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authorSiddhesh Wani2015-05-25 14:46:31 +0530
committerSiddhesh Wani2015-05-25 14:46:31 +0530
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+ SUBROUTINE DLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER K, LDA, LDT, LDY, N, NB
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION A( LDA, * ), T( LDT, NB ), TAU( NB ),
+ $ Y( LDY, NB )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAHRD 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' * A * Q. The routine returns the matrices V and T which determine
+* Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T.
+*
+* This is an OBSOLETE auxiliary routine.
+* This routine will be 'deprecated' in a future release.
+* Please use the new routine DLAHR2 instead.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A.
+*
+* K (input) INTEGER
+* The offset for the reduction. Elements below the k-th
+* subdiagonal in the first NB columns are reduced to zero.
+*
+* NB (input) INTEGER
+* The number of columns to be reduced.
+*
+* A (input/output) 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.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) DOUBLE PRECISION array, dimension (NB)
+* The scalar factors of the elementary reflectors. See Further
+* Details.
+*
+* T (output) DOUBLE PRECISION array, dimension (LDT,NB)
+* The upper triangular matrix T.
+*
+* LDT (input) INTEGER
+* The leading dimension of the array T. LDT >= NB.
+*
+* Y (output) DOUBLE PRECISION array, dimension (LDY,NB)
+* The n-by-nb matrix Y.
+*
+* LDY (input) INTEGER
+* The leading dimension of the array Y. LDY >= N.
+*
+* Further Details
+* ===============
+*
+* 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'
+*
+* 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') * (A - Y*V').
+*
+* The contents of A on exit are illustrated by the following example
+* with n = 7, k = 3 and nb = 2:
+*
+* ( a h a a a )
+* ( a h a a a )
+* ( a h 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).
+*
+* =====================================================================
+*
+* .. 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, DGEMV, DLARFG, DSCAL, 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(1:n,i)
+*
+* Compute i-th column of A - Y * V'
+*
+ CALL DGEMV( 'No transpose', N, I-1, -ONE, Y, LDY,
+ $ A( K+I-1, 1 ), LDA, ONE, A( 1, I ), 1 )
+*
+* Apply I - V * T' * V' 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' * 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'*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'*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(1:n,i)
+*
+ CALL DGEMV( 'No transpose', N, N-K-I+1, ONE, A( 1, I+1 ), LDA,
+ $ A( K+I, I ), 1, ZERO, Y( 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, I-1, -ONE, Y, LDY, T( 1, I ), 1,
+ $ ONE, Y( 1, I ), 1 )
+ CALL DSCAL( N, TAU( I ), Y( 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
+*
+ RETURN
+*
+* End of DLAHRD
+*
+ END