comparison libcruft/lapack/clahr2.f @ 7789:82be108cc558

First attempt at single precision tyeps * * * corrections to qrupdate single precision routines * * * prefer demotion to single over promotion to double * * * Add single precision support to log2 function * * * Trivial PROJECT file update * * * Cache optimized hermitian/transpose methods * * * Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author David Bateman <dbateman@free.fr>
date Sun, 27 Apr 2008 22:34:17 +0200
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7788:45f5faba05a2 7789:82be108cc558
1 SUBROUTINE CLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
2 *
3 * -- LAPACK auxiliary routine (version 3.1) --
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
5 * November 2006
6 *
7 * .. Scalar Arguments ..
8 INTEGER K, LDA, LDT, LDY, N, NB
9 * ..
10 * .. Array Arguments ..
11 COMPLEX A( LDA, * ), T( LDT, NB ), TAU( NB ),
12 $ Y( LDY, NB )
13 * ..
14 *
15 * Purpose
16 * =======
17 *
18 * CLAHR2 reduces the first NB columns of A complex general n-BY-(n-k+1)
19 * matrix A so that elements below the k-th subdiagonal are zero. The
20 * reduction is performed by an unitary similarity transformation
21 * Q' * A * Q. The routine returns the matrices V and T which determine
22 * Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T.
23 *
24 * This is an auxiliary routine called by CGEHRD.
25 *
26 * Arguments
27 * =========
28 *
29 * N (input) INTEGER
30 * The order of the matrix A.
31 *
32 * K (input) INTEGER
33 * The offset for the reduction. Elements below the k-th
34 * subdiagonal in the first NB columns are reduced to zero.
35 * K < N.
36 *
37 * NB (input) INTEGER
38 * The number of columns to be reduced.
39 *
40 * A (input/output) COMPLEX array, dimension (LDA,N-K+1)
41 * On entry, the n-by-(n-k+1) general matrix A.
42 * On exit, the elements on and above the k-th subdiagonal in
43 * the first NB columns are overwritten with the corresponding
44 * elements of the reduced matrix; the elements below the k-th
45 * subdiagonal, with the array TAU, represent the matrix Q as a
46 * product of elementary reflectors. The other columns of A are
47 * unchanged. See Further Details.
48 *
49 * LDA (input) INTEGER
50 * The leading dimension of the array A. LDA >= max(1,N).
51 *
52 * TAU (output) COMPLEX array, dimension (NB)
53 * The scalar factors of the elementary reflectors. See Further
54 * Details.
55 *
56 * T (output) COMPLEX array, dimension (LDT,NB)
57 * The upper triangular matrix T.
58 *
59 * LDT (input) INTEGER
60 * The leading dimension of the array T. LDT >= NB.
61 *
62 * Y (output) COMPLEX array, dimension (LDY,NB)
63 * The n-by-nb matrix Y.
64 *
65 * LDY (input) INTEGER
66 * The leading dimension of the array Y. LDY >= N.
67 *
68 * Further Details
69 * ===============
70 *
71 * The matrix Q is represented as a product of nb elementary reflectors
72 *
73 * Q = H(1) H(2) . . . H(nb).
74 *
75 * Each H(i) has the form
76 *
77 * H(i) = I - tau * v * v'
78 *
79 * where tau is a complex scalar, and v is a complex vector with
80 * v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
81 * A(i+k+1:n,i), and tau in TAU(i).
82 *
83 * The elements of the vectors v together form the (n-k+1)-by-nb matrix
84 * V which is needed, with T and Y, to apply the transformation to the
85 * unreduced part of the matrix, using an update of the form:
86 * A := (I - V*T*V') * (A - Y*V').
87 *
88 * The contents of A on exit are illustrated by the following example
89 * with n = 7, k = 3 and nb = 2:
90 *
91 * ( a a a a a )
92 * ( a a a a a )
93 * ( a a a a a )
94 * ( h h a a a )
95 * ( v1 h a a a )
96 * ( v1 v2 a a a )
97 * ( v1 v2 a a a )
98 *
99 * where a denotes an element of the original matrix A, h denotes a
100 * modified element of the upper Hessenberg matrix H, and vi denotes an
101 * element of the vector defining H(i).
