  113. *> \verbatim
  114. *> LDY is INTEGER
  115. *> The leading dimension of the array Y. LDY >= N.
  116. *> \endverbatim
  117. *
  118. * Authors:
  119. * ========
  120. *
  121. *> \author Univ. of Tennessee
  122. *> \author Univ. of California Berkeley
  123. *> \author Univ. of Colorado Denver
  124. *> \author NAG Ltd.
  125. *
  126. *> \ingroup realOTHERauxiliary
  127. *
  128. *> \par Further Details:
  129. * =====================
  130. *>
  131. *> \verbatim
  132. *>
  133. *> The matrix Q is represented as a product of nb elementary reflectors
  134. *>
  135. *> Q = H(1) H(2) . . . H(nb).
  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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
  143. *> A(i+k+1:n,i), and tau in TAU(i).
  144. *>
  145. *> The elements of the vectors v together form the (n-k+1)-by-nb matrix
  146. *> V which is needed, with T and Y, to apply the transformation to the
  147. *> unreduced part of the matrix, using an update of the form:
  148. *> A := (I - V*T*V**T) * (A - Y*V**T).
  149. *>
  150. *> The contents of A on exit are illustrated by the following example
  151. *> with n = 7, k = 3 and nb = 2:
  152. *>
  153. *> ( a a a a a )
  154. *> ( a a a a a )
  155. *> ( a a a a a )
  156. *> ( h h a a a )
  157. *> ( v1 h a a a )
  158. *> ( v1 v2 a a a )
  159. *> ( v1 v2 a a a )
  160. *>
  161. *> where a denotes an element of the original matrix A, h denotes a
  162. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  163. *> element of the vector defining H(i).
  164. *>
  165. *> This subroutine is a slight modification of LAPACK-3.0's SLAHRD
  166. *> incorporating improvements proposed by Quintana-Orti and Van de
  167. *> Gejin. Note that the entries of A(1:K,2:NB) differ from those
  168. *> returned by the original LAPACK-3.0's SLAHRD routine. (This
  169. *> subroutine is not backward compatible with LAPACK-3.0's SLAHRD.)
  170. *> \endverbatim
  171. *
  172. *> \par References:
  173. * ================
  174. *>
  175. *> Gregorio Quintana-Orti and Robert van de Geijn, "Improving the
  176. *> performance of reduction to Hessenberg form," ACM Transactions on
  177. *> Mathematical Software, 32(2):180-194, June 2006.
  178. *>
  179. * =====================================================================
  180. SUBROUTINE SLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
  181. *
  182. * -- LAPACK auxiliary routine --
  183. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  184. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  185. *
  186. * .. Scalar Arguments ..
  187. INTEGER K, LDA, LDT, LDY, N, NB
  188. * ..
  189. * .. Array Arguments ..
  190. REAL A( LDA, * ), T( LDT, NB ), TAU( NB ),
  191. $ Y( LDY, NB )
  192. * ..
  193. *
  194. * =====================================================================
  195. *
  196. * .. Parameters ..
  197. REAL ZERO, ONE
  198. PARAMETER ( ZERO = 0.0E+0,
  199. $ ONE = 1.0E+0 )
  200. * ..
  201. * .. Local Scalars ..
  202. INTEGER I
  203. REAL EI
  204. * ..
  205. * .. External Subroutines ..
  206. EXTERNAL SAXPY, SCOPY, SGEMM, SGEMV, SLACPY,
  207. $ SLARFG, SSCAL, STRMM, STRMV
  208. * ..
  209. * .. Intrinsic Functions ..
  210. INTRINSIC MIN
  211. * ..
  212. * .. Executable Statements ..
  213. *
  214. * Quick return if possible
  215. *
  216. IF( N.LE.1 )
  217. $ RETURN
  218. *
  219. DO 10 I = 1, NB
  220. IF( I.GT.1 ) THEN
  221. *
  222. * Update A(K+1:N,I)
  223. *
  224. * Update I-th column of A - Y * V**T
  225. *
  226. CALL SGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY,
  227. $ A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
  228. *
  229. * Apply I - V * T**T * V**T to this column (call it b) from the
  230. * left, using the last column of T as workspace
  231. *
  232. * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
  233. * ( V2 ) ( b2 )
  234. *
  235. * where V1 is unit lower triangular
  236. *
  237. * w := V1**T * b1
  238. *
  239. CALL SCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
  240. CALL STRMV( 'Lower', 'Transpose', 'UNIT',
  241. $ I-1, A( K+1, 1 ),
  242. $ LDA, T( 1, NB ), 1 )
  243. *
  244. * w := w + V2**T * b2
  245. *
  246. CALL SGEMV( 'Transpose', N-K-I+1, I-1,
  247. $ ONE, A( K+I, 1 ),
  248. $ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
  249. *
  250. * w := T**T * w
  251. *
  252. CALL STRMV( 'Upper', 'Transpose', 'NON-UNIT',
  253. $ I-1, T, LDT,
  254. $ T( 1, NB ), 1 )
  255. *
  256. * b2 := b2 - V2*w
  257. *
  258. CALL SGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE,
  259. $ A( K+I, 1 ),
  260. $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
  261. *
  262. * b1 := b1 - V1*w
  263. *
  264. CALL STRMV( 'Lower', 'NO TRANSPOSE',
  265. $ 'UNIT', I-1,
  266. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  267. CALL SAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
  268. *
  269. A( K+I-1, I-1 ) = EI
  270. END IF
  271. *
  272. * Generate the elementary reflector H(I) to annihilate
  273. * A(K+I+1:N,I)
  274. *
  275. CALL SLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
  276. $ TAU( I ) )
  277. EI = A( K+I, I )
  278. A( K+I, I ) = ONE
  279. *
  280. * Compute Y(K+1:N,I)
  281. *
  282. CALL SGEMV( 'NO TRANSPOSE', N-K, N-K-I+1,
  283. $ ONE, A( K+1, I+1 ),
  284. $ LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
  285. CALL SGEMV( 'Transpose', N-K-I+1, I-1,
  286. $ ONE, A( K+I, 1 ), LDA,
  287. $ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
  288. CALL SGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE,
  289. $ Y( K+1, 1 ), LDY,
  290. $ T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
  291. CALL SSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
  292. *
  293. * Compute T(1:I,I)
  294. *
  295. CALL SSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
  296. CALL STRMV( 'Upper', 'No Transpose', 'NON-UNIT',
  297. $ I-1, T, LDT,
  298. $ T( 1, I ), 1 )
  299. T( I, I ) = TAU( I )
  300. *
  301. 10 CONTINUE
  302. A( K+NB, NB ) = EI
  303. *
  304. * Compute Y(1:K,1:NB)
  305. *
  306. CALL SLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
  307. CALL STRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE',
  308. $ 'UNIT', K, NB,
  309. $ ONE, A( K+1, 1 ), LDA, Y, LDY )
  310. IF( N.GT.K+NB )
  311. $ CALL SGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K,
  312. $ NB, N-K-NB, ONE,
  313. $ A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y,
  314. $ LDY )
  315. CALL STRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE',
  316. $ 'NON-UNIT', K, NB,
  317. $ ONE, T, LDT, Y, LDY )
  318. *
  319. RETURN
  320. *
  321. * End of SLAHR2
  322. *
  323. END