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clahrd.f 9.1 kB

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  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. *> CLAHRD reduces the first NB columns of a complex 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 a unitary similarity transformation
  40. *> Q**H * A * Q. The routine returns the matrices V and T which determine
  41. *> Q as a block reflector I - V*T*V**H, and also the matrix Y = A * V * T.
  42. *>
  43. *> This is an OBSOLETE auxiliary routine.
  44. *> This routine will be 'deprecated' in a future release.
  45. *> Please use the new routine CLAHR2 instead.
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The order of the matrix A.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] K
  58. *> \verbatim
  59. *> K is INTEGER
  60. *> The offset for the reduction. Elements below the k-th
  61. *> subdiagonal in the first NB columns are reduced to zero.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] NB
  65. *> \verbatim
  66. *> NB is INTEGER
  67. *> The number of columns to be reduced.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] A
  71. *> \verbatim
  72. *> A is COMPLEX array, dimension (LDA,N-K+1)
  73. *> On entry, the n-by-(n-k+1) general matrix A.
  74. *> On exit, the elements on and above the k-th subdiagonal in
  75. *> the first NB columns are overwritten with the corresponding
  76. *> elements of the reduced matrix; the elements below the k-th
  77. *> subdiagonal, with the array TAU, represent the matrix Q as a
  78. *> product of elementary reflectors. The other columns of A are
  79. *> unchanged. See Further Details.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the array A. LDA >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] TAU
  89. *> \verbatim
  90. *> TAU is COMPLEX array, dimension (NB)
  91. *> The scalar factors of the elementary reflectors. See Further
  92. *> Details.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] T
  96. *> \verbatim
  97. *> T is COMPLEX array, dimension (LDT,NB)
  98. *> The upper triangular matrix T.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDT
  102. *> \verbatim
  103. *> LDT is INTEGER
  104. *> The leading dimension of the array T. LDT >= NB.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] Y
  108. *> \verbatim
  109. *> Y is COMPLEX array, dimension (LDY,NB)
  110. *> The n-by-nb matrix Y.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] LDY
  114. *> \verbatim
  115. *> LDY is INTEGER
  116. *> The leading dimension of the array Y. LDY >= max(1,N).
  117. *> \endverbatim
  118. *
  119. * Authors:
  120. * ========
  121. *
  122. *> \author Univ. of Tennessee
  123. *> \author Univ. of California Berkeley
  124. *> \author Univ. of Colorado Denver
  125. *> \author NAG Ltd.
  126. *
  127. *> \date September 2012
  128. *
  129. *> \ingroup complexOTHERauxiliary
  130. *
  131. *> \par Further Details:
  132. * =====================
  133. *>
  134. *> \verbatim
  135. *>
  136. *> The matrix Q is represented as a product of nb elementary reflectors
  137. *>
  138. *> Q = H(1) H(2) . . . H(nb).
  139. *>
  140. *> Each H(i) has the form
  141. *>
  142. *> H(i) = I - tau * v * v**H
  143. *>
  144. *> where tau is a complex scalar, and v is a complex vector with
  145. *> v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
  146. *> A(i+k+1:n,i), and tau in TAU(i).
  147. *>
  148. *> The elements of the vectors v together form the (n-k+1)-by-nb matrix
  149. *> V which is needed, with T and Y, to apply the transformation to the
  150. *> unreduced part of the matrix, using an update of the form:
  151. *> A := (I - V*T*V**H) * (A - Y*V**H).
  152. *>
  153. *> The contents of A on exit are illustrated by the following example
  154. *> with n = 7, k = 3 and nb = 2:
  155. *>
  156. *> ( a h a a a )
  157. *> ( a h a a a )
  158. *> ( a h a a a )
  159. *> ( h h a a a )
  160. *> ( v1 h a a a )
  161. *> ( v1 v2 a a a )
  162. *> ( v1 v2 a a a )
  163. *>
  164. *> where a denotes an element of the original matrix A, h denotes a
  165. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  166. *> element of the vector defining H(i).
