From 49f80f0c165ee1f16a97f17a0b34e2dd882404e0 Mon Sep 17 00:00:00 2001 From: Martin Kroeker Date: Mon, 30 Dec 2019 16:05:18 +0100 Subject: [PATCH] Update LAPACK to 3.9.0 --- lapack-netlib/SRC/zporfsx.f | 16 +- lapack-netlib/SRC/zposvxx.f | 14 +- lapack-netlib/SRC/zpotrf2.f | 4 +- lapack-netlib/SRC/zstemr.f | 4 +- lapack-netlib/SRC/zsycon_3.f | 9 +- lapack-netlib/SRC/zsyconvf.f | 8 +- lapack-netlib/SRC/zsyconvf_rook.f | 8 +- lapack-netlib/SRC/zsyrfsx.f | 10 +- lapack-netlib/SRC/zsysv_aa.f | 6 +- lapack-netlib/SRC/zsysv_aa_2stage.f | 6 +- lapack-netlib/SRC/zsysvxx.f | 10 +- lapack-netlib/SRC/zsytf2_rk.f | 4 +- lapack-netlib/SRC/zsytrf.f | 2 +- lapack-netlib/SRC/zsytrf_aa.f | 8 +- lapack-netlib/SRC/zsytrf_aa_2stage.f | 26 +- lapack-netlib/SRC/zsytri2.f | 4 +- lapack-netlib/SRC/zsytrs2.f | 2 +- lapack-netlib/SRC/zsytrs_aa.f | 112 ++++--- lapack-netlib/SRC/zsytrs_aa_2stage.f | 18 +- lapack-netlib/SRC/ztgsy2.f | 4 +- lapack-netlib/SRC/ztpmlqt.f | 2 +- lapack-netlib/SRC/ztpmqrt.f | 2 +- lapack-netlib/SRC/ztprfb.f | 4 +- lapack-netlib/SRC/zungtsqr.f | 307 +++++++++++++++++++ lapack-netlib/SRC/zunhr_col.f | 441 +++++++++++++++++++++++++++ 25 files changed, 902 insertions(+), 129 deletions(-) create mode 100644 lapack-netlib/SRC/zungtsqr.f create mode 100644 lapack-netlib/SRC/zunhr_col.f diff --git a/lapack-netlib/SRC/zporfsx.f b/lapack-netlib/SRC/zporfsx.f index ee8cfbc6a..bbff4331e 100644 --- a/lapack-netlib/SRC/zporfsx.f +++ b/lapack-netlib/SRC/zporfsx.f @@ -44,7 +44,7 @@ *> \verbatim *> *> ZPORFSX improves the computed solution to a system of linear -*> equations when the coefficient matrix is symmetric positive +*> equations when the coefficient matrix is Hermitian positive *> definite, and provides error bounds and backward error estimates *> for the solution. In addition to normwise error bound, the code *> provides maximum componentwise error bound if possible. See @@ -103,7 +103,7 @@ *> \param[in] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) -*> The symmetric matrix A. If UPLO = 'U', the leading N-by-N +*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N *> upper triangular part of A contains the upper triangular part *> of the matrix A, and the strictly lower triangular part of A *> is not referenced. If UPLO = 'L', the leading N-by-N lower @@ -134,7 +134,7 @@ *> \param[in,out] S *> \verbatim *> S is DOUBLE PRECISION array, dimension (N) -*> The row scale factors for A. If EQUED = 'Y', A is multiplied on +*> The scale factors for A. If EQUED = 'Y', A is multiplied on *> the left and right by diag(S). S is an input argument if FACT = *> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED *> = 'Y', each element of S must be positive. If S is output, each @@ -262,7 +262,7 @@ *> information as described below. There currently are up to three *> pieces of information returned for each right-hand side. If *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then -*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most +*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most *> the first (:,N_ERR_BNDS) entries are returned. *> *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith @@ -298,14 +298,14 @@ *> \param[in] NPARAMS *> \verbatim *> NPARAMS is INTEGER -*> Specifies the number of parameters set in PARAMS. If .LE. 0, the +*> Specifies the number of parameters set in PARAMS. If <= 0, the *> PARAMS array is never referenced and default values are used. *> \endverbatim *> *> \param[in,out] PARAMS *> \verbatim *> PARAMS is DOUBLE PRECISION array, dimension NPARAMS -*> Specifies algorithm parameters. If an entry is .LT. 0.0, then +*> Specifies algorithm parameters. If an entry is < 0.0, then *> that entry will be filled with default value used for that *> parameter. Only positions up to NPARAMS are accessed; defaults *> are used for higher-numbered parameters. @@ -313,9 +313,9 @@ *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative *> refinement or not. *> Default: 1.0D+0 -*> = 0.0 : No refinement is performed, and no error bounds are +*> = 0.0: No refinement is performed, and no error bounds are *> computed. -*> = 1.0 : Use the double-precision refinement algorithm, +*> = 1.0: Use the double-precision refinement algorithm, *> possibly with doubled-single computations if the *> compilation environment does not support DOUBLE *> PRECISION. diff --git a/lapack-netlib/SRC/zposvxx.f b/lapack-netlib/SRC/zposvxx.f index 8126f14be..913d16cb2 100644 --- a/lapack-netlib/SRC/zposvxx.f +++ b/lapack-netlib/SRC/zposvxx.f @@ -45,7 +45,7 @@ *> *> ZPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T *> to compute the solution to a complex*16 system of linear equations -*> A * X = B, where A is an N-by-N symmetric positive definite matrix +*> A * X = B, where A is an N-by-N Hermitian positive definite matrix *> and X and B are N-by-NRHS matrices. *> *> If requested, both normwise and maximum componentwise error bounds @@ -157,7 +157,7 @@ *> \param[in,out] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) -*> On entry, the symmetric matrix A, except if FACT = 'F' and EQUED = +*> On entry, the Hermitian matrix A, except if FACT = 'F' and EQUED = *> 'Y', then A must contain the equilibrated matrix *> diag(S)*A*diag(S). If UPLO = 'U', the leading N-by-N upper *> triangular part of A contains the upper triangular part of the @@ -365,7 +365,7 @@ *> information as described below. There currently are up to three *> pieces of information returned for each right-hand side. If *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then -*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most +*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most *> the first (:,N_ERR_BNDS) entries are returned. *> *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith @@ -401,14 +401,14 @@ *> \param[in] NPARAMS *> \verbatim *> NPARAMS is INTEGER -*> Specifies the number of parameters set in PARAMS. If .LE. 0, the +*> Specifies the number of parameters set in PARAMS. If <= 0, the *> PARAMS array is never referenced and default values are used. *> \endverbatim *> *> \param[in,out] PARAMS *> \verbatim *> PARAMS is DOUBLE PRECISION array, dimension NPARAMS -*> Specifies algorithm parameters. If an entry is .LT. 0.0, then +*> Specifies algorithm parameters. If an entry is < 0.0, then *> that entry will be filled with default value used for that *> parameter. Only positions up to NPARAMS are accessed; defaults *> are used for higher-numbered parameters. @@ -416,9 +416,9 @@ *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative *> refinement or not. *> Default: 1.0D+0 -*> = 0.0 : No refinement is performed, and no error bounds are +*> = 0.0: No refinement is performed, and no error bounds are *> computed. -*> = 1.0 : Use the extra-precise refinement algorithm. +*> = 1.0: Use the extra-precise refinement algorithm. *> (other values are reserved for future use) *> *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual diff --git a/lapack-netlib/SRC/zpotrf2.f b/lapack-netlib/SRC/zpotrf2.f index e37c9f6d6..85c434d47 100644 --- a/lapack-netlib/SRC/zpotrf2.f +++ b/lapack-netlib/SRC/zpotrf2.f @@ -24,7 +24,7 @@ *> *> \verbatim *> -*> ZPOTRF2 computes the Cholesky factorization of a real symmetric +*> ZPOTRF2 computes the Cholesky factorization of a Hermitian *> positive definite matrix A using the recursive algorithm. *> *> The factorization has the form @@ -63,7 +63,7 @@ *> \param[in,out] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) -*> On entry, the symmetric matrix A. If UPLO = 'U', the leading +*> On entry, the Hermitian matrix A. If UPLO = 'U', the leading *> N-by-N upper triangular part of A contains the upper *> triangular part of the matrix A, and the strictly lower *> triangular part of A is not referenced. If UPLO = 'L', the diff --git a/lapack-netlib/SRC/zstemr.f b/lapack-netlib/SRC/zstemr.f index ac7552a6a..8685542de 100644 --- a/lapack-netlib/SRC/zstemr.f +++ b/lapack-netlib/SRC/zstemr.f @@ -250,13 +250,13 @@ *> \param[in,out] TRYRAC *> \verbatim *> TRYRAC is LOGICAL -*> If TRYRAC.EQ..TRUE., indicates that the code should check whether +*> If TRYRAC = .TRUE., indicates that the code should check whether *> the tridiagonal matrix defines its eigenvalues to high relative *> accuracy. If so, the code uses relative-accuracy preserving *> algorithms that might be (a bit) slower depending on the matrix. *> If the matrix does not define its eigenvalues to high relative *> accuracy, the code can uses possibly faster algorithms. -*> If TRYRAC.EQ..FALSE., the code is not required to guarantee +*> If TRYRAC = .FALSE., the code is not required to guarantee *> relatively accurate eigenvalues and can use the fastest possible *> techniques. *> On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix diff --git a/lapack-netlib/SRC/zsycon_3.f b/lapack-netlib/SRC/zsycon_3.f index 856845960..33bd23849 100644 --- a/lapack-netlib/SRC/zsycon_3.f +++ b/lapack-netlib/SRC/zsycon_3.f @@ -19,7 +19,7 @@ * =========== * * SUBROUTINE ZSYCON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, -* WORK, IWORK, INFO ) +* WORK, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO @@ -27,7 +27,7 @@ * DOUBLE PRECISION ANORM, RCOND * .. * .. Array Arguments .. -* INTEGER IPIV( * ), IWORK( * ) +* INTEGER IPIV( * ) * COMPLEX*16 A( LDA, * ), E ( * ), WORK( * ) * .. * @@ -129,11 +129,6 @@ *> WORK is COMPLEX*16 array, dimension (2*N) *> \endverbatim *> -*> \param[out] IWORK -*> \verbatim -*> IWORK is INTEGER array, dimension (N) -*> \endverbatim -*> *> \param[out] INFO *> \verbatim *> INFO is INTEGER diff --git a/lapack-netlib/SRC/zsyconvf.f b/lapack-netlib/SRC/zsyconvf.f index b26bfd63b..2d5ce882e 100644 --- a/lapack-netlib/SRC/zsyconvf.f +++ b/lapack-netlib/SRC/zsyconvf.f @@ -294,7 +294,7 @@ * * Convert PERMUTATIONS and IPIV * -* Apply permutaions to submatrices of upper part of A +* Apply permutations to submatrices of upper part of A * in factorization order where i decreases from N to 1 * I = N @@ -347,7 +347,7 @@ * * Revert PERMUTATIONS and IPIV * -* Apply permutaions to submatrices of upper part of A +* Apply permutations to submatrices of upper part of A * in reverse factorization order where i increases from 1 to N * I = 1 @@ -438,7 +438,7 @@ * * Convert PERMUTATIONS and IPIV * -* Apply permutaions to submatrices of lower part of A +* Apply permutations to submatrices of lower part of A * in factorization order where k increases from 1 to N * I = 1 @@ -491,7 +491,7 @@ * * Revert PERMUTATIONS and IPIV * -* Apply permutaions to submatrices of lower part of A +* Apply permutations to submatrices of lower part of A * in reverse factorization order where i decreases from N to 1 * I = N diff --git a/lapack-netlib/SRC/zsyconvf_rook.f b/lapack-netlib/SRC/zsyconvf_rook.f index 5c36f4bcd..410d2eb34 100644 --- a/lapack-netlib/SRC/zsyconvf_rook.f +++ b/lapack-netlib/SRC/zsyconvf_rook.f @@ -285,7 +285,7 @@ * * Convert PERMUTATIONS * -* Apply permutaions to submatrices of upper part of A +* Apply permutations to submatrices of upper part of A * in factorization order where i decreases from N to 1 * I = N @@ -336,7 +336,7 @@ * * Revert PERMUTATIONS * -* Apply permutaions to submatrices of upper part of A +* Apply permutations to submatrices of upper part of A * in reverse factorization order where i increases from 1 to N * I = 1 @@ -426,7 +426,7 @@ * * Convert PERMUTATIONS * -* Apply permutaions to submatrices of lower part of A +* Apply permutations to submatrices of lower part of A * in factorization order where i increases from 1 to N * I = 1 @@ -477,7 +477,7 @@ * * Revert PERMUTATIONS * -* Apply permutaions to submatrices of lower part of A +* Apply permutations to submatrices of lower part of A * in reverse factorization order where i decreases from N to 1 * I = N diff --git a/lapack-netlib/SRC/zsyrfsx.f b/lapack-netlib/SRC/zsyrfsx.f index 3420d70cd..d086510d8 100644 --- a/lapack-netlib/SRC/zsyrfsx.f +++ b/lapack-netlib/SRC/zsyrfsx.f @@ -271,7 +271,7 @@ *> information as described below. There currently are up to three *> pieces of information returned for each right-hand side. If *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then -*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most +*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most *> the first (:,N_ERR_BNDS) entries are returned. *> *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith @@ -307,14 +307,14 @@ *> \param[in] NPARAMS *> \verbatim *> NPARAMS is INTEGER -*> Specifies the number of parameters set in PARAMS. If .LE. 0, the +*> Specifies the number of parameters set in PARAMS. If <= 