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325 lines
10 KiB
325 lines
10 KiB
*> \brief \b CLAHR2 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.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download CLAHR2 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clahr2.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clahr2.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clahr2.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE CLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
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*
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* .. Scalar Arguments ..
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* INTEGER K, LDA, LDT, LDY, N, NB
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* ..
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* .. Array Arguments ..
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* COMPLEX A( LDA, * ), T( LDT, NB ), TAU( NB ),
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* $ Y( LDY, NB )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> CLAHR2 reduces the first NB columns of A complex general n-BY-(n-k+1)
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*> matrix A so that elements below the k-th subdiagonal are zero. The
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*> reduction is performed by an unitary similarity transformation
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*> Q**H * A * Q. The routine returns the matrices V and T which determine
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*> Q as a block reflector I - V*T*v**H, and also the matrix Y = A * V * T.
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*>
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*> This is an auxiliary routine called by CGEHRD.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A.
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*> \endverbatim
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*>
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*> \param[in] K
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*> \verbatim
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*> K is INTEGER
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*> The offset for the reduction. Elements below the k-th
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*> subdiagonal in the first NB columns are reduced to zero.
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*> K < N.
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*> \endverbatim
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*>
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*> \param[in] NB
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*> \verbatim
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*> NB is INTEGER
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*> The number of columns to be reduced.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is COMPLEX array, dimension (LDA,N-K+1)
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*> On entry, the n-by-(n-k+1) general matrix A.
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*> On exit, the elements on and above the k-th subdiagonal in
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*> the first NB columns are overwritten with the corresponding
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*> elements of the reduced matrix; the elements below the k-th
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*> subdiagonal, with the array TAU, represent the matrix Q as a
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*> product of elementary reflectors. The other columns of A are
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*> unchanged. See Further Details.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] TAU
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*> \verbatim
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*> TAU is COMPLEX array, dimension (NB)
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*> The scalar factors of the elementary reflectors. See Further
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*> Details.
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*> \endverbatim
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*>
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*> \param[out] T
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*> \verbatim
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*> T is COMPLEX array, dimension (LDT,NB)
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*> The upper triangular matrix T.
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*> \endverbatim
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*>
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*> \param[in] LDT
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*> \verbatim
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*> LDT is INTEGER
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*> The leading dimension of the array T. LDT >= NB.
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*> \endverbatim
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*>
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*> \param[out] Y
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*> \verbatim
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*> Y is COMPLEX array, dimension (LDY,NB)
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*> The n-by-nb matrix Y.
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*> \endverbatim
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*>
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*> \param[in] LDY
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*> \verbatim
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*> LDY is INTEGER
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*> The leading dimension of the array Y. LDY >= N.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup complexOTHERauxiliary
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*
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*> \par Further Details:
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* =====================
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*>
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*> \verbatim
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*>
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*> The matrix Q is represented as a product of nb elementary reflectors
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*>
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*> Q = H(1) H(2) . . . H(nb).
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*>
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*> Each H(i) has the form
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*>
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*> H(i) = I - tau * v * v**H
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*>
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*> where tau is a complex scalar, and v is a complex vector with
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*> v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
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*> A(i+k+1:n,i), and tau in TAU(i).
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*>
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*> The elements of the vectors v together form the (n-k+1)-by-nb matrix
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*> V which is needed, with T and Y, to apply the transformation to the
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*> unreduced part of the matrix, using an update of the form:
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*> A := (I - V*T*V**H) * (A - Y*V**H).
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*>
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*> The contents of A on exit are illustrated by the following example
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*> with n = 7, k = 3 and nb = 2:
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*>
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*> ( a a a a a )
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*> ( a a a a a )
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*> ( a a a a a )
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*> ( h h a a a )
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*> ( v1 h a a a )
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*> ( v1 v2 a a a )
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*> ( v1 v2 a a a )
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*>
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*> where a denotes an element of the original matrix A, h denotes a
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*> modified element of the upper Hessenberg matrix H, and vi denotes an
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*> element of the vector defining H(i).
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*>
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*> This subroutine is a slight modification of LAPACK-3.0's CLAHRD
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*> incorporating improvements proposed by Quintana-Orti and Van de
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*> Gejin. Note that the entries of A(1:K,2:NB) differ from those
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*> returned by the original LAPACK-3.0's CLAHRD routine. (This
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*> subroutine is not backward compatible with LAPACK-3.0's CLAHRD.)
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*> \endverbatim
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*
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*> \par References:
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* ================
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*>
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*> Gregorio Quintana-Orti and Robert van de Geijn, "Improving the
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*> performance of reduction to Hessenberg form," ACM Transactions on
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*> Mathematical Software, 32(2):180-194, June 2006.
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*>
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* =====================================================================
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SUBROUTINE CLAHR2( N, K, NB, A, LDA, TAU, T, LDT, Y, LDY )
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*
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* -- LAPACK auxiliary routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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INTEGER K, LDA, LDT, LDY, N, NB
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* ..
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* .. Array Arguments ..
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COMPLEX A( LDA, * ), T( LDT, NB ), TAU( NB ),
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$ Y( LDY, NB )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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COMPLEX ZERO, ONE
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PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
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$ ONE = ( 1.0E+0, 0.0E+0 ) )
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* ..
