dynare/mex/sources/libslicot/MB04PY.f

649 lines
18 KiB
Fortran

SUBROUTINE MB04PY( SIDE, M, N, V, TAU, C, LDC, DWORK )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To apply a real elementary reflector H to a real m-by-n matrix
C C, from either the left or the right. H is represented in the form
C ( 1 )
C H = I - tau * u *u', u = ( ),
C ( v )
C where tau is a real scalar and v is a real vector.
C
C If tau = 0, then H is taken to be the unit matrix.
C
C In-line code is used if H has order < 11.
C
C ARGUMENTS
C
C Mode Parameters
C
C SIDE CHARACTER*1
C Indicates whether the elementary reflector should be
C applied from the left or from the right, as follows:
C = 'L': Compute H * C;
C = 'R': Compute C * H.
C
C Input/Output Parameters
C
C M (input) INTEGER
C The number of rows of the matrix C. M >= 0.
C
C N (input) INTEGER
C The number of columns of the matrix C. N >= 0.
C
C V (input) DOUBLE PRECISION array, dimension
C (M-1), if SIDE = 'L', or
C (N-1), if SIDE = 'R'.
C The vector v in the representation of H.
C
C TAU (input) DOUBLE PRECISION
C The scalar factor of the elementary reflector H.
C
C C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
C On entry, the leading M-by-N part of this array must
C contain the matrix C.
C On exit, the leading M-by-N part of this array contains
C the matrix H * C, if SIDE = 'L', or C * H, if SIDE = 'R'.
C
C LDC INTEGER
C The leading dimension of array C. LDC >= MAX(1,M).
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (N), if SIDE = 'L', or
C (M), if SIDE = 'R'.
C DWORK is not referenced if H has order less than 11.
C
C METHOD
C
C The routine applies the elementary reflector H, taking its special
C structure into account. The multiplications by the first component
C of u (which is 1) are avoided, to increase the efficiency.
C
C NUMERICAL ASPECTS
C
C The algorithm is backward stable.
C
C CONTRIBUTORS
C
C V. Sima, Katholieke Univ. Leuven, Belgium, Feb. 1999.
C This is a modification of LAPACK Library routine DLARFX.
*
C REVISIONS
C
C -
C
C KEYWORDS
C
C Elementary matrix operations, elementary reflector, orthogonal
C transformation.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
C ..
C .. Scalar Arguments ..
CHARACTER SIDE
INTEGER LDC, M, N
DOUBLE PRECISION TAU
C ..
C .. Array Arguments ..
DOUBLE PRECISION C( LDC, * ), DWORK( * ), V( * )
C ..
C .. Local Scalars ..
INTEGER J
DOUBLE PRECISION SUM, T1, T2, T3, T4, T5, T6, T7, T8, T9,
$ V1, V2, V3, V4, V5, V6, V7, V8, V9
C ..
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C ..
C .. External Subroutines ..
EXTERNAL DAXPY, DCOPY, DGEMV, DGER
C ..
C .. Executable Statements ..
C
IF( TAU.EQ.ZERO )
$ RETURN
IF( LSAME( SIDE, 'L' ) ) THEN
C
C Form H * C, where H has order m.
C
GO TO ( 10, 30, 50, 70, 90, 110, 130, 150,
$ 170, 190 ) M
C
C Code for general M.
C
C w := C'*u.
C
CALL DCOPY( N, C, LDC, DWORK, 1 )
CALL DGEMV( 'Transpose', M-1, N, ONE, C( 2, 1 ), LDC, V, 1,
$ ONE, DWORK, 1 )
C
C C := C - tau * u * w'.
C
CALL DAXPY( N, -TAU, DWORK, 1, C, LDC )
CALL DGER( M-1, N, -TAU, V, 1, DWORK, 1, C( 2, 1 ), LDC )
GO TO 410
10 CONTINUE
C
C Special code for 1 x 1 Householder.