0, the *> PARAMS array is never referenced and default values are used. *> \endverbatim *> *> \param[in,out] PARAMS *> \verbatim *> PARAMS is DOUBLE PRECISION array, dimension NPARAMS -*> Specifies algorithm parameters. If an entry is .LT. 0.0, then +*> Specifies algorithm parameters. If an entry is < 0.0, then *> that entry will be filled with default value used for that *> parameter. Only positions up to NPARAMS are accessed; defaults *> are used for higher-numbered parameters. @@ -322,9 +322,9 @@ *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative *> refinement or not. *> Default: 1.0D+0 -*> = 0.0 : No refinement is performed, and no error bounds are +*> = 0.0: No refinement is performed, and no error bounds are *> computed. -*> = 1.0 : Use the double-precision refinement algorithm, +*> = 1.0: Use the double-precision refinement algorithm, *> possibly with doubled-single computations if the *> compilation environment does not support DOUBLE *> PRECISION. diff --git a/lapack-netlib/SRC/zsysv_aa.f b/lapack-netlib/SRC/zsysv_aa.f index 325d07c54..4e87bd105 100644 --- a/lapack-netlib/SRC/zsysv_aa.f +++ b/lapack-netlib/SRC/zsysv_aa.f @@ -42,7 +42,7 @@ *> matrices. *> *> Aasen's algorithm is used to factor A as -*> A = U * T * U**T, if UPLO = 'U', or +*> A = U**T * T * U, if UPLO = 'U', or *> A = L * T * L**T, if UPLO = 'L', *> where U (or L) is a product of permutation and unit upper (lower) *> triangular matrices, and T is symmetric tridiagonal. The factored @@ -86,7 +86,7 @@ *> *> On exit, if INFO = 0, the tridiagonal matrix T and the *> multipliers used to obtain the factor U or L from the -*> factorization A = U*T*U**T or A = L*T*L**T as computed by +*> factorization A = U**T*T*U or A = L*T*L**T as computed by *> ZSYTRF. *> \endverbatim *> @@ -230,7 +230,7 @@ RETURN END IF * -* Compute the factorization A = U*T*U**T or A = L*T*L**T. +* Compute the factorization A = U**T*T*U or A = L*T*L**T. * CALL ZSYTRF_AA( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO ) IF( INFO.EQ.0 ) THEN diff --git a/lapack-netlib/SRC/zsysv_aa_2stage.f b/lapack-netlib/SRC/zsysv_aa_2stage.f index 029ed587d..923eaaec0 100644 --- a/lapack-netlib/SRC/zsysv_aa_2stage.f +++ b/lapack-netlib/SRC/zsysv_aa_2stage.f @@ -43,8 +43,8 @@ *> matrices. *> *> Aasen's 2-stage algorithm is used to factor A as -*> A = U * T * U**H, if UPLO = 'U', or -*> A = L * T * L**H, if UPLO = 'L', +*> A = U**T * T * U, if UPLO = 'U', or +*> A = L * T * L**T, if UPLO = 'L', *> where U (or L) is a product of permutation and unit upper (lower) *> triangular matrices, and T is symmetric and band. The matrix T is *> then LU-factored with partial pivoting. The factored form of A @@ -257,7 +257,7 @@ END IF * * -* Compute the factorization A = U*T*U**H or A = L*T*L**H. +* Compute the factorization A = U**T*T*U or A = L*T*L**T. * CALL ZSYTRF_AA_2STAGE( UPLO, N, A, LDA, TB, LTB, IPIV, IPIV2, $ WORK, LWORK, INFO ) diff --git a/lapack-netlib/SRC/zsysvxx.f b/lapack-netlib/SRC/zsysvxx.f index ef44d09d3..e29439385 100644 --- a/lapack-netlib/SRC/zsysvxx.f +++ b/lapack-netlib/SRC/zsysvxx.f @@ -378,7 +378,7 @@ *> information as described below. There currently are up to three *> pieces of information returned for each right-hand side. If *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then -*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most +*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most *> the first (:,N_ERR_BNDS) entries are returned. *> *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith @@ -414,14 +414,14 @@ *> \param[in] NPARAMS *> \verbatim *> NPARAMS is INTEGER -*> Specifies the number of parameters set in PARAMS. If .LE. 0, the +*> Specifies the number of parameters set in PARAMS. If <= 0, the *> PARAMS array is never referenced and default values are used. *> \endverbatim *> *> \param[in,out] PARAMS *> \verbatim *> PARAMS is DOUBLE PRECISION array, dimension NPARAMS -*> Specifies algorithm parameters. If an entry is .LT. 0.0, then +*> Specifies algorithm parameters. If an entry is < 0.0, then *> that entry will be filled with default value used for that *> parameter. Only positions up to NPARAMS are accessed; defaults *> are used for higher-numbered parameters. @@ -429,9 +429,9 @@ *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative *> refinement or not. *> Default: 1.0D+0 -*> = 0.0 : No refinement is performed, and no error bounds are +*> = 0.0: No refinement is performed, and no error bounds are *> computed. -*> = 1.0 : Use the extra-precise refinement algorithm. +*> = 1.0: Use the extra-precise refinement algorithm. *> (other values are reserved for future use) *> *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual diff --git a/lapack-netlib/SRC/zsytf2_rk.f b/lapack-netlib/SRC/zsytf2_rk.f index b1a02f4a5..4ae1a4a22 100644 --- a/lapack-netlib/SRC/zsytf2_rk.f +++ b/lapack-netlib/SRC/zsytf2_rk.f @@ -321,7 +321,7 @@ * * Factorize A as U*D*U**T using the upper triangle of A * -* Initilize the first entry of array E, where superdiagonal +* Initialize the first entry of array E, where superdiagonal * elements of D are stored * E( 1 ) = CZERO @@ -632,7 +632,7 @@ * * Factorize A as L*D*L**T using the lower triangle of A * -* Initilize the unused last entry of the subdiagonal array E. +* Initialize the unused last entry of the subdiagonal array E. * E( N ) = CZERO * diff --git a/lapack-netlib/SRC/zsytrf.f b/lapack-netlib/SRC/zsytrf.f index 663199c8a..54e22cca1 100644 --- a/lapack-netlib/SRC/zsytrf.f +++ b/lapack-netlib/SRC/zsytrf.f @@ -43,7 +43,7 @@ *> *> where U (or L) is a product of permutation and unit upper (lower) *> triangular matrices, and D is symmetric and block diagonal with -*> with 1-by-1 and 2-by-2 diagonal blocks. +*> 1-by-1 and 2-by-2 diagonal blocks. *> *> This is the blocked version of the algorithm, calling Level 3 BLAS. *> \endverbatim diff --git a/lapack-netlib/SRC/zsytrf_aa.f b/lapack-netlib/SRC/zsytrf_aa.f index b25b1fbce..e547c6a60 100644 --- a/lapack-netlib/SRC/zsytrf_aa.f +++ b/lapack-netlib/SRC/zsytrf_aa.f @@ -37,7 +37,7 @@ *> ZSYTRF_AA computes the factorization of a complex symmetric matrix A *> using the Aasen's algorithm. The form of the factorization is *> -*> A = U*T*U**T or A = L*T*L**T +*> A = U**T*T*U or A = L*T*L**T *> *> where U (or L) is a product of