langou
@@ -30,9 +30,11 @@ LUREC = lu/REC/cgetrf.o lu/REC/dgetrf.o lu/REC/sgetrf.o lu/REC/zgetrf.o
|
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|
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QRLL = qr/LL/cgeqrf.o qr/LL/dgeqrf.o qr/LL/sgeqrf.o qr/LL/zgeqrf.o
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|
||||
LARFTL2 = larft/LL-LVL2/clarft.o larft/LL-LVL2/dlarft.o larft/LL-LVL2/slarft.o larft/LL-LVL2/zlarft.o
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|
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.PHONY: all
|
||||
all: cholrl.a choltop.a lucr.a lull.a lurec.a qrll.a
|
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all: cholrl.a choltop.a lucr.a lull.a lurec.a qrll.a larftl2.a
|
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|
||||
cholrl.a: $(CHOLRL)
|
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$(AR) $(ARFLAGS) $@ $^
|
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@@ -58,9 +60,13 @@ qrll.a: $(QRLL)
|
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$(AR) $(ARFLAGS) $@ $^
|
||||
$(RANLIB) $@
|
||||
|
||||
larftl2.a: $(LARFTL2)
|
||||
$(AR) $(ARFLAGS) $@ $^
|
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$(RANLIB) $@
|
||||
|
||||
.PHONY: clean cleanobj cleanlib
|
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clean: cleanobj cleanlib
|
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cleanobj:
|
||||
rm -f $(CHOLRL) $(CHOLTOP) $(LUCR) $(LULL) $(LUREC) $(QRLL)
|
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rm -f $(CHOLRL) $(CHOLTOP) $(LUCR) $(LULL) $(LUREC) $(QRLL) $(LARFTL2)
|
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cleanlib:
|
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rm -f *.a
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@@ -23,6 +23,7 @@ This directory contains several variants of LAPACK routines in single/double/com
|
||||
- [sdcz]geqrf with QR Left Looking Level 3 BLAS version algorithm [2]- Directory: SRC/VARIANTS/qr/LL
|
||||
- [sdcz]potrf with Cholesky Right Looking Level 3 BLAS version algorithm [2]- Directory: SRC/VARIANTS/cholesky/RL
|
||||
- [sdcz]potrf with Cholesky Top Level 3 BLAS version algorithm [2]- Directory: SRC/VARIANTS/cholesky/TOP
|
||||
- [sdcz]larft using a Left Looking Level 2 BLAS version algorithm - Directory: SRC/VARIANTS/larft/LL-LVL2
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References:For a more detailed description please refer to
|
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- [1] Toledo, S. 1997. Locality of Reference in LU Decomposition with Partial Pivoting. SIAM J. Matrix Anal. Appl. 18, 4 (Oct. 1997),
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@@ -44,6 +45,7 @@ Corresponding libraries created in SRC/VARIANTS:
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- QR Left Looking : qrll.a
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- Cholesky Right Looking : cholrl.a
|
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- Cholesky Top : choltop.a
|
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- LARFT Level 2: larftl2.a
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|
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===========
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|
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@@ -0,0 +1,328 @@
|
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*> \brief \b CLARFT VARIANT: left-looking Level 2 BLAS version of the algorithm
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download CLARFT + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clarft.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clarft.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clarft.f">
|
||||
*> [TXT]</a>
|
||||
*> \endhtmlonly
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE CLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
* INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* COMPLEX T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> CLARFT forms the triangular factor T of a complex block reflector H
|
||||
*> of order n, which is defined as a product of k elementary reflectors.
|
||||
*>
|
||||
*> If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
|
||||
*>
|
||||
*> If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
|
||||
*>
|
||||
*> If STOREV = 'C', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th column of the array V, and
|
||||
*>
|
||||
*> H = I - V * T * V**H
|
||||
*>
|
||||
*> If STOREV = 'R', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th row of the array V, and
|
||||
*>
|
||||
*> H = I - V**H * T * V
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] DIRECT
|
||||
*> \verbatim
|
||||
*> DIRECT is CHARACTER*1
|
||||
*> Specifies the order in which the elementary reflectors are
|
||||
*> multiplied to form the block reflector:
|
||||
*> = 'F': H = H(1) H(2) . . . H(k) (Forward)
|
||||
*> = 'B': H = H(k) . . . H(2) H(1) (Backward)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] STOREV
|
||||
*> \verbatim
|
||||
*> STOREV is CHARACTER*1
|
||||
*> Specifies how the vectors which define the elementary
|
||||
*> reflectors are stored (see also Further Details):
|
||||
*> = 'C': columnwise
|
||||
*> = 'R': rowwise
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The order of the block reflector H. N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] K
|
||||
*> \verbatim
|
||||
*> K is INTEGER
|
||||
*> The order of the triangular factor T (= the number of
|
||||
*> elementary reflectors). K >= 1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] V
|
||||
*> \verbatim
|
||||
*> V is COMPLEX array, dimension
|
||||
*> (LDV,K) if STOREV = 'C'
|
||||
*> (LDV,N) if STOREV = 'R'
|
||||
*> The matrix V. See further details.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDV
|
||||
*> \verbatim
|
||||
*> LDV is INTEGER
|
||||
*> The leading dimension of the array V.
|
||||
*> If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] TAU
|
||||
*> \verbatim
|
||||
*> TAU is COMPLEX array, dimension (K)
|
||||
*> TAU(i) must contain the scalar factor of the elementary
|
||||
*> reflector H(i).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] T
|
||||
*> \verbatim
|
||||
*> T is COMPLEX array, dimension (LDT,K)
|
||||
*> The k by k triangular factor T of the block reflector.
|
||||
*> If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
|
||||
*> lower triangular. The rest of the array is not used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDT
|
||||
*> \verbatim
|
||||
*> LDT is INTEGER
|
||||
*> The leading dimension of the array T. LDT >= K.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Authors:
|
||||
* ========
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \ingroup larft
|
||||
*
|
||||
*> \par Further Details:
|
||||
* =====================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> The shape of the matrix V and the storage of the vectors which define
|
||||
*> the H(i) is best illustrated by the following example with n = 5 and
|
||||
*> k = 3. The elements equal to 1 are not stored.
|
||||
*>
|
||||
*> DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( 1 ) V = ( 1 v1 v1 v1 v1 )
|
||||
*> ( v1 1 ) ( 1 v2 v2 v2 )
|
||||
*> ( v1 v2 1 ) ( 1 v3 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*>
|
||||
*> DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( v1 v2 v3 ) V = ( v1 v1 1 )
|
||||
*> ( v1 v2 v3 ) ( v2 v2 v2 1 )
|
||||
*> ( 1 v2 v3 ) ( v3 v3 v3 v3 1 )
|
||||
*> ( 1 v3 )
|
||||
*> ( 1 )
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE CLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
COMPLEX T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
COMPLEX ONE, ZERO
|
||||
PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ),
|
||||
$ ZERO = ( 0.0E+0, 0.0E+0 ) )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL CGEMM, CGEMV, CTRMV
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( PREVLASTV, I )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( I , J ) )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**H * V(i:j,i)
|
||||
*
|
||||
CALL CGEMV( 'Conjugate transpose', J-I, I-1,
|
||||
$ -TAU( I ), V( I+1, 1 ), LDV,
|
||||
$ V( I+1, I ), 1,
|
||||
$ ONE, T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**H
|
||||
*
|
||||
CALL CGEMM( 'N', 'C', I-1, 1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV,
|
||||
$ ONE, T( 1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL CTRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( N-K+I , J ) )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**H * V(j:n-k+i,i)
|
||||
*
|
||||
CALL CGEMV( 'Conjugate transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ), V( J, I+1 ), LDV, V( J, I ),
|
||||
$ 1, ONE, T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**H
|
||||
*
|
||||
CALL CGEMM( 'N', 'C', K-I, 1, N-K+I-J,
|
||||
$ -TAU( I ),
|
||||
$ V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL CTRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of CLARFT
|
||||
*
|
||||
END
|
||||
@@ -0,0 +1,326 @@
|
||||
*> \brief \b DLARFT VARIANT: left-looking Level 2 BLAS version of the algorithm
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download DLARFT + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarft.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarft.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarft.f">
|
||||
*> [TXT]</a>
|
||||
*> \endhtmlonly
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
* INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* DOUBLE PRECISION T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> DLARFT forms the triangular factor T of a real block reflector H
|
||||
*> of order n, which is defined as a product of k elementary reflectors.
