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zgelqt3.f 7.4 kB

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  1. *> \brief \b ZGELQT3 recursively computes a LQ 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 ZGELQT3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgelqt3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgelqt3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgelqt3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * RECURSIVE SUBROUTINE ZGELQT3( M, N, A, LDA, T, LDT, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N, LDT
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX*16 A( LDA, * ), T( LDT, * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> ZGELQT3 recursively computes a LQ factorization of a complex M-by-N
  37. *> matrix A, using the compact WY representation of Q.
  38. *>
  39. *> Based on the algorithm of Elmroth and Gustavson,
  40. *> IBM J. Res. Develop. Vol 44 No. 4 July 2000.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] M
  47. *> \verbatim
  48. *> M is INTEGER
  49. *> The number of rows of the matrix A. M =< N.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The number of columns of the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] A
  59. *> \verbatim
  60. *> A is COMPLEX*16 array, dimension (LDA,N)
  61. *> On entry, the complex M-by-N matrix A. On exit, the elements on and
  62. *> below the diagonal contain the N-by-N lower triangular matrix L; the
  63. *> elements above the diagonal are the rows of V. See below for
  64. *> further details.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDA
  68. *> \verbatim
  69. *> LDA is INTEGER
  70. *> The leading dimension of the array A. LDA >= max(1,M).
  71. *> \endverbatim
  72. *>
  73. *> \param[out] T
  74. *> \verbatim
  75. *> T is COMPLEX*16 array, dimension (LDT,N)
  76. *> The N-by-N upper triangular factor of the block reflector.
  77. *> The elements on and above the diagonal contain the block
  78. *> reflector T; the elements below the diagonal are not used.
  79. *> See below for further details.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDT
  83. *> \verbatim
  84. *> LDT is INTEGER
  85. *> The leading dimension of the array T. LDT >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] INFO
  89. *> \verbatim
  90. *> INFO is INTEGER
  91. *> = 0: successful exit
  92. *> < 0: if INFO = -i, the i-th argument had an illegal value
  93. *> \endverbatim
  94. *
  95. * Authors:
  96. * ========
  97. *
  98. *> \author Univ. of Tennessee
  99. *> \author Univ. of California Berkeley
  100. *> \author Univ. of Colorado Denver
  101. *> \author NAG Ltd.
  102. *
  103. *> \ingroup doubleGEcomputational
  104. *
  105. *> \par Further Details:
  106. * =====================
  107. *>
  108. *> \verbatim
  109. *>
  110. *> The matrix V stores the elementary reflectors H(i) in the i-th row
  111. *> above the diagonal. For example, if M=5 and N=3, the matrix V is
  112. *>
  113. *> V = ( 1 v1 v1 v1 v1 )
  114. *> ( 1 v2 v2 v2 )
  115. *> ( 1 v3 v3 v3 )
  116. *>
  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**T
  123. *>
  124. *> where V**T is the transpose of V.
  125. *>
  126. *> For details of the algorithm, see Elmroth and Gustavson (cited above).
  127. *> \endverbatim
  128. *>
  129. * =====================================================================
  130. RECURSIVE SUBROUTINE ZGELQT3( M, N, A, LDA, T, LDT, INFO )
  131. *
  132. * -- LAPACK computational routine --
  133. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  134. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  135. *
  136. * .. Scalar Arguments ..
  137. INTEGER INFO, LDA, M, N, LDT
  138. * ..
  139. * .. Array Arguments ..
  140. COMPLEX*16 A( LDA, * ), T( LDT, * )
  141. * ..
  142. *
  143. * =====================================================================
  144. *
  145. * .. Parameters ..
  146. COMPLEX*16 ONE, ZERO
  147. PARAMETER ( ONE = (1.0D+00,0.0D+00) )
  148. PARAMETER ( ZERO = (0.0D+00,0.0D+00))
  149. * ..
  150. * .. Local Scalars ..
  151. INTEGER I, I1, J, J1, M1, M2, IINFO
  152. * ..
  153. * .. External Subroutines ..
  154. EXTERNAL ZLARFG, ZTRMM, ZGEMM, XERBLA
  155. * ..
  156. * .. Executable Statements ..
