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cgelqt3.f 6.7 kB

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  1. *> \brief \b CGELQT3
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * RECURSIVE SUBROUTINE CGELQT3( M, N, A, LDA, T, LDT, INFO )
  7. *
  8. * .. Scalar Arguments ..
  9. * INTEGER INFO, LDA, M, N, LDT
  10. * ..
  11. * .. Array Arguments ..
  12. * COMPLEX A( LDA, * ), T( LDT, * )
  13. * ..
  14. *
  15. *
  16. *> \par Purpose:
  17. * =============
  18. *>
  19. *> \verbatim
  20. *>
  21. *> CGELQT3 recursively computes a LQ factorization of a complex M-by-N
  22. *> matrix A, using the compact WY representation of Q.
  23. *>
  24. *> Based on the algorithm of Elmroth and Gustavson,
  25. *> IBM J. Res. Develop. Vol 44 No. 4 July 2000.
  26. *> \endverbatim
  27. *
  28. * Arguments:
  29. * ==========
  30. *
  31. *> \param[in] M
  32. *> \verbatim
  33. *> M is INTEGER
  34. *> The number of rows of the matrix A. M =< N.
  35. *> \endverbatim
  36. *>
  37. *> \param[in] N
  38. *> \verbatim
  39. *> N is INTEGER
  40. *> The number of columns of the matrix A. N >= 0.
  41. *> \endverbatim
  42. *>
  43. *> \param[in,out] A
  44. *> \verbatim
  45. *> A is COMPLEX array, dimension (LDA,N)
  46. *> On entry, the complex M-by-N matrix A. On exit, the elements on and
  47. *> below the diagonal contain the N-by-N lower triangular matrix L; the
  48. *> elements above the diagonal are the rows of V. See below for
  49. *> further details.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] LDA
  53. *> \verbatim
  54. *> LDA is INTEGER
  55. *> The leading dimension of the array A. LDA >= max(1,M).
  56. *> \endverbatim
  57. *>
  58. *> \param[out] T
  59. *> \verbatim
  60. *> T is COMPLEX array, dimension (LDT,N)
  61. *> The N-by-N upper triangular factor of the block reflector.
  62. *> The elements on and above the diagonal contain the block
  63. *> reflector T; the elements below the diagonal are not used.
  64. *> See below for further details.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDT
  68. *> \verbatim
  69. *> LDT is INTEGER
  70. *> The leading dimension of the array T. LDT >= max(1,N).
  71. *> \endverbatim
  72. *>
  73. *> \param[out] INFO
  74. *> \verbatim
  75. *> INFO is INTEGER
  76. *> = 0: successful exit
  77. *> < 0: if INFO = -i, the i-th argument had an illegal value
  78. *> \endverbatim
  79. *
  80. * Authors:
  81. * ========
  82. *
  83. *> \author Univ. of Tennessee
  84. *> \author Univ. of California Berkeley
  85. *> \author Univ. of Colorado Denver
  86. *> \author NAG Ltd.
  87. *
  88. *> \ingroup doubleGEcomputational
  89. *
  90. *> \par Further Details:
  91. * =====================
  92. *>
  93. *> \verbatim
  94. *>
  95. *> The matrix V stores the elementary reflectors H(i) in the i-th row
  96. *> above the diagonal. For example, if M=5 and N=3, the matrix V is
  97. *>
  98. *> V = ( 1 v1 v1 v1 v1 )
  99. *> ( 1 v2 v2 v2 )
  100. *> ( 1 v3 v3 v3 )
  101. *>
  102. *>
  103. *> where the vi's represent the vectors which define H(i), which are returned
  104. *> in the matrix A. The 1's along the diagonal of V are not stored in A. The
  105. *> block reflector H is then given by
  106. *>
  107. *> H = I - V * T * V**T
  108. *>
  109. *> where V**T is the transpose of V.
  110. *>
  111. *> For details of the algorithm, see Elmroth and Gustavson (cited above).
  112. *> \endverbatim
  113. *>
  114. * =====================================================================
  115. RECURSIVE SUBROUTINE CGELQT3( M, N, A, LDA, T, LDT, INFO )
  116. *
  117. * -- LAPACK computational routine --
  118. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  119. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  120. *
  121. * .. Scalar Arguments ..
  122. INTEGER INFO, LDA, M, N, LDT
  123. * ..
  124. * .. Array Arguments ..
  125. COMPLEX A( LDA, * ), T( LDT, * )
  126. * ..
  127. *
  128. * =====================================================================
  129. *
  130. * .. Parameters ..
  131. COMPLEX ONE, ZERO
  132. PARAMETER ( ONE = (1.0E+00,0.0E+00) )
  133. PARAMETER ( ZERO = (0.0E+00,0.0E+00))
  134. * ..
  135. * .. Local Scalars ..
  136. INTEGER I, I1, J, J1, M1, M2, IINFO
  137. * ..