|
||||
*>
|
||||
*> If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
|
||||
*>
|
||||
*> If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
|
||||
*>
|
||||
*> If STOREV = 'C', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th column of the array V, and
|
||||
*>
|
||||
*> H = I - V * T * V**T
|
||||
*>
|
||||
*> If STOREV = 'R', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th row of the array V, and
|
||||
*>
|
||||
*> H = I - V**T * T * V
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] DIRECT
|
||||
*> \verbatim
|
||||
*> DIRECT is CHARACTER*1
|
||||
*> Specifies the order in which the elementary reflectors are
|
||||
*> multiplied to form the block reflector:
|
||||
*> = 'F': H = H(1) H(2) . . . H(k) (Forward)
|
||||
*> = 'B': H = H(k) . . . H(2) H(1) (Backward)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] STOREV
|
||||
*> \verbatim
|
||||
*> STOREV is CHARACTER*1
|
||||
*> Specifies how the vectors which define the elementary
|
||||
*> reflectors are stored (see also Further Details):
|
||||
*> = 'C': columnwise
|
||||
*> = 'R': rowwise
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The order of the block reflector H. N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] K
|
||||
*> \verbatim
|
||||
*> K is INTEGER
|
||||
*> The order of the triangular factor T (= the number of
|
||||
*> elementary reflectors). K >= 1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] V
|
||||
*> \verbatim
|
||||
*> V is DOUBLE PRECISION array, dimension
|
||||
*> (LDV,K) if STOREV = 'C'
|
||||
*> (LDV,N) if STOREV = 'R'
|
||||
*> The matrix V. See further details.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDV
|
||||
*> \verbatim
|
||||
*> LDV is INTEGER
|
||||
*> The leading dimension of the array V.
|
||||
*> If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] TAU
|
||||
*> \verbatim
|
||||
*> TAU is DOUBLE PRECISION array, dimension (K)
|
||||
*> TAU(i) must contain the scalar factor of the elementary
|
||||
*> reflector H(i).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] T
|
||||
*> \verbatim
|
||||
*> T is DOUBLE PRECISION array, dimension (LDT,K)
|
||||
*> The k by k triangular factor T of the block reflector.
|
||||
*> If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
|
||||
*> lower triangular. The rest of the array is not used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDT
|
||||
*> \verbatim
|
||||
*> LDT is INTEGER
|
||||
*> The leading dimension of the array T. LDT >= K.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Authors:
|
||||
* ========
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \ingroup larft
|
||||
*
|
||||
*> \par Further Details:
|
||||
* =====================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> The shape of the matrix V and the storage of the vectors which define
|
||||
*> the H(i) is best illustrated by the following example with n = 5 and
|
||||
*> k = 3. The elements equal to 1 are not stored.
|
||||
*>
|
||||
*> DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( 1 ) V = ( 1 v1 v1 v1 v1 )
|
||||
*> ( v1 1 ) ( 1 v2 v2 v2 )
|
||||
*> ( v1 v2 1 ) ( 1 v3 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*>
|
||||
*> DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( v1 v2 v3 ) V = ( v1 v1 1 )
|
||||
*> ( v1 v2 v3 ) ( v2 v2 v2 1 )
|
||||
*> ( 1 v2 v3 ) ( v3 v3 v3 v3 1 )
|
||||
*> ( 1 v3 )
|
||||
*> ( 1 )
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
DOUBLE PRECISION T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
DOUBLE PRECISION ONE, ZERO
|
||||
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL DGEMV, DTRMV
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( I, PREVLASTV )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( I , J )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**T * V(i:j,i)
|
||||
*
|
||||
CALL DGEMV( 'Transpose', J-I, I-1, -TAU( I ),
|
||||
$ V( I+1, 1 ), LDV, V( I+1, I ), 1, ONE,
|
||||
$ T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**T
|
||||
*
|
||||
CALL DGEMV( 'No transpose', I-1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV, ONE,
|
||||
$ T( 1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL DTRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( N-K+I , J )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**T * V(j:n-k+i,i)
|
||||
*
|
||||
CALL DGEMV( 'Transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ),
|
||||
$ V( J, I+1 ), LDV, V( J, I ), 1, ONE,
|
||||
$ T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**T
|
||||
*
|
||||
CALL DGEMV( 'No transpose', K-I, N-K+I-J,
|
||||
$ -TAU( I ), V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL DTRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of DLARFT
|
||||
*
|
||||
END
|
||||
@@ -0,0 +1,326 @@
|
||||
*> \brief \b SLARFT VARIANT: left-looking Level 2 BLAS version of the algorithm.
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download SLARFT + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slarft.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slarft.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slarft.f">
|
||||
*> [TXT]</a>
|
||||
*> \endhtmlonly
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE SLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
* INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* REAL T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> SLARFT forms the triangular factor T of a real block reflector H
|
||||
*> of order n, which is defined as a product of k elementary reflectors.
|
||||
*>
|
||||
*> If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
|
||||
*>
|
||||
*> If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
|
||||
*>
|
||||
*> If STOREV = 'C', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th column of the array V, and
|
||||
*>
|
||||
*> H = I - V * T * V**T
|
||||
*>
|
||||
*> If STOREV = 'R', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th row of the array V, and
|
||||
*>
|
||||
*> H = I - V**T * T * V
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] DIRECT
|
||||
*> \verbatim
|
||||
*> DIRECT is CHARACTER*1
|
||||
*> Specifies the order in which the elementary reflectors are
|
||||
*> multiplied to form the block reflector:
|
||||
*> = 'F': H = H(1) H(2) . . . H(k) (Forward)
|
||||
*> = 'B': H = H(k) . . . H(2) H(1) (Backward)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] STOREV
|
||||
*> \verbatim
|
||||
*> STOREV is CHARACTER*1
|
||||
*> Specifies how the vectors which define the elementary
|
||||
*> reflectors are stored (see also Further Details):
|
||||
*> = 'C': columnwise
|
||||
*> = 'R': rowwise
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The order of the block reflector H. N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] K
|
||||
*> \verbatim
|
||||
*> K is INTEGER
|
||||
*> The order of the triangular factor T (= the number of
|
||||
*> elementary reflectors). K >= 1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] V
|
||||
*> \verbatim
|
||||
*> V is REAL array, dimension
|
||||
*> (LDV,K) if STOREV = 'C'
|
||||
*> (LDV,N) if STOREV = 'R'
|
||||
*> The matrix V. See further details.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDV
|
||||
*> \verbatim
|
||||
*> LDV is INTEGER
|
||||
*> The leading dimension of the array V.
|
||||
*> If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] TAU
|
||||
*> \verbatim
|
||||
*> TAU is REAL array, dimension (K)
|
||||
*> TAU(i) must contain the scalar factor of the elementary
|
||||
*> reflector H(i).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] T
|
||||
*> \verbatim
|
||||
*> T is REAL array, dimension (LDT,K)
|
||||
*> The k by k triangular factor T of the block reflector.
|
||||
*> If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
|
||||
*> lower triangular. The rest of the array is not used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDT
|
||||
*> \verbatim
|
||||
*> LDT is INTEGER
|
||||
*> The leading dimension of the array T. LDT >= K.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Authors:
|
||||
* ========
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \ingroup larft
|
||||
*
|
||||
*> \par Further Details:
|
||||
* =====================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> The shape of the matrix V and the storage of the vectors which define
|
||||
*> the H(i) is best illustrated by the following example with n = 5 and
|
||||
*> k = 3. The elements equal to 1 are not stored.
|
||||
*>
|
||||
*> DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( 1 ) V = ( 1 v1 v1 v1 v1 )
|
||||
*> ( v1 1 ) ( 1 v2 v2 v2 )
|
||||
*> ( v1 v2 1 ) ( 1 v3 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*>
|
||||
*> DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( v1 v2 v3 ) V = ( v1 v1 1 )
|
||||
*> ( v1 v2 v3 ) ( v2 v2 v2 1 )
|
||||
*> ( 1 v2 v3 ) ( v3 v3 v3 v3 1 )
|
||||
*> ( 1 v3 )
|
||||
*> ( 1 )
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE SLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
REAL T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
REAL ONE, ZERO
|
||||
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL SGEMV, STRMV
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( I, PREVLASTV )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( I , J )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**T * V(i:j,i)
|
||||
*
|
||||
CALL SGEMV( 'Transpose', J-I, I-1, -TAU( I ),
|
||||
$ V( I+1, 1 ), LDV, V( I+1, I ), 1, ONE,
|
||||
$ T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**T
|
||||
*
|
||||
CALL SGEMV( 'No transpose', I-1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV,
|
||||
$ ONE, T( 1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL STRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( N-K+I , J )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**T * V(j:n-k+i,i)
|
||||
*
|
||||
CALL SGEMV( 'Transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ),
|
||||
$ V( J, I+1 ), LDV, V( J, I ), 1, ONE,
|
||||
$ T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**T
|
||||
*
|
||||
CALL SGEMV( 'No transpose', K-I, N-K+I-J,
|
||||
$ -TAU( I ), V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL STRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of SLARFT
|
||||
*
|
||||
END
|
||||
@@ -0,0 +1,327 @@
|
||||
*> \brief \b ZLARFT VARIANT: left-looking Level 2 BLAS version of the algorithm.
