173 lines
6.6 KiB
Go
173 lines
6.6 KiB
Go
// Copyright ©2015 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package gonum
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import (
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"gonum.org/v1/gonum/blas"
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"gonum.org/v1/gonum/blas/blas64"
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)
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// Dlabrd reduces the first NB rows and columns of a real general m×n matrix
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// A to upper or lower bidiagonal form by an orthogonal transformation
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// Q**T * A * P
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// If m >= n, A is reduced to upper bidiagonal form and upon exit the elements
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// on and below the diagonal in the first nb columns represent the elementary
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// reflectors, and the elements above the diagonal in the first nb rows represent
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// the matrix P. If m < n, A is reduced to lower bidiagonal form and the elements
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// P is instead stored above the diagonal.
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//
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// The reduction to bidiagonal form is stored in d and e, where d are the diagonal
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// elements, and e are the off-diagonal elements.
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//
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// The matrices Q and P are products of elementary reflectors
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// Q = H_0 * H_1 * ... * H_{nb-1}
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// P = G_0 * G_1 * ... * G_{nb-1}
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// where
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// H_i = I - tauQ[i] * v_i * v_i^T
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// G_i = I - tauP[i] * u_i * u_i^T
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//
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// As an example, on exit the entries of A when m = 6, n = 5, and nb = 2
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// [ 1 1 u1 u1 u1]
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// [v1 1 1 u2 u2]
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// [v1 v2 a a a]
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// [v1 v2 a a a]
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// [v1 v2 a a a]
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// [v1 v2 a a a]
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// and when m = 5, n = 6, and nb = 2
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// [ 1 u1 u1 u1 u1 u1]
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// [ 1 1 u2 u2 u2 u2]
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// [v1 1 a a a a]
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// [v1 v2 a a a a]
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// [v1 v2 a a a a]
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//
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// Dlabrd also returns the matrices X and Y which are used with U and V to
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// apply the transformation to the unreduced part of the matrix
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// A := A - V*Y^T - X*U^T
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// and returns the matrices X and Y which are needed to apply the
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// transformation to the unreduced part of A.
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//
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// X is an m×nb matrix, Y is an n×nb matrix. d, e, taup, and tauq must all have
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// length at least nb. Dlabrd will panic if these size constraints are violated.
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//
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// Dlabrd is an internal routine. It is exported for testing purposes.
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func (impl Implementation) Dlabrd(m, n, nb int, a []float64, lda int, d, e, tauQ, tauP, x []float64, ldx int, y []float64, ldy int) {
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switch {
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case m < 0:
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panic(mLT0)
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case n < 0:
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panic(nLT0)
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case nb < 0:
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panic(nbLT0)
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case nb > n:
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panic(nbGTN)
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case nb > m:
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panic(nbGTM)
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case lda < max(1, n):
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panic(badLdA)
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case ldx < max(1, nb):
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panic(badLdX)
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case ldy < max(1, nb):
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panic(badLdY)
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}
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if m == 0 || n == 0 || nb == 0 {
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return
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}
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switch {
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case len(a) < (m-1)*lda+n:
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panic(shortA)
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case len(d) < nb:
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panic(shortD)
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case len(e) < nb:
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panic(shortE)
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case len(tauQ) < nb:
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panic(shortTauQ)
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case len(tauP) < nb:
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panic(shortTauP)
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case len(x) < (m-1)*ldx+nb:
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panic(shortX)
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case len(y) < (n-1)*ldy+nb:
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panic(shortY)
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}
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bi := blas64.Implementation()
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if m >= n {
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// Reduce to upper bidiagonal form.
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for i := 0; i < nb; i++ {
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bi.Dgemv(blas.NoTrans, m-i, i, -1, a[i*lda:], lda, y[i*ldy:], 1, 1, a[i*lda+i:], lda)
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bi.Dgemv(blas.NoTrans, m-i, i, -1, x[i*ldx:], ldx, a[i:], lda, 1, a[i*lda+i:], lda)
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a[i*lda+i], tauQ[i] = impl.Dlarfg(m-i, a[i*lda+i], a[min(i+1, m-1)*lda+i:], lda)
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d[i] = a[i*lda+i]
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if i < n-1 {
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// Compute Y[i+1:n, i].
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a[i*lda+i] = 1
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bi.Dgemv(blas.Trans, m-i, n-i-1, 1, a[i*lda+i+1:], lda, a[i*lda+i:], lda, 0, y[(i+1)*ldy+i:], ldy)
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bi.Dgemv(blas.Trans, m-i, i, 1, a[i*lda:], lda, a[i*lda+i:], lda, 0, y[i:], ldy)
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bi.Dgemv(blas.NoTrans, n-i-1, i, -1, y[(i+1)*ldy:], ldy, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy)
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bi.Dgemv(blas.Trans, m-i, i, 1, x[i*ldx:], ldx, a[i*lda+i:], lda, 0, y[i:], ldy)
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bi.Dgemv(blas.Trans, i, n-i-1, -1, a[i+1:], lda, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy)
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bi.Dscal(n-i-1, tauQ[i], y[(i+1)*ldy+i:], ldy)
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// Update A[i, i+1:n].