  138. * .. External Subroutines ..
  139. EXTERNAL CLARFG, CTRMM, CGEMM, XERBLA
  140. * ..
  141. * .. Executable Statements ..
  142. *
  143. INFO = 0
  144. IF( M .LT. 0 ) THEN
  145. INFO = -1
  146. ELSE IF( N .LT. M ) THEN
  147. INFO = -2
  148. ELSE IF( LDA .LT. MAX( 1, M ) ) THEN
  149. INFO = -4
  150. ELSE IF( LDT .LT. MAX( 1, M ) ) THEN
  151. INFO = -6
  152. END IF
  153. IF( INFO.NE.0 ) THEN
  154. CALL XERBLA( 'CGELQT3', -INFO )
  155. RETURN
  156. END IF
  157. *
  158. IF( M.EQ.1 ) THEN
  159. *
  160. * Compute Householder transform when M=1
  161. *
  162. CALL CLARFG( N, A( 1, 1 ), A( 1, MIN( 2, N ) ), LDA,
  163. & T( 1, 1 ) )
  164. T(1,1)=CONJG(T(1,1))
  165. *
  166. ELSE
  167. *
  168. * Otherwise, split A into blocks...
  169. *
  170. M1 = M/2
  171. M2 = M-M1
  172. I1 = MIN( M1+1, M )
  173. J1 = MIN( M+1, N )
  174. *
  175. * Compute A(1:M1,1:N) <- (Y1,R1,T1), where Q1 = I - Y1 T1 Y1^H
  176. *
  177. CALL CGELQT3( M1, N, A, LDA, T, LDT, IINFO )
  178. *
  179. * Compute A(J1:M,1:N) = A(J1:M,1:N) Q1^H [workspace: T(1:N1,J1:N)]
  180. *
  181. DO I=1,M2
  182. DO J=1,M1
  183. T( I+M1, J ) = A( I+M1, J )
  184. END DO
  185. END DO
  186. CALL CTRMM( 'R', 'U', 'C', 'U', M2, M1, ONE,
  187. & A, LDA, T( I1, 1 ), LDT )
  188. *
  189. CALL CGEMM( 'N', 'C', M2, M1, N-M1, ONE, A( I1, I1 ), LDA,
  190. & A( 1, I1 ), LDA, ONE, T( I1, 1 ), LDT)
  191. *
  192. CALL CTRMM( 'R', 'U', 'N', 'N', M2, M1, ONE,
  193. & T, LDT, T( I1, 1 ), LDT )
  194. *
  195. CALL CGEMM( 'N', 'N', M2, N-M1, M1, -ONE, T( I1, 1 ), LDT,
  196. & A( 1, I1 ), LDA, ONE, A( I1, I1 ), LDA )
  197. *
  198. CALL CTRMM( 'R', 'U', 'N', 'U', M2, M1 , ONE,
  199. & A, LDA, T( I1, 1 ), LDT )
  200. *
  201. DO I=1,M2
  202. DO J=1,M1
  203. A( I+M1, J ) = A( I+M1, J ) - T( I+M1, J )
  204. T( I+M1, J )= ZERO
  205. END DO
  206. END DO
  207. *
  208. * Compute A(J1:M,J1:N) <- (Y2,R2,T2) where Q2 = I - Y2 T2 Y2^H
  209. *
  210. CALL CGELQT3( M2, N-M1, A( I1, I1 ), LDA,
  211. & T( I1, I1 ), LDT, IINFO )
  212. *
  213. * Compute T3 = T(J1:N1,1:N) = -T1 Y1^H Y2 T2
  214. *
  215. DO I=1,M2
  216. DO J=1,M1
  217. T( J, I+M1 ) = (A( J, I+M1 ))
  218. END DO
  219. END DO
  220. *
  221. CALL CTRMM( 'R', 'U', 'C', 'U', M1, M2, ONE,
  222. & A( I1, I1 ), LDA, T( 1, I1 ), LDT )
  223. *
  224. CALL CGEMM( 'N', 'C', M1, M2, N-M, ONE, A( 1, J1 ), LDA,
  225. & A( I1, J1 ), LDA, ONE, T( 1, I1 ), LDT )
  226. *
  227. CALL CTRMM( 'L', 'U', 'N', 'N', M1, M2, -ONE, T, LDT,
  228. & T( 1, I1 ), LDT )
  229. *
  230. CALL CTRMM( 'R', 'U', 'N', 'N', M1, M2, ONE,
  231. & T( I1, I1 ), LDT, T( 1, I1 ), LDT )
  232. *
  233. *
  234. *
  235. * Y = (Y1,Y2); L = [ L1 0 ]; T = [T1 T3]
  236. * [ A(1:N1,J1:N) L2 ] [ 0 T2]
  237. *
  238. END IF
  239. *
  240. RETURN
  241. *
  242. * End of CGELQT3
  243. *
  244. END