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download ZLARFT + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlarft.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlarft.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlarft.f">
|
||||
*> [TXT]</a>
|
||||
*> \endhtmlonly
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE ZLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
* INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* COMPLEX*16 T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> ZLARFT forms the triangular factor T of a complex block reflector H
|
||||
*> of order n, which is defined as a product of k elementary reflectors.
|
||||
*>
|
||||
*> If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
|
||||
*>
|
||||
*> If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
|
||||
*>
|
||||
*> If STOREV = 'C', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th column of the array V, and
|
||||
*>
|
||||
*> H = I - V * T * V**H
|
||||
*>
|
||||
*> If STOREV = 'R', the vector which defines the elementary reflector
|
||||
*> H(i) is stored in the i-th row of the array V, and
|
||||
*>
|
||||
*> H = I - V**H * T * V
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] DIRECT
|
||||
*> \verbatim
|
||||
*> DIRECT is CHARACTER*1
|
||||
*> Specifies the order in which the elementary reflectors are
|
||||
*> multiplied to form the block reflector:
|
||||
*> = 'F': H = H(1) H(2) . . . H(k) (Forward)
|
||||
*> = 'B': H = H(k) . . . H(2) H(1) (Backward)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] STOREV
|
||||
*> \verbatim
|
||||
*> STOREV is CHARACTER*1
|
||||
*> Specifies how the vectors which define the elementary
|
||||
*> reflectors are stored (see also Further Details):
|
||||
*> = 'C': columnwise
|
||||
*> = 'R': rowwise
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The order of the block reflector H. N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] K
|
||||
*> \verbatim
|
||||
*> K is INTEGER
|
||||
*> The order of the triangular factor T (= the number of
|
||||
*> elementary reflectors). K >= 1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] V
|
||||
*> \verbatim
|
||||
*> V is COMPLEX*16 array, dimension
|
||||
*> (LDV,K) if STOREV = 'C'
|
||||
*> (LDV,N) if STOREV = 'R'
|
||||
*> The matrix V. See further details.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDV
|
||||
*> \verbatim
|
||||
*> LDV is INTEGER
|
||||
*> The leading dimension of the array V.
|
||||
*> If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] TAU
|
||||
*> \verbatim
|
||||
*> TAU is COMPLEX*16 array, dimension (K)
|
||||
*> TAU(i) must contain the scalar factor of the elementary
|
||||
*> reflector H(i).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] T
|
||||
*> \verbatim
|
||||
*> T is COMPLEX*16 array, dimension (LDT,K)
|
||||
*> The k by k triangular factor T of the block reflector.
|
||||
*> If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
|
||||
*> lower triangular. The rest of the array is not used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDT
|
||||
*> \verbatim
|
||||
*> LDT is INTEGER
|
||||
*> The leading dimension of the array T. LDT >= K.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Authors:
|
||||
* ========
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \ingroup larft
|
||||
*
|
||||
*> \par Further Details:
|
||||
* =====================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> The shape of the matrix V and the storage of the vectors which define
|
||||
*> the H(i) is best illustrated by the following example with n = 5 and
|
||||
*> k = 3. The elements equal to 1 are not stored.
|
||||
*>
|
||||
*> DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( 1 ) V = ( 1 v1 v1 v1 v1 )
|
||||
*> ( v1 1 ) ( 1 v2 v2 v2 )
|
||||
*> ( v1 v2 1 ) ( 1 v3 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*> ( v1 v2 v3 )
|
||||
*>
|
||||
*> DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
|
||||
*>
|
||||
*> V = ( v1 v2 v3 ) V = ( v1 v1 1 )
|
||||
*> ( v1 v2 v3 ) ( v2 v2 v2 1 )
|
||||
*> ( 1 v2 v3 ) ( v3 v3 v3 v3 1 )
|
||||
*> ( 1 v3 )
|
||||
*> ( 1 )
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE ZLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
COMPLEX*16 T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
COMPLEX*16 ONE, ZERO
|
||||
PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
|
||||
$ ZERO = ( 0.0D+0, 0.0D+0 ) )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZGEMV, ZTRMV, ZGEMM
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( PREVLASTV, I )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( I , J ) )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**H * V(i:j,i)
|
||||
*
|
||||
CALL ZGEMV( 'Conjugate transpose', J-I, I-1,
|
||||
$ -TAU( I ), V( I+1, 1 ), LDV,
|
||||
$ V( I+1, I ), 1, ONE, T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**H
|
||||
*
|
||||
CALL ZGEMM( 'N', 'C', I-1, 1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV,
|
||||
$ ONE, T( 1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL ZTRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( N-K+I , J ) )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**H * V(j:n-k+i,i)
|
||||
*
|
||||
CALL ZGEMV( 'Conjugate transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ), V( J, I+1 ), LDV, V( J, I ),
|
||||
$ 1, ONE, T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**H
|
||||
*
|
||||
CALL ZGEMM( 'N', 'C', K-I, 1, N-K+I-J,
|
||||
$ -TAU( I ),
|
||||
$ V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL ZTRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of ZLARFT
|
||||
*
|
||||
END
|
||||
+451
-148
@@ -18,7 +18,7 @@
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE CLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
* RECURSIVE SUBROUTINE CLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
@@ -159,170 +159,473 @@
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE CLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
RECURSIVE SUBROUTINE CLARFT( DIRECT, STOREV, N, K, V, LDV,
|
||||
$ TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* .. Scalar Arguments
|
||||
*
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
COMPLEX T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
COMPLEX T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* .. Parameters ..
|
||||
COMPLEX ONE, ZERO
|
||||
PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ),
|
||||
$ ZERO = ( 0.0E+0, 0.0E+0 ) )
|
||||
* ..
|
||||
*
|
||||
COMPLEX ONE, NEG_ONE, ZERO
|
||||
PARAMETER(ONE=1.0E+0, ZERO = 0.0E+0, NEG_ONE=-1.0E+0)
|
||||
*
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
*
|
||||
INTEGER I,J,L
|
||||
LOGICAL QR,LQ,QL,DIRF,COLV
|
||||
*
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL CGEMM, CGEMV, CTRMV
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
*
|
||||
EXTERNAL CTRMM,CGEMM,CLACPY
|
||||
*
|
||||
* .. External Functions..
|
||||
*
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
*
|
||||
* .. Intrinsic Functions..
|
||||
*
|
||||
INTRINSIC CONJG
|
||||
*
|
||||
* The general scheme used is inspired by the approach inside DGEQRT3
|
||||
* which was (at the time of writing this code):
|
||||
* Based on the algorithm of Elmroth and Gustavson,
|
||||
* IBM J. Res. Develop. Vol 44 No. 4 July 2000.
