aboutsummaryrefslogtreecommitdiff
path: root/SRC/dlarz.f
blob: 73dc3f50df7c226e2ccf472ebdc231a25b2d7085 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
*> \brief \b DLARZ applies an elementary reflector (as returned by stzrzf) to a general matrix.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLARZ + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarz.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarz.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarz.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE DLARZ( SIDE, M, N, L, V, INCV, TAU, C, LDC, WORK )
*
*       .. Scalar Arguments ..
*       CHARACTER          SIDE
*       INTEGER            INCV, L, LDC, M, N
*       DOUBLE PRECISION   TAU
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   C( LDC, * ), V( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DLARZ applies a real elementary reflector H to a real M-by-N
*> matrix C, from either the left or the right. H is represented in the
*> form
*>
*>       H = I - tau * v * v**T
*>
*> where tau is a real scalar and v is a real vector.
*>
*> If tau = 0, then H is taken to be the unit matrix.
*>
*>
*> H is a product of k elementary reflectors as returned by DTZRZF.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] SIDE
*> \verbatim
*>          SIDE is CHARACTER*1
*>          = 'L': form  H * C
*>          = 'R': form  C * H
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix C.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix C.
*> \endverbatim
*>
*> \param[in] L
*> \verbatim
*>          L is INTEGER
*>          The number of entries of the vector V containing
*>          the meaningful part of the Householder vectors.
*>          If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
*> \endverbatim
*>
*> \param[in] V
*> \verbatim
*>          V is DOUBLE PRECISION array, dimension (1+(L-1)*abs(INCV))
*>          The vector v in the representation of H as returned by
*>          DTZRZF. V is not used if TAU = 0.
*> \endverbatim
*>
*> \param[in] INCV
*> \verbatim
*>          INCV is INTEGER
*>          The increment between elements of v. INCV <> 0.
*> \endverbatim
*>
*> \param[in] TAU
*> \verbatim
*>          TAU is DOUBLE PRECISION
*>          The value tau in the representation of H.
*> \endverbatim
*>
*> \param[in,out] C
*> \verbatim
*>          C is DOUBLE PRECISION array, dimension (LDC,N)
*>          On entry, the M-by-N matrix C.
*>          On exit, C is overwritten by the matrix H * C if SIDE = 'L',
*>          or C * H if SIDE = 'R'.
*> \endverbatim
*>
*> \param[in] LDC
*> \verbatim
*>          LDC is INTEGER
*>          The leading dimension of the array C. LDC >= max(1,M).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension
*>                         (N) if SIDE = 'L'
*>                      or (M) if SIDE = 'R'
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup doubleOTHERcomputational
*
*> \par Contributors:
*  ==================
*>
*>    A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE DLARZ( SIDE, M, N, L, V, INCV, TAU, C, LDC, WORK )
*
*  -- LAPACK computational routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      CHARACTER          SIDE
      INTEGER            INCV, L, LDC, M, N
      DOUBLE PRECISION   TAU
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   C( LDC, * ), V( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           DAXPY, DCOPY, DGEMV, DGER
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. Executable Statements ..
*
      IF( LSAME( SIDE, 'L' ) ) THEN
*
*        Form  H * C
*
         IF( TAU.NE.ZERO ) THEN
*
*           w( 1:n ) = C( 1, 1:n )
*
            CALL DCOPY( N, C, LDC, WORK, 1 )
*
*           w( 1:n ) = w( 1:n ) + C( m-l+1:m, 1:n )**T * v( 1:l )
*
            CALL DGEMV( 'Transpose', L, N, ONE, C( M-L+1, 1 ), LDC, V,
     $                  INCV, ONE, WORK, 1 )
*
*           C( 1, 1:n ) = C( 1, 1:n ) - tau * w( 1:n )
*
            CALL DAXPY( N, -TAU, WORK, 1, C, LDC )
*
*           C( m-l+1:m, 1:n ) = C( m-l+1:m, 1:n ) - ...
*                               tau * v( 1:l ) * w( 1:n )**T
*
            CALL DGER( L, N, -TAU, V, INCV, WORK, 1, C( M-L+1, 1 ),
     $                 LDC )
         END IF
*
      ELSE
*
*        Form  C * H
*
         IF( TAU.NE.ZERO ) THEN
*
*           w( 1:m ) = C( 1:m, 1 )
*
            CALL DCOPY( M, C, 1, WORK, 1 )
*
*           w( 1:m ) = w( 1:m ) + C( 1:m, n-l+1:n, 1:n ) * v( 1:l )
*
            CALL DGEMV( 'No transpose', M, L, ONE, C( 1, N-L+1 ), LDC,
     $                  V, INCV, ONE, WORK, 1 )
*
*           C( 1:m, 1 ) = C( 1:m, 1 ) - tau * w( 1:m )
*
            CALL DAXPY( M, -TAU, WORK, 1, C, 1 )
*
*           C( 1:m, n-l+1:n ) = C( 1:m, n-l+1:n ) - ...
*                               tau * w( 1:m ) * v( 1:l )**T
*
            CALL DGER( M, L, -TAU, WORK, 1, V, INCV, C( 1, N-L+1 ),
     $                 LDC )
*
         END IF
*
      END IF
*
      RETURN
*
*     End of DLARZ
*
      END