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- *> \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.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SLAHR2 + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slahr2.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slahr2.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slahr2.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
- *
- * .. Scalar Arguments ..
- * INTEGER K, LDA, LDT, LDY, N, NB
- * ..
- * .. Array Arguments ..
- * REAL A( LDA, * ), T( LDT, NB ), TAU( NB ),
- * $ Y( LDY, NB )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SLAHR2 reduces the first NB columns of A real general n-BY-(n-k+1)
- *> matrix A so that elements below the k-th subdiagonal are zero. The
- *> reduction is performed by an orthogonal similarity transformation
- *> Q**T * A * Q. The routine returns the matrices V and T which determine
- *> Q as a block reflector I - V*T*V**T, and also the matrix Y = A * V * T.
- *>
- *> This is an auxiliary routine called by SGEHRD.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A.
- *> \endverbatim
- *>
- *> \param[in] K
- *> \verbatim
- *> K is INTEGER
- *> The offset for the reduction. Elements below the k-th
- *> subdiagonal in the first NB columns are reduced to zero.
- *> K < N.
- *> \endverbatim
- *>
- *> \param[in] NB
- *> \verbatim
- *> NB is INTEGER
- *> The number of columns to be reduced.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is REAL array, dimension (LDA,N-K+1)
- *> On entry, the n-by-(n-k+1) general matrix A.
- *> On exit, the elements on and above the k-th subdiagonal in
- *> the first NB columns are overwritten with the corresponding
- *> elements of the reduced matrix; the elements below the k-th
- *> subdiagonal, with the array TAU, represent the matrix Q as a
- *> product of elementary reflectors. The other columns of A are
- *> unchanged. See Further Details.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] TAU
- *> \verbatim
- *> TAU is REAL array, dimension (NB)
- *> The scalar factors of the elementary reflectors. See Further
- *> Details.
- *> \endverbatim
- *>
- *> \param[out] T
- *> \verbatim
- *> T is REAL array, dimension (LDT,NB)
- *> The upper triangular matrix T.
- *> \endverbatim
- *>
- *> \param[in] LDT
- *> \verbatim
- *> LDT is INTEGER
- *> The leading dimension of the array T. LDT >= NB.
- *> \endverbatim
- *>
- *> \param[out] Y
- *> \verbatim
- *> Y is REAL array, dimension (LDY,NB)
- *> The n-by-nb matrix Y.
- *> \endverbatim
- *>
- *> \param[in] LDY
- *> \verbatim
- *> LDY is INTEGER
- *> The leading dimension of the array Y. LDY >= N.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup realOTHERauxiliary
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> The matrix Q is represented as a product of nb elementary reflectors
- *>
- *> Q = H(1) H(2) . . . H(nb).
- *>
- *> Each H(i) has the form
- *>
- *> H(i) = I - tau * v * v**T
- *>
- *> where tau is a real scalar, and v is a real vector with
- *> v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
- *> A(i+k+1:n,i), and tau in TAU(i).
- *>
- *> The elements of the vectors v together form the (n-k+1)-by-nb matrix
- *> V which is needed, with T and Y, to apply the transformation to the
- *> unreduced part of the matrix, using an update of the form:
- *> A := (I - V*T*V**T) * (A - Y*V**T).
- *>
- *> The contents of A on exit are illustrated by the following example
- *> with n = 7, k = 3 and nb = 2:
- *>
- *> ( a a a a a )
- *> ( a a a a a )
- *> ( a a a a a )
- *> ( h h a a a )
- *> ( v1 h a a a )
- *> ( v1 v2 a a a )
- *> ( v1 v2 a a a )
- *>
- *> where a denotes an element of the original matrix A, h denotes a
- *> modified element of the upper Hessenberg matrix H, and vi denotes an
- *> element of the vector defining H(i).
- *>
- *> This subroutine is a slight modification of LAPACK-3.0's DLAHRD
- *> incorporating improvements proposed by Quintana-Orti and Van de
- *> Gejin. Note that the entries of A(1:K,2:NB) differ from those
- *> returned by the original LAPACK-3.0's DLAHRD routine. (This
- *> subroutine is not backward compatible with LAPACK-3.0's DLAHRD.)