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bi.Dgemv(blas.NoTrans, n-i-1, i+1, -1, y[(i+1)*ldy:], ldy, a[i*lda:], 1, 1, a[i*lda+i+1:], 1)
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bi.Dgemv(blas.Trans, i, n-i-1, -1, a[i+1:], lda, x[i*ldx:], 1, 1, a[i*lda+i+1:], 1)
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// Generate reflection P[i] to annihilate A[i, i+2:n].
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a[i*lda+i+1], tauP[i] = impl.Dlarfg(n-i-1, a[i*lda+i+1], a[i*lda+min(i+2, n-1):], 1)
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e[i] = a[i*lda+i+1]
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a[i*lda+i+1] = 1
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// Compute X[i+1:m, i].
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bi.Dgemv(blas.NoTrans, m-i-1, n-i-1, 1, a[(i+1)*lda+i+1:], lda, a[i*lda+i+1:], 1, 0, x[(i+1)*ldx+i:], ldx)
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bi.Dgemv(blas.Trans, n-i-1, i+1, 1, y[(i+1)*ldy:], ldy, a[i*lda+i+1:], 1, 0, x[i:], ldx)
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bi.Dgemv(blas.NoTrans, m-i-1, i+1, -1, a[(i+1)*lda:], lda, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx)
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bi.Dgemv(blas.NoTrans, i, n-i-1, 1, a[i+1:], lda, a[i*lda+i+1:], 1, 0, x[i:], ldx)
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bi.Dgemv(blas.NoTrans, m-i-1, i, -1, x[(i+1)*ldx:], ldx, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx)
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bi.Dscal(m-i-1, tauP[i], x[(i+1)*ldx+i:], ldx)
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}
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}
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return
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}
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// Reduce to lower bidiagonal form.
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for i := 0; i < nb; i++ {
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// Update A[i,i:n]
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bi.Dgemv(blas.NoTrans, n-i, i, -1, y[i*ldy:], ldy, a[i*lda:], 1, 1, a[i*lda+i:], 1)
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bi.Dgemv(blas.Trans, i, n-i, -1, a[i:], lda, x[i*ldx:], 1, 1, a[i*lda+i:], 1)
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// Generate reflection P[i] to annihilate A[i, i+1:n]
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a[i*lda+i], tauP[i] = impl.Dlarfg(n-i, a[i*lda+i], a[i*lda+min(i+1, n-1):], 1)
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d[i] = a[i*lda+i]
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if i < m-1 {
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a[i*lda+i] = 1
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// Compute X[i+1:m, i].
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bi.Dgemv(blas.NoTrans, m-i-1, n-i, 1, a[(i+1)*lda+i:], lda, a[i*lda+i:], 1, 0, x[(i+1)*ldx+i:], ldx)
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bi.Dgemv(blas.Trans, n-i, i, 1, y[i*ldy:], ldy, a[i*lda+i:], 1, 0, x[i:], ldx)
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bi.Dgemv(blas.NoTrans, m-i-1, i, -1, a[(i+1)*lda:], lda, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx)
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bi.Dgemv(blas.NoTrans, i, n-i, 1, a[i:], lda, a[i*lda+i:], 1, 0, x[i:], ldx)
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bi.Dgemv(blas.NoTrans, m-i-1, i, -1, x[(i+1)*ldx:], ldx, x[i:], ldx, 1, x[(i+1)*ldx+i:], ldx)
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bi.Dscal(m-i-1, tauP[i], x[(i+1)*ldx+i:], ldx)
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// Update A[i+1:m, i].
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bi.Dgemv(blas.NoTrans, m-i-1, i, -1, a[(i+1)*lda:], lda, y[i*ldy:], 1, 1, a[(i+1)*lda+i:], lda)
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bi.Dgemv(blas.NoTrans, m-i-1, i+1, -1, x[(i+1)*ldx:], ldx, a[i:], lda, 1, a[(i+1)*lda+i:], lda)
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// Generate reflection Q[i] to annihilate A[i+2:m, i].
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a[(i+1)*lda+i], tauQ[i] = impl.Dlarfg(m-i-1, a[(i+1)*lda+i], a[min(i+2, m-1)*lda+i:], lda)
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e[i] = a[(i+1)*lda+i]
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a[(i+1)*lda+i] = 1
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// Compute Y[i+1:n, i].
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bi.Dgemv(blas.Trans, m-i-1, n-i-1, 1, a[(i+1)*lda+i+1:], lda, a[(i+1)*lda+i:], lda, 0, y[(i+1)*ldy+i:], ldy)
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bi.Dgemv(blas.Trans, m-i-1, i, 1, a[(i+1)*lda:], lda, a[(i+1)*lda+i:], lda, 0, y[i:], ldy)
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bi.Dgemv(blas.NoTrans, n-i-1, i, -1, y[(i+1)*ldy:], ldy, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy)
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bi.Dgemv(blas.Trans, m-i-1, i+1, 1, x[(i+1)*ldx:], ldx, a[(i+1)*lda+i:], lda, 0, y[i:], ldy)
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bi.Dgemv(blas.Trans, i+1, n-i-1, -1, a[i+1:], lda, y[i:], ldy, 1, y[(i+1)*ldy+i:], ldy)
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bi.Dscal(n-i-1, tauQ[i], y[(i+1)*ldy+i:], ldy)
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}
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}
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}
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