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( PREVLASTV, I )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( I , J ) )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**H * V(i:j,i)
|
||||
*
|
||||
CALL CGEMV( 'Conjugate transpose', J-I, I-1,
|
||||
$ -TAU( I ), V( I+1, 1 ), LDV,
|
||||
$ V( I+1, I ), 1,
|
||||
$ ONE, T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**H
|
||||
*
|
||||
CALL CGEMM( 'N', 'C', I-1, 1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV,
|
||||
$ ONE, T( 1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL CTRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( N-K+I , J ) )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**H * V(j:n-k+i,i)
|
||||
*
|
||||
CALL CGEMV( 'Conjugate transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ), V( J, I+1 ), LDV, V( J, I ),
|
||||
$ 1, ONE, T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**H
|
||||
*
|
||||
CALL CGEMM( 'N', 'C', K-I, 1, N-K+I-J,
|
||||
$ -TAU( I ),
|
||||
$ V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL CTRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
IF(N.EQ.0.OR.K.EQ.0) THEN
|
||||
RETURN
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of CLARFT
|
||||
* Base case
|
||||
*
|
||||
END
|
||||
IF(N.EQ.1.OR.K.EQ.1) THEN
|
||||
T(1,1) = TAU(1)
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Beginning of executable statements
|
||||
*
|
||||
L = K / 2
|
||||
*
|
||||
* Determine what kind of Q we need to compute
|
||||
* We assume that if the user doesn't provide 'F' for DIRECT,
|
||||
* then they meant to provide 'B' and if they don't provide
|
||||
* 'C' for STOREV, then they meant to provide 'R'
|
||||
*
|
||||
DIRF = LSAME(DIRECT,'F')
|
||||
COLV = LSAME(STOREV,'C')
|
||||
*
|
||||
* QR happens when we have forward direction in column storage
|
||||
*
|
||||
QR = DIRF.AND.COLV
|
||||
*
|
||||
* LQ happens when we have forward direction in row storage
|
||||
*
|
||||
LQ = DIRF.AND.(.NOT.COLV)
|
||||
*
|
||||
* QL happens when we have backward direction in column storage
|
||||
*
|
||||
QL = (.NOT.DIRF).AND.COLV
|
||||
*
|
||||
* The last case is RQ. Due to how we structured this, if the
|
||||
* above 3 are false, then RQ must be true, so we never store
|
||||
* this
|
||||
* RQ happens when we have backward direction in row storage
|
||||
* RQ = (.NOT.DIRF).AND.(.NOT.COLV)
|
||||
*
|
||||
IF(QR) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} 0 |
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |V_{3,1} V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{l,l} unit lower triangular
|
||||
* V_{2,1}\in\C^{k-l,l} rectangular
|
||||
* V_{3,1}\in\C^{n-k,l} rectangular
|
||||
*
|
||||
* V_{2,2}\in\C^{k-l,k-l} unit lower triangular
|
||||
* V_{3,2}\in\C^{n-k,k-l} rectangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{l, l} upper triangular
|
||||
* T_{2,2}\in\C^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\C^{l, k-l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1*T_{1,1}*V_1')*(I - V_2*T_{2,2}*V_2')
|
||||
* = I - V_1*T_{1,1}*V_1' - V_2*T_{2,2}*V_2' + V_1*T_{1,1}*V_1'*V_2*T_{2,2}*V_2'
|
||||
*
|
||||
* Define T{1,2} = -T_{1,1}*V_1'*V_2*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{2,1}'
|
||||
*
|
||||
DO J = 1, L
|
||||
DO I = 1, K-L
|
||||
T(J, L+I) = CONJG(V(L+I, J))
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}
|
||||
*
|
||||
CALL CTRMM('Right', 'Lower', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{3,1}'*V_{3,2} + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL CGEMM('Conjugate', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(K+1, 1), LDV, V(K+1, L+1), LDV, ONE, T(1, L+1),
|
||||
$ LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1'*V_2
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL CTRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL CTRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1, L+1), LDT, T(1, L+1), LDT)
|
||||
|
||||
ELSE IF(LQ) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |----------------------|
|
||||
* |V_{1,1} V_{1,2} V{1,3}|
|
||||
* |0 V_{2,2} V{2,3}|
|
||||
* |----------------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{l,l} unit upper triangular
|
||||
* V_{1,2}\in\C^{l,k-l} rectangular
|
||||
* V_{1,3}\in\C^{l,n-k} rectangular
|
||||
*
|
||||
* V_{2,2}\in\C^{k-l,k-l} unit upper triangular
|
||||
* V_{2,3}\in\C^{k-l,n-k} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{l, l} upper triangular
|
||||
* T_{2,2}\in\C^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\C^{l, k-l} rectangular
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1'*T_{1,1}*V_1)*(I - V_2'*T_{2,2}*V_2)
|
||||
* = I - V_1'*T_{1,1}*V_1 - V_2'*T_{2,2}*V_2 + V_1'*T_{1,1}*V_1*V_2'*T_{2,2}*V_2
|
||||
*
|
||||
* Define T_{1,2} = -T_{1,1}*V_1*V_2'*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'*T*V
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{1,2}
|
||||
*
|
||||
CALL CLACPY('All', L, K-L, V(1, L+1), LDV, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}'
|
||||
*
|
||||
CALL CTRMM('Right', 'Upper', 'Conjugate', 'Unit', L, K-L,
|
||||
$ ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{1,3}*V_{2,3}' + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL CGEMM('No transpose', 'Conjugate', L, K-L, N-K, ONE,
|
||||
$ V(1, K+1), LDV, V(L+1, K+1), LDV, ONE, T(1, L+1), LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1*V_2'
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL CTRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL CTRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1,L+1), LDT, T(1, L+1), LDT)
|
||||
ELSE IF(QL) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} V_{1,2}|
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |0 V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{n-k,k-l} rectangular
|
||||
* V_{2,1}\in\C^{k-l,k-l} unit upper triangular
|
||||
*
|
||||
* V_{1,2}\in\C^{n-k,l} rectangular
|
||||
* V_{2,2}\in\C^{k-l,l} rectangular
|
||||
* V_{3,2}\in\C^{l,l} unit upper triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\C^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\C^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2*T_{2,2}*V_2')*(I - V_1*T_{1,1}*V_1')
|
||||
* = I - V_2*T_{2,2}*V_2' - V_1*T_{1,1}*V_1' + V_2*T_{2,2}*V_2'*V_1*T_{1,1}*V_1'
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2'*V_1*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N, L, V(1, K-L+1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}'
|
||||
*
|
||||
DO J = 1, K-L
|
||||
DO I = 1, L
|
||||
T(K-L+I, J) = CONJG(V(N-K+J, K-L+I))
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{2,1}
|
||||
*
|
||||
CALL CTRMM('Right', 'Upper', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(N-K+1, 1), LDV, T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,2}'*V_{2,1} + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL CGEMM('Conjugate', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(1, K-L+1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2'*V_1
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL CTRMM('Left', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL CTRMM('Right', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
ELSE
|
||||
*
|
||||
* Else means RQ case
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |-----------------------|
|
||||
* |V_{1,1} V_{1,2} 0 |
|
||||
* |V_{2,1} V_{2,2} V_{2,3}|
|
||||
* |-----------------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{k-l,n-k} rectangular
|
||||
* V_{1,2}\in\C^{k-l,k-l} unit lower triangular
|
||||
*
|
||||
* V_{2,1}\in\C^{l,n-k} rectangular
|
||||
* V_{2,2}\in\C^{l,k-l} rectangular
|
||||
* V_{2,3}\in\C^{l,l} unit lower triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\C^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\C^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2'*T_{2,2}*V_2)*(I - V_1'*T_{1,1}*V_1)
|
||||
* = I - V_2'*T_{2,2}*V_2 - V_1'*T_{1,1}*V_1 + V_2'*T_{2,2}*V_2*V_1'*T_{1,1}*V_1
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2*V_1'*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'*T*V
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL CLARFT(DIRECT, STOREV, N, L, V(K-L+1,1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}
|
||||
*
|
||||
CALL CLACPY('All', L, K-L, V(K-L+1, N-K+1), LDV,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{1,2}'
|
||||
*
|
||||
CALL CTRMM('Right', 'Lower', 'Conjugate', 'Unit', L, K-L,
|
||||
$ ONE, V(1, N-K+1), LDV, T(K-L+1,1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,1}*V_{1,1}' + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL CGEMM('No transpose', 'Conjugate', L, K-L, N-K, ONE,
|
||||
$ V(K-L+1, 1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2*V_1'
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL CTRMM('Left', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL CTRMM('Right', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
END IF
|
||||
END SUBROUTINE
|
||||
|
||||
+445
-143
@@ -18,7 +18,7 @@
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
* RECURSIVE SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
@@ -159,168 +159,470 @@
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
RECURSIVE SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV,
|
||||
$ TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* .. Scalar Arguments
|
||||
*
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
*
|
||||
DOUBLE PRECISION T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
DOUBLE PRECISION ONE, ZERO
|
||||
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
|
||||
* ..
|
||||
*
|
||||
DOUBLE PRECISION ONE, NEG_ONE, ZERO
|
||||
PARAMETER(ONE=1.0D+0, ZERO = 0.0D+0, NEG_ONE=-1.0D+0)
|
||||
*
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
*
|
||||
INTEGER I,J,L
|
||||
LOGICAL QR,LQ,QL,DIRF,COLV
|
||||
*
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL DGEMV, DTRMV
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
*
|
||||
EXTERNAL DTRMM,DGEMM,DLACPY
|
||||
*
|
||||
* .. External Functions..
|
||||
*
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
*
|
||||
* The general scheme used is inspired by the approach inside DGEQRT3
|
||||
* which was (at the time of writing this code):
|
||||
* Based on the algorithm of Elmroth and Gustavson,
|
||||
* IBM J. Res. Develop. Vol 44 No. 4 July 2000.
