dlarft.f 10.0 KB

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  1. *> \brief \b DLARFT
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLARFT + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarft.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarft.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarft.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER DIRECT, STOREV
  25. * INTEGER K, LDT, LDV, N
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION T( LDT, * ), TAU( * ), V( LDV, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DLARFT forms the triangular factor T of a real block reflector H
  38. *> of order n, which is defined as a product of k elementary reflectors.
  39. *>
  40. *> If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
  41. *>
  42. *> If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
  43. *>
  44. *> If STOREV = 'C', the vector which defines the elementary reflector
  45. *> H(i) is stored in the i-th column of the array V, and
  46. *>
  47. *> H = I - V * T * V**T
  48. *>
  49. *> If STOREV = 'R', the vector which defines the elementary reflector
  50. *> H(i) is stored in the i-th row of the array V, and
  51. *>
  52. *> H = I - V**T * T * V
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] DIRECT
  59. *> \verbatim
  60. *> DIRECT is CHARACTER*1
  61. *> Specifies the order in which the elementary reflectors are
  62. *> multiplied to form the block reflector:
  63. *> = 'F': H = H(1) H(2) . . . H(k) (Forward)
  64. *> = 'B': H = H(k) . . . H(2) H(1) (Backward)
  65. *> \endverbatim
  66. *>
  67. *> \param[in] STOREV
  68. *> \verbatim
  69. *> STOREV is CHARACTER*1
  70. *> Specifies how the vectors which define the elementary
  71. *> reflectors are stored (see also Further Details):
  72. *> = 'C': columnwise
  73. *> = 'R': rowwise
  74. *> \endverbatim
  75. *>
  76. *> \param[in] N
  77. *> \verbatim
  78. *> N is INTEGER
  79. *> The order of the block reflector H. N >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] K
  83. *> \verbatim
  84. *> K is INTEGER
  85. *> The order of the triangular factor T (= the number of
  86. *> elementary reflectors). K >= 1.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] V
  90. *> \verbatim
  91. *> V is DOUBLE PRECISION array, dimension
  92. *> (LDV,K) if STOREV = 'C'
  93. *> (LDV,N) if STOREV = 'R'
  94. *> The matrix V. See further details.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] LDV
  98. *> \verbatim
  99. *> LDV is INTEGER
  100. *> The leading dimension of the array V.
  101. *> If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
  102. *> \endverbatim
  103. *>
  104. *> \param[in] TAU
  105. *> \verbatim
  106. *> TAU is DOUBLE PRECISION array, dimension (K)
  107. *> TAU(i) must contain the scalar factor of the elementary
  108. *> reflector H(i).
  109. *> \endverbatim
  110. *>
  111. *> \param[out] T
  112. *> \verbatim
  113. *> T is DOUBLE PRECISION array, dimension (LDT,K)
  114. *> The k by k triangular factor T of the block reflector.
  115. *> If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
  116. *> lower triangular. The rest of the array is not used.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDT
  120. *> \verbatim
  121. *> LDT is INTEGER
  122. *> The leading dimension of the array T. LDT >= K.
  123. *> \endverbatim
  124. *
  125. * Authors:
  126. * ========
  127. *
  128. *> \author Univ. of Tennessee
  129. *> \author Univ. of California Berkeley
  130. *> \author Univ. of Colorado Denver
  131. *> \author NAG Ltd.
  132. *
  133. *> \date April 2012
  134. *
  135. *> \ingroup doubleOTHERauxiliary
  136. *
  137. *> \par Further Details:
  138. * =====================
  139. *>
  140. *> \verbatim
  141. *>
  142. *> The shape of the matrix V and the storage of the vectors which define
  143. *> the H(i) is best illustrated by the following example with n = 5 and
  144. *> k = 3. The elements equal to 1 are not stored.
  145. *>
  146. *> DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
  147. *>
  148. *> V = ( 1 ) V = ( 1 v1 v1 v1 v1 )
  149. *> ( v1 1 ) ( 1 v2 v2 v2 )
  150. *> ( v1 v2 1 ) ( 1 v3 v3 )
  151. *> ( v1 v2 v3 )
  152. *> ( v1 v2 v3 )
  153. *>
  154. *> DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
  155. *>
  156. *> V = ( v1 v2 v3 ) V = ( v1 v1 1 )
  157. *> ( v1 v2 v3 ) ( v2 v2 v2 1 )
  158. *> ( 1 v2 v3 ) ( v3 v3 v3 v3 1 )
  159. *> ( 1 v3 )
  160. *> ( 1 )
  161. *> \endverbatim
  162. *>
  163. * =====================================================================
  164. SUBROUTINE DLARFT( DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT )
  165. *
  166. * -- LAPACK auxiliary routine (version 3.4.1) --
  167. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  168. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  169. * April 2012
  170. *
  171. * .. Scalar Arguments ..
  172. CHARACTER DIRECT, STOREV
  173. INTEGER K, LDT, LDV, N
  174. * ..
  175. * .. Array Arguments ..
  176. DOUBLE PRECISION T( LDT, * ), TAU( * ), V( LDV, * )
  177. * ..
  178. *
  179. * =====================================================================
  180. *
  181. * .. Parameters ..
  182. DOUBLE PRECISION ONE, ZERO
  183. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  184. * ..
  185. * .. Local Scalars ..
  186. INTEGER I, J, PREVLASTV, LASTV
  187. * ..
  188. * .. External Subroutines ..
  189. EXTERNAL DGEMV, DTRMV
  190. * ..
  191. * .. External Functions ..