- *> \endverbatim
- *
- *> \par References:
- * ================
- *>
- *> Gregorio Quintana-Orti and Robert van de Geijn, "Improving the
- *> performance of reduction to Hessenberg form," ACM Transactions on
- *> Mathematical Software, 32(2):180-194, June 2006.
- *>
- * =====================================================================
- SUBROUTINE SLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
- *
- * -- LAPACK auxiliary routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- INTEGER K, LDA, LDT, LDY, N, NB
- * ..
- * .. Array Arguments ..
- REAL A( LDA, * ), T( LDT, NB ), TAU( NB ),
- $ Y( LDY, NB )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0,
- $ ONE = 1.0E+0 )
- * ..
- * .. Local Scalars ..
- INTEGER I
- REAL EI
- * ..
- * .. External Subroutines ..
- EXTERNAL SAXPY, SCOPY, SGEMM, SGEMV, SLACPY,
- $ SLARFG, SSCAL, STRMM, STRMV
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MIN
- * ..
- * .. Executable Statements ..
- *
- * Quick return if possible
- *
- IF( N.LE.1 )
- $ RETURN
- *
- DO 10 I = 1, NB
- IF( I.GT.1 ) THEN
- *
- * Update A(K+1:N,I)
- *
- * Update I-th column of A - Y * V**T
- *
- CALL SGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY,
- $ A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
- *
- * Apply I - V * T**T * V**T to this column (call it b) from the
- * left, using the last column of T as workspace
- *
- * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
- * ( V2 ) ( b2 )
- *
- * where V1 is unit lower triangular
- *
- * w := V1**T * b1
- *
- CALL SCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
- CALL STRMV( 'Lower', 'Transpose', 'UNIT',
- $ I-1, A( K+1, 1 ),
- $ LDA, T( 1, NB ), 1 )
- *
- * w := w + V2**T * b2
- *
- CALL SGEMV( 'Transpose', N-K-I+1, I-1,
- $ ONE, A( K+I, 1 ),
- $ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
- *
- * w := T**T * w
- *
- CALL STRMV( 'Upper', 'Transpose', 'NON-UNIT',
- $ I-1, T, LDT,
- $ T( 1, NB ), 1 )
- *
- * b2 := b2 - V2*w
- *
- CALL SGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE,
- $ A( K+I, 1 ),
- $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
- *
- * b1 := b1 - V1*w
- *
- CALL STRMV( 'Lower', 'NO TRANSPOSE',
- $ 'UNIT', I-1,
- $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
- CALL SAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
- *
- A( K+I-1, I-1 ) = EI
- END IF
- *
- * Generate the elementary reflector H(I) to annihilate
- * A(K+I+1:N,I)
- *
- CALL SLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
- $ TAU( I ) )
- EI = A( K+I, I )
- A( K+I, I ) = ONE
- *
- * Compute Y(K+1:N,I)
- *
- CALL SGEMV( 'NO TRANSPOSE', N-K, N-K-I+1,
- $ ONE, A( K+1, I+1 ),
- $ LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
- CALL SGEMV( 'Transpose', N-K-I+1, I-1,
- $ ONE, A( K+I, 1 ), LDA,
- $ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
- CALL SGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE,
- $ Y( K+1, 1 ), LDY,
- $ T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
- CALL SSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
- *
- * Compute T(1:I,I)
- *
- CALL SSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
- CALL STRMV( 'Upper', 'No Transpose', 'NON-UNIT',
- $ I-1, T, LDT,
- $ T( 1, I ), 1 )
- T( I, I ) = TAU( I )
- *
- 10 CONTINUE
- A( K+NB, NB ) = EI
- *
- * Compute Y(1:K,1:NB)
- *
- CALL SLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
- CALL STRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE',
- $ 'UNIT', K, NB,
- $ ONE, A( K+1, 1 ), LDA, Y, LDY )
- IF( N.GT.K+NB )
- $ CALL SGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K,
- $ NB, N-K-NB, ONE,
- $ A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y,
- $ LDY )
- CALL STRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE',
- $ 'NON-UNIT', K, NB,
- $ ONE, T, LDT, Y, LDY )
- *
- RETURN
- *
- * End of SLAHR2
- *
- END
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