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cgelqt.f 5.2 kB

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  1. *> \brief \b CGELQT
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE CGELQT( M, N, MB, A, LDA, T, LDT, WORK, INFO )
  7. *
  8. * .. Scalar Arguments ..
  9. * INTEGER INFO, LDA, LDT, M, N, MB
  10. * ..
  11. * .. Array Arguments ..
  12. * COMPLEX A( LDA, * ), T( LDT, * ), WORK( * )
  13. * ..
  14. *
  15. *
  16. *> \par Purpose:
  17. * =============
  18. *>
  19. *> \verbatim
  20. *>
  21. *> CGELQT computes a blocked LQ factorization of a complex M-by-N matrix A
  22. *> using the compact WY representation of Q.
  23. *> \endverbatim
  24. *
  25. * Arguments:
  26. * ==========
  27. *
  28. *> \param[in] M
  29. *> \verbatim
  30. *> M is INTEGER
  31. *> The number of rows of the matrix A. M >= 0.
  32. *> \endverbatim
  33. *>
  34. *> \param[in] N
  35. *> \verbatim
  36. *> N is INTEGER
  37. *> The number of columns of the matrix A. N >= 0.
  38. *> \endverbatim
  39. *>
  40. *> \param[in] MB
  41. *> \verbatim
  42. *> MB is INTEGER
  43. *> The block size to be used in the blocked QR. MIN(M,N) >= MB >= 1.
  44. *> \endverbatim
  45. *>
  46. *> \param[in,out] A
  47. *> \verbatim
  48. *> A is COMPLEX array, dimension (LDA,N)
  49. *> On entry, the M-by-N matrix A.
  50. *> On exit, the elements on and below the diagonal of the array
  51. *> contain the M-by-MIN(M,N) lower trapezoidal matrix L (L is
  52. *> lower triangular if M <= N); the elements above the diagonal
  53. *> are the rows of V.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] LDA
  57. *> \verbatim
  58. *> LDA is INTEGER
  59. *> The leading dimension of the array A. LDA >= max(1,M).
  60. *> \endverbatim
  61. *>
  62. *> \param[out] T
  63. *> \verbatim
  64. *> T is COMPLEX array, dimension (LDT,MIN(M,N))
  65. *> The upper triangular block reflectors stored in compact form
  66. *> as a sequence of upper triangular blocks. See below
  67. *> for further details.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] LDT
  71. *> \verbatim
  72. *> LDT is INTEGER
  73. *> The leading dimension of the array T. LDT >= MB.
  74. *> \endverbatim
  75. *>
  76. *> \param[out] WORK
  77. *> \verbatim
  78. *> WORK is COMPLEX array, dimension (MB*N)
  79. *> \endverbatim
  80. *>
  81. *> \param[out] INFO
  82. *> \verbatim
  83. *> INFO is INTEGER
  84. *> = 0: successful exit
  85. *> < 0: if INFO = -i, the i-th argument had an illegal value
  86. *> \endverbatim
  87. *
  88. * Authors:
  89. * ========
  90. *
  91. *> \author Univ. of Tennessee
  92. *> \author Univ. of California Berkeley
  93. *> \author Univ. of Colorado Denver
  94. *> \author NAG Ltd.
  95. *
  96. *> \date June 2017
  97. *
  98. *> \ingroup doubleGEcomputational
  99. *
  100. *> \par Further Details:
  101. * =====================
  102. *>
  103. *> \verbatim
  104. *>
  105. *> The matrix V stores the elementary reflectors H(i) in the i-th row
  106. *> above the diagonal. For example, if M=5 and N=3, the matrix V is
  107. *>
  108. *> V = ( 1 v1 v1 v1 v1 )
  109. *> ( 1 v2 v2 v2 )
  110. *> ( 1 v3 v3 )
  111. *>
  112. *>
  113. *> where the vi's represent the vectors which define H(i), which are returned
  114. *> in the matrix A. The 1's along the diagonal of V are not stored in A.
  115. *> Let K=MIN(M,N). The number of blocks is B = ceiling(K/MB), where each
  116. *> block is of order MB except for the last block, which is of order
  117. *> IB = K - (B-1)*MB. For each of the B blocks, a upper triangular block
  118. *> reflector factor is computed: T1, T2, ..., TB. The MB-by-MB (and IB-by-IB
  119. *> for the last block) T's are stored in the MB-by-K matrix T as
  120. *>
  121. *> T = (T1 T2 ... TB).
  122. *> \endverbatim
  123. *>
  124. * =====================================================================
  125. SUBROUTINE CGELQT( M, N, MB, A, LDA, T, LDT, WORK, INFO )
  126. *
  127. * -- LAPACK computational routine (version 3.7.1) --
  128. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  129. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  130. * June 2017
  131. *
  132. * .. Scalar Arguments ..
  133. INTEGER INFO, LDA, LDT, M, N, MB
  134. * ..
  135. * .. Array Arguments ..
  136. COMPLEX A( LDA, * ), T( LDT, * ), WORK( * )
  137. * ..
  138. *
  139. * =====================================================================
  140. *
  141. * ..
  142. * .. Local Scalars ..
  143. INTEGER I, IB, IINFO, K
  144. * ..
  145. * .. External Subroutines ..
  146. EXTERNAL CGELQT3, CLARFB, XERBLA
  147. * ..
  148. * .. Executable Statements ..
  149. *
  150. * Test the input arguments
  151. *
  152. INFO = 0
  153. IF( M.LT.0 ) THEN
  154. INFO = -1
  155. ELSE IF( N.LT.0 ) THEN
  156. INFO = -2
  157. ELSE IF( MB.LT.1 .OR. (MB.GT.MIN(M,N) .AND. MIN(M,N).GT.0 ))THEN
  158. INFO = -3
  159. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  160. INFO = -5
  161. ELSE IF( LDT.LT.MB ) THEN
  162. INFO = -7
  163. END IF
  164. IF( INFO.NE.0 ) THEN
  165. CALL XERBLA( 'CGELQT', -INFO )
  166. RETURN
  167. END IF
  168. *
  169. * Quick return if possible
  170. *
  171. K = MIN( M, N )
  172. IF( K.EQ.0 ) RETURN
  173. *
  174. * Blocked loop of length K
  175. *
  176. DO I = 1, K, MB
  177. IB = MIN( K-I+1, MB )
  178. *
  179. * Compute the LQ factorization of the current block A(I:M,I:I+IB-1)
  180. *
  181. CALL CGELQT3( IB, N-I+1, A(I,I), LDA, T(1,I), LDT, IINFO )
  182. IF( I+IB.LE.M ) THEN
  183. *
  184. * Update by applying H**T to A(I:M,I+IB:N) from the right
  185. *
  186. CALL CLARFB( 'R', 'N', 'F', 'R', M-I-IB+1, N-I+1, IB,
  187. $ A( I, I ), LDA, T( 1, I ), LDT,
  188. $ A( I+IB, I ), LDA, WORK , M-I-IB+1 )
  189. END IF
  190. END DO
  191. RETURN
  192. *
  193. * End of CGELQT
  194. *
  195. END