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zlahrd.f 8.9 kB

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  1. *> \brief \b ZLAHRD 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 ZLAHRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlahrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlahrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlahrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLAHRD( 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*16 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 This routine is deprecated and has been replaced by routine ZLAHR2.
  38. *>
  39. *> ZLAHRD 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*16 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*16 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*16 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*16 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. *> \ingroup complex16OTHERauxiliary
  126. *
  127. *> \par Further Details:
  128. * =====================
  129. *>
  130. *> \verbatim
  131. *>
  132. *> The matrix Q is represented as a product of nb elementary reflectors
  133. *>
  134. *> Q = H(1) H(2) . . . H(nb).
  135. *>
  136. *> Each H(i) has the form
  137. *>
  138. *> H(i) = I - tau * v * v**H
  139. *>
  140. *> where tau is a complex scalar, and v is a complex vector with
  141. *> v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
  142. *> A(i+k+1:n,i), and tau in TAU(i).
  143. *>
  144. *> The elements of the vectors v together form the (n-k+1)-by-nb matrix
  145. *> V which is needed, with T and Y, to apply the transformation to the
  146. *> unreduced part of the matrix, using an update of the form:
  147. *> A := (I - V*T*V**H) * (A - Y*V**H).
  148. *>
  149. *> The contents of A on exit are illustrated by the following example
  150. *> with n = 7, k = 3 and nb = 2:
  151. *>
  152. *> ( a h a a a )
  153. *> ( a h a a a )
  154. *> ( a h a a a )
  155. *> ( h h a a a )
  156. *> ( v1 h a a a )
  157. *> ( v1 v2 a a a )
  158. *> ( v1 v2 a a a )
  159. *>
  160. *> where a denotes an element of the original matrix A, h denotes a
  161. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  162. *> element of the vector defining H(i).
  163. *> \endverbatim
  164. *>
  165. * =====================================================================
  166. SUBROUTINE ZLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
  167. *
  168. * -- LAPACK auxiliary 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 K, LDA, LDT, LDY, N, NB
  174. * ..
  175. * .. Array Arguments ..
  176. COMPLEX*16 A( LDA, * ), T( LDT, NB ), TAU( NB ),
  177. $ Y( LDY, NB )
  178. * ..
  179. *
  180. * =====================================================================
  181. *
  182. * .. Parameters ..
  183. COMPLEX*16 ZERO, ONE
  184. PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
  185. $ ONE = ( 1.0D+0, 0.0D+0 ) )
  186. * ..
  187. * .. Local Scalars ..
  188. INTEGER I
  189. COMPLEX*16 EI
  190. * ..
  191. * .. External Subroutines ..
  192. EXTERNAL ZAXPY, ZCOPY, ZGEMV, ZLACGV, ZLARFG, ZSCAL,
  193. $ ZTRMV
  194. * ..
  195. * .. Intrinsic Functions ..
  196. INTRINSIC MIN
  197. * ..
  198. * .. Executable Statements ..
  199. *
  200. * Quick return if possible
  201. *
  202. IF( N.LE.1 )
  203. $ RETURN
  204. *
  205. DO 10 I = 1, NB
  206. IF( I.GT.1 ) THEN
  207. *
  208. * Update A(1:n,i)
  209. *
  210. * Compute i-th column of A - Y * V**H
  211. *
  212. CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
  213. CALL ZGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
  214. $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
  215. CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
  216. *
  217. * Apply I - V * T**H * V**H to this column (call it b) from the
  218. * left, using the last column of T as workspace
  219. *
  220. * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
  221. * ( V2 ) ( b2 )
  222. *
  223. * where V1 is unit lower triangular
  224. *
  225. * w := V1**H * b1
  226. *
  227. CALL ZCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
  228. CALL ZTRMV( 'Lower', 'Conjugate transpose', 'Unit', I-1,
  229. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  230. *
  231. * w := w + V2**H *b2
  232. *
  233. CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  234. $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ONE,
  235. $ T( 1, NB ), 1 )
  236. *
  237. * w := T**H *w
  238. *
  239. CALL ZTRMV( 'Upper', 'Conjugate transpose', 'Non-unit', I-1,
  240. $ T, LDT, T( 1, NB ), 1 )
  241. *
  242. * b2 := b2 - V2*w
  243. *
  244. CALL ZGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ),
  245. $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
  246. *
  247. * b1 := b1 - V1*w
  248. *
  249. CALL ZTRMV( 'Lower', 'No transpose', 'Unit', I-1,
  250. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  251. CALL ZAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
  252. *
  253. A( K+I-1, I-1 ) = EI
  254. END IF
  255. *
  256. * Generate the elementary reflector H(i) to annihilate
  257. * A(k+i+1:n,i)
  258. *
  259. EI = A( K+I, I )
  260. CALL ZLARFG( N-K-I+1, EI, A( MIN( K+I+1, N ), I ), 1,
  261. $ TAU( I ) )
  262. A( K+I, I ) = ONE
  263. *
  264. * Compute Y(1:n,i)
  265. *
  266. CALL ZGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
  267. $ A( K+I, I ), 1, ZERO, Y( 1, I ), 1 )
  268. CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  269. $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ZERO, T( 1, I ),
  270. $ 1 )
  271. CALL ZGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1,
  272. $ ONE, Y( 1, I ), 1 )
  273. CALL ZSCAL( N, TAU( I ), Y( 1, I ), 1 )
  274. *
  275. * Compute T(1:i,i)
  276. *
  277. CALL ZSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
  278. CALL ZTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT,
  279. $ T( 1, I ), 1 )
  280. T( I, I ) = TAU( I )
  281. *
  282. 10 CONTINUE
  283. A( K+NB, NB ) = EI
  284. *
  285. RETURN
  286. *
  287. * End of ZLAHRD
  288. *
  289. END