Purpose
To compute the matrix product
C = alpha*op( T )*B + beta*C,
where alpha and beta are scalars and T is a block Toeplitz matrix
specified by its first block column TC and first block row TR;
B and C are general matrices of appropriate dimensions.
Specification
SUBROUTINE MB02KD( LDBLK, TRANS, K, L, M, N, R, ALPHA, BETA,
$ TC, LDTC, TR, LDTR, B, LDB, C, LDC, DWORK,
$ LDWORK, INFO )
C .. Scalar Arguments ..
CHARACTER LDBLK, TRANS
INTEGER INFO, K, L, LDB, LDC, LDTC, LDTR, LDWORK, M, N,
$ R
DOUBLE PRECISION ALPHA, BETA
C .. Array Arguments ..
DOUBLE PRECISION B(LDB,*), C(LDC,*), DWORK(*), TC(LDTC,*),
$ TR(LDTR,*)
Arguments
Mode Parameters
LDBLK CHARACTER*1
Specifies where the (1,1)-block of T is stored, as
follows:
= 'C': in the first block of TC;
= 'R': in the first block of TR.
TRANS CHARACTER*1
Specifies the form of op( T ) to be used in the matrix
multiplication as follows:
= 'N': op( T ) = T;
= 'T': op( T ) = T';
= 'C': op( T ) = T'.
Input/Output Parameters
K (input) INTEGER
The number of rows in the blocks of T. K >= 0.
L (input) INTEGER
The number of columns in the blocks of T. L >= 0.
M (input) INTEGER
The number of blocks in the first block column of T.
M >= 0.
N (input) INTEGER
The number of blocks in the first block row of T. N >= 0.
R (input) INTEGER
The number of columns in B and C. R >= 0.
ALPHA (input) DOUBLE PRECISION
The scalar alpha. When alpha is zero then TC, TR and B
are not referenced.
BETA (input) DOUBLE PRECISION
The scalar beta. When beta is zero then C need not be set
before entry.
TC (input) DOUBLE PRECISION array, dimension (LDTC,L)
On entry with LDBLK = 'C', the leading M*K-by-L part of
this array must contain the first block column of T.
On entry with LDBLK = 'R', the leading (M-1)*K-by-L part
of this array must contain the 2nd to the M-th blocks of
the first block column of T.
LDTC INTEGER
The leading dimension of the array TC.
LDTC >= MAX(1,M*K), if LDBLK = 'C';
LDTC >= MAX(1,(M-1)*K), if LDBLK = 'R'.
TR (input) DOUBLE PRECISION array, dimension (LDTR,k)
where k is (N-1)*L when LDBLK = 'C' and is N*L when
LDBLK = 'R'.
On entry with LDBLK = 'C', the leading K-by-(N-1)*L part
of this array must contain the 2nd to the N-th blocks of
the first block row of T.
On entry with LDBLK = 'R', the leading K-by-N*L part of
this array must contain the first block row of T.
LDTR INTEGER
The leading dimension of the array TR. LDTR >= MAX(1,K).
B (input) DOUBLE PRECISION array, dimension (LDB,R)
On entry with TRANS = 'N', the leading N*L-by-R part of
this array must contain the matrix B.
On entry with TRANS = 'T' or TRANS = 'C', the leading
M*K-by-R part of this array must contain the matrix B.
LDB INTEGER
The leading dimension of the array B.
LDB >= MAX(1,N*L), if TRANS = 'N';
LDB >= MAX(1,M*K), if TRANS = 'T' or TRANS = 'C'.
C (input/output) DOUBLE PRECISION array, dimension (LDC,R)
On entry with TRANS = 'N', the leading M*K-by-R part of
this array must contain the matrix C.
On entry with TRANS = 'T' or TRANS = 'C', the leading
N*L-by-R part of this array must contain the matrix C.
On exit with TRANS = 'N', the leading M*K-by-R part of
this array contains the updated matrix C.
On exit with TRANS = 'T' or TRANS = 'C', the leading
N*L-by-R part of this array contains the updated matrix C.
LDC INTEGER
The leading dimension of the array C.
LDC >= MAX(1,M*K), if TRANS = 'N';
LDC >= MAX(1,N*L), if TRANS = 'T' or TRANS = 'C'.
Workspace
DWORK DOUBLE PRECISION array, dimension (LDWORK)
On exit, if INFO = 0, DWORK(1) returns the optimal
value of LDWORK.
On exit, if INFO = -19, DWORK(1) returns the minimum
value of LDWORK.
LDWORK INTEGER
The length of the array DWORK. LDWORK >= 1.
For optimum performance LDWORK should be larger.
If LDWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of the
DWORK array, returns this value as the first entry of
the DWORK array, and no error message related to LDWORK
is issued by XERBLA.
Error Indicator
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value.
Method
For point Toeplitz matrices or sufficiently large block Toeplitz matrices, this algorithm uses convolution algorithms based on the fast Hartley transforms [1]. Otherwise, TC is copied in reversed order into the workspace such that C can be computed from barely M matrix-by-matrix multiplications.References
[1] Van Loan, Charles.
Computational frameworks for the fast Fourier transform.
SIAM, 1992.
