LAPACK 3.3.0
|
00001 SUBROUTINE CLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY ) 00002 * 00003 * -- LAPACK auxiliary routine (version 3.2) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER K, LDA, LDT, LDY, N, NB 00010 * .. 00011 * .. Array Arguments .. 00012 COMPLEX A( LDA, * ), T( LDT, NB ), TAU( NB ), 00013 $ Y( LDY, NB ) 00014 * .. 00015 * 00016 * Purpose 00017 * ======= 00018 * 00019 * CLAHRD reduces the first NB columns of a complex general n-by-(n-k+1) 00020 * matrix A so that elements below the k-th subdiagonal are zero. The 00021 * reduction is performed by a unitary similarity transformation 00022 * Q' * A * Q. The routine returns the matrices V and T which determine 00023 * Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T. 00024 * 00025 * This is an OBSOLETE auxiliary routine. 00026 * This routine will be 'deprecated' in a future release. 00027 * Please use the new routine CLAHR2 instead. 00028 * 00029 * Arguments 00030 * ========= 00031 * 00032 * N (input) INTEGER 00033 * The order of the matrix A. 00034 * 00035 * K (input) INTEGER 00036 * The offset for the reduction. Elements below the k-th 00037 * subdiagonal in the first NB columns are reduced to zero. 00038 * 00039 * NB (input) INTEGER 00040 * The number of columns to be reduced. 00041 * 00042 * A (input/output) COMPLEX array, dimension (LDA,N-K+1) 00043 * On entry, the n-by-(n-k+1) general matrix A. 00044 * On exit, the elements on and above the k-th subdiagonal in 00045 * the first NB columns are overwritten with the corresponding 00046 * elements of the reduced matrix; the elements below the k-th 00047 * subdiagonal, with the array TAU, represent the matrix Q as a 00048 * product of elementary reflectors. The other columns of A are 00049 * unchanged. See Further Details. 00050 * 00051 * LDA (input) INTEGER 00052 * The leading dimension of the array A. LDA >= max(1,N). 00053 * 00054 * TAU (output) COMPLEX array, dimension (NB) 00055 * The scalar factors of the elementary reflectors. See Further 00056 * Details. 00057 * 00058 * T (output) COMPLEX array, dimension (LDT,NB) 00059 * The upper triangular matrix T. 00060 * 00061 * LDT (input) INTEGER 00062 * The leading dimension of the array T. LDT >= NB. 00063 * 00064 * Y (output) COMPLEX array, dimension (LDY,NB) 00065 * The n-by-nb matrix Y. 00066 * 00067 * LDY (input) INTEGER 00068 * The leading dimension of the array Y. LDY >= max(1,N). 00069 * 00070 * Further Details 00071 * =============== 00072 * 00073 * The matrix Q is represented as a product of nb elementary reflectors 00074 * 00075 * Q = H(1) H(2) . . . H(nb). 00076 * 00077 * Each H(i) has the form 00078 * 00079 * H(i) = I - tau * v * v' 00080 * 00081 * where tau is a complex scalar, and v is a complex vector with 00082 * v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in 00083 * A(i+k+1:n,i), and tau in TAU(i). 00084 * 00085 * The elements of the vectors v together form the (n-k+1)-by-nb matrix 00086 * V which is needed, with T and Y, to apply the transformation to the 00087 * unreduced part of the matrix, using an update of the form: 00088 * A := (I - V*T*V') * (A - Y*V'). 00089 * 00090 * The contents of A on exit are illustrated by the following example 00091 * with n = 7, k = 3 and nb = 2: 00092 * 00093 * ( a h a a a ) 00094 * ( a h a a a ) 00095 * ( a h a a a ) 00096 * ( h h a a a ) 00097 * ( v1 h a a a ) 00098 * ( v1 v2 a a a ) 00099 * ( v1 v2 a a a ) 00100 * 00101 * where a denotes an element of the original matrix A, h denotes a 00102 * modified element of the upper Hessenberg matrix H, and vi denotes an 00103 * element of the vector defining H(i). 