File:  [local] / rpl / lapack / lapack / zlahr2.f
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Wed Apr 21 13:45:33 2010 UTC (14 years ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_17, rpl-4_0_16, rpl-4_0_15, HEAD
En route pour la 4.0.15 !

    1:       SUBROUTINE ZLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
    2: *
    3: *  -- LAPACK auxiliary routine (version 3.2.1)                        --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *  -- April 2009                                                      --
    7: *
    8: *     .. Scalar Arguments ..
    9:       INTEGER            K, LDA, LDT, LDY, N, NB
   10: *     ..
   11: *     .. Array Arguments ..
   12:       COMPLEX*16        A( LDA, * ), T( LDT, NB ), TAU( NB ),
   13:      $                   Y( LDY, NB )
   14: *     ..
   15: *
   16: *  Purpose
   17: *  =======
   18: *
   19: *  ZLAHR2 reduces the first NB columns of A complex general n-BY-(n-k+1)
   20: *  matrix A so that elements below the k-th subdiagonal are zero. The
   21: *  reduction is performed by an unitary similarity transformation
   22: *  Q' * A * Q. The routine returns the matrices V and T which determine
   23: *  Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T.
   24: *
   25: *  This is an auxiliary routine called by ZGEHRD.
   26: *
   27: *  Arguments
   28: *  =========
   29: *
   30: *  N       (input) INTEGER
   31: *          The order of the matrix A.
   32: *
   33: *  K       (input) INTEGER
   34: *          The offset for the reduction. Elements below the k-th
   35: *          subdiagonal in the first NB columns are reduced to zero.
   36: *          K < N.
   37: *
   38: *  NB      (input) INTEGER
   39: *          The number of columns to be reduced.
   40: *
   41: *  A       (input/output) COMPLEX*16 array, dimension (LDA,N-K+1)
   42: *          On entry, the n-by-(n-k+1) general matrix A.
   43: *          On exit, the elements on and above the k-th subdiagonal in
   44: *          the first NB columns are overwritten with the corresponding
   45: *          elements of the reduced matrix; the elements below the k-th
   46: *          subdiagonal, with the array TAU, represent the matrix Q as a
   47: *          product of elementary reflectors. The other columns of A are
   48: *          unchanged. See Further Details.
   49: *
   50: *  LDA     (input) INTEGER
   51: *          The leading dimension of the array A.  LDA >= max(1,N).
   52: *
   53: *  TAU     (output) COMPLEX*16 array, dimension (NB)
   54: *          The scalar factors of the elementary reflectors. See Further
   55: *          Details.
   56: *
   57: *  T       (output) COMPLEX*16 array, dimension (LDT,NB)
   58: *          The upper triangular matrix T.
   59: *
   60: *  LDT     (input) INTEGER
   61: *          The leading dimension of the array T.  LDT >= NB.
   62: *
   63: *  Y       (output) COMPLEX*16 array, dimension (LDY,NB)
   64: *          The n-by-nb matrix Y.
   65: *
   66: *  LDY     (input) INTEGER
   67: *          The leading dimension of the array Y. LDY >= N.
   68: *
   69: *  Further Details
   70: *  ===============
   71: *
   72: *  The matrix Q is represented as a product of nb elementary reflectors
   73: *
   74: *     Q = H(1) H(2) . . . H(nb).
   75: *
   76: *  Each H(i) has the form
   77: *
   78: *     H(i) = I - tau * v * v'
   79: *
   80: *  where tau is a complex scalar, and v is a complex vector with
   81: *  v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
   82: *  A(i+k+1:n,i), and tau in TAU(i).
   83: *
   84: *  The elements of the vectors v together form the (n-k+1)-by-nb matrix
   85: *  V which is needed, with T and Y, to apply the transformation to the
   86: *  unreduced part of the matrix, using an update of the form:
   87: *  A := (I - V*T*V') * (A - Y*V').
   88: *
   89: *  The contents of A on exit are illustrated by the following example
   90: *  with n = 7, k = 3 and nb = 2:
   91: *
   92: *     ( a   a   a   a   a )
   93: *     ( a   a   a   a   a )
   94: *     ( a   a   a   a   a )
   95: *     ( h   h   a   a   a )
   96: *     ( v1  h   a   a   a )
   97: *     ( v1  v2  a   a   a )
   98: *     ( v1  v2  a   a   a )
   99: *
  100: *  where a denotes an element of the original matrix A, h denotes a
  101: *  modified element of the upper Hessenberg matrix H, and vi denotes an
  102: *  element of the vector defining H(i).
  103: *
  104: *  This subroutine is a slight modification of LAPACK-3.0's DLAHRD
  105: *  incorporating improvements proposed by Quintana-Orti and Van de
  106: *  Gejin. Note that the entries of A(1:K,2:NB) differ from those
  107: *  returned by the original LAPACK-3.0's DLAHRD routine. (This
  108: *  subroutine is not backward compatible with LAPACK-3.0's DLAHRD.)
  109: *
  110: *  References
  111: *  ==========
  112: *
  113: *  Gregorio Quintana-Orti and Robert van de Geijn, "Improving the
  114: *  performance of reduction to Hessenberg form," ACM Transactions on
  115: *  Mathematical Software, 32(2):180-194, June 2006.