C
T1 = ONE - TAU
DO 20 J = 1, N
C( 1, J ) = T1*C( 1, J )
20 CONTINUE
GO TO 410
30 CONTINUE
C
C Special code for 2 x 2 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
DO 40 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
40 CONTINUE
GO TO 410
50 CONTINUE
C
C Special code for 3 x 3 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
DO 60 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
60 CONTINUE
GO TO 410
70 CONTINUE
C
C Special code for 4 x 4 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
DO 80 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J ) +
$ V3*C( 4, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
C( 4, J ) = C( 4, J ) - SUM*T3
80 CONTINUE
GO TO 410
90 CONTINUE
C
C Special code for 5 x 5 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
DO 100 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J ) +
$ V3*C( 4, J ) + V4*C( 5, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
C( 4, J ) = C( 4, J ) - SUM*T3
C( 5, J ) = C( 5, J ) - SUM*T4
100 CONTINUE
GO TO 410
110 CONTINUE
C
C Special code for 6 x 6 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
DO 120 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J ) +
$ V3*C( 4, J ) + V4*C( 5, J ) + V5*C( 6, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
C( 4, J ) = C( 4, J ) - SUM*T3
C( 5, J ) = C( 5, J ) - SUM*T4
C( 6, J ) = C( 6, J ) - SUM*T5
120 CONTINUE
GO TO 410
130 CONTINUE
C
C Special code for 7 x 7 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
DO 140 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J ) +
$ V3*C( 4, J ) + V4*C( 5, J ) + V5*C( 6, J ) +
$ V6*C( 7, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
C( 4, J ) = C( 4, J ) - SUM*T3
C( 5, J ) = C( 5, J ) - SUM*T4
C( 6, J ) = C( 6, J ) - SUM*T5
C( 7, J ) = C( 7, J ) - SUM*T6
140 CONTINUE
GO TO 410
150 CONTINUE
C
C Special code for 8 x 8 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
V7 = V( 7 )
T7 = TAU*V7
DO 160 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J ) +
$ V3*C( 4, J ) + V4*C( 5, J ) + V5*C( 6, J ) +
$ V6*C( 7, J ) + V7*C( 8, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
C( 4, J ) = C( 4, J ) - SUM*T3
C( 5, J ) = C( 5, J ) - SUM*T4
C( 6, J ) = C( 6, J ) - SUM*T5
C( 7, J ) = C( 7, J ) - SUM*T6
C( 8, J ) = C( 8, J ) - SUM*T7
160 CONTINUE
GO TO 410
170 CONTINUE
C
C Special code for 9 x 9 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
V7 = V( 7 )
T7 = TAU*V7
V8 = V( 8 )
T8 = TAU*V8
DO 180 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J ) +
$ V3*C( 4, J ) + V4*C( 5, J ) + V5*C( 6, J ) +
$ V6*C( 7, J ) + V7*C( 8, J ) + V8*C( 9, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
C( 4, J ) = C( 4, J ) - SUM*T3
C( 5, J ) = C( 5, J ) - SUM*T4
C( 6, J ) = C( 6, J ) - SUM*T5
C( 7, J ) = C( 7, J ) - SUM*T6
C( 8, J ) = C( 8, J ) - SUM*T7
C( 9, J ) = C( 9, J ) - SUM*T8
180 CONTINUE
GO TO 410
190 CONTINUE
C
C Special code for 10 x 10 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
V7 = V( 7 )
T7 = TAU*V7
V8 = V( 8 )
T8 = TAU*V8
V9 = V( 9 )
T9 = TAU*V9
DO 200 J = 1, N
SUM = C( 1, J ) + V1*C( 2, J ) + V2*C( 3, J ) +
$ V3*C( 4, J ) + V4*C( 5, J ) + V5*C( 6, J ) +
$ V6*C( 7, J ) + V7*C( 8, J ) + V8*C( 9, J ) +
$ V9*C( 10, J )
C( 1, J ) = C( 1, J ) - SUM*TAU
C( 2, J ) = C( 2, J ) - SUM*T1
C( 3, J ) = C( 3, J ) - SUM*T2
C( 4, J ) = C( 4, J ) - SUM*T3
C( 5, J ) = C( 5, J ) - SUM*T4
C( 6, J ) = C( 6, J ) - SUM*T5
C( 7, J ) = C( 7, J ) - SUM*T6
C( 8, J ) = C( 8, J ) - SUM*T7
C( 9, J ) = C( 9, J ) - SUM*T8
C( 10, J ) = C( 10, J ) - SUM*T9
200 CONTINUE
GO TO 410
ELSE
C
C Form C * H, where H has order n.
C
GO TO ( 210, 230, 250, 270, 290, 310, 330, 350,
$ 370, 390 ) N
C
C Code for general N.
C
C w := C * u.
C
CALL DCOPY( M, C, 1, DWORK, 1 )
CALL DGEMV( 'No transpose', M, N-1, ONE, C( 1, 2 ), LDC, V, 1,
$ ONE, DWORK, 1 )
C
C C := C - tau * w * u'.
C
CALL DAXPY( M, -TAU, DWORK, 1, C, 1 )
CALL DGER( M, N-1, -TAU, DWORK, 1, V, 1, C( 1, 2 ), LDC )
GO TO 410
210 CONTINUE
C
C Special code for 1 x 1 Householder.