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( I, PREVLASTV )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( I , J )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**T * V(i:j,i)
|
||||
*
|
||||
CALL DGEMV( 'Transpose', J-I, I-1, -TAU( I ),
|
||||
$ V( I+1, 1 ), LDV, V( I+1, I ), 1, ONE,
|
||||
$ T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**T
|
||||
*
|
||||
CALL DGEMV( 'No transpose', I-1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV, ONE,
|
||||
$ T( 1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL DTRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( N-K+I , J )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**T * V(j:n-k+i,i)
|
||||
*
|
||||
CALL DGEMV( 'Transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ),
|
||||
$ V( J, I+1 ), LDV, V( J, I ), 1, ONE,
|
||||
$ T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**T
|
||||
*
|
||||
CALL DGEMV( 'No transpose', K-I, N-K+I-J,
|
||||
$ -TAU( I ), V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL DTRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
IF(N.EQ.0.OR.K.EQ.0) THEN
|
||||
RETURN
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of DLARFT
|
||||
* Base case
|
||||
*
|
||||
END
|
||||
IF(N.EQ.1.OR.K.EQ.1) THEN
|
||||
T(1,1) = TAU(1)
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Beginning of executable statements
|
||||
*
|
||||
L = K / 2
|
||||
*
|
||||
* Determine what kind of Q we need to compute
|
||||
* We assume that if the user doesn't provide 'F' for DIRECT,
|
||||
* then they meant to provide 'B' and if they don't provide
|
||||
* 'C' for STOREV, then they meant to provide 'R'
|
||||
*
|
||||
DIRF = LSAME(DIRECT,'F')
|
||||
COLV = LSAME(STOREV,'C')
|
||||
*
|
||||
* QR happens when we have forward direction in column storage
|
||||
*
|
||||
QR = DIRF.AND.COLV
|
||||
*
|
||||
* LQ happens when we have forward direction in row storage
|
||||
*
|
||||
LQ = DIRF.AND.(.NOT.COLV)
|
||||
*
|
||||
* QL happens when we have backward direction in column storage
|
||||
*
|
||||
QL = (.NOT.DIRF).AND.COLV
|
||||
*
|
||||
* The last case is RQ. Due to how we structured this, if the
|
||||
* above 3 are false, then RQ must be true, so we never store
|
||||
* this
|
||||
* RQ happens when we have backward direction in row storage
|
||||
* RQ = (.NOT.DIRF).AND.(.NOT.COLV)
|
||||
*
|
||||
IF(QR) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} 0 |
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |V_{3,1} V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{l,l} unit lower triangular
|
||||
* V_{2,1}\in\R^{k-l,l} rectangular
|
||||
* V_{3,1}\in\R^{n-k,l} rectangular
|
||||
*
|
||||
* V_{2,2}\in\R^{k-l,k-l} unit lower triangular
|
||||
* V_{3,2}\in\R^{n-k,k-l} rectangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{l, l} upper triangular
|
||||
* T_{2,2}\in\R^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\R^{l, k-l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1*T_{1,1}*V_1')*(I - V_2*T_{2,2}*V_2')
|
||||
* = I - V_1*T_{1,1}*V_1' - V_2*T_{2,2}*V_2' + V_1*T_{1,1}*V_1'*V_2*T_{2,2}*V_2'
|
||||
*
|
||||
* Define T_{1,2} = -T_{1,1}*V_1'*V_2*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{2,1}'
|
||||
*
|
||||
DO J = 1, L
|
||||
DO I = 1, K-L
|
||||
T(J, L+I) = V(L+I, J)
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}
|
||||
*
|
||||
CALL DTRMM('Right', 'Lower', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{3,1}'*V_{3,2} + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL DGEMM('Transpose', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(K+1, 1), LDV, V(K+1, L+1), LDV, ONE,
|
||||
$ T(1, L+1), LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1'*V_2
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL DTRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL DTRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1, L+1), LDT, T(1, L+1), LDT)
|
||||
|
||||
ELSE IF(LQ) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |----------------------|
|
||||
* |V_{1,1} V_{1,2} V{1,3}|
|
||||
* |0 V_{2,2} V{2,3}|
|
||||
* |----------------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{l,l} unit upper triangular
|
||||
* V_{1,2}\in\R^{l,k-l} rectangular
|
||||
* V_{1,3}\in\R^{l,n-k} rectangular
|
||||
*
|
||||
* V_{2,2}\in\R^{k-l,k-l} unit upper triangular
|
||||
* V_{2,3}\in\R^{k-l,n-k} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{l, l} upper triangular
|
||||
* T_{2,2}\in\R^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\R^{l, k-l} rectangular
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1'*T_{1,1}*V_1)*(I - V_2'*T_{2,2}*V_2)
|
||||
* = I - V_1'*T_{1,1}*V_1 - V_2'*T_{2,2}*V_2 + V_1'*T_{1,1}*V_1*V_2'*T_{2,2}*V_2
|
||||
*
|
||||
* Define T_{1,2} = -T_{1,1}*V_1*V_2'*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'*T*V
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{1,2}
|
||||
*
|
||||
CALL DLACPY('All', L, K-L, V(1, L+1), LDV, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}'
|
||||
*
|
||||
CALL DTRMM('Right', 'Upper', 'Transpose', 'Unit', L, K-L,
|
||||
$ ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{1,3}*V_{2,3}' + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL DGEMM('No transpose', 'Transpose', L, K-L, N-K, ONE,
|
||||
$ V(1, K+1), LDV, V(L+1, K+1), LDV, ONE,
|
||||
$ T(1, L+1), LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1*V_2'
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL DTRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL DTRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1, L+1), LDT, T(1, L+1), LDT)
|
||||
ELSE IF(QL) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} V_{1,2}|
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |0 V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{n-k,k-l} rectangular
|
||||
* V_{2,1}\in\R^{k-l,k-l} unit upper triangular
|
||||
*
|
||||
* V_{1,2}\in\R^{n-k,l} rectangular
|
||||
* V_{2,2}\in\R^{k-l,l} rectangular
|
||||
* V_{3,2}\in\R^{l,l} unit upper triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\R^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\R^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2*T_{2,2}*V_2')*(I - V_1*T_{1,1}*V_1')
|
||||
* = I - V_2*T_{2,2}*V_2' - V_1*T_{1,1}*V_1' + V_2*T_{2,2}*V_2'*V_1*T_{1,1}*V_1'
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2'*V_1*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N, L, V(1, K-L+1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}'
|
||||
*
|
||||
DO J = 1, K-L
|
||||
DO I = 1, L
|
||||
T(K-L+I, J) = V(N-K+J, K-L+I)
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{2,1}
|
||||
*
|
||||
CALL DTRMM('Right', 'Upper', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(N-K+1, 1), LDV, T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,2}'*V_{2,1} + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL DGEMM('Transpose', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(1, K-L+1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2'*V_1
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL DTRMM('Left', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL DTRMM('Right', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
ELSE
|
||||
*
|
||||
* Else means RQ case
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |-----------------------|
|
||||
* |V_{1,1} V_{1,2} 0 |
|
||||
* |V_{2,1} V_{2,2} V_{2,3}|
|
||||
* |-----------------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{k-l,n-k} rectangular
|
||||
* V_{1,2}\in\R^{k-l,k-l} unit lower triangular
|
||||
*
|
||||
* V_{2,1}\in\R^{l,n-k} rectangular
|
||||
* V_{2,2}\in\R^{l,k-l} rectangular
|
||||
* V_{2,3}\in\R^{l,l} unit lower triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\R^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\R^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2'*T_{2,2}*V_2)*(I - V_1'*T_{1,1}*V_1)
|
||||
* = I - V_2'*T_{2,2}*V_2 - V_1'*T_{1,1}*V_1 + V_2'*T_{2,2}*V_2*V_1'*T_{1,1}*V_1
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2*V_1'*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'*T*V
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL DLARFT(DIRECT, STOREV, N, L, V(K-L+1, 1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}
|
||||
*
|
||||
CALL DLACPY('All', L, K-L, V(K-L+1, N-K+1), LDV,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{1,2}'
|
||||
*
|
||||
CALL DTRMM('Right', 'Lower', 'Transpose', 'Unit', L, K-L,
|
||||
$ ONE, V(1, N-K+1), LDV, T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,1}*V_{1,1}' + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL DGEMM('No transpose', 'Transpose', L, K-L, N-K, ONE,
|
||||
$ V(K-L+1, 1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2*V_1'
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL DTRMM('Left', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL DTRMM('Right', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
END IF
|
||||
END SUBROUTINE
|
||||
|
||||
+444
-142
@@ -18,7 +18,7 @@
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE SLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
* RECURSIVE SUBROUTINE SLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
@@ -127,7 +127,7 @@
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author Johnathan Rhyne, Univ. of Colorado Denver (original author, 2024)
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \ingroup larft
|
||||
@@ -159,168 +159,470 @@
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE SLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
RECURSIVE SUBROUTINE SLARFT( DIRECT, STOREV, N, K, V, LDV,
|
||||
$ TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* .. Scalar Arguments
|
||||
*
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
*
|
||||
REAL T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
REAL ONE, ZERO
|
||||
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
|
||||
* ..
|
||||
*
|
||||
REAL ONE, NEG_ONE, ZERO
|
||||
PARAMETER(ONE=1.0E+0, ZERO = 0.0E+0, NEG_ONE=-1.0E+0)
|
||||
*
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
*
|
||||
INTEGER I,J,L
|
||||
LOGICAL QR,LQ,QL,DIRF,COLV
|
||||
*
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL SGEMV, STRMV
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
*
|
||||
EXTERNAL STRMM,SGEMM,SLACPY
|
||||
*
|
||||
* .. External Functions..
|
||||
*
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
*
|
||||
* The general scheme used is inspired by the approach inside DGEQRT3
|
||||
* which was (at the time of writing this code):
|
||||
* Based on the algorithm of Elmroth and Gustavson,
|
||||
* IBM J. Res. Develop. Vol 44 No. 4 July 2000.
