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zgeqrt2.f 6.3 kB

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  1. *> \brief \b ZGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEQRT2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqrt2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqrt2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqrt2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEQRT2( M, N, A, LDA, T, LDT, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LDT, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX*16 A( LDA, * ), T( LDT, * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> ZGEQRT2 computes a QR factorization of a complex M-by-N matrix A,
  37. *> using the compact WY representation of Q.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrix A. M >= N.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in,out] A
  56. *> \verbatim
  57. *> A is COMPLEX*16 array, dimension (LDA,N)
  58. *> On entry, the complex M-by-N matrix A. On exit, the elements on and
  59. *> above the diagonal contain the N-by-N upper triangular matrix R; the
  60. *> elements below the diagonal are the columns of V. See below for
  61. *> further details.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] LDA
  65. *> \verbatim
  66. *> LDA is INTEGER
  67. *> The leading dimension of the array A. LDA >= max(1,M).
  68. *> \endverbatim
  69. *>
  70. *> \param[out] T
  71. *> \verbatim
  72. *> T is COMPLEX*16 array, dimension (LDT,N)
  73. *> The N-by-N upper triangular factor of the block reflector.
  74. *> The elements on and above the diagonal contain the block
  75. *> reflector T; the elements below the diagonal are not used.
  76. *> See below for further details.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] LDT
  80. *> \verbatim
  81. *> LDT is INTEGER
  82. *> The leading dimension of the array T. LDT >= max(1,N).
  83. *> \endverbatim
  84. *>
  85. *> \param[out] INFO
  86. *> \verbatim
  87. *> INFO is INTEGER
  88. *> = 0: successful exit
  89. *> < 0: if INFO = -i, the i-th argument had an illegal value
  90. *> \endverbatim
  91. *
  92. * Authors:
  93. * ========
  94. *
  95. *> \author Univ. of Tennessee
  96. *> \author Univ. of California Berkeley
  97. *> \author Univ. of Colorado Denver
  98. *> \author NAG Ltd.
  99. *
  100. *> \date December 2016
  101. *
  102. *> \ingroup complex16GEcomputational
  103. *
  104. *> \par Further Details:
  105. * =====================
  106. *>
  107. *> \verbatim
  108. *>
  109. *> The matrix V stores the elementary reflectors H(i) in the i-th column
  110. *> below the diagonal. For example, if M=5 and N=3, the matrix V is
  111. *>
  112. *> V = ( 1 )
  113. *> ( v1 1 )
  114. *> ( v1 v2 1 )
  115. *> ( v1 v2 v3 )
  116. *> ( v1 v2 v3 )
  117. *>
  118. *> where the vi's represent the vectors which define H(i), which are returned
  119. *> in the matrix A. The 1's along the diagonal of V are not stored in A. The
  120. *> block reflector H is then given by
  121. *>
  122. *> H = I - V * T * V**H
  123. *>
  124. *> where V**H is the conjugate transpose of V.
  125. *> \endverbatim
  126. *>
  127. * =====================================================================
  128. SUBROUTINE ZGEQRT2( M, N, A, LDA, T, LDT, INFO )
  129. *
  130. * -- LAPACK computational routine (version 3.7.0) --
  131. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  132. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  133. * December 2016
  134. *
  135. * .. Scalar Arguments ..
  136. INTEGER INFO, LDA, LDT, M, N
  137. * ..
  138. * .. Array Arguments ..
  139. COMPLEX*16 A( LDA, * ), T( LDT, * )
  140. * ..
  141. *
  142. * =====================================================================
  143. *
  144. * .. Parameters ..
  145. COMPLEX*16 ONE, ZERO
  146. PARAMETER( ONE = (1.0D+00,0.0D+00), ZERO = (0.0D+00,0.0D+00) )
  147. * ..
  148. * .. Local Scalars ..
  149. INTEGER I, K
  150. COMPLEX*16 AII, ALPHA
  151. * ..
  152. * .. External Subroutines ..
  153. EXTERNAL ZLARFG, ZGEMV, ZGERC, ZTRMV, XERBLA
  154. * ..
  155. * .. Executable Statements ..
  156. *
  157. * Test the input arguments
  158. *
  159. INFO = 0
  160. IF( M.LT.0 ) THEN
  161. INFO = -1
  162. ELSE IF( N.LT.0 ) THEN
  163. INFO = -2
  164. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  165. INFO = -4
  166. ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
  167. INFO = -6
  168. END IF
  169. IF( INFO.NE.0 ) THEN
  170. CALL XERBLA( 'ZGEQRT2', -INFO )
  171. RETURN
  172. END IF
  173. *
  174. K = MIN( M, N )
  175. *
  176. DO I = 1, K
  177. *
  178. * Generate elem. refl. H(i) to annihilate A(i+1:m,i), tau(I) -> T(I,1)
  179. *
  180. CALL ZLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  181. $ T( I, 1 ) )
  182. IF( I.LT.N ) THEN
  183. *
  184. * Apply H(i) to A(I:M,I+1:N) from the left
  185. *
  186. AII = A( I, I )
  187. A( I, I ) = ONE
  188. *
  189. * W(1:N-I) := A(I:M,I+1:N)^H * A(I:M,I) [W = T(:,N)]
  190. *
  191. CALL ZGEMV( 'C',M-I+1, N-I, ONE, A( I, I+1 ), LDA,
  192. $ A( I, I ), 1, ZERO, T( 1, N ), 1 )
  193. *
  194. * A(I:M,I+1:N) = A(I:m,I+1:N) + alpha*A(I:M,I)*W(1:N-1)^H
  195. *
  196. ALPHA = -CONJG(T( I, 1 ))
  197. CALL ZGERC( M-I+1, N-I, ALPHA, A( I, I ), 1,
  198. $ T( 1, N ), 1, A( I, I+1 ), LDA )
  199. A( I, I ) = AII
  200. END IF
  201. END DO
  202. *
  203. DO I = 2, N
  204. AII = A( I, I )
  205. A( I, I ) = ONE
  206. *
  207. * T(1:I-1,I) := alpha * A(I:M,1:I-1)**H * A(I:M,I)
  208. *
  209. ALPHA = -T( I, 1 )
  210. CALL ZGEMV( 'C', M-I+1, I-1, ALPHA, A( I, 1 ), LDA,
  211. $ A( I, I ), 1, ZERO, T( 1, I ), 1 )
  212. A( I, I ) = AII
  213. *
  214. * T(1:I-1,I) := T(1:I-1,1:I-1) * T(1:I-1,I)
  215. *
  216. CALL ZTRMV( 'U', 'N', 'N', I-1, T, LDT, T( 1, I ), 1 )
  217. *
  218. * T(I,I) = tau(I)
  219. *
  220. T( I, I ) = T( I, 1 )
  221. T( I, 1) = ZERO
  222. END DO
  223. *
  224. * End of ZGEQRT2
  225. *
  226. END