dgehrd.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DGEHRD
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DGEHRD + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgehrd.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgehrd.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgehrd.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            IHI, ILO, INFO, LDA, LWORK, N
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION  A( LDA, * ), TAU( * ), WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DGEHRD reduces a real general matrix A to upper Hessenberg form H by
!> an orthogonal similarity transformation:  Q**T * A * Q = H .
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!> \endverbatim
!>
!> \param[in] ILO
!> \verbatim
!>          ILO is INTEGER
!> \endverbatim
!>
!> \param[in] IHI
!> \verbatim
!>          IHI is INTEGER
!>
!>          It is assumed that A is already upper triangular in rows
!>          and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
!>          set by a previous call to DGEBAL; otherwise they should be
!>          set to 1 and N respectively. See Further Details.
!>          1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
!> \endverbatim
!>
!> \param[in,out] A
!> \verbatim
!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          On entry, the N-by-N general matrix to be reduced.
!>          On exit, the upper triangle and the first subdiagonal of A
!>          are overwritten with the upper Hessenberg matrix H, and the
!>          elements below the first subdiagonal, with the array TAU,
!>          represent the orthogonal matrix Q as a product of elementary
!>          reflectors. 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 DOUBLE PRECISION array, dimension (N-1)
!>          The scalar factors of the elementary reflectors (see Further
!>          Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
!>          zero.
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (LWORK)
!>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
!> \endverbatim
!>
!> \param[in] LWORK
!> \verbatim
!>          LWORK is INTEGER
!>          The length of the array WORK.  LWORK >= max(1,N).
!>          For good performance, LWORK should generally be larger.
!>
!>          If LWORK = -1, then a workspace query is assumed; the routine
!>          only calculates the optimal size of the WORK array, returns
!>          this value as the first entry of the WORK array, and no error
!>          message related to LWORK is issued by XERBLA.
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>          = 0:  successful exit
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date December 2016
!
!> \ingroup doubleGEcomputational
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  The matrix Q is represented as a product of (ihi-ilo) elementary
!>  reflectors
!>
!>     Q = H(ilo) H(ilo+1) . . . H(ihi-1).
!>
!>  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) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
!>  exit in A(i+2:ihi,i), and tau in TAU(i).
!>
!>  The contents of A are illustrated by the following example, with
!>  n = 7, ilo = 2 and ihi = 6:
!>
!>  on entry,                        on exit,
!>
!>  ( a   a   a   a   a   a   a )    (  a   a   h   h   h   h   a )
!>  (     a   a   a   a   a   a )    (      a   h   h   h   h   a )
!>  (     a   a   a   a   a   a )    (      h   h   h   h   h   h )
!>  (     a   a   a   a   a   a )    (      v2  h   h   h   h   h )
!>  (     a   a   a   a   a   a )    (      v2  v3  h   h   h   h )
!>  (     a   a   a   a   a   a )    (      v2  v3  v4  h   h   h )
!>  (                         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 file is a slight modification of LAPACK-3.0's DGEHRD
!>  subroutine incorporating improvements proposed by Quintana-Orti and
!>  Van de Geijn (2006). (See DLAHR2.)
!> \endverbatim
!>
!  =====================================================================
      SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
!
!  -- LAPACK computational 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            IHI, ILO, INFO, LDA, LWORK, N
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION  A( LDA, * ), TAU( * ), WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      INTEGER            NBMAX, LDT, TSIZE
      PARAMETER          ( NBMAX = 64, LDT = NBMAX+1, &
                           TSIZE = LDT*NBMAX )
      DOUBLE PRECISION  ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, &
                           ONE = 1.0D+0 )
!     ..
!     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            I, IB, IINFO, IWT, J, LDWORK, LWKOPT, NB, &
                         NBMIN, NH, NX
      DOUBLE PRECISION  EI
!     ..
!     .. External Subroutines ..
      EXTERNAL           DAXPY, DGEHD2, DGEMM, DLAHR2, DLARFB, DTRMM, &
                         XERBLA
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
!     ..
!     .. External Functions ..
      INTEGER            ILAENV
      EXTERNAL           ILAENV
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters
!
