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Diffstat (limited to 'SRC/dgehrd.f')
| -rw-r--r-- | SRC/dgehrd.f | 273 |
1 files changed, 273 insertions, 0 deletions
diff --git a/SRC/dgehrd.f b/SRC/dgehrd.f new file mode 100644 index 00000000..339ee400 --- /dev/null +++ b/SRC/dgehrd.f @@ -0,0 +1,273 @@ + SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER IHI, ILO, INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DGEHRD reduces a real general matrix A to upper Hessenberg form H by +* an orthogonal similarity transformation: Q' * A * Q = H . +* +* Arguments +* ========= +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* ILO (input) INTEGER +* IHI (input) 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. +* +* A (input/output) 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. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* TAU (output) 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. +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The length of the array WORK. LWORK >= max(1,N). +* For optimum performance LWORK >= N*NB, where NB is the +* optimal blocksize. +* +* 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. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value. +* +* Further Details +* =============== +* +* 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' +* +* 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 (2005). +* +* ===================================================================== +* +* .. Parameters .. + INTEGER NBMAX, LDT + PARAMETER ( NBMAX = 64, LDT = NBMAX+1 ) + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, + $ ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL LQUERY + INTEGER I, IB, IINFO, IWS, J, LDWORK, LWKOPT, NB, + $ NBMIN, NH, NX + DOUBLE PRECISION EI +* .. +* .. Local Arrays .. + DOUBLE PRECISION T( LDT, NBMAX ) +* .. +* .. 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 + NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) ) + LWKOPT = N*NB + WORK( 1 ) = LWKOPT + 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.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 + IWS = 1 + 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 +* + IWS = N*NB + IF( LWORK.LT.IWS ) 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 ) THEN + NB = LWORK / 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 +* + 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' +* which performs the reduction, and also the matrix Y = A*V*T +* + CALL DLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ), T, LDT, + $ WORK, LDWORK ) +* +* Apply the block reflector H to A(1:ihi,i+ib:ihi) from the +* right, computing A := A - Y * V'. 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, T, 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 ) = IWS +* + RETURN +* +* End of DGEHRD +* + END |