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dtplqt.f 8.0 kB

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  1. *> \brief \b DTPLQT
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DTPLQT + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtplqt.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtplqt.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtplqt.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DTPLQT( M, N, L, MB, A, LDA, B, LDB, T, LDT, WORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LDT, N, M, L, MB
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), T( LDT, * ), WORK( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DTPLQT computes a blocked LQ factorization of a real
  38. *> "triangular-pentagonal" matrix C, which is composed of a
  39. *> triangular block A and pentagonal block B, using the compact
  40. *> WY representation for Q.
  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 B, and the order of the
  50. *> triangular matrix A.
  51. *> M >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of columns of the matrix B.
  58. *> N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] L
  62. *> \verbatim
  63. *> L is INTEGER
  64. *> The number of rows of the lower trapezoidal part of B.
  65. *> MIN(M,N) >= L >= 0. See Further Details.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] MB
  69. *> \verbatim
  70. *> MB is INTEGER
  71. *> The block size to be used in the blocked QR. M >= MB >= 1.
  72. *> \endverbatim
  73. *>
  74. *> \param[in,out] A
  75. *> \verbatim
  76. *> A is DOUBLE PRECISION array, dimension (LDA,M)
  77. *> On entry, the lower triangular M-by-M matrix A.
  78. *> On exit, the elements on and below the diagonal of the array
  79. *> contain the lower triangular matrix L.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the array A. LDA >= max(1,M).
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] B
  89. *> \verbatim
  90. *> B is DOUBLE PRECISION array, dimension (LDB,N)
  91. *> On entry, the pentagonal M-by-N matrix B. The first N-L columns
  92. *> are rectangular, and the last L columns are lower trapezoidal.
  93. *> On exit, B contains the pentagonal matrix V. See Further Details.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDB
  97. *> \verbatim
  98. *> LDB is INTEGER
  99. *> The leading dimension of the array B. LDB >= max(1,M).
  100. *> \endverbatim
  101. *>
  102. *> \param[out] T
  103. *> \verbatim
  104. *> T is DOUBLE PRECISION array, dimension (LDT,N)
  105. *> The lower triangular block reflectors stored in compact form
  106. *> as a sequence of upper triangular blocks. See Further Details.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDT
  110. *> \verbatim
  111. *> LDT is INTEGER
  112. *> The leading dimension of the array T. LDT >= MB.
  113. *> \endverbatim
  114. *>
  115. *> \param[out] WORK
  116. *> \verbatim
  117. *> WORK is DOUBLE PRECISION array, dimension (MB*M)
  118. *> \endverbatim
  119. *>
  120. *> \param[out] INFO
  121. *> \verbatim
  122. *> INFO is INTEGER
  123. *> = 0: successful exit
  124. *> < 0: if INFO = -i, the i-th argument had an illegal value
  125. *> \endverbatim
  126. *
  127. * Authors:
  128. * ========
  129. *
  130. *> \author Univ. of Tennessee
  131. *> \author Univ. of California Berkeley
  132. *> \author Univ. of Colorado Denver
  133. *> \author NAG Ltd.
  134. *
  135. *> \ingroup doubleOTHERcomputational
  136. *
  137. *> \par Further Details:
  138. * =====================
  139. *>
  140. *> \verbatim
  141. *>
  142. *> The input matrix C is a M-by-(M+N) matrix
  143. *>
  144. *> C = [ A ] [ B ]
  145. *>
  146. *>
  147. *> where A is an lower triangular M-by-M matrix, and B is M-by-N pentagonal
  148. *> matrix consisting of a M-by-(N-L) rectangular matrix B1 on left of a M-by-L
  149. *> upper trapezoidal matrix B2:
  150. *> [ B ] = [ B1 ] [ B2 ]
  151. *> [ B1 ] <- M-by-(N-L) rectangular
  152. *> [ B2 ] <- M-by-L lower trapezoidal.
  153. *>
  154. *> The lower trapezoidal matrix B2 consists of the first L columns of a
  155. *> M-by-M lower triangular matrix, where 0 <= L <= MIN(M,N). If L=0,
  156. *> B is rectangular M-by-N; if M=L=N, B is lower triangular.