C
T1 = ONE - TAU
DO 220 J = 1, M
C( J, 1 ) = T1*C( J, 1 )
220 CONTINUE
GO TO 410
230 CONTINUE
C
C Special code for 2 x 2 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
DO 240 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
240 CONTINUE
GO TO 410
250 CONTINUE
C
C Special code for 3 x 3 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
DO 260 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
260 CONTINUE
GO TO 410
270 CONTINUE
C
C Special code for 4 x 4 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
DO 280 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 ) +
$ V3*C( J, 4 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
C( J, 4 ) = C( J, 4 ) - SUM*T3
280 CONTINUE
GO TO 410
290 CONTINUE
C
C Special code for 5 x 5 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
DO 300 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 ) +
$ V3*C( J, 4 ) + V4*C( J, 5 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
C( J, 4 ) = C( J, 4 ) - SUM*T3
C( J, 5 ) = C( J, 5 ) - SUM*T4
300 CONTINUE
GO TO 410
310 CONTINUE
C
C Special code for 6 x 6 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
DO 320 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 ) +
$ V3*C( J, 4 ) + V4*C( J, 5 ) + V5*C( J, 6 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
C( J, 4 ) = C( J, 4 ) - SUM*T3
C( J, 5 ) = C( J, 5 ) - SUM*T4
C( J, 6 ) = C( J, 6 ) - SUM*T5
320 CONTINUE
GO TO 410
330 CONTINUE
C
C Special code for 7 x 7 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
DO 340 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 ) +
$ V3*C( J, 4 ) + V4*C( J, 5 ) + V5*C( J, 6 ) +
$ V6*C( J, 7 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
C( J, 4 ) = C( J, 4 ) - SUM*T3
C( J, 5 ) = C( J, 5 ) - SUM*T4
C( J, 6 ) = C( J, 6 ) - SUM*T5
C( J, 7 ) = C( J, 7 ) - SUM*T6
340 CONTINUE
GO TO 410
350 CONTINUE
C
C Special code for 8 x 8 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
V7 = V( 7 )
T7 = TAU*V7
DO 360 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 ) +
$ V3*C( J, 4 ) + V4*C( J, 5 ) + V5*C( J, 6 ) +
$ V6*C( J, 7 ) + V7*C( J, 8 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
C( J, 4 ) = C( J, 4 ) - SUM*T3
C( J, 5 ) = C( J, 5 ) - SUM*T4
C( J, 6 ) = C( J, 6 ) - SUM*T5
C( J, 7 ) = C( J, 7 ) - SUM*T6
C( J, 8 ) = C( J, 8 ) - SUM*T7
360 CONTINUE
GO TO 410
370 CONTINUE
C
C Special code for 9 x 9 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
V7 = V( 7 )
T7 = TAU*V7
V8 = V( 8 )
T8 = TAU*V8
DO 380 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 ) +
$ V3*C( J, 4 ) + V4*C( J, 5 ) + V5*C( J, 6 ) +
$ V6*C( J, 7 ) + V7*C( J, 8 ) + V8*C( J, 9 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
C( J, 4 ) = C( J, 4 ) - SUM*T3
C( J, 5 ) = C( J, 5 ) - SUM*T4
C( J, 6 ) = C( J, 6 ) - SUM*T5
C( J, 7 ) = C( J, 7 ) - SUM*T6
C( J, 8 ) = C( J, 8 ) - SUM*T7
C( J, 9 ) = C( J, 9 ) - SUM*T8
380 CONTINUE
GO TO 410
390 CONTINUE
C
C Special code for 10 x 10 Householder.
C
V1 = V( 1 )
T1 = TAU*V1
V2 = V( 2 )
T2 = TAU*V2
V3 = V( 3 )
T3 = TAU*V3
V4 = V( 4 )
T4 = TAU*V4
V5 = V( 5 )
T5 = TAU*V5
V6 = V( 6 )
T6 = TAU*V6
V7 = V( 7 )
T7 = TAU*V7
V8 = V( 8 )
T8 = TAU*V8
V9 = V( 9 )
T9 = TAU*V9
DO 400 J = 1, M
SUM = C( J, 1 ) + V1*C( J, 2 ) + V2*C( J, 3 ) +
$ V3*C( J, 4 ) + V4*C( J, 5 ) + V5*C( J, 6 ) +
$ V6*C( J, 7 ) + V7*C( J, 8 ) + V8*C( J, 9 ) +
$ V9*C( J, 10 )
C( J, 1 ) = C( J, 1 ) - SUM*TAU
C( J, 2 ) = C( J, 2 ) - SUM*T1
C( J, 3 ) = C( J, 3 ) - SUM*T2
C( J, 4 ) = C( J, 4 ) - SUM*T3
C( J, 5 ) = C( J, 5 ) - SUM*T4
C( J, 6 ) = C( J, 6 ) - SUM*T5
C( J, 7 ) = C( J, 7 ) - SUM*T6
C( J, 8 ) = C( J, 8 ) - SUM*T7
C( J, 9 ) = C( J, 9 ) - SUM*T8
C( J, 10 ) = C( J, 10 ) - SUM*T9
400 CONTINUE
GO TO 410
END IF
410 CONTINUE
RETURN
C
C *** Last line of MB04PY ***
END