  167. *> \endverbatim
  168. *>
  169. * =====================================================================
  170. SUBROUTINE CLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
  171. *
  172. * -- LAPACK auxiliary routine (version 3.4.2) --
  173. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  174. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  175. * September 2012
  176. *
  177. * .. Scalar Arguments ..
  178. INTEGER K, LDA, LDT, LDY, N, NB
  179. * ..
  180. * .. Array Arguments ..
  181. COMPLEX A( LDA, * ), T( LDT, NB ), TAU( NB ),
  182. $ Y( LDY, NB )
  183. * ..
  184. *
  185. * =====================================================================
  186. *
  187. * .. Parameters ..
  188. COMPLEX ZERO, ONE
  189. PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
  190. $ ONE = ( 1.0E+0, 0.0E+0 ) )
  191. * ..
  192. * .. Local Scalars ..
  193. INTEGER I
  194. COMPLEX EI
  195. * ..
  196. * .. External Subroutines ..
  197. EXTERNAL CAXPY, CCOPY, CGEMV, CLACGV, CLARFG, CSCAL,
  198. $ CTRMV
  199. * ..
  200. * .. Intrinsic Functions ..
  201. INTRINSIC MIN
  202. * ..
  203. * .. Executable Statements ..
  204. *
  205. * Quick return if possible
  206. *
  207. IF( N.LE.1 )
  208. $ RETURN
  209. *
  210. DO 10 I = 1, NB
  211. IF( I.GT.1 ) THEN
  212. *
  213. * Update A(1:n,i)
  214. *
  215. * Compute i-th column of A - Y * V**H
  216. *
  217. CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
  218. CALL CGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
  219. $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
  220. CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
  221. *
  222. * Apply I - V * T**H * V**H to this column (call it b) from the
  223. * left, using the last column of T as workspace
  224. *
  225. * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
  226. * ( V2 ) ( b2 )
  227. *
  228. * where V1 is unit lower triangular
  229. *
  230. * w := V1**H * b1
  231. *
  232. CALL CCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
  233. CALL CTRMV( 'Lower', 'Conjugate transpose', 'Unit', I-1,
  234. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  235. *
  236. * w := w + V2**H *b2
  237. *
  238. CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  239. $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ONE,
  240. $ T( 1, NB ), 1 )
  241. *
  242. * w := T**H *w
  243. *
  244. CALL CTRMV( 'Upper', 'Conjugate transpose', 'Non-unit', I-1,
  245. $ T, LDT, T( 1, NB ), 1 )
  246. *
  247. * b2 := b2 - V2*w
  248. *
  249. CALL CGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ),
  250. $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
  251. *
  252. * b1 := b1 - V1*w
  253. *
  254. CALL CTRMV( 'Lower', 'No transpose', 'Unit', I-1,
  255. $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  256. CALL CAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
  257. *
  258. A( K+I-1, I-1 ) = EI
  259. END IF
  260. *
  261. * Generate the elementary reflector H(i) to annihilate
  262. * A(k+i+1:n,i)
  263. *
  264. EI = A( K+I, I )
  265. CALL CLARFG( N-K-I+1, EI, A( MIN( K+I+1, N ), I ), 1,
  266. $ TAU( I ) )
  267. A( K+I, I ) = ONE
  268. *
  269. * Compute Y(1:n,i)
  270. *
  271. CALL CGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
  272. $ A( K+I, I ), 1, ZERO, Y( 1, I ), 1 )
  273. CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  274. $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ZERO, T( 1, I ),
  275. $ 1 )
  276. CALL CGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1,
  277. $ ONE, Y( 1, I ), 1 )
  278. CALL CSCAL( N, TAU( I ), Y( 1, I ), 1 )
  279. *
  280. * Compute T(1:i,i)
  281. *
  282. CALL CSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
  283. CALL CTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT,
  284. $ T( 1, I ), 1 )
  285. T( I, I ) = TAU( I )
  286. *
  287. 10 CONTINUE
  288. A( K+NB, NB ) = EI
  289. *
  290. RETURN
  291. *
  292. * End of CLAHRD
  293. *
  294. END