102 *
103 * This file is a slight modification of LAPACK-3.0's CLAHRD
104 * incorporating improvements proposed by Quintana-Orti and Van de
105 * Gejin. Note that the entries of A(1:K,2:NB) differ from those
106 * returned by the original LAPACK routine. This function is
107 * not backward compatible with LAPACK3.0.
108 *
109 * =====================================================================
110 *
111 * .. Parameters ..
112 COMPLEX ZERO, ONE
113 PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
114 $ ONE = ( 1.0E+0, 0.0E+0 ) )
115 * ..
116 * .. Local Scalars ..
117 INTEGER I
118 COMPLEX EI
119 * ..
120 * .. External Subroutines ..
121 EXTERNAL CAXPY, CCOPY, CGEMM, CGEMV, CLACPY,
122 $ CLARFG, CSCAL, CTRMM, CTRMV, CLACGV
123 * ..
124 * .. Intrinsic Functions ..
125 INTRINSIC MIN
126 * ..
127 * .. Executable Statements ..
128 *
129 * Quick return if possible
130 *
131 IF( N.LE.1 )
132 $ RETURN
133 *
134 DO 10 I = 1, NB
135 IF( I.GT.1 ) THEN
136 *
137 * Update A(K+1:N,I)
138 *
139 * Update I-th column of A - Y * V'
140 *
141 CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
142 CALL CGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY,
143 $ A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
144 CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
145 *
146 * Apply I - V * T' * V' to this column (call it b) from the
147 * left, using the last column of T as workspace
148 *
149 * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
150 * ( V2 ) ( b2 )
151 *
152 * where V1 is unit lower triangular
153 *
154 * w := V1' * b1
155 *
156 CALL CCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
157 CALL CTRMV( 'Lower', 'Conjugate transpose', 'UNIT',
158 $ I-1, A( K+1, 1 ),
159 $ LDA, T( 1, NB ), 1 )
160 *
161 * w := w + V2'*b2
162 *
163 CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1,
164 $ ONE, A( K+I, 1 ),
165 $ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
166 *
167 * w := T'*w
168 *
169 CALL CTRMV( 'Upper', 'Conjugate transpose', 'NON-UNIT',
170 $ I-1, T, LDT,
171 $ T( 1, NB ), 1 )
172 *
173 * b2 := b2 - V2*w
174 *
175 CALL CGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE,
176 $ A( K+I, 1 ),
177 $ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
178 *
179 * b1 := b1 - V1*w
180 *
181 CALL CTRMV( 'Lower', 'NO TRANSPOSE',
182 $ 'UNIT', I-1,
183 $ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
184 CALL CAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
185 *
186 A( K+I-1, I-1 ) = EI
187 END IF
188 *
189 * Generate the elementary reflector H(I) to annihilate
190 * A(K+I+1:N,I)
191 *
192 CALL CLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
193 $ TAU( I ) )
194 EI = A( K+I, I )
195 A( K+I, I ) = ONE
196 *
197 * Compute Y(K+1:N,I)
198 *
199 CALL CGEMV( 'NO TRANSPOSE', N-K, N-K-I+1,
200 $ ONE, A( K+1, I+1 ),
201 $ LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
202 CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1,
203 $ ONE, A( K+I, 1 ), LDA,
204 $ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
205 CALL CGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE,
206 $ Y( K+1, 1 ), LDY,
207 $ T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
208 CALL CSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
209 *
210 * Compute T(1:I,I)
211 *
212 CALL CSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
213 CALL CTRMV( 'Upper', 'No Transpose', 'NON-UNIT',
214 $ I-1, T, LDT,
215 $ T( 1, I ), 1 )
216 T( I, I ) = TAU( I )
217 *
218 10 CONTINUE
219 A( K+NB, NB ) = EI
220 *
221 * Compute Y(1:K,1:NB)
222 *
223 CALL CLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
224 CALL CTRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE',
225 $ 'UNIT', K, NB,
226 $ ONE, A( K+1, 1 ), LDA, Y, LDY )
227 IF( N.GT.K+NB )
228 $ CALL CGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K,
229 $ NB, N-K-NB, ONE,
230 $ A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y,
231 $ LDY )
232 CALL CTRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE',
233 $ 'NON-UNIT', K, NB,
234 $ ONE, T, LDT, Y, LDY )
235 *
236 RETURN
237 *
238 * End of CLAHR2
239 *
240 END