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dtplqt2.f 8.9 kB

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  1. *> \brief \b DTPLQT2 computes a LQ factorization of a real or complex "triangular-pentagonal" matrix, which is composed of a triangular block and a pentagonal block, using the compact WY representation for Q.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DTPLQT2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtplqt2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtplqt2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtplqt2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DTPLQT2( M, N, L, A, LDA, B, LDB, T, LDT, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LDB, LDT, N, M, L
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), T( LDT, * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DTPLQT2 computes a LQ a factorization of a real "triangular-pentagonal"
  37. *> matrix C, which is composed of a triangular block A and pentagonal block B,
  38. *> using the compact WY representation for Q.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] M
  45. *> \verbatim
  46. *> M is INTEGER
  47. *> The total number of rows of the matrix B.
  48. *> M >= 0.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The number of columns of the matrix B, and the order of
  55. *> the triangular matrix A.
  56. *> N >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] L
  60. *> \verbatim
  61. *> L is INTEGER
  62. *> The number of rows of the lower trapezoidal part of B.
  63. *> MIN(M,N) >= L >= 0. See Further Details.
  64. *> \endverbatim
  65. *>
  66. *> \param[in,out] A
  67. *> \verbatim
  68. *> A is DOUBLE PRECISION array, dimension (LDA,M)
  69. *> On entry, the lower triangular M-by-M matrix A.
  70. *> On exit, the elements on and below the diagonal of the array
  71. *> contain the lower triangular matrix L.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,M).
  78. *> \endverbatim
  79. *>
  80. *> \param[in,out] B
  81. *> \verbatim
  82. *> B is DOUBLE PRECISION array, dimension (LDB,N)
  83. *> On entry, the pentagonal M-by-N matrix B. The first N-L columns
  84. *> are rectangular, and the last L columns are lower trapezoidal.
  85. *> On exit, B contains the pentagonal matrix V. See Further Details.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LDB
  89. *> \verbatim
  90. *> LDB is INTEGER
  91. *> The leading dimension of the array B. LDB >= max(1,M).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] T
  95. *> \verbatim
  96. *> T is DOUBLE PRECISION array, dimension (LDT,M)
  97. *> The N-by-N upper triangular factor T of the block reflector.
  98. *> See Further Details.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDT
  102. *> \verbatim
  103. *> LDT is INTEGER
  104. *> The leading dimension of the array T. LDT >= max(1,M)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] INFO
  108. *> \verbatim
  109. *> INFO is INTEGER
  110. *> = 0: successful exit
  111. *> < 0: if INFO = -i, the i-th argument had an illegal value
  112. *> \endverbatim
  113. *
  114. * Authors:
  115. * ========
  116. *
  117. *> \author Univ. of Tennessee
  118. *> \author Univ. of California Berkeley
  119. *> \author Univ. of Colorado Denver
  120. *> \author NAG Ltd.
  121. *
  122. *> \date June 2017
  123. *
  124. *> \ingroup doubleOTHERcomputational
  125. *
  126. *> \par Further Details:
  127. * =====================
  128. *>
  129. *> \verbatim
  130. *>
  131. *> The input matrix C is a M-by-(M+N) matrix
  132. *>
  133. *> C = [ A ][ B ]
  134. *>
  135. *>
  136. *> where A is an lower triangular M-by-M matrix, and B is M-by-N pentagonal
  137. *> matrix consisting of a M-by-(N-L) rectangular matrix B1 left of a M-by-L
  138. *> upper trapezoidal matrix B2:
  139. *>
  140. *> B = [ B1 ][ B2 ]
  141. *> [ B1 ] <- M-by-(N-L) rectangular
  142. *> [ B2 ] <- M-by-L lower trapezoidal.
  143. *>
  144. *> The lower trapezoidal matrix B2 consists of the first L columns of a
  145. *> N-by-N lower triangular matrix, where 0 <= L <= MIN(M,N). If L=0,
  146. *> B is rectangular M-by-N; if M=L=N, B is lower triangular.
  147. *>
  148. *> The matrix W stores the elementary reflectors H(i) in the i-th row
  149. *> above the diagonal (of A) in the M-by-(M+N) input matrix C
  150. *>
  151. *> C = [ A ][ B ]
  152. *> [ A ] <- lower triangular M-by-M
  153. *> [ B ] <- M-by-N pentagonal
  154. *>
  155. *> so that W can be represented as
  156. *>
  157. *> W = [ I ][ V ]
  158. *> [ I ] <- identity, M-by-M
  159. *> [ V ] <- M-by-N, same form as B.
  160. *>
  161. *> Thus, all of information needed for W is contained on exit in B, which
  162. *> we call V above. Note that V has the same form as B; that is,
  163. *>
  164. *> W = [ V1 ][ V2 ]
  165. *> [ V1 ] <- M-by-(N-L) rectangular
  166. *> [ V2 ] <- M-by-L lower trapezoidal.
  167. *>
  168. *> The rows of V represent the vectors which define the H(i)'s.
  169. *> The (M+N)-by-(M+N) block reflector H is then given by
  170. *>
  171. *> H = I - W**T * T * W
  172. *>
  173. *> where W^H is the conjugate transpose of W and T is the upper triangular
  174. *> factor of the block reflector.