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( I, PREVLASTV )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( I , J )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**T * V(i:j,i)
|
||||
*
|
||||
CALL SGEMV( 'Transpose', J-I, I-1, -TAU( I ),
|
||||
$ V( I+1, 1 ), LDV, V( I+1, I ), 1, ONE,
|
||||
$ T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**T
|
||||
*
|
||||
CALL SGEMV( 'No transpose', I-1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV,
|
||||
$ ONE, T( 1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL STRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( N-K+I , J )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**T * V(j:n-k+i,i)
|
||||
*
|
||||
CALL SGEMV( 'Transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ),
|
||||
$ V( J, I+1 ), LDV, V( J, I ), 1, ONE,
|
||||
$ T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**T
|
||||
*
|
||||
CALL SGEMV( 'No transpose', K-I, N-K+I-J,
|
||||
$ -TAU( I ), V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), 1 )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL STRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
IF(N.EQ.0.OR.K.EQ.0) THEN
|
||||
RETURN
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of SLARFT
|
||||
* Base case
|
||||
*
|
||||
END
|
||||
IF(N.EQ.1.OR.K.EQ.1) THEN
|
||||
T(1,1) = TAU(1)
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Beginning of executable statements
|
||||
*
|
||||
L = K / 2
|
||||
*
|
||||
* Determine what kind of Q we need to compute
|
||||
* We assume that if the user doesn't provide 'F' for DIRECT,
|
||||
* then they meant to provide 'B' and if they don't provide
|
||||
* 'C' for STOREV, then they meant to provide 'R'
|
||||
*
|
||||
DIRF = LSAME(DIRECT,'F')
|
||||
COLV = LSAME(STOREV,'C')
|
||||
*
|
||||
* QR happens when we have forward direction in column storage
|
||||
*
|
||||
QR = DIRF.AND.COLV
|
||||
*
|
||||
* LQ happens when we have forward direction in row storage
|
||||
*
|
||||
LQ = DIRF.AND.(.NOT.COLV)
|
||||
*
|
||||
* QL happens when we have backward direction in column storage
|
||||
*
|
||||
QL = (.NOT.DIRF).AND.COLV
|
||||
*
|
||||
* The last case is RQ. Due to how we structured this, if the
|
||||
* above 3 are false, then RQ must be true, so we never store
|
||||
* this
|
||||
* RQ happens when we have backward direction in row storage
|
||||
* RQ = (.NOT.DIRF).AND.(.NOT.COLV)
|
||||
*
|
||||
IF(QR) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} 0 |
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |V_{3,1} V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{l,l} unit lower triangular
|
||||
* V_{2,1}\in\R^{k-l,l} rectangular
|
||||
* V_{3,1}\in\R^{n-k,l} rectangular
|
||||
*
|
||||
* V_{2,2}\in\R^{k-l,k-l} unit lower triangular
|
||||
* V_{3,2}\in\R^{n-k,k-l} rectangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{l, l} upper triangular
|
||||
* T_{2,2}\in\R^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\R^{l, k-l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1*T_{1,1}*V_1')*(I - V_2*T_{2,2}*V_2')
|
||||
* = I - V_1*T_{1,1}*V_1' - V_2*T_{2,2}*V_2' + V_1*T_{1,1}*V_1'*V_2*T_{2,2}*V_2'
|
||||
*
|
||||
* Define T_{1,2} = -T_{1,1}*V_1'*V_2*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{2,1}'
|
||||
*
|
||||
DO J = 1, L
|
||||
DO I = 1, K-L
|
||||
T(J, L+I) = V(L+I, J)
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}
|
||||
*
|
||||
CALL STRMM('Right', 'Lower', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{3,1}'*V_{3,2} + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL SGEMM('Transpose', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(K+1, 1), LDV, V(K+1, L+1), LDV, ONE,
|
||||
$ T(1, L+1), LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1'*V_2
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL STRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL STRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1, L+1), LDT, T(1, L+1), LDT)
|
||||
|
||||
ELSE IF(LQ) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |----------------------|
|
||||
* |V_{1,1} V_{1,2} V{1,3}|
|
||||
* |0 V_{2,2} V{2,3}|
|
||||
* |----------------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{l,l} unit upper triangular
|
||||
* V_{1,2}\in\R^{l,k-l} rectangular
|
||||
* V_{1,3}\in\R^{l,n-k} rectangular
|
||||
*
|
||||
* V_{2,2}\in\R^{k-l,k-l} unit upper triangular
|
||||
* V_{2,3}\in\R^{k-l,n-k} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{l, l} upper triangular
|
||||
* T_{2,2}\in\R^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\R^{l, k-l} rectangular
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1'*T_{1,1}*V_1)*(I - V_2'*T_{2,2}*V_2)
|
||||
* = I - V_1'*T_{1,1}*V_1 - V_2'*T_{2,2}*V_2 + V_1'*T_{1,1}*V_1*V_2'*T_{2,2}*V_2
|
||||
*
|
||||
* Define T_{1,2} = -T_{1,1}*V_1*V_2'*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'*T*V
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{1,2}
|
||||
*
|
||||
CALL SLACPY('All', L, K-L, V(1, L+1), LDV, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}'
|
||||
*
|
||||
CALL STRMM('Right', 'Upper', 'Transpose', 'Unit', L, K-L,
|
||||
$ ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{1,3}*V_{2,3}' + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL SGEMM('No transpose', 'Transpose', L, K-L, N-K, ONE,
|
||||
$ V(1, K+1), LDV, V(L+1, K+1), LDV, ONE,
|
||||
$ T(1, L+1), LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1*V_2'
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL STRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL STRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1, L+1), LDT, T(1, L+1), LDT)
|
||||
ELSE IF(QL) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} V_{1,2}|
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |0 V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{n-k,k-l} rectangular
|
||||
* V_{2,1}\in\R^{k-l,k-l} unit upper triangular
|
||||
*
|
||||
* V_{1,2}\in\R^{n-k,l} rectangular
|
||||
* V_{2,2}\in\R^{k-l,l} rectangular
|
||||
* V_{3,2}\in\R^{l,l} unit upper triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\R^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\R^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2*T_{2,2}*V_2')*(I - V_1*T_{1,1}*V_1')
|
||||
* = I - V_2*T_{2,2}*V_2' - V_1*T_{1,1}*V_1' + V_2*T_{2,2}*V_2'*V_1*T_{1,1}*V_1'
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2'*V_1*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N, L, V(1, K-L+1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}'
|
||||
*
|
||||
DO J = 1, K-L
|
||||
DO I = 1, L
|
||||
T(K-L+I, J) = V(N-K+J, K-L+I)
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{2,1}
|
||||
*
|
||||
CALL STRMM('Right', 'Upper', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(N-K+1, 1), LDV, T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,2}'*V_{2,1} + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL SGEMM('Transpose', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(1, K-L+1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2'*V_1
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL STRMM('Left', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL STRMM('Right', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
ELSE
|
||||
*
|
||||
* Else means RQ case
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |-----------------------|
|
||||
* |V_{1,1} V_{1,2} 0 |
|
||||
* |V_{2,1} V_{2,2} V_{2,3}|
|
||||
* |-----------------------|
|
||||
*
|
||||
* V_{1,1}\in\R^{k-l,n-k} rectangular
|
||||
* V_{1,2}\in\R^{k-l,k-l} unit lower triangular
|
||||
*
|
||||
* V_{2,1}\in\R^{l,n-k} rectangular
|
||||
* V_{2,2}\in\R^{l,k-l} rectangular
|
||||
* V_{2,3}\in\R^{l,l} unit lower triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\R^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\R^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\R^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2'*T_{2,2}*V_2)*(I - V_1'*T_{1,1}*V_1)
|
||||
* = I - V_2'*T_{2,2}*V_2 - V_1'*T_{1,1}*V_1 + V_2'*T_{2,2}*V_2*V_1'*T_{1,1}*V_1
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2*V_1'*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'TV
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL SLARFT(DIRECT, STOREV, N, L, V(K-L+1, 1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}
|
||||
*
|
||||
CALL SLACPY('All', L, K-L, V(K-L+1, N-K+1), LDV,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{1,2}'
|
||||
*
|
||||
CALL STRMM('Right', 'Lower', 'Transpose', 'Unit', L, K-L,
|
||||
$ ONE, V(1, N-K+1), LDV, T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,1}*V_{1,1}' + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL SGEMM('No transpose', 'Transpose', L, K-L, N-K, ONE,
|
||||
$ V(K-L+1, 1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2*V_1'
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL STRMM('Left', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL STRMM('Right', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
END IF
|
||||
END SUBROUTINE
|
||||
|
||||
+452
-147
@@ -18,7 +18,7 @@
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE ZLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
* RECURSIVE SUBROUTINE ZLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER DIRECT, STOREV
|
||||
@@ -159,169 +159,474 @@
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE ZLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
|
||||
RECURSIVE SUBROUTINE ZLARFT( DIRECT, STOREV, N, K, V, LDV,
|
||||
$ TAU, T, LDT )
|
||||
*
|
||||
* -- LAPACK auxiliary routine --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* .. Scalar Arguments
|
||||
*
|
||||
CHARACTER DIRECT, STOREV
|
||||
INTEGER K, LDT, LDV, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
COMPLEX*16 T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
COMPLEX*16 T( LDT, * ), TAU( * ), V( LDV, * )
|
||||
* ..