permutation and unit upper (lower) *> triangular matrices, and T is a complex symmetric tridiagonal matrix. @@ -223,7 +223,7 @@ IF( UPPER ) THEN * * ..................................................... -* Factorize A as L*D*L**T using the upper triangle of A +* Factorize A as U**T*D*U using the upper triangle of A * ..................................................... * * Copy first row A(1, 1:N) into H(1:n) (stored in WORK(1:N)) @@ -256,7 +256,7 @@ $ A( MAX(1, J), J+1 ), LDA, $ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) ) * -* Ajust IPIV and apply it back (J-th step picks (J+1)-th pivot) +* Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot) * DO J2 = J+2, MIN(N, J+JB+1) IPIV( J2 ) = IPIV( J2 ) + J @@ -375,7 +375,7 @@ $ A( J+1, MAX(1, J) ), LDA, $ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) ) * -* Ajust IPIV and apply it back (J-th step picks (J+1)-th pivot) +* Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot) * DO J2 = J+2, MIN(N, J+JB+1) IPIV( J2 ) = IPIV( J2 ) + J diff --git a/lapack-netlib/SRC/zsytrf_aa_2stage.f b/lapack-netlib/SRC/zsytrf_aa_2stage.f index d3486c1a7..67a1c1f6f 100644 --- a/lapack-netlib/SRC/zsytrf_aa_2stage.f +++ b/lapack-netlib/SRC/zsytrf_aa_2stage.f @@ -38,7 +38,7 @@ *> ZSYTRF_AA_2STAGE computes the factorization of a complex symmetric matrix A *> using the Aasen's algorithm. The form of the factorization is *> -*> A = U*T*U**T or A = L*T*L**T +*> A = U**T*T*U or A = L*T*L**T *> *> where U (or L) is a product of permutation and unit upper (lower) *> triangular matrices, and T is a complex symmetric band matrix with the @@ -275,7 +275,7 @@ IF( UPPER ) THEN * * ..................................................... -* Factorize A as L*D*L**T using the upper triangle of A +* Factorize A as U**T*D*U using the upper triangle of A * ..................................................... * DO J = 0, NT-1 @@ -448,12 +448,14 @@ c END IF * > Apply pivots to previous columns of L CALL ZSWAP( K-1, A( (J+1)*NB+1, I1 ), 1, $ A( (J+1)*NB+1, I2 ), 1 ) -* > Swap A(I1+1:M, I1) with A(I2, I1+1:M) - CALL ZSWAP( I2-I1-1, A( I1, I1+1 ), LDA, - $ A( I1+1, I2 ), 1 ) +* > Swap A(I1+1:M, I1) with A(I2, I1+1:M) + IF( I2.GT.(I1+1) ) + $ CALL ZSWAP( I2-I1-1, A( I1, I1+1 ), LDA, + $ A( I1+1, I2 ), 1 ) * > Swap A(I2+1:M, I1) with A(I2+1:M, I2) - CALL ZSWAP( N-I2, A( I1, I2+1 ), LDA, - $ A( I2, I2+1 ), LDA ) + IF( I2.LT.N ) + $ CALL ZSWAP( N-I2, A( I1, I2+1 ), LDA, + $ A( I2, I2+1 ), LDA ) * > Swap A(I1, I1) with A(I2, I2) PIV = A( I1, I1 ) A( I1, I1 ) = A( I2, I2 ) @@ -637,11 +639,13 @@ c END IF CALL ZSWAP( K-1, A( I1, (J+1)*NB+1 ), LDA, $ A( I2, (J+1)*NB+1 ), LDA ) * > Swap A(I1+1:M, I1) with A(I2, I1+1:M) - CALL ZSWAP( I2-I1-1, A( I1+1, I1 ), 1, - $ A( I2, I1+1 ), LDA ) + IF( I2.GT.(I1+1) ) + $ CALL ZSWAP( I2-I1-1, A( I1+1, I1 ), 1, + $ A( I2, I1+1 ), LDA ) * > Swap A(I2+1:M, I1) with A(I2+1:M, I2) - CALL ZSWAP( N-I2, A( I2+1, I1 ), 1, - $ A( I2+1, I2 ), 1 ) + IF( I2.LT.N ) + $ CALL ZSWAP( N-I2, A( I2+1, I1 ), 1, + $ A( I2+1, I2 ), 1 ) * > Swap A(I1, I1) with A(I2, I2) PIV = A( I1, I1 ) A( I1, I1 ) = A( I2, I2 ) diff --git a/lapack-netlib/SRC/zsytri2.f b/lapack-netlib/SRC/zsytri2.f index e7303c90b..9929eb2c6 100644 --- a/lapack-netlib/SRC/zsytri2.f +++ b/lapack-netlib/SRC/zsytri2.f @@ -62,7 +62,7 @@ *> \param[in,out] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) -*> On entry, the NB diagonal matrix D and the multipliers +*> On entry, the block diagonal matrix D and the multipliers *> used to obtain the factor U or L as computed by ZSYTRF. *> *> On exit, if INFO = 0, the (symmetric) inverse of the original @@ -82,7 +82,7 @@ *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) -*> Details of the interchanges and the NB structure of D +*> Details of the interchanges and the block structure of D *> as determined by ZSYTRF. *> \endverbatim *> diff --git a/lapack-netlib/SRC/zsytrs2.f b/lapack-netlib/SRC/zsytrs2.f index c0ee206a5..6e9cca425 100644 --- a/lapack-netlib/SRC/zsytrs2.f +++ b/lapack-netlib/SRC/zsytrs2.f @@ -36,7 +36,7 @@ *> *> \verbatim *> -*> ZSYTRS2 solves a system of linear equations A*X = B with a real +*> ZSYTRS2 solves a system of linear equations A*X = B with a complex *> symmetric matrix A using the factorization A = U*D*U**T or *> A = L*D*L**T computed by ZSYTRF and converted by ZSYCONV. *> \endverbatim diff --git a/lapack-netlib/SRC/zsytrs_aa.f b/lapack-netlib/SRC/zsytrs_aa.f index e62e9e486..0f0664009 100644 --- a/lapack-netlib/SRC/zsytrs_aa.f +++ b/lapack-netlib/SRC/zsytrs_aa.f @@ -37,7 +37,7 @@ *> \verbatim *> *> ZSYTRS_AA solves a system of linear equations A*X = B with a complex -*> symmetric matrix A using the factorization A = U*T*U**T or +*> symmetric matrix A using the factorization A = U**T*T*U or *> A = L*T*L**T computed by ZSYTRF_AA. *> \endverbatim * @@ -49,7 +49,7 @@ *> UPLO is CHARACTER*1 *> Specifies whether the details of the factorization are stored *> as an upper or lower triangular matrix. -*> = 'U': Upper triangular, form is A = U*T*U**T; +*> = 'U': Upper triangular, form is A = U**T*T*U; *> = 'L': Lower triangular, form is A = L*T*L**T. *> \endverbatim *> @@ -97,14 +97,16 @@ *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> -*> \param[in] WORK +*> \param[out] WORK *> \verbatim -*> WORK is DOUBLE array, dimension (MAX(1,LWORK)) +*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) *> \endverbatim *> *> \param[in] LWORK *> \verbatim -*> LWORK is INTEGER, LWORK >= MAX(1,3*N-2). +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,3*N-2). +*> \endverbatim *> *> \param[out] INFO *> \verbatim @@ -198,22 +200,29 @@ * IF( UPPER ) THEN * -* Solve A*X = B, where A = U*T*U**T. +* Solve A*X = B, where A = U**T*T*U. * -* Pivot, P**T * B +* 1) Forward substitution with U**T * - DO K = 1, N - KP = IPIV( K ) - IF( KP.NE.K ) - $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) - END DO + IF( N.GT.1 ) THEN * -* Compute (U \P**T * B) -> B [ (U \P**T * B) ] +* Pivot, P**T * B -> B * - CALL ZTRSM('L', 'U', 'T', 'U', N-1, NRHS, ONE, A( 1, 2 ), LDA, - $ B( 2, 1 ), LDB) + DO K = 1, N + KP = IPIV( K ) + IF( KP.NE.K ) + $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) + END DO * -* Compute T \ B -> B [ T \ (U \P**T * B) ] +* Compute U**T \ B -> B [ (U**T \P**T * B) ] +* + CALL ZTRSM( 'L', 'U', 'T', 'U', N-1, NRHS, ONE, A( 