  175. *> \endverbatim
  176. *>
  177. * =====================================================================
  178. SUBROUTINE DTPLQT2( M, N, L, A, LDA, B, LDB, T, LDT, INFO )
  179. *
  180. * -- LAPACK computational routine (version 3.7.1) --
  181. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  182. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  183. * June 2017
  184. *
  185. * .. Scalar Arguments ..
  186. INTEGER INFO, LDA, LDB, LDT, N, M, L
  187. * ..
  188. * .. Array Arguments ..
  189. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), T( LDT, * )
  190. * ..
  191. *
  192. * =====================================================================
  193. *
  194. * .. Parameters ..
  195. DOUBLE PRECISION ONE, ZERO
  196. PARAMETER( ONE = 1.0, ZERO = 0.0 )
  197. * ..
  198. * .. Local Scalars ..
  199. INTEGER I, J, P, MP, NP
  200. DOUBLE PRECISION ALPHA
  201. * ..
  202. * .. External Subroutines ..
  203. EXTERNAL DLARFG, DGEMV, DGER, DTRMV, XERBLA
  204. * ..
  205. * .. Intrinsic Functions ..
  206. INTRINSIC MAX, MIN
  207. * ..
  208. * .. Executable Statements ..
  209. *
  210. * Test the input arguments
  211. *
  212. INFO = 0
  213. IF( M.LT.0 ) THEN
  214. INFO = -1
  215. ELSE IF( N.LT.0 ) THEN
  216. INFO = -2
  217. ELSE IF( L.LT.0 .OR. L.GT.MIN(M,N) ) THEN
  218. INFO = -3
  219. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  220. INFO = -5
  221. ELSE IF( LDB.LT.MAX( 1, M ) ) THEN
  222. INFO = -7
  223. ELSE IF( LDT.LT.MAX( 1, M ) ) THEN
  224. INFO = -9
  225. END IF
  226. IF( INFO.NE.0 ) THEN
  227. CALL XERBLA( 'DTPLQT2', -INFO )
  228. RETURN
  229. END IF
  230. *
  231. * Quick return if possible
  232. *
  233. IF( N.EQ.0 .OR. M.EQ.0 ) RETURN
  234. *
  235. DO I = 1, M
  236. *
  237. * Generate elementary reflector H(I) to annihilate B(I,:)
  238. *
  239. P = N-L+MIN( L, I )
  240. CALL DLARFG( P+1, A( I, I ), B( I, 1 ), LDB, T( 1, I ) )
  241. IF( I.LT.M ) THEN
  242. *
  243. * W(M-I:1) := C(I+1:M,I:N) * C(I,I:N) [use W = T(M,:)]
  244. *
  245. DO J = 1, M-I
  246. T( M, J ) = (A( I+J, I ))
  247. END DO
  248. CALL DGEMV( 'N', M-I, P, ONE, B( I+1, 1 ), LDB,
  249. $ B( I, 1 ), LDB, ONE, T( M, 1 ), LDT )
  250. *
  251. * C(I+1:M,I:N) = C(I+1:M,I:N) + alpha * C(I,I:N)*W(M-1:1)^H
  252. *
  253. ALPHA = -(T( 1, I ))
  254. DO J = 1, M-I
  255. A( I+J, I ) = A( I+J, I ) + ALPHA*(T( M, J ))
  256. END DO
  257. CALL DGER( M-I, P, ALPHA, T( M, 1 ), LDT,
  258. $ B( I, 1 ), LDB, B( I+1, 1 ), LDB )
  259. END IF
  260. END DO
  261. *
  262. DO I = 2, M
  263. *
  264. * T(I,1:I-1) := C(I:I-1,1:N) * (alpha * C(I,I:N)^H)
  265. *
  266. ALPHA = -T( 1, I )
  267. DO J = 1, I-1
  268. T( I, J ) = ZERO
  269. END DO
  270. P = MIN( I-1, L )
  271. NP = MIN( N-L+1, N )
  272. MP = MIN( P+1, M )
  273. *
  274. * Triangular part of B2
  275. *
  276. DO J = 1, P
  277. T( I, J ) = ALPHA*B( I, N-L+J )
  278. END DO
  279. CALL DTRMV( 'L', 'N', 'N', P, B( 1, NP ), LDB,
  280. $ T( I, 1 ), LDT )
  281. *
  282. * Rectangular part of B2
  283. *
  284. CALL DGEMV( 'N', I-1-P, L, ALPHA, B( MP, NP ), LDB,
  285. $ B( I, NP ), LDB, ZERO, T( I,MP ), LDT )
  286. *
  287. * B1
  288. *
  289. CALL DGEMV( 'N', I-1, N-L, ALPHA, B, LDB, B( I, 1 ), LDB,
  290. $ ONE, T( I, 1 ), LDT )
  291. *
  292. * T(1:I-1,I) := T(1:I-1,1:I-1) * T(I,1:I-1)
  293. *
  294. CALL DTRMV( 'L', 'T', 'N', I-1, T, LDT, T( I, 1 ), LDT )
  295. *
  296. * T(I,I) = tau(I)
  297. *
  298. T( I, I ) = T( 1, I )
  299. T( 1, I ) = ZERO
  300. END DO
  301. DO I=1,M
  302. DO J= I+1,M
  303. T(I,J)=T(J,I)
  304. T(J,I)= ZERO
  305. END DO
  306. END DO
  307. *
  308. * End of DTPLQT2
  309. *
  310. END