File:  [local] / rpl / lapack / lapack / zgehrd.f
Revision 1.11: download - view: text, annotated - select for diffs - revision graph
Wed Aug 22 09:48:29 2012 UTC (11 years, 8 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_9, rpl-4_1_10, HEAD
Cohérence

    1: *> \brief \b ZGEHRD
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download ZGEHRD + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgehrd.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgehrd.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgehrd.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZGEHRD( 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: *       COMPLEX*16        A( LDA, * ), TAU( * ), WORK( * )
   28: *       ..
   29: *  
   30: *
   31: *> \par Purpose:
   32: *  =============
   33: *>
   34: *> \verbatim
   35: *>
   36: *> ZGEHRD reduces a complex general matrix A to upper Hessenberg form H by
   37: *> an unitary similarity transformation:  Q**H * 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 ZGEBAL; 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 COMPLEX*16 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 unitary 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 COMPLEX*16 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 COMPLEX*16 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 optimum performance LWORK >= N*NB, where NB is the
  101: *>          optimal blocksize.
  102: *>
  103: *>          If LWORK = -1, then a workspace query is assumed; the routine
  104: *>          only calculates the optimal size of the WORK array, returns
  105: *>          this value as the first entry of the WORK array, and no error
  106: *>          message related to LWORK is issued by XERBLA.
  107: *> \endverbatim
  108: *>
  109: *> \param[out] INFO
  110: *> \verbatim
  111: *>          INFO is INTEGER
  112: *>          = 0:  successful exit
  113: *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
  114: *> \endverbatim
  115: *
  116: *  Authors:
  117: *  ========
  118: *
  119: *> \author Univ. of Tennessee 
  120: *> \author Univ. of California Berkeley 
  121: *> \author Univ. of Colorado Denver 
  122: *> \author NAG Ltd. 
  123: *
  124: *> \date November 2011
  125: *
  126: *> \ingroup complex16GEcomputational
  127: *
  128: *> \par Further Details:
  129: *  =====================
  130: *>
  131: *> \verbatim
  132: *>
  133: *>  The matrix Q is represented as a product of (ihi-ilo) elementary
  134: *>  reflectors
  135: *>
  136: *>     Q = H(ilo) H(ilo+1) . . . H(ihi-1).
  137: *>
  138: *>  Each H(i) has the form
  139: *>
  140: *>     H(i) = I - tau * v * v**H
  141: *>
  142: *>  where tau is a complex scalar, and v is a complex vector with
  143: *>  v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
  144: *>  exit in A(i+2:ihi,i), and tau in TAU(i).
  145: *>
  146: *>  The contents of A are illustrated by the following example, with
  147: *>  n = 7, ilo = 2 and ihi = 6:
  148: *>
  149: *>  on entry,                        on exit,
  150: *>
  151: *>  ( a   a   a   a   a   a   a )    (  a   a   h   h   h   h   a )
  152: *>  (     a   a   a   a   a   a )    (      a   h   h   h   h   a )
  153: *>  (     a   a   a   a   a   a )    (      h   h   h   h   h   h )
  154: *>  (     a   a   a   a   a   a )    (      v2  h   h   h   h   h )
  155: *>  (     a   a   a   a   a   a )    (      v2  v3  h   h   h   h )
  156: *>  (     a   a   a   a   a   a )    (      v2  v3  v4  h   h   h )
  157: *>  (                         a )    (                          a )
  158: *>
  159: *>  where a denotes an element of the original matrix A, h denotes a
  160: *>  modified element of the upper Hessenberg matrix H, and vi denotes an
  161: *>  element of the vector defining H(i).
  162: *>
  163: *>  This file is a slight modification of LAPACK-3.0's DGEHRD
  164: *>  subroutine incorporating improvements proposed by Quintana-Orti and
  165: *>  Van de Geijn (2006). (See DLAHR2.)
  166: *> \endverbatim
  167: *>
  168: *  =====================================================================
  169:       SUBROUTINE ZGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
  170: *
  171: *  -- LAPACK computational routine (version 3.4.0) --
  172: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  173: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  174: *     November 2011
  175: *
  176: *     .. Scalar Arguments ..
  177:       INTEGER            IHI, ILO, INFO, LDA, LWORK, N
  178: *     ..
  179: *     .. Array Arguments ..
  180:       COMPLEX*16        A( LDA, * ), TAU( * ), WORK( * )
  181: *     ..
  182: *
  183: *  =====================================================================
  184: *
  185: *     .. Parameters ..
  186:       INTEGER            NBMAX, LDT
  187:       PARAMETER          ( NBMAX = 64, LDT = NBMAX+1 )
  188:       COMPLEX*16        ZERO, ONE
  189:       PARAMETER          ( ZERO = ( 0.0D+0, 0.0D+0 ), 
  190:      $                     ONE = ( 1.0D+0, 0.0D+0 ) )
  191: *     ..
  192: *     .. Local Scalars ..
  193:       LOGICAL            LQUERY
  194:       INTEGER            I, IB, IINFO, IWS, J, LDWORK, LWKOPT, NB,
  195:      $                   NBMIN, NH, NX
  196:       COMPLEX*16        EI
  197: *     ..
  198: *     .. Local Arrays ..
  199:       COMPLEX*16        T( LDT, NBMAX )
  200: *     ..
  201: *     .. External Subroutines ..
  202:       EXTERNAL           ZAXPY, ZGEHD2, ZGEMM, ZLAHR2, ZLARFB, ZTRMM,
  203:      $                   XERBLA
  204: *     ..
  205: *     .. Intrinsic Functions ..
  206:       INTRINSIC          MAX, MIN
  207: *     ..
  208: *     .. External Functions ..