  116: *
  117: *  =====================================================================
  118: *
  119: *     .. Parameters ..
  120:       COMPLEX*16        ZERO, ONE
  121:       PARAMETER          ( ZERO = ( 0.0D+0, 0.0D+0 ), 
  122:      $                     ONE = ( 1.0D+0, 0.0D+0 ) )
  123: *     ..
  124: *     .. Local Scalars ..
  125:       INTEGER            I
  126:       COMPLEX*16        EI
  127: *     ..
  128: *     .. External Subroutines ..
  129:       EXTERNAL           ZAXPY, ZCOPY, ZGEMM, ZGEMV, ZLACPY,
  130:      $                   ZLARFG, ZSCAL, ZTRMM, ZTRMV, ZLACGV
  131: *     ..
  132: *     .. Intrinsic Functions ..
  133:       INTRINSIC          MIN
  134: *     ..
  135: *     .. Executable Statements ..
  136: *
  137: *     Quick return if possible
  138: *
  139:       IF( N.LE.1 )
  140:      $   RETURN
  141: *
  142:       DO 10 I = 1, NB
  143:          IF( I.GT.1 ) THEN
  144: *
  145: *           Update A(K+1:N,I)
  146: *
  147: *           Update I-th column of A - Y * V'
  148: *
  149:             CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA ) 
  150:             CALL ZGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY,
  151:      $                  A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
  152:             CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA ) 
  153: *
  154: *           Apply I - V * T' * V' to this column (call it b) from the
  155: *           left, using the last column of T as workspace
  156: *
  157: *           Let  V = ( V1 )   and   b = ( b1 )   (first I-1 rows)
  158: *                    ( V2 )             ( b2 )
  159: *
  160: *           where V1 is unit lower triangular
  161: *
  162: *           w := V1' * b1
  163: *
  164:             CALL ZCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
  165:             CALL ZTRMV( 'Lower', 'Conjugate transpose', 'UNIT', 
  166:      $                  I-1, A( K+1, 1 ),
  167:      $                  LDA, T( 1, NB ), 1 )
  168: *
  169: *           w := w + V2'*b2
  170: *
  171:             CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, 
  172:      $                  ONE, A( K+I, 1 ),
  173:      $                  LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
  174: *
  175: *           w := T'*w
  176: *
  177:             CALL ZTRMV( 'Upper', 'Conjugate transpose', 'NON-UNIT', 
  178:      $                  I-1, T, LDT,
  179:      $                  T( 1, NB ), 1 )
  180: *
  181: *           b2 := b2 - V2*w
  182: *
  183:             CALL ZGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE, 
  184:      $                  A( K+I, 1 ),
  185:      $                  LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
  186: *
  187: *           b1 := b1 - V1*w
  188: *
  189:             CALL ZTRMV( 'Lower', 'NO TRANSPOSE', 
  190:      $                  'UNIT', I-1,
  191:      $                  A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  192:             CALL ZAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
  193: *
  194:             A( K+I-1, I-1 ) = EI
  195:          END IF
  196: *
  197: *        Generate the elementary reflector H(I) to annihilate
  198: *        A(K+I+1:N,I)
  199: *
  200:          CALL ZLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
  201:      $                TAU( I ) )
  202:          EI = A( K+I, I )
  203:          A( K+I, I ) = ONE
  204: *
  205: *        Compute  Y(K+1:N,I)
  206: *
  207:          CALL ZGEMV( 'NO TRANSPOSE', N-K, N-K-I+1, 
  208:      $               ONE, A( K+1, I+1 ),
  209:      $               LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
  210:          CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, 
  211:      $               ONE, A( K+I, 1 ), LDA,
  212:      $               A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
  213:          CALL ZGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, 
  214:      $               Y( K+1, 1 ), LDY,
  215:      $               T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
  216:          CALL ZSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
  217: *
  218: *        Compute T(1:I,I)
  219: *
  220:          CALL ZSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
  221:          CALL ZTRMV( 'Upper', 'No Transpose', 'NON-UNIT', 
  222:      $               I-1, T, LDT,
  223:      $               T( 1, I ), 1 )
  224:          T( I, I ) = TAU( I )
  225: *
  226:    10 CONTINUE
  227:       A( K+NB, NB ) = EI
  228: *
  229: *     Compute Y(1:K,1:NB)
  230: *
  231:       CALL ZLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
  232:       CALL ZTRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE', 
  233:      $            'UNIT', K, NB,
  234:      $            ONE, A( K+1, 1 ), LDA, Y, LDY )
  235:       IF( N.GT.K+NB )
  236:      $   CALL ZGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K, 
  237:      $               NB, N-K-NB, ONE,
  238:      $               A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y,
  239:      $               LDY )
  240:       CALL ZTRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE', 
  241:      $            'NON-UNIT', K, NB,
  242:      $            ONE, T, LDT, Y, LDY )
  243: *
  244:       RETURN
  245: *
  246: *     End of ZLAHR2
  247: *
  248:       END

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