LAPACK  3.10.0 LAPACK: Linear Algebra PACKage
slahrd.f
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1 *> \brief \b SLAHRD reduces the first nb columns of a general rectangular matrix A so that elements below the k-th subdiagonal are zero, and returns auxiliary matrices which are needed to apply the transformation to the unreduced part of A.
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE SLAHRD( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
22 *
23 * .. Scalar Arguments ..
24 * INTEGER K, LDA, LDT, LDY, N, NB
25 * ..
26 * .. Array Arguments ..
27 * REAL A( LDA, * ), T( LDT, NB ), TAU( NB ),
28 * \$ Y( LDY, NB )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> This routine is deprecated and has been replaced by routine SLAHR2.
38 *>
39 *> SLAHRD reduces the first NB columns of a real general n-by-(n-k+1)
40 *> matrix A so that elements below the k-th subdiagonal are zero. The
41 *> reduction is performed by an orthogonal similarity transformation
42 *> Q**T * A * Q. The routine returns the matrices V and T which determine
43 *> Q as a block reflector I - V*T*V**T, and also the matrix Y = A * V * T.
44 *> \endverbatim
45 *
46 * Arguments:
47 * ==========
48 *
49 *> \param[in] N
50 *> \verbatim
51 *> N is INTEGER
52 *> The order of the matrix A.
53 *> \endverbatim
54 *>
55 *> \param[in] K
56 *> \verbatim
57 *> K is INTEGER
58 *> The offset for the reduction. Elements below the k-th
59 *> subdiagonal in the first NB columns are reduced to zero.
60 *> \endverbatim
61 *>
62 *> \param[in] NB
63 *> \verbatim
64 *> NB is INTEGER
65 *> The number of columns to be reduced.
66 *> \endverbatim
67 *>
68 *> \param[in,out] A
69 *> \verbatim
70 *> A is REAL array, dimension (LDA,N-K+1)
71 *> On entry, the n-by-(n-k+1) general matrix A.
72 *> On exit, the elements on and above the k-th subdiagonal in
73 *> the first NB columns are overwritten with the corresponding
74 *> elements of the reduced matrix; the elements below the k-th
75 *> subdiagonal, with the array TAU, represent the matrix Q as a
76 *> product of elementary reflectors. The other columns of A are
77 *> unchanged. See Further Details.
78 *> \endverbatim
79 *>
80 *> \param[in] LDA
81 *> \verbatim
82 *> LDA is INTEGER
83 *> The leading dimension of the array A. LDA >= max(1,N).
84 *> \endverbatim
85 *>
86 *> \param[out] TAU
87 *> \verbatim
88 *> TAU is REAL array, dimension (NB)
89 *> The scalar factors of the elementary reflectors. See Further
90 *> Details.
91 *> \endverbatim
92 *>
93 *> \param[out] T
94 *> \verbatim
95 *> T is REAL array, dimension (LDT,NB)
96 *> The upper triangular matrix T.
97 *> \endverbatim
98 *>
99 *> \param[in] LDT
100 *> \verbatim
101 *> LDT is INTEGER
102 *> The leading dimension of the array T. LDT >= NB.
103 *> \endverbatim
104 *>
105 *> \param[out] Y
106 *> \verbatim
107 *> Y is REAL array, dimension (LDY,NB)
108 *> The n-by-nb matrix Y.
109 *> \endverbatim
110 *>
111 *> \param[in] LDY
112 *> \verbatim
113 *> LDY is INTEGER
114 *> The leading dimension of the array Y. LDY >= N.
115 *> \endverbatim
116 *
117 * Authors:
118 * ========
119 *
120 *> \author Univ. of Tennessee
121 *> \author Univ. of California Berkeley
122 *> \author Univ. of Colorado Denver
123 *> \author NAG Ltd.
124 *
125 *> \ingroup realOTHERauxiliary
126 *
127 *> \par Further Details:
128 * =====================
129 *>
130 *> \verbatim
131 *>
132 *> The matrix Q is represented as a product of nb elementary reflectors
133 *>
134 *> Q = H(1) H(2) . . . H(nb).
135 *>
136 *> Each H(i) has the form
137 *>
138 *> H(i) = I - tau * v * v**T
139 *>
140 *> where tau is a real scalar, and v is a real vector with
141 *> v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
142 *> A(i+k+1:n,i), and tau in TAU(i).
143 *>
144 *> The elements of the vectors v together form the (n-k+1)-by-nb matrix
145 *> V which is needed, with T and Y, to apply the transformation to the
146 *> unreduced part of the matrix, using an update of the form:
147 *> A := (I - V*T*V**T) * (A - Y*V**T).
148 *>
149 *> The contents of A on exit are illustrated by the following example
150 *> with n = 7, k = 3 and nb = 2:
151 *>
152 *> ( a h a a a )
153 *> ( a h a a a )
154 *> ( a h a a a )
155 *> ( h h a a a )
156 *> ( v1 h a a a )
157 *> ( v1 v2 a a a )
158 *> ( v1 v2 a a a )
159 *>
160 *> where a denotes an element of the original matrix A, h denotes a
161 *> modified element of the upper Hessenberg matrix H, and vi denotes an
162 *> element of the vector defining H(i).
163 *> \endverbatim
164 *>
165 * =====================================================================
166  SUBROUTINE slahrd( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
167 *
168 * -- LAPACK auxiliary routine --
169 * -- LAPACK is a software package provided by Univ. of Tennessee, --
170 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
171 *
172 * .. Scalar Arguments ..