  157. *>
  158. *> The matrix W stores the elementary reflectors H(i) in the i-th row
  159. *> above the diagonal (of A) in the M-by-(M+N) input matrix C
  160. *> [ C ] = [ A ] [ B ]
  161. *> [ A ] <- lower triangular M-by-M
  162. *> [ B ] <- M-by-N pentagonal
  163. *>
  164. *> so that W can be represented as
  165. *> [ W ] = [ I ] [ V ]
  166. *> [ I ] <- identity, M-by-M
  167. *> [ V ] <- M-by-N, same form as B.
  168. *>
  169. *> Thus, all of information needed for W is contained on exit in B, which
  170. *> we call V above. Note that V has the same form as B; that is,
  171. *> [ V ] = [ V1 ] [ V2 ]
  172. *> [ V1 ] <- M-by-(N-L) rectangular
  173. *> [ V2 ] <- M-by-L lower trapezoidal.
  174. *>
  175. *> The rows of V represent the vectors which define the H(i)'s.
  176. *>
  177. *> The number of blocks is B = ceiling(M/MB), where each
  178. *> block is of order MB except for the last block, which is of order
  179. *> IB = M - (M-1)*MB. For each of the B blocks, a upper triangular block
  180. *> reflector factor is computed: T1, T2, ..., TB. The MB-by-MB (and IB-by-IB
  181. *> for the last block) T's are stored in the MB-by-N matrix T as
  182. *>
  183. *> T = [T1 T2 ... TB].
  184. *> \endverbatim
  185. *>
  186. * =====================================================================
  187. SUBROUTINE DTPLQT( M, N, L, MB, A, LDA, B, LDB, T, LDT, WORK,
  188. $ INFO )
  189. *
  190. * -- LAPACK computational routine --
  191. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  192. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  193. *
  194. * .. Scalar Arguments ..
  195. INTEGER INFO, LDA, LDB, LDT, N, M, L, MB
  196. * ..
  197. * .. Array Arguments ..
  198. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), T( LDT, * ), WORK( * )
  199. * ..
  200. *
  201. * =====================================================================
  202. *
  203. * ..
  204. * .. Local Scalars ..
  205. INTEGER I, IB, LB, NB, IINFO
  206. * ..
  207. * .. External Subroutines ..
  208. EXTERNAL DTPLQT2, DTPRFB, XERBLA
  209. * ..
  210. * .. Executable Statements ..
  211. *
  212. * Test the input arguments
  213. *
  214. INFO = 0
  215. IF( M.LT.0 ) THEN
  216. INFO = -1
  217. ELSE IF( N.LT.0 ) THEN
  218. INFO = -2
  219. ELSE IF( L.LT.0 .OR. (L.GT.MIN(M,N) .AND. MIN(M,N).GE.0)) THEN
  220. INFO = -3
  221. ELSE IF( MB.LT.1 .OR. (MB.GT.M .AND. M.GT.0)) THEN
  222. INFO = -4
  223. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  224. INFO = -6
  225. ELSE IF( LDB.LT.MAX( 1, M ) ) THEN
  226. INFO = -8
  227. ELSE IF( LDT.LT.MB ) THEN
  228. INFO = -10
  229. END IF
  230. IF( INFO.NE.0 ) THEN
  231. CALL XERBLA( 'DTPLQT', -INFO )
  232. RETURN
  233. END IF
  234. *
  235. * Quick return if possible
  236. *
  237. IF( M.EQ.0 .OR. N.EQ.0 ) RETURN
  238. *
  239. DO I = 1, M, MB
  240. *
  241. * Compute the QR factorization of the current block
  242. *
  243. IB = MIN( M-I+1, MB )
  244. NB = MIN( N-L+I+IB-1, N )
  245. IF( I.GE.L ) THEN
  246. LB = 0
  247. ELSE
  248. LB = NB-N+L-I+1
  249. END IF
  250. *
  251. CALL DTPLQT2( IB, NB, LB, A(I,I), LDA, B( I, 1 ), LDB,
  252. $ T(1, I ), LDT, IINFO )
  253. *
  254. * Update by applying H**T to B(I+IB:M,:) from the right
  255. *
  256. IF( I+IB.LE.M ) THEN
  257. CALL DTPRFB( 'R', 'N', 'F', 'R', M-I-IB+1, NB, IB, LB,
  258. $ B( I, 1 ), LDB, T( 1, I ), LDT,
  259. $ A( I+IB, I ), LDA, B( I+IB, 1 ), LDB,
  260. $ WORK, M-I-IB+1)
  261. END IF
  262. END DO
  263. RETURN
  264. *
  265. * End of DTPLQT
  266. *
  267. END