Numerical Aspects
The algorithm requires O( (K*L+R*L+K*R)*(N+M)*log(N+M) + K*L*R ) floating point operations.Further Comments
NoneExample
Program Text
* MB02KD EXAMPLE PROGRAM TEXT
* Copyright (c) 2002-2017 NICONET e.V.
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER KMAX, LMAX, MMAX, NMAX, RMAX
PARAMETER ( KMAX = 20, LMAX = 20, MMAX = 20, NMAX = 20,
$ RMAX = 20 )
INTEGER LDB, LDC, LDTC, LDTR, LDWORK
PARAMETER ( LDB = LMAX*NMAX, LDC = KMAX*MMAX,
$ LDTC = MMAX*KMAX, LDTR = KMAX,
$ LDWORK = 2*( KMAX*LMAX + KMAX*RMAX
$ + LMAX*RMAX + 1 )*( MMAX + NMAX ) )
* .. Local Scalars ..
INTEGER I, INFO, J, K, L, M, N, R
CHARACTER LDBLK, TRANS
DOUBLE PRECISION ALPHA, BETA
* .. Local Arrays .. (Dimensioned for TRANS = 'N'.)
DOUBLE PRECISION B(LDB,RMAX), C(LDC,RMAX), DWORK(LDWORK),
$ TC(LDTC,LMAX), TR(LDTR,NMAX*LMAX)
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* .. External Subroutines ..
EXTERNAL MB02KD
* .. Intrinsic Functions ..
INTRINSIC MAX
*
* .. Executable Statements ..
WRITE ( NOUT, FMT = 99999 )
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) K, L, M, N, R, LDBLK, TRANS
IF( K.LE.0 .OR. K.GT.KMAX ) THEN
WRITE ( NOUT, FMT = 99994 ) K
ELSE IF( L.LE.0 .OR. L.GT.LMAX ) THEN
WRITE ( NOUT, FMT = 99993 ) L
ELSE IF( M.LE.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99992 ) M
ELSE IF( N.LE.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99991 ) N
ELSE IF( R.LE.0 .OR. R.GT.RMAX ) THEN
WRITE ( NOUT, FMT = 99990 ) N
ELSE
IF ( LSAME( LDBLK, 'R' ) ) THEN
READ ( NIN, FMT = * ) ( ( TC(I,J), J = 1,L ),
$ I = 1,(M-1)*K )
READ ( NIN, FMT = * ) ( ( TR(I,J), J = 1,N*L ), I = 1,K )
ELSE
READ ( NIN, FMT = * ) ( ( TC(I,J), J = 1,L ), I = 1,M*K )
READ ( NIN, FMT = * ) ( ( TR(I,J), J = 1,(N-1)*L ),
$ I = 1,K )
END IF
IF ( LSAME( TRANS, 'N' ) ) THEN
READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,R ), I = 1,N*L )
ELSE
READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,R ), I = 1,M*K )
END IF
ALPHA = ONE
BETA = ZERO
CALL MB02KD( LDBLK, TRANS, K, L, M, N, R, ALPHA, BETA, TC,
$ LDTC, TR, LDTR, B, LDB, C, LDC, DWORK, LDWORK,
$ INFO )
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
IF ( LSAME( TRANS, 'N' ) ) THEN
WRITE ( NOUT, FMT = 99997 )
DO 10 I = 1, M*K
WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,R )
10 CONTINUE
ELSE
WRITE ( NOUT, FMT = 99996 )
DO 20 I = 1, N*L
WRITE ( NOUT, FMT = 99995 ) ( C(I,J), J = 1,R )
20 CONTINUE
END IF
END IF
END IF
STOP
*
99999 FORMAT (' MB02KD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from MB02KD = ',I2)
99997 FORMAT (' The product C = T * B is ')
99996 FORMAT (' The product C = T^T * B is ')
99995 FORMAT (20(1X,F8.4))
99994 FORMAT (/' K is out of range.',/' K = ',I5)
99993 FORMAT (/' L is out of range.',/' L = ',I5)
99992 FORMAT (/' M is out of range.',/' M = ',I5)
99991 FORMAT (/' N is out of range.',/' N = ',I5)
99990 FORMAT (/' R is out of range.',/' R = ',I5)
END
Program Data
MB02KD EXAMPLE PROGRAM DATA
3 2 4 5 1 C N
4.0 1.0
3.0 5.0
2.0 1.0
4.0 1.0
3.0 4.0
2.0 4.0
3.0 1.0
3.0 0.0
4.0 4.0
5.0 1.0
3.0 1.0
4.0 3.0
5.0 2.0 2.0 2.0 2.0 1.0 1.0 3.0
4.0 1.0 5.0 4.0 5.0 4.0 1.0 2.0
2.0 3.0 4.0 1.0 3.0 3.0 3.0 3.0
0.0
2.0
2.0
2.0
1.0
3.0
3.0
4.0
2.0
3.0
Program Results
MB02KD EXAMPLE PROGRAM RESULTS The product C = T * B is 45.0000 76.0000 55.0000 44.0000 84.0000 56.0000 52.0000 70.0000 54.0000 49.0000 63.0000 59.0000