173  INTEGER K, LDA, LDT, LDY, N, NB
174 * ..
175 * .. Array Arguments ..
176  REAL A( LDA, * ), T( LDT, NB ), TAU( NB ),
177  \$ Y( LDY, NB )
178 * ..
179 *
180 * =====================================================================
181 *
182 * .. Parameters ..
183  REAL ZERO, ONE
184  parameter( zero = 0.0e+0, one = 1.0e+0 )
185 * ..
186 * .. Local Scalars ..
187  INTEGER I
188  REAL EI
189 * ..
190 * .. External Subroutines ..
191  EXTERNAL saxpy, scopy, sgemv, slarfg, sscal, strmv
192 * ..
193 * .. Intrinsic Functions ..
194  INTRINSIC min
195 * ..
196 * .. Executable Statements ..
197 *
198 * Quick return if possible
199 *
200  IF( n.LE.1 )
201  \$ RETURN
202 *
203  DO 10 i = 1, nb
204  IF( i.GT.1 ) THEN
205 *
206 * Update A(1:n,i)
207 *
208 * Compute i-th column of A - Y * V**T
209 *
210  CALL sgemv( 'No transpose', n, i-1, -one, y, ldy,
211  \$ a( k+i-1, 1 ), lda, one, a( 1, i ), 1 )
212 *
213 * Apply I - V * T**T * V**T to this column (call it b) from the
214 * left, using the last column of T as workspace
215 *
216 * Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
217 * ( V2 ) ( b2 )
218 *
219 * where V1 is unit lower triangular
220 *
221 * w := V1**T * b1
222 *
223  CALL scopy( i-1, a( k+1, i ), 1, t( 1, nb ), 1 )
224  CALL strmv( 'Lower', 'Transpose', 'Unit', i-1, a( k+1, 1 ),
225  \$ lda, t( 1, nb ), 1 )
226 *
227 * w := w + V2**T *b2
228 *
229  CALL sgemv( 'Transpose', n-k-i+1, i-1, one, a( k+i, 1 ),
230  \$ lda, a( k+i, i ), 1, one, t( 1, nb ), 1 )
231 *
232 * w := T**T *w
233 *
234  CALL strmv( 'Upper', 'Transpose', 'Non-unit', i-1, t, ldt,
235  \$ t( 1, nb ), 1 )
236 *
237 * b2 := b2 - V2*w
238 *
239  CALL sgemv( 'No transpose', n-k-i+1, i-1, -one, a( k+i, 1 ),
240  \$ lda, t( 1, nb ), 1, one, a( k+i, i ), 1 )
241 *
242 * b1 := b1 - V1*w
243 *
244  CALL strmv( 'Lower', 'No transpose', 'Unit', i-1,
245  \$ a( k+1, 1 ), lda, t( 1, nb ), 1 )
246  CALL saxpy( i-1, -one, t( 1, nb ), 1, a( k+1, i ), 1 )
247 *
248  a( k+i-1, i-1 ) = ei
249  END IF
250 *
251 * Generate the elementary reflector H(i) to annihilate
252 * A(k+i+1:n,i)
253 *
254  CALL slarfg( n-k-i+1, a( k+i, i ), a( min( k+i+1, n ), i ), 1,
255  \$ tau( i ) )
256  ei = a( k+i, i )
257  a( k+i, i ) = one
258 *
259 * Compute Y(1:n,i)
260 *
261  CALL sgemv( 'No transpose', n, n-k-i+1, one, a( 1, i+1 ), lda,
262  \$ a( k+i, i ), 1, zero, y( 1, i ), 1 )
263  CALL sgemv( 'Transpose', n-k-i+1, i-1, one, a( k+i, 1 ), lda,
264  \$ a( k+i, i ), 1, zero, t( 1, i ), 1 )
265  CALL sgemv( 'No transpose', n, i-1, -one, y, ldy, t( 1, i ), 1,
266  \$ one, y( 1, i ), 1 )
267  CALL sscal( n, tau( i ), y( 1, i ), 1 )
268 *
269 * Compute T(1:i,i)
270 *
271  CALL sscal( i-1, -tau( i ), t( 1, i ), 1 )
272  CALL strmv( 'Upper', 'No transpose', 'Non-unit', i-1, t, ldt,
273  \$ t( 1, i ), 1 )
274  t( i, i ) = tau( i )
275 *
276  10 CONTINUE
277  a( k+nb, nb ) = ei
278 *
279  RETURN
280 *
281 * End of SLAHRD
282 *
283  END
subroutine slarfg(N, ALPHA, X, INCX, TAU)
SLARFG generates an elementary reflector (Householder matrix).
Definition: slarfg.f:106
subroutine slahrd(N, K, NB, A, LDA, TAU, T, LDT, Y, LDY)
SLAHRD reduces the first nb columns of a general rectangular matrix A so that elements below the k-th...
Definition: slahrd.f:167
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
subroutine sscal(N, SA, SX, INCX)
SSCAL
Definition: sscal.f:79
subroutine saxpy(N, SA, SX, INCX, SY, INCY)
SAXPY
Definition: saxpy.f:89
subroutine strmv(UPLO, TRANS, DIAG, N, A, LDA, X, INCX)
STRMV
Definition: strmv.f:147
subroutine sgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
SGEMV
Definition: sgemv.f:156