dlahr2.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLAHR2 reduces the specified number of first columns of a general 
!                   rectangular matrix A so that elements below the specified 
!                   subdiagonal are zero, and returns auxiliary matrices which are 
!                   needed to apply the transformation to the unreduced part of A.
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLAHR2 + dependencies
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!> [TGZ]</a>
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!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlahr2.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
!
!       .. Scalar Arguments ..
!       INTEGER            K, LDA, LDT, LDY, N, NB
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION  A( LDA, * ), T( LDT, NB ), TAU( NB ),
!      $                   Y( LDY, NB )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLAHR2 reduces the first NB columns of A real general n-BY-(n-k+1)
!> matrix A so that elements below the k-th subdiagonal are zero. The
!> reduction is performed by an orthogonal similarity transformation
!> Q**T * A * Q. The routine returns the matrices V and T which determine
!> Q as a block reflector I - V*T*V**T, and also the matrix Y = A * V * T.
!>
!> This is an auxiliary routine called by DGEHRD.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The order of the matrix A.
!> \endverbatim
!>
!> \param[in] K
!> \verbatim
!>          K is INTEGER
!>          The offset for the reduction. Elements below the k-th
!>          subdiagonal in the first NB columns are reduced to zero.
!>          K < N.
!> \endverbatim
!>
!> \param[in] NB
!> \verbatim
!>          NB is INTEGER
!>          The number of columns to be reduced.
!> \endverbatim
!>
!> \param[in,out] A
!> \verbatim
!>          A is DOUBLE PRECISION array, dimension (LDA,N-K+1)
!>          On entry, the n-by-(n-k+1) general matrix A.
!>          On exit, the elements on and above the k-th subdiagonal in
!>          the first NB columns are overwritten with the corresponding
!>          elements of the reduced matrix; the elements below the k-th
!>          subdiagonal, with the array TAU, represent the matrix Q as a
!>          product of elementary reflectors. The other columns of A are
!>          unchanged. 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 (NB)
!>          The scalar factors of the elementary reflectors. See Further
!>          Details.
!> \endverbatim
!>
!> \param[out] T
!> \verbatim
!>          T is DOUBLE PRECISION array, dimension (LDT,NB)
!>          The upper triangular matrix T.
!> \endverbatim
!>
!> \param[in] LDT
!> \verbatim
!>          LDT is INTEGER
!>          The leading dimension of the array T.  LDT >= NB.
!> \endverbatim
!>
!> \param[out] Y
!> \verbatim
!>          Y is DOUBLE PRECISION array, dimension (LDY,NB)
!>          The n-by-nb matrix Y.
!> \endverbatim
!>
!> \param[in] LDY
!> \verbatim
!>          LDY is INTEGER
!>          The leading dimension of the array Y. LDY >= N.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date December 2016
!
!> \ingroup doubleOTHERauxiliary
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  The matrix Q is represented as a product of nb elementary reflectors
!>
!>     Q = H(1) H(2) . . . H(nb).
!>
!>  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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
!>  A(i+k+1:n,i), and tau in TAU(i).
!>
!>  The elements of the vectors v together form the (n-k+1)-by-nb matrix
!>  V which is needed, with T and Y, to apply the transformation to the
!>  unreduced part of the matrix, using an update of the form:
!>  A := (I - V*T*V**T) * (A - Y*V**T).
!>
!>  The contents of A on exit are illustrated by the following example
!>  with n = 7, k = 3 and nb = 2:
!>
!>     ( a   a   a   a   a )
!>     ( a   a   a   a   a )
!>     ( a   a   a   a   a )
!>     ( h   h   a   a   a )
!>     ( v1  h   a   a   a )
!>     ( v1  v2  a   a   a )
!>     ( v1  v2  a   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 subroutine is a slight modification of LAPACK-3.0's DLAHRD
!>  incorporating improvements proposed by Quintana-Orti and Van de
!>  Gejin. Note that the entries of A(1:K,2:NB) differ from those
!>  returned by the original LAPACK-3.0's DLAHRD routine. (This
!>  subroutine is not backward compatible with LAPACK-3.0's DLAHRD.)
!> \endverbatim
!