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* .. Local Scalars ..
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INTEGER I
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COMPLEX EI
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* ..
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* .. External Subroutines ..
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EXTERNAL CAXPY, CCOPY, CGEMM, CGEMV, CLACPY,
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$ CLARFG, CSCAL, CTRMM, CTRMV, CLACGV
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MIN
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* ..
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* .. Executable Statements ..
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*
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* Quick return if possible
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*
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IF( N.LE.1 )
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$ RETURN
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*
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DO 10 I = 1, NB
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IF( I.GT.1 ) THEN
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*
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* Update A(K+1:N,I)
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*
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* Update I-th column of A - Y * V**H
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*
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CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
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CALL CGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE, Y(K+1,1), LDY,
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$ A( K+I-1, 1 ), LDA, ONE, A( K+1, I ), 1 )
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CALL CLACGV( I-1, A( K+I-1, 1 ), LDA )
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*
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* Apply I - V * T**H * V**H to this column (call it b) from the
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* left, using the last column of T as workspace
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*
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* Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
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* ( V2 ) ( b2 )
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*
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* where V1 is unit lower triangular
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*
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* w := V1**H * b1
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*
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CALL CCOPY( I-1, A( K+1, I ), 1, T( 1, NB ), 1 )
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CALL CTRMV( 'Lower', 'Conjugate transpose', 'UNIT',
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$ I-1, A( K+1, 1 ),
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$ LDA, T( 1, NB ), 1 )
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*
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* w := w + V2**H * b2
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*
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CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1,
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$ ONE, A( K+I, 1 ),
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$ LDA, A( K+I, I ), 1, ONE, T( 1, NB ), 1 )
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*
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* w := T**H * w
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*
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CALL CTRMV( 'Upper', 'Conjugate transpose', 'NON-UNIT',
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$ I-1, T, LDT,
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$ T( 1, NB ), 1 )
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*
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* b2 := b2 - V2*w
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*
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CALL CGEMV( 'NO TRANSPOSE', N-K-I+1, I-1, -ONE,
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$ A( K+I, 1 ),
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$ LDA, T( 1, NB ), 1, ONE, A( K+I, I ), 1 )
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*
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* b1 := b1 - V1*w
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*
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CALL CTRMV( 'Lower', 'NO TRANSPOSE',
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$ 'UNIT', I-1,
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$ A( K+1, 1 ), LDA, T( 1, NB ), 1 )
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CALL CAXPY( I-1, -ONE, T( 1, NB ), 1, A( K+1, I ), 1 )
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*
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A( K+I-1, I-1 ) = EI
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END IF
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*
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* Generate the elementary reflector H(I) to annihilate
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* A(K+I+1:N,I)
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*
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CALL CLARFG( N-K-I+1, A( K+I, I ), A( MIN( K+I+1, N ), I ), 1,
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$ TAU( I ) )
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EI = A( K+I, I )
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A( K+I, I ) = ONE
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*
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* Compute Y(K+1:N,I)
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*
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CALL CGEMV( 'NO TRANSPOSE', N-K, N-K-I+1,
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$ ONE, A( K+1, I+1 ),
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$ LDA, A( K+I, I ), 1, ZERO, Y( K+1, I ), 1 )
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CALL CGEMV( 'Conjugate transpose', N-K-I+1, I-1,
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$ ONE, A( K+I, 1 ), LDA,
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$ A( K+I, I ), 1, ZERO, T( 1, I ), 1 )
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CALL CGEMV( 'NO TRANSPOSE', N-K, I-1, -ONE,
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$ Y( K+1, 1 ), LDY,
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$ T( 1, I ), 1, ONE, Y( K+1, I ), 1 )
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CALL CSCAL( N-K, TAU( I ), Y( K+1, I ), 1 )
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*
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* Compute T(1:I,I)
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*
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CALL CSCAL( I-1, -TAU( I ), T( 1, I ), 1 )
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CALL CTRMV( 'Upper', 'No Transpose', 'NON-UNIT',
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$ I-1, T, LDT,
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$ T( 1, I ), 1 )
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T( I, I ) = TAU( I )
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*
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10 CONTINUE
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A( K+NB, NB ) = EI
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*
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* Compute Y(1:K,1:NB)
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*
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CALL CLACPY( 'ALL', K, NB, A( 1, 2 ), LDA, Y, LDY )
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CALL CTRMM( 'RIGHT', 'Lower', 'NO TRANSPOSE',
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$ 'UNIT', K, NB,
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$ ONE, A( K+1, 1 ), LDA, Y, LDY )
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IF( N.GT.K+NB )
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$ CALL CGEMM( 'NO TRANSPOSE', 'NO TRANSPOSE', K,
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$ NB, N-K-NB, ONE,
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$ A( 1, 2+NB ), LDA, A( K+1+NB, 1 ), LDA, ONE, Y,
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$ LDY )
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CALL CTRMM( 'RIGHT', 'Upper', 'NO TRANSPOSE',
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$ 'NON-UNIT', K, NB,
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$ ONE, T, LDT, Y, LDY )
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*
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RETURN
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*
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* End of CLAHR2
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*
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END
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