DLAHR2(3)
bestie, welcome to DLAHR2(3) β it's giving Library Functions Manual, section 3, and we're about to make this LAPACK subroutine make sense. π
π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dlahr2.f
That's the whole name/address of this file, no cap. π«Ά
β¨ SYNOPSIS β¨
π§ Functions/Subroutines
subroutine DLAHR2 (n, k, nb, a, lda, tau, t, ldt, y, ldy)
DLAHR2 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.
π« Function/Subroutine Documentation π«
subroutine DLAHR2 (integer n, integer k, integer nb, double precision,
dimension( lda, * ) a, integer lda, double precision, dimension( nb )
tau, double precision, dimension( ldt, nb ) t, integer ldt, double
precision, dimension( ldy, nb ) y, integer ldy)
DLAHR2 is the main character here: it takes the first columns you specify of a general rectangular matrix A, zeros out everything below the chosen subdiagonal, and hands back the auxiliary matrices you need to apply that transformation to the rest of A. π
π― Purpose
ok so the whole point, bestie: DLAHR2 reduces the first NB columns of A, a real general n-by-(n-k+1) matrix, 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.
Lowkey iconic: this is an auxiliary routine called by DGEHRD. π¦
πΈ Parameters πΈ
NβN is INTEGER. The order of the matrixA.KβK is INTEGER. The offset for the reduction. Elements below thek-th subdiagonal in the firstNBcolumns are reduced to zero.K < N.NBβNB is INTEGER. The number of columns to be reduced.AβA is DOUBLE PRECISION array, dimension (LDA,N-K+1). On entry, then-by-(n-k+1)general matrixA. On exit, the elements on and above thek-th subdiagonal in the firstNBcolumns are overwritten with the corresponding elements of the reduced matrix; the elements below thek-th subdiagonal, with the arrayTAU, represent the matrixQas a product of elementary reflectors. The other columns ofAare unchanged. See Further Details.LDAβLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).TAUβTAU is DOUBLE PRECISION array, dimension (NB). The scalar factors of the elementary reflectors. See Further Details.TβT is DOUBLE PRECISION array, dimension (LDT,NB). The upper triangular matrixT.LDTβLDT is INTEGER. The leading dimension of the arrayT.LDT >= NB.YβY is DOUBLE PRECISION array, dimension (LDY,NB). Then-by-nbmatrixY.LDYβLDY is INTEGER. The leading dimension of the arrayY.LDY >= N.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ Further Details
ok bestie, here's the math tea. 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).
β οΈ Not backward compatible alert: this subroutine is a slight modification of LAPACK-3.0'sDLAHRDincorporating improvements proposed by Quintana-Orti and Van de Gejin. Note that the entries ofA(1:K,2:NB)differ from those returned by the original LAPACK-3.0'sDLAHRDroutine. (This subroutine is not backward compatible with LAPACK-3.0'sDLAHRD.)
π References:
Gregorio Quintana-Orti and Robert van de Geijn, "Improving theperformance of reduction to Hessenberg form," ACM Transactions on Mathematical Software, 32(2):180-194, June 2006.
Definition at line 180 of file dlahr2.f.
π€ Author
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