1, 2 ), + $ LDA, B( 2, 1 ), LDB) + END IF +* +* 2) Solve with triangular matrix T +* +* Compute T \ B -> B [ T \ (U**T \P**T * B) ] * CALL ZLACPY( 'F', 1, N, A( 1, 1 ), LDA+1, WORK( N ), 1) IF( N.GT.1 ) THEN @@ -223,35 +232,47 @@ CALL ZGTSV( N, NRHS, WORK( 1 ), WORK( N ), WORK( 2*N ), B, LDB, $ INFO ) * -* Compute (U**T \ B) -> B [ U**T \ (T \ (U \P**T * B) ) ] +* 3) Backward substitution with U * - CALL ZTRSM( 'L', 'U', 'N', 'U', N-1, NRHS, ONE, A( 1, 2 ), LDA, - $ B( 2, 1 ), LDB) + IF( N.GT.1 ) THEN * -* Pivot, P * B [ P * (U**T \ (T \ (U \P**T * B) )) ] +* Compute U \ B -> B [ U \ (T \ (U**T \P**T * B) ) ] * - DO K = N, 1, -1 - KP = IPIV( K ) - IF( KP.NE.K ) - $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) - END DO + CALL ZTRSM( 'L', 'U', 'N', 'U', N-1, NRHS, ONE, A( 1, 2 ), + $ LDA, B( 2, 1 ), LDB) +* +* Pivot, P * B -> B [ P * (U \ (T \ (U**T \P**T * B) )) ] +* + DO K = N, 1, -1 + KP = IPIV( K ) + IF( KP.NE.K ) + $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) + END DO + END IF * ELSE * * Solve A*X = B, where A = L*T*L**T. * -* Pivot, P**T * B +* 1) Forward substitution with L * - DO K = 1, N - KP = IPIV( K ) - IF( KP.NE.K ) - $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) - END DO + IF( N.GT.1 ) THEN * -* Compute (L \P**T * B) -> B [ (L \P**T * B) ] +* Pivot, P**T * B -> B * - CALL ZTRSM( 'L', 'L', 'N', 'U', N-1, NRHS, ONE, A( 2, 1 ), LDA, - $ B( 2, 1 ), LDB) + DO K = 1, N + KP = IPIV( K ) + IF( KP.NE.K ) + $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) + END DO +* +* Compute L \ B -> B [ (L \P**T * B) ] +* + CALL ZTRSM( 'L', 'L', 'N', 'U', N-1, NRHS, ONE, A( 2, 1 ), + $ LDA, B( 2, 1 ), LDB) + END IF +* +* 2) Solve with triangular matrix T * * Compute T \ B -> B [ T \ (L \P**T * B) ] * @@ -263,18 +284,23 @@ CALL ZGTSV( N, NRHS, WORK( 1 ), WORK(N), WORK( 2*N ), B, LDB, $ INFO) * -* Compute (L**T \ B) -> B [ L**T \ (T \ (L \P**T * B) ) ] +* 3) Backward substitution with L**T * - CALL ZTRSM( 'L', 'L', 'T', 'U', N-1, NRHS, ONE, A( 2, 1 ), LDA, - $ B( 2, 1 ), LDB) + IF( N.GT.1 ) THEN * -* Pivot, P * B [ P * (L**T \ (T \ (L \P**T * B) )) ] +* Compute (L**T \ B) -> B [ L**T \ (T \ (L \P**T * B) ) ] * - DO K = N, 1, -1 - KP = IPIV( K ) - IF( KP.NE.K ) - $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) - END DO + CALL ZTRSM( 'L', 'L', 'T', 'U', N-1, NRHS, ONE, A( 2, 1 ), + $ LDA, B( 2, 1 ), LDB) +* +* Pivot, P * B -> B [ P * (L**T \ (T \ (L \P**T * B) )) ] +* + DO K = N, 1, -1 + KP = IPIV( K ) + IF( KP.NE.K ) + $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB ) + END DO + END IF * END IF * diff --git a/lapack-netlib/SRC/zsytrs_aa_2stage.f b/lapack-netlib/SRC/zsytrs_aa_2stage.f index fa15eee90..bf060b2d3 100644 --- a/lapack-netlib/SRC/zsytrs_aa_2stage.f +++ b/lapack-netlib/SRC/zsytrs_aa_2stage.f @@ -36,7 +36,7 @@ *> \verbatim *> *> ZSYTRS_AA_2STAGE solves a system of linear equations A*X = B with a complex -*> symmetric matrix A using the factorization A = U*T*U**T or +*> symmetric matrix A using the factorization A = U**T*T*U or *> A = L*T*L**T computed by ZSYTRF_AA_2STAGE. *> \endverbatim * @@ -48,7 +48,7 @@ *> UPLO is CHARACTER*1 *> Specifies whether the details of the factorization are stored *> as an upper or lower triangular matrix. -*> = 'U': Upper triangular, form is A = U*T*U**T; +*> = 'U': Upper triangular, form is A = U**T*T*U; *> = 'L': Lower triangular, form is A = L*T*L**T. *> \endverbatim *> @@ -208,15 +208,15 @@ * IF( UPPER ) THEN * -* Solve A*X = B, where A = U*T*U**T. +* Solve A*X = B, where A = U**T*T*U. * IF( N.GT.NB ) THEN * -* Pivot, P**T * B +* Pivot, P**T * B -> B * CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, 1 ) * -* Compute (U**T \P**T * B) -> B [ (U**T \P**T * B) ] +* Compute (U**T \ B) -> B [ (U**T \P**T * B) ] * CALL ZTRSM( 'L', 'U', 'T', 'U', N-NB, NRHS, ONE, A(1, NB+1), $ LDA, B(NB+1, 1), LDB) @@ -234,7 +234,7 @@ CALL ZTRSM( 'L', 'U', 'N', 'U', N-NB, NRHS, ONE, A(1, NB+1), $ LDA, B(NB+1, 1), LDB) * -* Pivot, P * B [ P * (U \ (T \ (U**T \P**T * B) )) ] +* Pivot, P * B -> B [ P * (U \ (T \ (U**T \P**T * B) )) ] * CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, -1 ) * @@ -246,11 +246,11 @@ * IF( N.GT.NB ) THEN * -* Pivot, P**T * B +* Pivot, P**T * B -> B * CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, 1 ) * -* Compute (L \P**T * B) -> B [ (L \P**T * B) ] +* Compute (L \ B) -> B [ (L \P**T * B) ] * CALL ZTRSM( 'L', 'L', 'N', 'U', N-NB, NRHS, ONE, A(NB+1, 1), $ LDA, B(NB+1, 1), LDB) @@ -268,7 +268,7 @@ CALL ZTRSM( 'L', 'L', 'T', 'U', N-NB, NRHS, ONE, A(NB+1, 1), $ LDA, B(NB+1, 1), LDB) * -* Pivot, P * B [ P * (L**T \ (T \ (L \P**T * B) )) ] +* Pivot, P * B -> B [ P * (L**T \ (T \ (L \P**T * B) )) ] * CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, -1 ) * diff --git a/lapack-netlib/SRC/ztgsy2.f b/lapack-netlib/SRC/ztgsy2.f index f89effd6c..028ddfd3d 100644 --- a/lapack-netlib/SRC/ztgsy2.f +++ b/lapack-netlib/SRC/ztgsy2.f @@ -67,7 +67,7 @@ *> R * B**H + L * E**H = scale * -F *> *> This case is used to compute an estimate of Dif[(A, D), (B, E)] = -*> = sigma_min(Z) using reverse communicaton with ZLACON. +*> = sigma_min(Z) using reverse communication with ZLACON. *> *> ZTGSY2 also (IJOB >= 1) contributes to the computation in ZTGSYL *> of an upper bound on the separation between to matrix pairs. Then @@ -81,7 +81,7 @@ *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 -*> = 'N', solve the generalized Sylvester equation (1). +*> = 'N': solve the generalized Sylvester equation (1). *> = 'T': solve the 'transposed' system (3). *> \endverbatim *> diff --git a/lapack-netlib/SRC/ztpmlqt.f b/lapack-netlib/SRC/ztpmlqt.f index 6a67e4443..cc333f5a2 100644 --- a/lapack-netlib/SRC/ztpmlqt.f +++ b/lapack-netlib/SRC/ztpmlqt.f @@ -94,7 +94,7 @@ *> *> \param[in] V *> \verbatim -*> V is COMPLEX*16 array, dimension (LDA,K) +*> V is COMPLEX*16 array, dimension (LDV,K) *> The i-th row must contain the vector which defines the *> elementary reflector H(i), for i = 1,2,...,k, as returned by *> DTPLQT in B. See Further Details. diff --git a/lapack-netlib/SRC/ztpmqrt.f b/lapack-netlib/SRC/ztpmqrt.f index aca7ff00f..530dca458 100644 --- a/lapack-netlib/SRC/ztpmqrt.f +++ b/lapack-netlib/SRC/ztpmqrt.f @@ -94,7 +94,7 @@ *> *> \param[in] V *> \verbatim -*> V is COMPLEX*16 array, dimension (LDA,K) +*> V is COMPLEX*16 array, dimension (LDV,K) *> The i-th column must contain the vector which defines the *> elementary reflector H(i), for i = 1,2,...,k, as returned by *> CTPQRT in B. See Further Details. diff --git a/lapack-netlib/SRC/ztprfb.f b/lapack-netlib/SRC/ztprfb.f index 1a62829d5..f96c237ee 100644 --- a/lapack-netlib/SRC/ztprfb.f +++ b/lapack-netlib/SRC/ztprfb.f @@ -152,8 +152,8 @@ *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. -*> If SIDE = 'L', LDC >= max(1,K); -*> If SIDE = 'R', LDC >= max(1,M). +*> If SIDE = 'L', LDA >= max(1,K); +*> If SIDE = 'R', LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] B diff --git a/lapack-netlib/SRC/zungtsqr.f b/lapack-netlib/SRC/zungtsqr.f new file mode 100644 index 000000000..7b04e9a29 --- /dev/null +++ b/lapack-netlib/SRC/zungtsqr.f @@ -0,0 +1,307 @@ +*> \brief \b ZUNGTSQR +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZUNGTSQR + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> +* Definition: +* =========== +* +* SUBROUTINE ZUNGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, +* $ INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB +* .. +* .. Array Arguments .. +* COMPLEX*16 A( LDA, * ), T( LDT, * ), WORK( * ) +* .. +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZUNGTSQR generates an M-by-N complex matrix Q_out with orthonormal +*> columns, which are the first N columns of a product of comlpex unitary +*> matrices of order M which are returned by ZLATSQR +*> +*> Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ). +*> +*> See the documentation for ZLATSQR. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the matrix A. M >= N >= 0. +*> \endverbatim +*> +*> \param[in] MB +*> \verbatim +*> MB is INTEGER +*> The row block size used by DLATSQR to return +*> arrays A and T. MB > N. +*> (Note that if MB > M, then M is used instead of MB +*> as the row block size). +*> \endverbatim +*> +*> \param[in] NB +*> \verbatim +*> NB is INTEGER +*> The column block size used by ZLATSQR to return +*> arrays A and T. NB >= 1. +*> (Note that if NB > N, then N is used instead of NB +*> as the column block size). +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA,N) +*> +*> On entry: +*> +*> The elements on and above the diagonal are not accessed. +*> The elements below the diagonal represent the unit +*> lower-trapezoidal blocked matrix V computed by ZLATSQR +*> that defines the input matrices Q_in(k) (ones on the +*> diagonal are not stored) (same format as the output A +*> below the diagonal in ZLATSQR). +*> +*> On exit: +*> +*> The array A contains an M-by-N orthonormal matrix Q_out, +*> i.e the columns of A are orthogonal unit vectors. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[in] T +*> \verbatim +*> T is COMPLEX*16 array, +*> dimension (LDT, N * NIRB) +*> where NIRB = Number_of_input_row_blocks +*> = MAX( 1, CEIL((M-N)/(MB-N)) ) +*> Let NICB = Number_of_input_col_blocks +*> = CEIL(N/NB) +*> +*> The upper-triangular block reflectors used to define the +*> input matrices Q_in(k), k=(1:NIRB*NICB). The block +*> reflectors are stored in compact form in NIRB block +*> reflector sequences. Each of NIRB block reflector sequences +*> is stored in a larger NB-by-N column block of T and consists +*> of NICB smaller NB-by-NB upper-triangular column blocks. +*> (same format as the output T in ZLATSQR). +*> \endverbatim +*> +*> \param[in] LDT +*> \verbatim +*> LDT is INTEGER +*> The leading dimension of the array T. +*> LDT >= max(1,min(NB1,N)). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> (workspace) COMPLEX*16 array, dimension (MAX(2,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> The dimension of the array WORK. LWORK >= (M+NB)*N. +*> If LWORK = -1, then a workspace query is assumed. +*> The routine only calculates the optimal size of the WORK +*> array, returns this value as the first entry of the WORK +*> array, and no error message related to LWORK is issued +*> by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> \endverbatim +*> +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2019 +* +*> \ingroup comlex16OTHERcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2019, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> \endverbatim +* +* ===================================================================== + SUBROUTINE ZUNGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, + $ INFO ) + IMPLICIT NONE +* +* -- LAPACK computational routine (version 3.9.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2019 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB +* .. +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), T( LDT, * ), WORK( * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + COMPLEX*16 CONE, CZERO + PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ), + $ CZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + LOGICAL LQUERY + INTEGER IINFO, LDC, LWORKOPT, LC, LW, NBLOCAL, J +* .. +* .. External Subroutines .. + EXTERNAL ZCOPY, ZLAMTSQR, ZLASET, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC DCMPLX, MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + LQUERY = LWORK.EQ.-1 + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. M.LT.N ) THEN + INFO = -2 + ELSE IF( MB.LE.N ) THEN + INFO = -3 + ELSE IF( NB.LT.1 ) THEN + INFO = -4 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -6 + ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN + INFO = -8 + ELSE +* +* Test the input LWORK for the dimension of the array WORK. +* This workspace is used to store array C(LDC, N) and WORK(LWORK) +* in the call to ZLAMTSQR. See the documentation for ZLAMTSQR. +* + IF( LWORK.LT.2 .AND. (.NOT.LQUERY) ) THEN + INFO = -10 + ELSE +* +* Set block size for column blocks +* + NBLOCAL = MIN( NB, N ) +* +* LWORK = -1, then set the size for the array C(LDC,N) +* in ZLAMTSQR call and set the optimal size of the work array +* WORK(LWORK) in ZLAMTSQR call. +* + LDC = M + LC = LDC*N + LW = N * NBLOCAL +* + LWORKOPT = LC+LW +* + IF( ( LWORK.LT.MAX( 1, LWORKOPT ) ).AND.