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zlatrz.f 5.9 kB

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  1. *> \brief \b ZLATRZ factors an upper trapezoidal matrix by means of unitary transformations.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLATRZ + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlatrz.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlatrz.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlatrz.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLATRZ( M, N, L, A, LDA, TAU, WORK )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER L, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> ZLATRZ factors the M-by-(M+L) complex upper trapezoidal matrix
  37. *> [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z by means
  38. *> of unitary transformations, where Z is an (M+L)-by-(M+L) unitary
  39. *> matrix and, R and A1 are M-by-M upper triangular matrices.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] M
  46. *> \verbatim
  47. *> M is INTEGER
  48. *> The number of rows of the matrix A. M >= 0.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The number of columns of the matrix A. N >= 0.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] L
  58. *> \verbatim
  59. *> L is INTEGER
  60. *> The number of columns of the matrix A containing the
  61. *> meaningful part of the Householder vectors. N-M >= L >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in,out] A
  65. *> \verbatim
  66. *> A is COMPLEX*16 array, dimension (LDA,N)
  67. *> On entry, the leading M-by-N upper trapezoidal part of the
  68. *> array A must contain the matrix to be factorized.
  69. *> On exit, the leading M-by-M upper triangular part of A
  70. *> contains the upper triangular matrix R, and elements N-L+1 to
  71. *> N of the first M rows of A, with the array TAU, represent the
  72. *> unitary matrix Z as a product of M elementary reflectors.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] LDA
  76. *> \verbatim
  77. *> LDA is INTEGER
  78. *> The leading dimension of the array A. LDA >= max(1,M).
  79. *> \endverbatim
  80. *>
  81. *> \param[out] TAU
  82. *> \verbatim
  83. *> TAU is COMPLEX*16 array, dimension (M)
  84. *> The scalar factors of the elementary reflectors.
  85. *> \endverbatim
  86. *>
  87. *> \param[out] WORK
  88. *> \verbatim
  89. *> WORK is COMPLEX*16 array, dimension (M)
  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 complex16OTHERcomputational
  103. *
  104. *> \par Contributors:
  105. * ==================
  106. *>
  107. *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
  108. *
  109. *> \par Further Details:
  110. * =====================
  111. *>
  112. *> \verbatim
  113. *>
  114. *> The factorization is obtained by Householder's method. The kth
  115. *> transformation matrix, Z( k ), which is used to introduce zeros into
  116. *> the ( m - k + 1 )th row of A, is given in the form
  117. *>
  118. *> Z( k ) = ( I 0 ),
  119. *> ( 0 T( k ) )
  120. *>
  121. *> where
  122. *>
  123. *> T( k ) = I - tau*u( k )*u( k )**H, u( k ) = ( 1 ),
  124. *> ( 0 )
  125. *> ( z( k ) )
  126. *>
  127. *> tau is a scalar and z( k ) is an l element vector. tau and z( k )
  128. *> are chosen to annihilate the elements of the kth row of A2.
  129. *>
  130. *> The scalar tau is returned in the kth element of TAU and the vector
  131. *> u( k ) in the kth row of A2, such that the elements of z( k ) are
  132. *> in a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in
  133. *> the upper triangular part of A1.
  134. *>
  135. *> Z is given by
  136. *>
  137. *> Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
  138. *> \endverbatim
  139. *>
  140. * =====================================================================
  141. SUBROUTINE ZLATRZ( M, N, L, A, LDA, TAU, WORK )
  142. *
  143. * -- LAPACK computational routine (version 3.7.0) --
  144. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  145. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  146. * December 2016
  147. *
  148. * .. Scalar Arguments ..
  149. INTEGER L, LDA, M, N
  150. * ..
  151. * .. Array Arguments ..
  152. COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  153. * ..
  154. *
  155. * =====================================================================
  156. *
  157. * .. Parameters ..
  158. COMPLEX*16 ZERO
  159. PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) )
  160. * ..
  161. * .. Local Scalars ..
  162. INTEGER I
  163. COMPLEX*16 ALPHA
  164. * ..
  165. * .. External Subroutines ..
  166. EXTERNAL ZLACGV, ZLARFG, ZLARZ
  167. * ..
  168. * .. Intrinsic Functions ..
  169. INTRINSIC DCONJG
  170. * ..
  171. * .. Executable Statements ..
  172. *
  173. * Quick return if possible
  174. *
  175. IF( M.EQ.0 ) THEN
  176. RETURN
  177. ELSE IF( M.EQ.N ) THEN
  178. DO 10 I = 1, N
  179. TAU( I ) = ZERO
  180. 10 CONTINUE
  181. RETURN
  182. END IF
  183. *
  184. DO 20 I = M, 1, -1
  185. *
  186. * Generate elementary reflector H(i) to annihilate
  187. * [ A(i,i) A(i,n-l+1:n) ]
  188. *
  189. CALL ZLACGV( L, A( I, N-L+1 ), LDA )
  190. ALPHA = DCONJG( A( I, I ) )
  191. CALL ZLARFG( L+1, ALPHA, A( I, N-L+1 ), LDA, TAU( I ) )
  192. TAU( I ) = DCONJG( TAU( I ) )
  193. *
  194. * Apply H(i) to A(1:i-1,i:n) from the right
  195. *
  196. CALL ZLARZ( 'Right', I-1, N-I+1, L, A( I, N-L+1 ), LDA,
  197. $ DCONJG( TAU( I ) ), A( 1, I ), LDA, WORK )
  198. A( I, I ) = DCONJG( ALPHA )
  199. *
  200. 20 CONTINUE
  201. *
  202. RETURN
  203. *
  204. * End of ZLATRZ
  205. *
  206. END