  192. LOGICAL LSAME
  193. EXTERNAL LSAME
  194. * ..
  195. * .. Executable Statements ..
  196. *
  197. * Quick return if possible
  198. *
  199. IF( N.EQ.0 )
  200. $ RETURN
  201. *
  202. IF( LSAME( DIRECT, 'F' ) ) THEN
  203. PREVLASTV = N
  204. DO I = 1, K
  205. PREVLASTV = MAX( I, PREVLASTV )
  206. IF( TAU( I ).EQ.ZERO ) THEN
  207. *
  208. * H(i) = I
  209. *
  210. DO J = 1, I
  211. T( J, I ) = ZERO
  212. END DO
  213. ELSE
  214. *
  215. * general case
  216. *
  217. IF( LSAME( STOREV, 'C' ) ) THEN
  218. * Skip any trailing zeros.
  219. DO LASTV = N, I+1, -1
  220. IF( V( LASTV, I ).NE.ZERO ) EXIT
  221. END DO
  222. DO J = 1, I-1
  223. T( J, I ) = -TAU( I ) * V( I , J )
  224. END DO
  225. J = MIN( LASTV, PREVLASTV )
  226. *
  227. * T(1:i-1,i) := - tau(i) * V(i:j,1:i-1)**T * V(i:j,i)
  228. *
  229. CALL DGEMV( 'Transpose', J-I, I-1, -TAU( I ),
  230. $ V( I+1, 1 ), LDV, V( I+1, I ), 1, ONE,
  231. $ T( 1, I ), 1 )
  232. ELSE
  233. * Skip any trailing zeros.
  234. DO LASTV = N, I+1, -1
  235. IF( V( I, LASTV ).NE.ZERO ) EXIT
  236. END DO
  237. DO J = 1, I-1
  238. T( J, I ) = -TAU( I ) * V( J , I )
  239. END DO
  240. J = MIN( LASTV, PREVLASTV )
  241. *
  242. * T(1:i-1,i) := - tau(i) * V(1:i-1,i:j) * V(i,i:j)**T
  243. *
  244. CALL DGEMV( 'No transpose', I-1, J-I, -TAU( I ),
  245. $ V( 1, I+1 ), LDV, V( I, I+1 ), LDV, ONE,
  246. $ T( 1, I ), 1 )
  247. END IF
  248. *
  249. * T(1:i-1,i) := T(1:i-1,1:i-1) * T(1:i-1,i)
  250. *
  251. CALL DTRMV( 'Upper', 'No transpose', 'Non-unit', I-1, T,
  252. $ LDT, T( 1, I ), 1 )
  253. T( I, I ) = TAU( I )
  254. IF( I.GT.1 ) THEN
  255. PREVLASTV = MAX( PREVLASTV, LASTV )
  256. ELSE
  257. PREVLASTV = LASTV
  258. END IF
  259. END IF
  260. END DO
  261. ELSE
  262. PREVLASTV = 1
  263. DO I = K, 1, -1
  264. IF( TAU( I ).EQ.ZERO ) THEN
  265. *
  266. * H(i) = I
  267. *
  268. DO J = I, K
  269. T( J, I ) = ZERO
  270. END DO
  271. ELSE
  272. *
  273. * general case
  274. *
  275. IF( I.LT.K ) THEN
  276. IF( LSAME( STOREV, 'C' ) ) THEN
  277. * Skip any leading zeros.
  278. DO LASTV = 1, I-1
  279. IF( V( LASTV, I ).NE.ZERO ) EXIT
  280. END DO
  281. DO J = I+1, K
  282. T( J, I ) = -TAU( I ) * V( N-K+I , J )
  283. END DO
  284. J = MAX( LASTV, PREVLASTV )
  285. *
  286. * T(i+1:k,i) = -tau(i) * V(j:n-k+i,i+1:k)**T * V(j:n-k+i,i)
  287. *
  288. CALL DGEMV( 'Transpose', N-K+I-J, K-I, -TAU( I ),
  289. $ V( J, I+1 ), LDV, V( J, I ), 1, ONE,
  290. $ T( I+1, I ), 1 )
  291. ELSE
  292. * Skip any leading zeros.
  293. DO LASTV = 1, I-1
  294. IF( V( I, LASTV ).NE.ZERO ) EXIT
  295. END DO
  296. DO J = I+1, K
  297. T( J, I ) = -TAU( I ) * V( J, N-K+I )
  298. END DO
  299. J = MAX( LASTV, PREVLASTV )
  300. *
  301. * T(i+1:k,i) = -tau(i) * V(i+1:k,j:n-k+i) * V(i,j:n-k+i)**T
  302. *
  303. CALL DGEMV( 'No transpose', K-I, N-K+I-J,
  304. $ -TAU( I ), V( I+1, J ), LDV, V( I, J ), LDV,
  305. $ ONE, T( I+1, I ), 1 )
  306. END IF
  307. *
  308. * T(i+1:k,i) := T(i+1:k,i+1:k) * T(i+1:k,i)
  309. *
  310. CALL DTRMV( 'Lower', 'No transpose', 'Non-unit', K-I,
  311. $ T( I+1, I+1 ), LDT, T( I+1, I ), 1 )
  312. IF( I.GT.1 ) THEN
  313. PREVLASTV = MIN( PREVLASTV, LASTV )
  314. ELSE
  315. PREVLASTV = LASTV
  316. END IF
  317. END IF
  318. T( I, I ) = TAU( I )
  319. END IF
  320. END DO
  321. END IF
  322. RETURN
  323. *
  324. * End of DLARFT
  325. *
  326. END