      INFO = 0
      LQUERY = ( LWORK.EQ.-1 )
      IF( N.LT.0 ) THEN
         INFO = -1
      ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
         INFO = -2
      ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
         INFO = -3
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -5
      ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
         INFO = -8
      END IF
!
      IF( INFO.EQ.0 ) THEN
!
!        Compute the workspace requirements
!
         NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
         LWKOPT = N*NB + TSIZE
         WORK( 1 ) = LWKOPT
      END IF
!
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGEHRD', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
!
!     Set elements 1:ILO-1 and IHI:N-1 of TAU to zero
!
      DO 10 I = 1, ILO - 1
         TAU( I ) = ZERO
   10 CONTINUE
      DO 20 I = MAX( 1, IHI ), N - 1
         TAU( I ) = ZERO
   20 CONTINUE
!
!     Quick return if possible
!
      NH = IHI - ILO + 1
      IF( NH.LE.1 ) THEN
         WORK( 1 ) = 1
         RETURN
      END IF
!
!     Determine the block size
!
      NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
      NBMIN = 2
      IF( NB.GT.1 .AND. NB.LT.NH ) THEN
!
!        Determine when to cross over from blocked to unblocked code
!        (last block is always handled by unblocked code)
!
         NX = MAX( NB, ILAENV( 3, 'DGEHRD', ' ', N, ILO, IHI, -1 ) )
         IF( NX.LT.NH ) THEN
!
!           Determine if workspace is large enough for blocked code
!
            IF( LWORK.LT.N*NB+TSIZE ) THEN
!
!              Not enough workspace to use optimal NB:  determine the
!              minimum value of NB, and reduce NB or force use of
!              unblocked code
!
               NBMIN = MAX( 2, ILAENV( 2, 'DGEHRD', ' ', N, ILO, IHI, &
                       -1 ) )
               IF( LWORK.GE.(N*NBMIN + TSIZE) ) THEN
                  NB = (LWORK-TSIZE) / N
               ELSE
                  NB = 1
               END IF
            END IF
         END IF
      END IF
      LDWORK = N
!
      IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN
!
!        Use unblocked code below
!
         I = ILO
!
      ELSE
!
!        Use blocked code
!
         IWT = 1 + N*NB
         DO 40 I = ILO, IHI - 1 - NX, NB
            IB = MIN( NB, IHI-I )
!
!           Reduce columns i:i+ib-1 to Hessenberg form, returning the
!           matrices V and T of the block reflector H = I - V*T*V**T
!           which performs the reduction, and also the matrix Y = A*V*T
!
            CALL DLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ), &
                         WORK( IWT ), LDT, WORK, LDWORK )
!
!           Apply the block reflector H to A(1:ihi,i+ib:ihi) from the
!           right, computing  A := A - Y * V**T. V(i+ib,ib-1) must be set
!           to 1
!
            EI = A( I+IB, I+IB-1 )
            A( I+IB, I+IB-1 ) = ONE
            CALL DGEMM( 'No transpose', 'Transpose', &
                        IHI, IHI-I-IB+1, &
                        IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE, &
                        A( 1, I+IB ), LDA )
            A( I+IB, I+IB-1 ) = EI
!
!           Apply the block reflector H to A(1:i,i+1:i+ib-1) from the
!           right
!
            CALL DTRMM( 'Right', 'Lower', 'Transpose', &
                        'Unit', I, IB-1, &
                        ONE, A( I+1, I ), LDA, WORK, LDWORK )
            DO 30 J = 0, IB-2
               CALL DAXPY( I, -ONE, WORK( LDWORK*J+1 ), 1, &
                           A( 1, I+J+1 ), 1 )
   30       CONTINUE
!
!           Apply the block reflector H to A(i+1:ihi,i+ib:n) from the
!           left
!
            CALL DLARFB( 'Left', 'Transpose', 'Forward', &
                         'Columnwise', &
                         IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA, &
                         WORK( IWT ), LDT, A( I+1, I+IB ), LDA, &
                         WORK, LDWORK )
   40    CONTINUE
      END IF
!
!     Use unblocked code to reduce the rest of the matrix
!
      CALL DGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO )
      WORK( 1 ) = LWKOPT
!
      RETURN
!
!     End of DGEHRD
!
      END