|
||||
*
|
||||
* .. Parameters ..
|
||||
COMPLEX*16 ONE, ZERO
|
||||
PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
|
||||
$ ZERO = ( 0.0D+0, 0.0D+0 ) )
|
||||
* ..
|
||||
*
|
||||
COMPLEX*16 ONE, NEG_ONE, ZERO
|
||||
PARAMETER(ONE=1.0D+0, ZERO = 0.0D+0, NEG_ONE=-1.0D+0)
|
||||
*
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, PREVLASTV, LASTV
|
||||
* ..
|
||||
*
|
||||
INTEGER I,J,L
|
||||
LOGICAL QR,LQ,QL,DIRF,COLV
|
||||
*
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZGEMV, ZTRMV, ZGEMM
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
*
|
||||
EXTERNAL ZTRMM,ZGEMM,ZLACPY
|
||||
*
|
||||
* .. External Functions..
|
||||
*
|
||||
LOGICAL LSAME
|
||||
EXTERNAL LSAME
|
||||
*
|
||||
* .. Intrinsic Functions..
|
||||
*
|
||||
INTRINSIC CONJG
|
||||
*
|
||||
* The general scheme used is inspired by the approach inside DGEQRT3
|
||||
* which was (at the time of writing this code):
|
||||
* Based on the algorithm of Elmroth and Gustavson,
|
||||
* IBM J. Res. Develop. Vol 44 No. 4 July 2000.
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( LSAME( DIRECT, 'F' ) ) THEN
|
||||
PREVLASTV = N
|
||||
DO I = 1, K
|
||||
PREVLASTV = MAX( PREVLASTV, I )
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = 1, I
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( I , J ) )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**H * V(i:j,i)
|
||||
*
|
||||
CALL ZGEMV( 'Conjugate transpose', J-I, I-1,
|
||||
$ -TAU( I ), V( I+1, 1 ), LDV,
|
||||
$ V( I+1, I ), 1, ONE, T( 1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any trailing zeros.
|
||||
DO LASTV = N, I+1, -1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = 1, I-1
|
||||
T( J, I ) = -TAU( I ) * V( J , I )
|
||||
END DO
|
||||
J = MIN( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**H
|
||||
*
|
||||
CALL ZGEMM( 'N', 'C', I-1, 1, J-I, -TAU( I ),
|
||||
$ V( 1, I+1 ), LDV, V( I, I+1 ), LDV,
|
||||
$ ONE, T( 1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
|
||||
*
|
||||
CALL ZTRMV( 'Upper', 'No transpose', 'Non-unit', I-1,
|
||||
$ T,
|
||||
$ LDT, T( 1, I ), 1 )
|
||||
T( I, I ) = TAU( I )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MAX( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
ELSE
|
||||
PREVLASTV = 1
|
||||
DO I = K, 1, -1
|
||||
IF( TAU( I ).EQ.ZERO ) THEN
|
||||
*
|
||||
* H(i) = I
|
||||
*
|
||||
DO J = I, K
|
||||
T( J, I ) = ZERO
|
||||
END DO
|
||||
ELSE
|
||||
*
|
||||
* general case
|
||||
*
|
||||
IF( I.LT.K ) THEN
|
||||
IF( LSAME( STOREV, 'C' ) ) THEN
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( LASTV, I ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * CONJG( V( N-K+I , J ) )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**H * V(j:n-k+i,i)
|
||||
*
|
||||
CALL ZGEMV( 'Conjugate transpose', N-K+I-J, K-I,
|
||||
$ -TAU( I ), V( J, I+1 ), LDV, V( J, I ),
|
||||
$ 1, ONE, T( I+1, I ), 1 )
|
||||
ELSE
|
||||
* Skip any leading zeros.
|
||||
DO LASTV = 1, I-1
|
||||
IF( V( I, LASTV ).NE.ZERO ) EXIT
|
||||
END DO
|
||||
DO J = I+1, K
|
||||
T( J, I ) = -TAU( I ) * V( J, N-K+I )
|
||||
END DO
|
||||
J = MAX( LASTV, PREVLASTV )
|
||||
*
|
||||
* T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**H
|
||||
*
|
||||
CALL ZGEMM( 'N', 'C', K-I, 1, N-K+I-J,
|
||||
$ -TAU( I ),
|
||||
$ V( I+1, J ), LDV, V( I, J ), LDV,
|
||||
$ ONE, T( I+1, I ), LDT )
|
||||
END IF
|
||||
*
|
||||
* T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
|
||||
*
|
||||
CALL ZTRMV( 'Lower', 'No transpose', 'Non-unit',
|
||||
$ K-I,
|
||||
$ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
|
||||
IF( I.GT.1 ) THEN
|
||||
PREVLASTV = MIN( PREVLASTV, LASTV )
|
||||
ELSE
|
||||
PREVLASTV = LASTV
|
||||
END IF
|
||||
END IF
|
||||
T( I, I ) = TAU( I )
|
||||
END IF
|
||||
END DO
|
||||
IF(N.EQ.0.OR.K.EQ.0) THEN
|
||||
RETURN
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of ZLARFT
|
||||
* Base case
|
||||
*
|
||||
END
|
||||
IF(N.EQ.1.OR.K.EQ.1) THEN
|
||||
T(1,1) = TAU(1)
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Beginning of executable statements
|
||||
*
|
||||
L = K / 2
|
||||
*
|
||||
* Determine what kind of Q we need to compute
|
||||
* We assume that if the user doesn't provide 'F' for DIRECT,
|
||||
* then they meant to provide 'B' and if they don't provide
|
||||
* 'C' for STOREV, then they meant to provide 'R'
|
||||
*
|
||||
DIRF = LSAME(DIRECT,'F')
|
||||
COLV = LSAME(STOREV,'C')
|
||||
*
|
||||
* QR happens when we have forward direction in column storage
|
||||
*
|
||||
QR = DIRF.AND.COLV
|
||||
*
|
||||
* LQ happens when we have forward direction in row storage
|
||||
*
|
||||
LQ = DIRF.AND.(.NOT.COLV)
|
||||
*
|
||||
* QL happens when we have backward direction in column storage
|
||||
*
|
||||
QL = (.NOT.DIRF).AND.COLV
|
||||
*
|
||||
* The last case is RQ. Due to how we structured this, if the
|
||||
* above 3 are false, then RQ must be true, so we never store
|
||||
* this
|
||||
* RQ happens when we have backward direction in row storage
|
||||
* RQ = (.NOT.DIRF).AND.(.NOT.COLV)
|
||||
*
|
||||
IF(QR) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} 0 |
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |V_{3,1} V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{l,l} unit lower triangular
|
||||
* V_{2,1}\in\C^{k-l,l} rectangular
|
||||
* V_{3,1}\in\C^{n-k,l} rectangular
|
||||
*
|
||||
* V_{2,2}\in\C^{k-l,k-l} unit lower triangular
|
||||
* V_{3,2}\in\C^{n-k,k-l} rectangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{l, l} upper triangular
|
||||
* T_{2,2}\in\C^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\C^{l, k-l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1*T_{1,1}*V_1')*(I - V_2*T_{2,2}*V_2')
|
||||
* = I - V_1*T_{1,1}*V_1' - V_2*T_{2,2}*V_2' + V_1*T_{1,1}*V_1'*V_2*T_{2,2}*V_2'
|
||||
*
|
||||
* Define T_{1,2} = -T_{1,1}*V_1'*V_2*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{2,1}'
|
||||
*
|
||||
DO J = 1, L
|
||||
DO I = 1, K-L
|
||||
T(J, L+I) = CONJG(V(L+I, J))
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}
|
||||
*
|
||||
CALL ZTRMM('Right', 'Lower', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{3,1}'*V_{3,2} + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL ZGEMM('Conjugate', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(K+1, 1), LDV, V(K+1, L+1), LDV, ONE,
|
||||
$ T(1, L+1), LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1'*V_2
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL ZTRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL ZTRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1, L+1), LDT, T(1, L+1), LDT)
|
||||
|
||||
ELSE IF(LQ) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |----------------------|
|
||||
* |V_{1,1} V_{1,2} V{1,3}|
|
||||
* |0 V_{2,2} V{2,3}|
|
||||
* |----------------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{l,l} unit upper triangular
|
||||
* V_{1,2}\in\C^{l,k-l} rectangular
|
||||
* V_{1,3}\in\C^{l,n-k} rectangular
|
||||
*
|
||||
* V_{2,2}\in\C^{k-l,k-l} unit upper triangular
|
||||
* V_{2,3}\in\C^{k-l,n-k} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} T_{1,2}|
|
||||
* |0 T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{l, l} upper triangular
|
||||
* T_{2,2}\in\C^{k-l, k-l} upper triangular
|
||||
* T_{1,2}\in\C^{l, k-l} rectangular
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_1'*T_{1,1}*V_1)*(I - V_2'*T_{2,2}*V_2)
|
||||
* = I - V_1'*T_{1,1}*V_1 - V_2'*T_{2,2}*V_2 + V_1'*T_{1,1}*V_1*V_2'*T_{2,2}*V_2
|
||||
*
|
||||
* Define T_{1,2} = -T_{1,1}*V_1*V_2'*T_{2,2}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'*T*V
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{1,2}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N, L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N-L, K-L, V(L+1, L+1), LDV,
|
||||
$ TAU(L+1), T(L+1, L+1), LDT)
|
||||
|
||||
*
|
||||
* Compute T_{1,2}
|
||||
* T_{1,2} = V_{1,2}
|
||||
*
|
||||
CALL ZLACPY('All', L, K-L, V(1, L+1), LDV, T(1, L+1), LDT)
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*V_{2,2}'
|
||||
*
|
||||
CALL ZTRMM('Right', 'Upper', 'Conjugate', 'Unit', L, K-L,
|
||||
$ ONE, V(L+1, L+1), LDV, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = V_{1,3}*V_{2,3}' + T_{1,2}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL ZGEMM('No transpose', 'Conjugate', L, K-L, N-K, ONE,
|
||||
$ V(1, K+1), LDV, V(L+1, K+1), LDV, ONE,
|
||||
$ T(1, L+1), LDT)
|
||||
*
|
||||
* At this point, we have that T_{1,2} = V_1*V_2'
|
||||
* All that is left is to pre and post multiply by -T_{1,1} and T_{2,2}
|
||||
* respectively.