  209:       INTEGER            ILAENV
  210:       EXTERNAL           ILAENV
  211: *     ..
  212: *     .. Executable Statements ..
  213: *
  214: *     Test the input parameters
  215: *
  216:       INFO = 0
  217:       NB = MIN( NBMAX, ILAENV( 1, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
  218:       LWKOPT = N*NB
  219:       WORK( 1 ) = LWKOPT
  220:       LQUERY = ( LWORK.EQ.-1 )
  221:       IF( N.LT.0 ) THEN
  222:          INFO = -1
  223:       ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
  224:          INFO = -2
  225:       ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
  226:          INFO = -3
  227:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  228:          INFO = -5
  229:       ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  230:          INFO = -8
  231:       END IF
  232:       IF( INFO.NE.0 ) THEN
  233:          CALL XERBLA( 'ZGEHRD', -INFO )
  234:          RETURN
  235:       ELSE IF( LQUERY ) THEN
  236:          RETURN
  237:       END IF
  238: *
  239: *     Set elements 1:ILO-1 and IHI:N-1 of TAU to zero
  240: *
  241:       DO 10 I = 1, ILO - 1
  242:          TAU( I ) = ZERO
  243:    10 CONTINUE
  244:       DO 20 I = MAX( 1, IHI ), N - 1
  245:          TAU( I ) = ZERO
  246:    20 CONTINUE
  247: *
  248: *     Quick return if possible
  249: *
  250:       NH = IHI - ILO + 1
  251:       IF( NH.LE.1 ) THEN
  252:          WORK( 1 ) = 1
  253:          RETURN
  254:       END IF
  255: *
  256: *     Determine the block size
  257: *
  258:       NB = MIN( NBMAX, ILAENV( 1, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
  259:       NBMIN = 2
  260:       IWS = 1
  261:       IF( NB.GT.1 .AND. NB.LT.NH ) THEN
  262: *
  263: *        Determine when to cross over from blocked to unblocked code
  264: *        (last block is always handled by unblocked code)
  265: *
  266:          NX = MAX( NB, ILAENV( 3, 'ZGEHRD', ' ', N, ILO, IHI, -1 ) )
  267:          IF( NX.LT.NH ) THEN
  268: *
  269: *           Determine if workspace is large enough for blocked code
  270: *
  271:             IWS = N*NB
  272:             IF( LWORK.LT.IWS ) THEN
  273: *
  274: *              Not enough workspace to use optimal NB:  determine the
  275: *              minimum value of NB, and reduce NB or force use of
  276: *              unblocked code
  277: *
  278:                NBMIN = MAX( 2, ILAENV( 2, 'ZGEHRD', ' ', N, ILO, IHI,
  279:      $                 -1 ) )
  280:                IF( LWORK.GE.N*NBMIN ) THEN
  281:                   NB = LWORK / N
  282:                ELSE
  283:                   NB = 1
  284:                END IF
  285:             END IF
  286:          END IF
  287:       END IF
  288:       LDWORK = N
  289: *
  290:       IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN
  291: *
  292: *        Use unblocked code below
  293: *
  294:          I = ILO
  295: *
  296:       ELSE
  297: *
  298: *        Use blocked code
  299: *
  300:          DO 40 I = ILO, IHI - 1 - NX, NB
  301:             IB = MIN( NB, IHI-I )
  302: *
  303: *           Reduce columns i:i+ib-1 to Hessenberg form, returning the
  304: *           matrices V and T of the block reflector H = I - V*T*V**H
  305: *           which performs the reduction, and also the matrix Y = A*V*T
  306: *
  307:             CALL ZLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ), T, LDT,
  308:      $                   WORK, LDWORK )
  309: *
  310: *           Apply the block reflector H to A(1:ihi,i+ib:ihi) from the
  311: *           right, computing  A := A - Y * V**H. V(i+ib,ib-1) must be set
  312: *           to 1
  313: *
  314:             EI = A( I+IB, I+IB-1 )
  315:             A( I+IB, I+IB-1 ) = ONE
  316:             CALL ZGEMM( 'No transpose', 'Conjugate transpose', 
  317:      $                  IHI, IHI-I-IB+1,
  318:      $                  IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE,
  319:      $                  A( 1, I+IB ), LDA )
  320:             A( I+IB, I+IB-1 ) = EI
  321: *
  322: *           Apply the block reflector H to A(1:i,i+1:i+ib-1) from the
  323: *           right
  324: *
  325:             CALL ZTRMM( 'Right', 'Lower', 'Conjugate transpose',
  326:      $                  'Unit', I, IB-1,
  327:      $                  ONE, A( I+1, I ), LDA, WORK, LDWORK )
  328:             DO 30 J = 0, IB-2
  329:                CALL ZAXPY( I, -ONE, WORK( LDWORK*J+1 ), 1,
  330:      $                     A( 1, I+J+1 ), 1 )
  331:    30       CONTINUE
  332: *
  333: *           Apply the block reflector H to A(i+1:ihi,i+ib:n) from the
  334: *           left
  335: *
  336:             CALL ZLARFB( 'Left', 'Conjugate transpose', 'Forward',
  337:      $                   'Columnwise',
  338:      $                   IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA, T, LDT,
  339:      $                   A( I+1, I+IB ), LDA, WORK, LDWORK )
  340:    40    CONTINUE
  341:       END IF
  342: *
  343: *     Use unblocked code to reduce the rest of the matrix
  344: *
  345:       CALL ZGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO )
  346:       WORK( 1 ) = IWS
  347: *
  348:       RETURN
  349: *
  350: *     End of ZGEHRD
  351: *
  352:       END

CVSweb interface <joel.bertrand@systella.fr>