!> \par References:
!  ================
!>
!>  Gregorio Quintana-Orti and Robert van de Geijn, "Improving the
!>  performance of reduction to Hessenberg form," ACM Transactions on
!>  Mathematical Software, 32(2):180-194, June 2006.
!>
!  =====================================================================
      SUBROUTINE DLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
!
!  -- LAPACK auxiliary 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            K, LDA, LDT, LDY, N, NB
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION  A( LDA, * ), T( LDT, NB ), TAU( NB ), &
                         Y( LDY, NB )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION  ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, &
                           ONE = 1.0D+0 )
!     ..
!     .. Local Scalars ..
      INTEGER            I
      DOUBLE PRECISION  EI
!     ..
!     .. External Subroutines ..
      EXTERNAL           DAXPY, DCOPY, DGEMM, DGEMV, DLACPY, &
                         DLARFG, DSCAL, DTRMM, DTRMV
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MIN
!     ..
!     .. Executable Statements ..
!
!     Quick return if possible
!
      IF( N.LE.1 ) &
         RETURN
!
      DO 10 I = 1, NB
         IF( I.GT.1 ) THEN
!
!           Update A(K+1:N,I)
!
!           Update I-th column of A - Y * V**T
!
            CALL DGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY, &
                        A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
!
!           Apply I - V * T**T * V**T to this column (call it b) from the
!           left, using the last column of T as workspace
!
!           Let  V = ( V1 )   and   b = ( b1 )   (first I-1 rows)
!                    ( V2 )             ( b2 )
!
!           where V1 is unit lower triangular
!
!           w := V1**T * b1
!
            CALL DCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
            CALL DTRMV( 'Lower', 'Transpose', 'UNIT', &
                        I-1, A( K+1, 1 ), &
                        LDA, T( 1, NB ), 1 )
!
!           w := w + V2**T * b2
!
            CALL DGEMV( 'Transpose', N-K-I+1, I-1, &
                        ONE, A( K+I, 1 ), &
                        LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
!
!           w := T**T * w
!
            CALL DTRMV( 'Upper', 'Transpose', 'NON-UNIT', &
                        I-1, T, LDT, &
                        T( 1, NB ), 1 )
!
!           b2 := b2 - V2*w
!
            CALL DGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE, &
                        A( K+I, 1 ), &
                        LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
!
!           b1 := b1 - V1*w
!
            CALL DTRMV( 'Lower', 'NO TRANSPOSE', &
                        'UNIT', I-1, &
                        A( K+1, 1 ), LDA, T( 1, NB ), 1 )
            CALL DAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
!
            A( K+I-1, I-1 ) = EI
         END IF
!
!        Generate the elementary reflector H(I) to annihilate
!        A(K+I+1:N,I)
!
         CALL DLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1, &
                      TAU( I ) )
         EI = A( K+I, I )
         A( K+I, I ) = ONE
!
!        Compute  Y(K+1:N,I)
!
         CALL DGEMV( 'NO TRANSPOSE', N-K, N-K-I+1, &
                     ONE, A( K+1, I+1 ), &
                     LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
         CALL DGEMV( 'Transpose', N-K-I+1, I-1, &
                     ONE, A( K+I, 1 ), LDA, &
                     A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
         CALL DGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, &
                     Y( K+1, 1 ), LDY, &
                     T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
         CALL DSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
!
!        Compute T(1:I,I)
!
         CALL DSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
         CALL DTRMV( 'Upper', 'No Transpose', 'NON-UNIT', &
                     I-1, T, LDT, &
                     T( 1, I ), 1 )
         T( I, I ) = TAU( I )
!
   10 CONTINUE
      A( K+NB, NB ) = EI
!
!     Compute Y(1:K,1:NB)
!
      CALL DLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
      CALL DTRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE', &
                  'UNIT', K, NB, &
                  ONE, A( K+1, 1 ), LDA, Y, LDY )
      IF( N.GT.K+NB ) &
         CALL DGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K, &
                     NB, N-K-NB, ONE, &
                     A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y, &
                     LDY )
      CALL DTRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE', &
                  'NON-UNIT', K, NB, &
                  ONE, T, LDT, Y, LDY )
!
      RETURN
!
!     End of DLAHR2
!
      END