00104 * 00105 * ===================================================================== 00106 * 00107 * .. Parameters .. 00108 COMPLEX ZERO, ONE 00109 PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ), 00110 $ ONE = ( 1.0E+0, 0.0E+0 ) ) 00111 * .. 00112 * .. Local Scalars .. 00113 INTEGER I 00114 COMPLEX EI 00115 * .. 00116 * .. External Subroutines .. 00117 EXTERNAL CAXPY, CCOPY, CGEMV, CLACGV, CLARFG, CSCAL, 00118 $ CTRMV 00119 * .. 00120 * .. Intrinsic Functions .. 00121 INTRINSIC MIN 00122 * .. 00123 * .. Executable Statements .. 00124 * 00125 * Quick return if possible 00126 * 00127 IF( N.LE.1 ) 00128 $ RETURN 00129 * 00130 DO 10 I = 1, NB 00131 IF( I.GT.1 ) THEN 00132 * 00133 * Update A(1:n,i) 00134 * 00135 * Compute i-th column of A - Y * V' 00136 * 00137 CALL CLACGV( I-1, A( K+I-1, 1 ), LDA ) 00138 CALL CGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, 00139 $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 ) 00140 CALL CLACGV( I-1, A( K+I-1, 1 ), LDA ) 00141 * 00142 * Apply I - V * T' * V' to this column (call it b) from the 00143 * left, using the last column of T as workspace 00144 * 00145 * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows) 00146 * ( V2 ) ( b2 ) 00147 * 00148 * where V1 is unit lower triangular 00149 * 00150 * w := V1' * b1 00151 * 00152 CALL CCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 ) 00153 CALL CTRMV( 'Lower', 'Conjugate transpose', 'Unit', I-1, 00154 $ A( K+1, 1 ), LDA, T( 1, NB ), 1 ) 00155 * 00156 * w := w + V2'*b2 00157 * 00158 CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE, 00159 $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ONE, 00160 $ T( 1, NB ), 1 ) 00161 * 00162 * w := T'*w 00163 * 00164 CALL CTRMV( 'Upper', 'Conjugate transpose', 'Non-unit', I-1, 00165 $ T, LDT, T( 1, NB ), 1 ) 00166 * 00167 * b2 := b2 - V2*w 00168 * 00169 CALL CGEMV( 'No transpose', N-K-I+1, I-1, -ONE, A( K+I, 1 ), 00170 $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 ) 00171 * 00172 * b1 := b1 - V1*w 00173 * 00174 CALL CTRMV( 'Lower', 'No transpose', 'Unit', I-1, 00175 $ A( K+1, 1 ), LDA, T( 1, NB ), 1 ) 00176 CALL CAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 ) 00177 * 00178 A( K+I-1, I-1 ) = EI 00179 END IF 00180 * 00181 * Generate the elementary reflector H(i) to annihilate 00182 * A(k+i+1:n,i) 00183 * 00184 EI = A( K+I, I ) 00185 CALL CLARFG( N-K-I+1, EI, A( MIN( K+I+1, N ), I ), 1, 00186 $ TAU( I ) ) 00187 A( K+I, I ) = ONE 00188 * 00189 * Compute Y(1:n,i) 00190 * 00191 CALL CGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA, 00192 $ A( K+I, I ), 1, ZERO, Y( 1, I ), 1 ) 00193 CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1, ONE, 00194 $ A( K+I, 1 ), LDA, A( K+I, I ), 1, ZERO, T( 1, I ), 00195 $ 1 ) 00196 CALL CGEMV( 'No transpose', N, I-1, -ONE, Y, LDY, T( 1, I ), 1, 00197 $ ONE, Y( 1, I ), 1 ) 00198 CALL CSCAL( N, TAU( I ), Y( 1, I ), 1 ) 00199 * 00200 * Compute T(1:i,i) 00201 * 00202 CALL CSCAL( I-1, -TAU( I ), T( 1, I ), 1 ) 00203 CALL CTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T, LDT, 00204 $ T( 1, I ), 1 ) 00205 T( I, I ) = TAU( I ) 00206 * 00207 10 CONTINUE 00208 A( K+NB, NB ) = EI 00209 * 00210 RETURN 00211 * 00212 * End of CLAHRD 00213 * 00214 END