(.NOT.LQUERY) ) THEN + INFO = -10 + END IF + END IF +* + END IF +* +* Handle error in the input parameters and return workspace query. +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZUNGTSQR', -INFO ) + RETURN + ELSE IF ( LQUERY ) THEN + WORK( 1 ) = DCMPLX( LWORKOPT ) + RETURN + END IF +* +* Quick return if possible +* + IF( MIN( M, N ).EQ.0 ) THEN + WORK( 1 ) = DCMPLX( LWORKOPT ) + RETURN + END IF +* +* (1) Form explicitly the tall-skinny M-by-N left submatrix Q1_in +* of M-by-M orthogonal matrix Q_in, which is implicitly stored in +* the subdiagonal part of input array A and in the input array T. +* Perform by the following operation using the routine ZLAMTSQR. +* +* Q1_in = Q_in * ( I ), where I is a N-by-N identity matrix, +* ( 0 ) 0 is a (M-N)-by-N zero matrix. +* +* (1a) Form M-by-N matrix in the array WORK(1:LDC*N) with ones +* on the diagonal and zeros elsewhere. +* + CALL ZLASET( 'F', M, N, CZERO, CONE, WORK, LDC ) +* +* (1b) On input, WORK(1:LDC*N) stores ( I ); +* ( 0 ) +* +* On output, WORK(1:LDC*N) stores Q1_in. +* + CALL ZLAMTSQR( 'L', 'N', M, N, N, MB, NBLOCAL, A, LDA, T, LDT, + $ WORK, LDC, WORK( LC+1 ), LW, IINFO ) +* +* (2) Copy the result from the part of the work array (1:M,1:N) +* with the leading dimension LDC that starts at WORK(1) into +* the output array A(1:M,1:N) column-by-column. +* + DO J = 1, N + CALL ZCOPY( M, WORK( (J-1)*LDC + 1 ), 1, A( 1, J ), 1 ) + END DO +* + WORK( 1 ) = DCMPLX( LWORKOPT ) + RETURN +* +* End of ZUNGTSQR +* + END \ No newline at end of file diff --git a/lapack-netlib/SRC/zunhr_col.f b/lapack-netlib/SRC/zunhr_col.f new file mode 100644 index 000000000..71039fddb --- /dev/null +++ b/lapack-netlib/SRC/zunhr_col.f @@ -0,0 +1,441 @@ +*> \brief \b ZUNHR_COL +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZUNHR_COL + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> +* Definition: +* =========== +* +* SUBROUTINE ZUNHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, LDT, M, N, NB +* .. +* .. Array Arguments .. +* COMPLEX*16 A( LDA, * ), D( * ), T( LDT, * ) +* .. +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZUNHR_COL takes an M-by-N complex matrix Q_in with orthonormal columns +*> as input, stored in A, and performs Householder Reconstruction (HR), +*> i.e. reconstructs Householder vectors V(i) implicitly representing +*> another M-by-N matrix Q_out, with the property that Q_in = Q_out*S, +*> where S is an N-by-N diagonal matrix with diagonal entries +*> equal to +1 or -1. The Householder vectors (columns V(i) of V) are +*> stored in A on output, and the diagonal entries of S are stored in D. +*> Block reflectors are also returned in T +*> (same output format as ZGEQRT). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the matrix A. M >= N >= 0. +*> \endverbatim +*> +*> \param[in] NB +*> \verbatim +*> NB is INTEGER +*> The column block size to be used in the reconstruction +*> of Householder column vector blocks in the array A and +*> corresponding block reflectors in the array T. NB >= 1. +*> (Note that if NB > N, then N is used instead of NB +*> as the column block size.) +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA,N) +*> +*> On entry: +*> +*> The array A contains an M-by-N orthonormal matrix Q_in, +*> i.e the columns of A are orthogonal unit vectors. +*> +*> On exit: +*> +*> The elements below the diagonal of A represent the unit +*> lower-trapezoidal matrix V of Householder column vectors +*> V(i). The unit diagonal entries of V are not stored +*> (same format as the output below the diagonal in A from +*> ZGEQRT). The matrix T and the matrix V stored on output +*> in A implicitly define Q_out. +*> +*> The elements above the diagonal contain the factor U +*> of the "modified" LU-decomposition: +*> Q_in - ( S ) = V * U +*> ( 0 ) +*> where 0 is a (M-N)-by-(M-N) zero matrix. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[out] T +*> \verbatim +*> T is COMPLEX*16 array, +*> dimension (LDT, N) +*> +*> Let NOCB = Number_of_output_col_blocks +*> = CEIL(N/NB) +*> +*> On exit, T(1:NB, 1:N) contains NOCB upper-triangular +*> block reflectors used to define Q_out stored in compact +*> form as a sequence of upper-triangular NB-by-NB column +*> blocks (same format as the output T in ZGEQRT). +*> The matrix T and the matrix V stored on output in A +*> implicitly define Q_out. NOTE: The lower triangles +*> below the upper-triangular blcoks will be filled with +*> zeros. See Further Details. +*> \endverbatim +*> +*> \param[in] LDT +*> \verbatim +*> LDT is INTEGER +*> The leading dimension of the array T. +*> LDT >= max(1,min(NB,N)). +*> \endverbatim +*> +*> \param[out] D +*> \verbatim +*> D is COMPLEX*16 array, dimension min(M,N). +*> The elements can be only plus or minus one. +*> +*> D(i) is constructed as D(i) = -SIGN(Q_in_i(i,i)), where +*> 1 <= i <= min(M,N), and Q_in_i is Q_in after performing +*> i-1 steps of “modified” Gaussian elimination. +*> See Further Details. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> \endverbatim +*> +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> The computed M-by-M unitary factor Q_out is defined implicitly as +*> a product of unitary matrices Q_out(i). Each Q_out(i) is stored in +*> the compact WY-representation format in the corresponding blocks of +*> matrices V (stored in A) and T. +*> +*> The M-by-N unit lower-trapezoidal matrix V stored in the M-by-N +*> matrix A contains the column vectors V(i) in NB-size column +*> blocks VB(j). For example, VB(1) contains the columns +*> V(1), V(2), ... V(NB). NOTE: The unit entries on +*> the diagonal of Y are not stored in A. +*> +*> The number of column blocks is +*> +*> NOCB = Number_of_output_col_blocks = CEIL(N/NB) +*> +*> where each block is of order NB except for the last block, which +*> is of order LAST_NB = N - (NOCB-1)*NB. +*> +*> For example, if M=6, N=5 and NB=2, the matrix V is +*> +*> +*> V = ( VB(1), VB(2), VB(3) ) = +*> +*> = ( 1 ) +*> ( v21 1 ) +*> ( v31 v32 1 ) +*> ( v41 v42 v43 1 ) +*> ( v51 v52 v53 v54 1 ) +*> ( v61 v62 v63 v54 v65 ) +*> +*> +*> For each of the column blocks VB(i), an upper-triangular block +*> reflector TB(i) is computed. These blocks are stored as +*> a sequence of upper-triangular column blocks in the NB-by-N +*> matrix T. The size of each TB(i) block is NB-by-NB, except +*> for the last block, whose size is LAST_NB-by-LAST_NB. +*> +*> For example, if M=6, N=5 and NB=2, the matrix T is +*> +*> T = ( TB(1), TB(2), TB(3) ) = +*> +*> = ( t11 t12 t13 t14 t15 ) +*> ( t22 t24 ) +*> +*> +*> The M-by-M factor Q_out is given as a product