SRC/slahr2.f(3) Library Functions Manual SRC/slahr2.f(3)

SRC/slahr2.f


subroutine slahr2 (n, k, nb, a, lda, tau, t, ldt, y, ldy)
SLAHR2 reduces the specified number of first columns of a general rectangular matrix A so that elements below the specified subdiagonal are zero, and returns auxiliary matrices which are needed to apply the transformation to the unreduced part of A.

SLAHR2 reduces the specified number of first columns of a general rectangular matrix A so that elements below the specified subdiagonal are zero, and returns auxiliary matrices which are needed to apply the transformation to the unreduced part of A.

Purpose:

!>
!> SLAHR2 reduces the first NB columns of A real general n-BY-(n-k+1)
!> matrix A so that elements below the k-th subdiagonal are zero. The
!> reduction is performed by an orthogonal similarity transformation
!> Q**T * A * Q. The routine returns the matrices V and T which determine
!> Q as a block reflector I - V*T*V**T, and also the matrix Y = A * V * T.
!>
!> This is an auxiliary routine called by SGEHRD.
!> 

Parameters

N
!>          N is INTEGER
!>          The order of the matrix A.
!> 

K

!>          K is INTEGER
!>          The offset for the reduction. Elements below the k-th
!>          subdiagonal in the first NB columns are reduced to zero.
!>          K < N.
!> 

NB

!>          NB is INTEGER
!>          The number of columns to be reduced.
!> 

A

!>          A is REAL array, dimension (LDA,N-K+1)
!>          On entry, the n-by-(n-k+1) general matrix A.
!>          On exit, the elements on and above the k-th subdiagonal in
!>          the first NB columns are overwritten with the corresponding
!>          elements of the reduced matrix; the elements below the k-th
!>          subdiagonal, with the array TAU, represent the matrix Q as a
!>          product of elementary reflectors. The other columns of A are
!>          unchanged. See Further Details.
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,N).
!> 

TAU

!>          TAU is REAL array, dimension (NB)
!>          The scalar factors of the elementary reflectors. See Further
!>          Details.
!> 

T

!>          T is REAL array, dimension (LDT,NB)
!>          The upper triangular matrix T.
!> 

LDT

!>          LDT is INTEGER
!>          The leading dimension of the array T.  LDT >= NB.
!> 

Y

!>          Y is REAL array, dimension (LDY,NB)
!>          The n-by-nb matrix Y.
!> 

LDY

!>          LDY is INTEGER
!>          The leading dimension of the array Y. LDY >= N.
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

!>
!>  The matrix Q is represented as a product of nb elementary reflectors
!>
!>     Q = H(1) H(2) . . . H(nb).
!>
!>  Each H(i) has the form
!>
!>     H(i) = I - tau * v * v**T
!>
!>  where tau is a real scalar, and v is a real vector with
!>  v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
!>  A(i+k+1:n,i), and tau in TAU(i).
!>
!>  The elements of the vectors v together form the (n-k+1)-by-nb matrix
!>  V which is needed, with T and Y, to apply the transformation to the
!>  unreduced part of the matrix, using an update of the form:
!>  A := (I - V*T*V**T) * (A - Y*V**T).
!>
!>  The contents of A on exit are illustrated by the following example
!>  with n = 7, k = 3 and nb = 2:
!>
!>     ( a   a   a   a   a )
!>     ( a   a   a   a   a )
!>     ( a   a   a   a   a )
!>     ( h   h   a   a   a )
!>     ( v1  h   a   a   a )
!>     ( v1  v2  a   a   a )
!>     ( v1  v2  a   a   a )
!>
!>  where a denotes an element of the original matrix A, h denotes a
!>  modified element of the upper Hessenberg matrix H, and vi denotes an
!>  element of the vector defining H(i).
!>
!>  This subroutine is a slight modification of LAPACK-3.0's SLAHRD
!>  incorporating improvements proposed by Quintana-Orti and Van de
!>  Gejin. Note that the entries of A(1:K,2:NB) differ from those
!>  returned by the original LAPACK-3.0's SLAHRD routine. (This
!>  subroutine is not backward compatible with LAPACK-3.0's SLAHRD.)
!> 

References:

Gregorio Quintana-Orti and Robert van de Geijn, "Improving the performance of reduction to Hessenberg form," ACM Transactions on Mathematical Software, 32(2):180-194, June 2006.

Definition at line 180 of file slahr2.f.

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