|
||||
*
|
||||
* T_{1,2} = -T_{1,1}*T_{1,2}
|
||||
*
|
||||
CALL ZTRMM('Left', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T, LDT, T(1, L+1), LDT)
|
||||
|
||||
*
|
||||
* T_{1,2} = T_{1,2}*T_{2,2}
|
||||
*
|
||||
CALL ZTRMM('Right', 'Upper', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T(L+1, L+1), LDT, T(1, L+1), LDT)
|
||||
ELSE IF(QL) THEN
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |---------------|
|
||||
* |V_{1,1} V_{1,2}|
|
||||
* |V_{2,1} V_{2,2}|
|
||||
* |0 V_{3,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{n-k,k-l} rectangular
|
||||
* V_{2,1}\in\C^{k-l,k-l} unit upper triangular
|
||||
*
|
||||
* V_{1,2}\in\C^{n-k,l} rectangular
|
||||
* V_{2,2}\in\C^{k-l,l} rectangular
|
||||
* V_{3,2}\in\C^{l,l} unit upper triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\C^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\C^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2*T_{2,2}*V_2')*(I - V_1*T_{1,1}*V_1')
|
||||
* = I - V_2*T_{2,2}*V_2' - V_1*T_{1,1}*V_1' + V_2*T_{2,2}*V_2'*V_1*T_{1,1}*V_1'
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2'*V_1*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |-------|
|
||||
* |V_1 V_2|
|
||||
* |-------|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V*T*V'
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N, L, V(1, K-L+1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}'
|
||||
*
|
||||
DO J = 1, K-L
|
||||
DO I = 1, L
|
||||
T(K-L+I, J) = CONJG(V(N-K+J, K-L+I))
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{2,1}
|
||||
*
|
||||
CALL ZTRMM('Right', 'Upper', 'No transpose', 'Unit', L,
|
||||
$ K-L, ONE, V(N-K+1, 1), LDV, T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,2}'*V_{2,1} + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL ZGEMM('Conjugate', 'No transpose', L, K-L, N-K, ONE,
|
||||
$ V(1, K-L+1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2'*V_1
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL ZTRMM('Left', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL ZTRMM('Right', 'Lower', 'No transpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
ELSE
|
||||
*
|
||||
* Else means RQ case
|
||||
*
|
||||
* Break V apart into 6 components
|
||||
*
|
||||
* V = |-----------------------|
|
||||
* |V_{1,1} V_{1,2} 0 |
|
||||
* |V_{2,1} V_{2,2} V_{2,3}|
|
||||
* |-----------------------|
|
||||
*
|
||||
* V_{1,1}\in\C^{k-l,n-k} rectangular
|
||||
* V_{1,2}\in\C^{k-l,k-l} unit lower triangular
|
||||
*
|
||||
* V_{2,1}\in\C^{l,n-k} rectangular
|
||||
* V_{2,2}\in\C^{l,k-l} rectangular
|
||||
* V_{2,3}\in\C^{l,l} unit lower triangular
|
||||
*
|
||||
* We will construct the T matrix
|
||||
* T = |---------------|
|
||||
* |T_{1,1} 0 |
|
||||
* |T_{2,1} T_{2,2}|
|
||||
* |---------------|
|
||||
*
|
||||
* T is the triangular factor obtained from block reflectors.
|
||||
* To motivate the structure, assume we have already computed T_{1,1}
|
||||
* and T_{2,2}. Then collect the associated reflectors in V_1 and V_2
|
||||
*
|
||||
* T_{1,1}\in\C^{k-l, k-l} non-unit lower triangular
|
||||
* T_{2,2}\in\C^{l, l} non-unit lower triangular
|
||||
* T_{2,1}\in\C^{k-l, l} rectangular
|
||||
*
|
||||
* Where l = floor(k/2)
|
||||
*
|
||||
* Then, consider the product:
|
||||
*
|
||||
* (I - V_2'*T_{2,2}*V_2)*(I - V_1'*T_{1,1}*V_1)
|
||||
* = I - V_2'*T_{2,2}*V_2 - V_1'*T_{1,1}*V_1 + V_2'*T_{2,2}*V_2*V_1'*T_{1,1}*V_1
|
||||
*
|
||||
* Define T_{2,1} = -T_{2,2}*V_2*V_1'*T_{1,1}
|
||||
*
|
||||
* Then, we can define the matrix V as
|
||||
* V = |---|
|
||||
* |V_1|
|
||||
* |V_2|
|
||||
* |---|
|
||||
*
|
||||
* So, our product is equivalent to the matrix product
|
||||
* I - V'*T*V
|
||||
* This means, we can compute T_{1,1} and T_{2,2}, then use this information
|
||||
* to compute T_{2,1}
|
||||
*
|
||||
* Compute T_{1,1} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N-L, K-L, V, LDV, TAU, T, LDT)
|
||||
*
|
||||
* Compute T_{2,2} recursively
|
||||
*
|
||||
CALL ZLARFT(DIRECT, STOREV, N, L, V(K-L+1, 1), LDV,
|
||||
$ TAU(K-L+1), T(K-L+1, K-L+1), LDT)
|
||||
*
|
||||
* Compute T_{2,1}
|
||||
* T_{2,1} = V_{2,2}
|
||||
*
|
||||
CALL ZLACPY('All', L, K-L, V(K-L+1, N-K+1), LDV,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*V_{1,2}'
|
||||
*
|
||||
CALL ZTRMM('Right', 'Lower', 'Conjugate', 'Unit', L, K-L,
|
||||
$ ONE, V(1, N-K+1), LDV, T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = V_{2,1}*V_{1,1}' + T_{2,1}
|
||||
* Note: We assume K <= N, and GEMM will do nothing if N=K
|
||||
*
|
||||
CALL ZGEMM('No transpose', 'Conjugate', L, K-L, N-K, ONE,
|
||||
$ V(K-L+1, 1), LDV, V, LDV, ONE, T(K-L+1, 1),
|
||||
$ LDT)
|
||||
|
||||
*
|
||||
* At this point, we have that T_{2,1} = V_2*V_1'
|
||||
* All that is left is to pre and post multiply by -T_{2,2} and T_{1,1}
|
||||
* respectively.
|
||||
*
|
||||
* T_{2,1} = -T_{2,2}*T_{2,1}
|
||||
*
|
||||
CALL ZTRMM('Left', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, NEG_ONE, T(K-L+1, K-L+1), LDT,
|
||||
$ T(K-L+1, 1), LDT)
|
||||
|
||||
*
|
||||
* T_{2,1} = T_{2,1}*T_{1,1}
|
||||
*
|
||||
CALL ZTRMM('Right', 'Lower', 'No tranpose', 'Non-unit', L,
|
||||
$ K-L, ONE, T, LDT, T(K-L+1, 1), LDT)
|
||||
END IF
|
||||
END SUBROUTINE
|
||||
|
||||
Reference in New Issue
Block a user