// 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 import ( "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/lapack" ) // Dgehrd reduces a block of a real n×n general matrix A to upper Hessenberg // form H by an orthogonal similarity transformation Q^T * A * Q = H. // // The matrix Q is represented as a product of (ihi-ilo) elementary // reflectors // Q = H_{ilo} H_{ilo+1} ... H_{ihi-1}. // Each H_i has the form // H_i = I - tau[i] * v * v^T // where v is a real vector with v[0:i+1] = 0, v[i+1] = 1 and v[ihi+1:n] = 0. // v[i+2:ihi+1] is stored on exit in A[i+2:ihi+1,i]. // // On entry, a contains the n×n general matrix to be reduced. On return, the // upper triangle and the first subdiagonal of A will be overwritten with the // upper Hessenberg matrix H, and the elements below the first subdiagonal, with // the slice tau, represent the orthogonal matrix Q as a product of elementary // reflectors. // // The contents of a are illustrated by the following example, with n = 7, ilo = // 1 and ihi = 5. // On entry, // [ a a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a ] // on return, // [ a a h h h h a ] // [ a h h h h a ] // [ h h h h h h ] // [ v1 h h h h h ] // [ v1 v2 h h h h ] // [ v1 v2 v3 h h h ] // [ 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. // // ilo and ihi determine the block of A that will be reduced to upper Hessenberg // form. It must hold that 0 <= ilo <= ihi < n if n > 0, and ilo == 0 and ihi == // -1 if n == 0, otherwise Dgehrd will panic. // // On return, tau will contain the scalar factors of the elementary reflectors. // Elements tau[:ilo] and tau[ihi:] will be set to zero. tau must have length // equal to n-1 if n > 0, otherwise Dgehrd will panic. // // work must have length at least lwork and lwork must be at least max(1,n), // otherwise Dgehrd will panic. On return, work[0] contains the optimal value of // lwork. // // If lwork == -1, instead of performing Dgehrd, only the optimal value of lwork // will be stored in work[0]. // // Dgehrd is an internal routine. It is exported for testing purposes. func (impl Implementation) Dgehrd(n, ilo, ihi int, a []float64, lda int, tau, work []float64, lwork int) { switch { case ilo < 0 || max(0, n-1) < ilo: panic(badIlo) case ihi < min(ilo, n-1) || n <= ihi: panic(badIhi) case lwork < max(1, n) && lwork != -1: panic(badWork) case len(work) < lwork: panic(shortWork) } if lwork != -1 { checkMatrix(n, n, a, lda) if len(tau) != n-1 && n > 0 { panic(badTau) } } const ( nbmax = 64 ldt = nbmax + 1 tsize = ldt * nbmax ) // Compute the workspace requirements. nb := min(nbmax, impl.Ilaenv(1, "DGEHRD", " ", n, ilo, ihi, -1)) lwkopt := n*nb + tsize if lwork == -1 { work[0] = float64(lwkopt) return } // Set tau[:ilo] and tau[ihi:] to zero. for i := 0; i < ilo; i++ { tau[i] = 0 } for i := ihi; i < n-1; i++ { tau[i] = 0 } // Quick return if possible. nh := ihi - ilo + 1 if nh <= 1 { work[0] = 1 return } // Determine the block size. nbmin := 2 var nx int if 1 < nb && nb < nh { // Determine when to cross over from blocked to unblocked code // (last block is always handled by unblocked code). nx = max(nb, impl.Ilaenv(3, "DGEHRD", " ", n, ilo, ihi, -1)) if nx < nh { // Determine if workspace is large enough for blocked code. if lwork < n*nb+tsize { // Not enough workspace to use optimal nb: // determine the minimum value of nb, and reduce // nb or force use of unblocked code. nbmin = max(2, impl.Ilaenv(2, "DGEHRD", " ", n, ilo, ihi, -1)) if lwork >= n*nbmin+tsize { nb = (lwork - tsize) / n } else { nb = 1 } } } } ldwork := nb // work is used as an n×nb matrix. var i int if nb < nbmin || nh <= nb { // Use unblocked code below. i = ilo } else { // Use blocked code. bi := blas64.Implementation() iwt := n * nb // Size of the matrix Y and index where the matrix T starts in work. for i = ilo; i < ihi-nx; i += nb { ib := min(nb, ihi-i) // Reduce columns [i:i+ib] to Hessenberg form, returning the // matrices V and T of the block reflector H = I - V*T*V^T // which performs the reduction, and also the matrix Y = A*V*T. impl.Dlahr2(ihi+1, i+1, ib, a[i:], lda, tau[i:], work[iwt:], ldt, work, ldwork) // Apply the block reflector H to A[:ihi+1,i+ib:ihi+1] from the // right, computing A := A - Y * V^T. V[i+ib,i+ib-1] must be set // to 1. ei := a[(i+ib)*lda+i+ib-1] a[(i+ib)*lda+i+ib-1] = 1 bi.Dgemm(blas.NoTrans, blas.Trans, ihi+1, ihi-i-ib+1, ib, -1, work, ldwork, a[(i+ib)*lda+i:], lda, 1, a[i+ib:], lda) a[(i+ib)*lda+i+ib-1] = ei // Apply the block reflector H to A[0:i+1,i+1:i+ib-1] from the // right. bi.Dtrmm(blas.Right, blas.Lower, blas.Trans, blas.Unit, i+1, ib-1, 1, a[(i+1)*lda+i:], lda, work, ldwork) for j := 0; j <= ib-2; j++ { bi.Daxpy(i+1, -1, work[j:], ldwork, a[i+j+1:], lda) } // Apply the block reflector H to A[i+1:ihi+1,i+ib:n] from the // left. impl.Dlarfb(blas.Left, blas.Trans, lapack.Forward, lapack.ColumnWise, ihi-i, n-i-ib, ib, a[(i+1)*lda+i:], lda, work[iwt:], ldt, a[(i+1)*lda+i+ib:], lda, work, ldwork) } } // Use unblocked code to reduce the rest of the matrix. impl.Dgehd2(n, i, ihi, a, lda, tau, work) work[0] = float64(lwkopt) }