of NOCB +*> unitary M-by-M matrices Q_out(i). +*> +*> Q_out = Q_out(1) * Q_out(2) * ... * Q_out(NOCB), +*> +*> where each matrix Q_out(i) is given by the WY-representation +*> using corresponding blocks from the matrices V and T: +*> +*> Q_out(i) = I - VB(i) * TB(i) * (VB(i))**T, +*> +*> where I is the identity matrix. Here is the formula with matrix +*> dimensions: +*> +*> Q(i){M-by-M} = I{M-by-M} - +*> VB(i){M-by-INB} * TB(i){INB-by-INB} * (VB(i))**T {INB-by-M}, +*> +*> where INB = NB, except for the last block NOCB +*> for which INB=LAST_NB. +*> +*> ===== +*> NOTE: +*> ===== +*> +*> If Q_in is the result of doing a QR factorization +*> B = Q_in * R_in, then: +*> +*> B = (Q_out*S) * R_in = Q_out * (S * R_in) = O_out * R_out. +*> +*> So if one wants to interpret Q_out as the result +*> of the QR factorization of B, then corresponding R_out +*> should be obtained by R_out = S * R_in, i.e. some rows of R_in +*> should be multiplied by -1. +*> +*> For the details of the algorithm, see [1]. +*> +*> [1] "Reconstructing Householder vectors from tall-skinny QR", +*> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, +*> E. Solomonik, J. Parallel Distrib. Comput., +*> vol. 85, pp. 3-31, 2015. +*> \endverbatim +*> +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2019 +* +*> \ingroup complex16OTHERcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2019, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> \endverbatim +* +* ===================================================================== + SUBROUTINE ZUNHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO ) + IMPLICIT NONE +* +* -- LAPACK computational routine (version 3.9.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2019 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, LDT, M, N, NB +* .. +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), D( * ), T( LDT, * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + COMPLEX*16 CONE, CZERO + PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ), + $ CZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + INTEGER I, IINFO, J, JB, JBTEMP1, JBTEMP2, JNB, + $ NPLUSONE +* .. +* .. External Subroutines .. + EXTERNAL ZCOPY, ZLAUNHR_COL_GETRFNP, ZSCAL, ZTRSM, + $ XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. N.GT.M ) THEN + INFO = -2 + ELSE IF( NB.LT.1 ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN + INFO = -7 + END IF +* +* Handle error in the input parameters. +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZUNHR_COL', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( MIN( M, N ).EQ.0 ) THEN + RETURN + END IF +* +* On input, the M-by-N matrix A contains the unitary +* M-by-N matrix Q_in. +* +* (1) Compute the unit lower-trapezoidal V (ones on the diagonal +* are not stored) by performing the "modified" LU-decomposition. +* +* Q_in - ( S ) = V * U = ( V1 ) * U, +* ( 0 ) ( V2 ) +* +* where 0 is an (M-N)-by-N zero matrix. +* +* (1-1) Factor V1 and U. + + CALL ZLAUNHR_COL_GETRFNP( N, N, A, LDA, D, IINFO ) +* +* (1-2) Solve for V2. +* + IF( M.GT.N ) THEN + CALL ZTRSM( 'R', 'U', 'N', 'N', M-N, N, CONE, A, LDA, + $ A( N+1, 1 ), LDA ) + END IF +* +* (2) Reconstruct the block reflector T stored in T(1:NB, 1:N) +* as a sequence of upper-triangular blocks with NB-size column +* blocking. +* +* Loop over the column blocks of size NB of the array A(1:M,1:N) +* and the array T(1:NB,1:N), JB is the column index of a column +* block, JNB is the column block size at each step JB. +* + NPLUSONE = N + 1 + DO JB = 1, N, NB +* +* (2-0) Determine the column block size JNB. +* + JNB = MIN( NPLUSONE-JB, NB ) +* +* (2-1) Copy the upper-triangular part of the current JNB-by-JNB +* diagonal block U(JB) (of the N-by-N matrix U) stored +* in A(JB:JB+JNB-1,JB:JB+JNB-1) into the upper-triangular part +* of the current JNB-by-JNB block T(1:JNB,JB:JB+JNB-1) +* column-by-column, total JNB*(JNB+1)/2 elements. +* + JBTEMP1 = JB - 1 + DO J = JB, JB+JNB-1 + CALL ZCOPY( J-JBTEMP1, A( JB, J ), 1, T( 1, J ), 1 ) + END DO +* +* (2-2) Perform on the upper-triangular part of the current +* JNB-by-JNB diagonal block U(JB) (of the N-by-N matrix U) stored +* in T(1:JNB,JB:JB+JNB-1) the following operation in place: +* (-1)*U(JB)*S(JB), i.e the result will be stored in the upper- +* triangular part of T(1:JNB,JB:JB+JNB-1). This multiplication +* of the JNB-by-JNB diagonal block U(JB) by the JNB-by-JNB +* diagonal block S(JB) of the N-by-N sign matrix S from the +* right means changing the sign of each J-th column of the block +* U(JB) according to the sign of the diagonal element of the block +* S(JB), i.e. S(J,J) that is stored in the array element D(J). +* + DO J = JB, JB+JNB-1 + IF( D( J ).EQ.CONE ) THEN + CALL ZSCAL( J-JBTEMP1, -CONE, T( 1, J ), 1 ) + END IF + END DO +* +* (2-3) Perform the triangular solve for the current block +* matrix X(JB): +* +* X(JB) * (A(JB)**T) = B(JB), where: +* +* A(JB)**T is a JNB-by-JNB unit upper-triangular +* coefficient block, and A(JB)=V1(JB), which +* is a JNB-by-JNB unit lower-triangular block +* stored in A(JB:JB+JNB-1,JB:JB+JNB-1). +* The N-by-N matrix V1 is the upper part +* of the M-by-N lower-trapezoidal matrix V +* stored in A(1:M,1:N); +* +* B(JB) is a JNB-by-JNB upper-triangular right-hand +* side block, B(JB) = (-1)*U(JB)*S(JB), and +* B(JB) is stored in T(1:JNB,JB:JB+JNB-1); +* +* X(JB) is a JNB-by-JNB upper-triangular solution +* block, X(JB) is the upper-triangular block +* reflector T(JB), and X(JB) is stored +* in T(1:JNB,JB:JB+JNB-1). +* +* In other words, we perform the triangular solve for the +* upper-triangular block T(JB): +* +* T(JB) * (V1(JB)**T) = (-1)*U(JB)*S(JB). +* +* Even though the blocks X(JB) and B(JB) are upper- +* triangular, the routine ZTRSM will access all JNB**2 +* elements of the square T(1:JNB,JB:JB+JNB-1). Therefore, +* we need to set to zero the elements of the block +* T(1:JNB,JB:JB+JNB-1) below the diagonal before the call +* to ZTRSM. +* +* (2-3a) Set the elements to zero. +* + JBTEMP2 = JB - 2 + DO J = JB, JB+JNB-2 + DO I = J-JBTEMP2, NB + T( I, J ) = CZERO + END DO + END DO +* +* (2-3b) Perform the triangular solve. +* + CALL ZTRSM( 'R', 'L', 'C', 'U', JNB, JNB, CONE, + $ A( JB, JB ), LDA, T( 1, JB ), LDT ) +* + END DO +* + RETURN +* +* End of ZUNHR_COL +* + END \ No newline at end of file