File:  [local] / rpl / lapack / lapack / zlahrd.f
Revision 1.16: download - view: text, annotated - select for diffs - revision graph
Sat Aug 27 15:34:57 2016 UTC (7 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_25, HEAD
Cohérence Lapack.

    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 This routine is deprecated and has been replaced by routine ZLAHR2.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: *> \date November 2015
  126: *
  127: *> \ingroup complex16OTHERauxiliary
  128: *
  129: *> \par Further Details:
  130: *  =====================
  131: *>
  132: *> \verbatim
  133: *>
  134: *>  The matrix Q is represented as a product of nb elementary reflectors
  135: *>
  136: *>     Q = H(1) H(2) . . . H(nb).
  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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
  144: *>  A(i+k+1:n,i), and tau in TAU(i).
  145: *>
  146: *>  The elements of the vectors v together form the (n-k+1)-by-nb matrix
  147: *>  V which is needed, with T and Y, to apply the transformation to the
  148: *>  unreduced part of the matrix, using an update of the form:
  149: *>  A := (I - V*T*V**H) * (A - Y*V**H).
  150: *>
  151: *>  The contents of A on exit are illustrated by the following example
  152: *>  with n = 7, k = 3 and nb = 2:
  153: *>
  154: *>     ( a   h   a   a   a )
  155: *>     ( a   h   a   a   a )
  156: *>     ( a   h   a   a   a )
  157: *>     ( h   h   a   a   a )
  158: *>     ( v1  h   a   a   a )
  159: *>     ( v1  v2  a   a   a )
  160: *>     ( v1  v2  a   a   a )
  161: *>
  162: *>  where a denotes an element of the original matrix A, h denotes a
  163: *>  modified element of the upper Hessenberg matrix H, and vi denotes an
  164: *>  element of the vector defining H(i).
  165: *> \endverbatim
  166: *>
  167: *  =====================================================================
  168:       SUBROUTINE ZLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
  169: *
  170: *  -- LAPACK auxiliary routine (version 3.6.0) --
  171: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  172: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  173: *     November 2015
  174: *
  175: *     .. Scalar Arguments ..
  176:       INTEGER            K, LDA, LDT, LDY, N, NB
  177: *     ..
  178: *     .. Array Arguments ..
  179:       COMPLEX*16         A( LDA, * ), T( LDT, NB ), TAU( NB ),
  180:      $                   Y( LDY, NB )
  181: *     ..
  182: *
  183: *  =====================================================================
  184: *
  185: *     .. Parameters ..
  186:       COMPLEX*16         ZERO, ONE
  187:       PARAMETER          ( ZERO = ( 0.0D+0, 0.0D+0 ),
  188:      $                   ONE = ( 1.0D+0, 0.0D+0 ) )
  189: *     ..
  190: *     .. Local Scalars ..
  191:       INTEGER            I
  192:       COMPLEX*16         EI
  193: *     ..
  194: *     .. External Subroutines ..
  195:       EXTERNAL           ZAXPY, ZCOPY, ZGEMV, ZLACGV, ZLARFG, ZSCAL,
  196:      $                   ZTRMV
  197: *     ..
  198: *     .. Intrinsic Functions ..
  199:       INTRINSIC          MIN
  200: *     ..
  201: *     .. Executable Statements ..
  202: *
  203: *     Quick return if possible
  204: *
  205:       IF( N.LE.1 )
  206:      $   RETURN
  207: *
  208:       DO 10 I = 1, NB
  209:          IF( I.GT.1 ) THEN
  210: *
  211: *           Update A(1:n,i)
  212: *
  213: *           Compute i-th column of A - Y * V**H
  214: *
  215:             CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
  216:             CALL ZGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
  217:      $                  A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
  218:             CALL ZLACGV( I-1, A( K+I-1, 1 ), LDA )
  219: *
  220: *           Apply I - V * T**H * V**H to this column (call it b) from the
  221: *           left, using the last column of T as workspace
  222: *
  223: *           Let  V = ( V1 )   and   b = ( b1 )   (first I-1 rows)
  224: *                    ( V2 )             ( b2 )
  225: *
  226: *           where V1 is unit lower triangular
  227: *
  228: *           w := V1**H * b1
  229: *
  230:             CALL ZCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
  231:             CALL ZTRMV( 'Lower', 'Conjugate transpose', 'Unit', I-1,
  232:      $                  A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  233: *
  234: *           w := w + V2**H *b2
  235: *
  236:             CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  237:      $                  A( K+I, 1 ), LDA, A( K+I, I ), 1, ONE,
  238:      $                  T( 1, NB ), 1 )
  239: *
  240: *           w := T**H *w
  241: *
  242:             CALL ZTRMV( 'Upper', 'Conjugate transpose', 'Non-unit', I-1,
  243:      $                  T, LDT, T( 1, NB ), 1 )
  244: *
  245: *           b2 := b2 - V2*w
  246: *
  247:             CALL ZGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ),
  248:      $                  LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
  249: *
  250: *           b1 := b1 - V1*w
  251: *
  252:             CALL ZTRMV( 'Lower', 'No transpose', 'Unit', I-1,
  253:      $                  A( K+1, 1 ), LDA, T( 1, NB ), 1 )
  254:             CALL ZAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
  255: *
  256:             A( K+I-1, I-1 ) = EI
  257:          END IF
  258: *
  259: *        Generate the elementary reflector H(i) to annihilate
  260: *        A(k+i+1:n,i)
  261: *
  262:          EI = A( K+I, I )
  263:          CALL ZLARFG( N-K-I+1, EI, A( MIN( K+I+1, N ), I ), 1,
  264:      $                TAU( I ) )
  265:          A( K+I, I ) = ONE
  266: *
  267: *        Compute  Y(1:n,i)
  268: *
  269:          CALL ZGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
  270:      $               A( K+I, I ), 1, ZERO, Y( 1, I ), 1 )
  271:          CALL ZGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE,
  272:      $               A( K+I, 1 ), LDA, A( K+I, I ), 1, ZERO, T( 1, I ),
  273:      $               1 )
  274:          CALL ZGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1,
  275:      $               ONE, Y( 1, I ), 1 )
  276:          CALL ZSCAL( N, TAU( I ), Y( 1, I ), 1 )
  277: *
  278: *        Compute T(1:i,i)
  279: *
  280:          CALL ZSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
  281:          CALL ZTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT,
  282:      $               T( 1, I ), 1 )
  283:          T( I, I ) = TAU( I )
  284: *
  285:    10 CONTINUE
  286:       A( K+NB, NB ) = EI
  287: *
  288:       RETURN
  289: *
  290: *     End of ZLAHRD
  291: *
  292:       END

CVSweb interface <joel.bertrand@systella.fr>