diff --git a/native/dorghr.go b/native/dorghr.go new file mode 100644 index 00000000..6ecbe30d --- /dev/null +++ b/native/dorghr.go @@ -0,0 +1,93 @@ +// Copyright ©2016 The gonum Authors. All rights reserved. +// Use of this source code is governed by a BSD-style +// license that can be found in the LICENSE file. + +package native + +// Dorghr generates an n×n orthogonal matrix Q which is defined as the product +// of ihi-ilo elementary reflectors: +// Q = H_{ilo} H_{ilo+1} ... H_{ihi-1}. +/ +// a and lda represent an n×n matrix that contains the elementary reflectors, as +// returned by Dgehrd. On return, a is overwritten by the n×n orthogonal matrix +// Q. Q will be equal to the identity matrix except in the submatrix +// Q[ilo+1:ihi+1,ilo+1:ihi+1]. +// +// ilo and ihi must have the same values as in the previous call of Dgehrd. It +// must hold that +// 0 <= ilo <= ihi < n, if n > 0, +// ilo = 0, ihi = -1, if n == 0. +// +// tau contains the scalar factors of the elementary reflectors, as returned by +// Dgehrd. tau must have length n-1. +// +// work must have length at least max(1,lwork) and lwork must be at least +// ihi-ilo. For optimum performance lwork must be at least (ihi-ilo)*nb where nb +// is the optimal blocksize. On return, work[0] will contain the optimal value +// of lwork. +// +// If lwork == -1, instead of performing Dorghr, only the optimal value of lwork +// will be stored into work[0]. +// +// If any requirement on input sizes is not met, Dorghr will panic. +// +// Dorghr is an internal routine. It is exported for testing purposes. +func (impl Implementation) Dorghr(n, ilo, ihi int, a []float64, lda int, tau, work []float64, lwork int) { + checkMatrix(n, n, a, lda) + nh := ihi - ilo + switch { + case ilo < 0 || max(1, n) <= ilo: + panic(badIlo) + case ihi < min(ilo, n-1) || n <= ihi: + panic(badIhi) + case lwork < max(1, nh) && lwork != -1: + panic(badWork) + case len(work) < max(1, lwork): + panic(shortWork) + } + + lwkopt := max(1, nh) * impl.Ilaenv(1, "DORGQR", " ", nh, nh, nh, -1) + if lwork == -1 { + work[0] = float64(lwkopt) + return + } + + // Quick return if possible. + if n == 0 { + work[0] = 1 + return + } + + // Shift the vectors which define the elementary reflectors one column + // to the right. + for i := ilo + 2; i < ihi+1; i++ { + copy(a[i*lda+ilo+1:i*lda+i], a[i*lda+ilo:i*lda+i-1]) + } + // Set the first ilo+1 and the last n-ihi-1 rows and columns to those of + // the identity matrix. + for i := 0; i < ilo+1; i++ { + for j := 0; j < n; j++ { + a[i*lda+j] = 0 + } + a[i*lda+i] = 1 + } + for i := ilo + 1; i < ihi+1; i++ { + for j := 0; j <= ilo; j++ { + a[i*lda+j] = 0 + } + for j := i; j < n; j++ { + a[i*lda+j] = 0 + } + } + for i := ihi + 1; i < n; i++ { + for j := 0; j < n; j++ { + a[i*lda+j] = 0 + } + a[i*lda+i] = 1 + } + if nh > 0 { + // Generate Q[ilo+1:ihi+1,ilo+1:ihi+1]. + impl.Dorgqr(nh, nh, nh, a[(ilo+1)*lda+ilo+1:], lda, tau[ilo:ihi], work, lwork) + } + work[0] = float64(lwkopt) +}