  157. *
  158. INFO = 0
  159. IF( M .LT. 0 ) THEN
  160. INFO = -1
  161. ELSE IF( N .LT. M ) THEN
  162. INFO = -2
  163. ELSE IF( LDA .LT. MAX( 1, M ) ) THEN
  164. INFO = -4
  165. ELSE IF( LDT .LT. MAX( 1, M ) ) THEN
  166. INFO = -6
  167. END IF
  168. IF( INFO.NE.0 ) THEN
  169. CALL XERBLA( 'ZGELQT3', -INFO )
  170. RETURN
  171. END IF
  172. *
  173. IF( M.EQ.1 ) THEN
  174. *
  175. * Compute Householder transform when M=1
  176. *
  177. CALL ZLARFG( N, A( 1, 1 ), A( 1, MIN( 2, N ) ), LDA,
  178. & T( 1, 1 ) )
  179. T(1,1)=CONJG(T(1,1))
  180. *
  181. ELSE
  182. *
  183. * Otherwise, split A into blocks...
  184. *
  185. M1 = M/2
  186. M2 = M-M1
  187. I1 = MIN( M1+1, M )
  188. J1 = MIN( M+1, N )
  189. *
  190. * Compute A(1:M1,1:N) <- (Y1,R1,T1), where Q1 = I - Y1 T1 Y1^H
  191. *
  192. CALL ZGELQT3( M1, N, A, LDA, T, LDT, IINFO )
  193. *
  194. * Compute A(J1:M,1:N) = A(J1:M,1:N) Q1^H [workspace: T(1:N1,J1:N)]
  195. *
  196. DO I=1,M2
  197. DO J=1,M1
  198. T( I+M1, J ) = A( I+M1, J )
  199. END DO
  200. END DO
  201. CALL ZTRMM( 'R', 'U', 'C', 'U', M2, M1, ONE,
  202. & A, LDA, T( I1, 1 ), LDT )
  203. *
  204. CALL ZGEMM( 'N', 'C', M2, M1, N-M1, ONE, A( I1, I1 ), LDA,
  205. & A( 1, I1 ), LDA, ONE, T( I1, 1 ), LDT)
  206. *
  207. CALL ZTRMM( 'R', 'U', 'N', 'N', M2, M1, ONE,
  208. & T, LDT, T( I1, 1 ), LDT )
  209. *
  210. CALL ZGEMM( 'N', 'N', M2, N-M1, M1, -ONE, T( I1, 1 ), LDT,
  211. & A( 1, I1 ), LDA, ONE, A( I1, I1 ), LDA )
  212. *
  213. CALL ZTRMM( 'R', 'U', 'N', 'U', M2, M1 , ONE,
  214. & A, LDA, T( I1, 1 ), LDT )
  215. *
  216. DO I=1,M2
  217. DO J=1,M1
  218. A( I+M1, J ) = A( I+M1, J ) - T( I+M1, J )
  219. T( I+M1, J )= ZERO
  220. END DO
  221. END DO
  222. *
  223. * Compute A(J1:M,J1:N) <- (Y2,R2,T2) where Q2 = I - Y2 T2 Y2^H
  224. *
  225. CALL ZGELQT3( M2, N-M1, A( I1, I1 ), LDA,
  226. & T( I1, I1 ), LDT, IINFO )
  227. *
  228. * Compute T3 = T(J1:N1,1:N) = -T1 Y1^H Y2 T2
  229. *
  230. DO I=1,M2
  231. DO J=1,M1
  232. T( J, I+M1 ) = (A( J, I+M1 ))
  233. END DO
  234. END DO
  235. *
  236. CALL ZTRMM( 'R', 'U', 'C', 'U', M1, M2, ONE,
  237. & A( I1, I1 ), LDA, T( 1, I1 ), LDT )
  238. *
  239. CALL ZGEMM( 'N', 'C', M1, M2, N-M, ONE, A( 1, J1 ), LDA,
  240. & A( I1, J1 ), LDA, ONE, T( 1, I1 ), LDT )
  241. *
  242. CALL ZTRMM( 'L', 'U', 'N', 'N', M1, M2, -ONE, T, LDT,
  243. & T( 1, I1 ), LDT )
  244. *
  245. CALL ZTRMM( 'R', 'U', 'N', 'N', M1, M2, ONE,
  246. & T( I1, I1 ), LDT, T( 1, I1 ), LDT )
  247. *
  248. *
  249. *
  250. * Y = (Y1,Y2); L = [ L1 0 ]; T = [T1 T3]
  251. * [ A(1:N1,J1:N) L2 ] [ 0 T2]
  252. *
  253. END IF
  254. *
  255. RETURN
  256. *
  257. * End of ZGELQT3
  258. *
  259. END