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ctpqrt2.f 8.7 kB

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  1. *> \brief \b CTPQRT2 computes a QR factorization of a real or complex "triangular-pentagonal" matrix, which is composed of a triangular block and a pentagonal block, using the compact WY representation for Q.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CTPQRT2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ctpqrt2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ctpqrt2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ctpqrt2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CTPQRT2( M, N, L, A, LDA, B, LDB, T, LDT, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LDB, LDT, N, M, L
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX A( LDA, * ), B( LDB, * ), T( LDT, * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CTPQRT2 computes a QR factorization of a complex "triangular-pentagonal"
  37. *> matrix C, which is composed of a triangular block A and pentagonal block B,
  38. *> using the compact WY representation for Q.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] M
  45. *> \verbatim
  46. *> M is INTEGER
  47. *> The total number of rows of the matrix B.
  48. *> M >= 0.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The number of columns of the matrix B, and the order of
  55. *> the triangular matrix A.
  56. *> N >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] L
  60. *> \verbatim
  61. *> L is INTEGER
  62. *> The number of rows of the upper trapezoidal part of B.
  63. *> MIN(M,N) >= L >= 0. See Further Details.
  64. *> \endverbatim
  65. *>
  66. *> \param[in,out] A
  67. *> \verbatim
  68. *> A is COMPLEX array, dimension (LDA,N)
  69. *> On entry, the upper triangular N-by-N matrix A.
  70. *> On exit, the elements on and above the diagonal of the array
  71. *> contain the upper triangular matrix R.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,N).
  78. *> \endverbatim
  79. *>
  80. *> \param[in,out] B
  81. *> \verbatim
  82. *> B is COMPLEX array, dimension (LDB,N)
  83. *> On entry, the pentagonal M-by-N matrix B. The first M-L rows
  84. *> are rectangular, and the last L rows are upper trapezoidal.
  85. *> On exit, B contains the pentagonal matrix V. See Further Details.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LDB
  89. *> \verbatim
  90. *> LDB is INTEGER
  91. *> The leading dimension of the array B. LDB >= max(1,M).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] T
  95. *> \verbatim
  96. *> T is COMPLEX array, dimension (LDT,N)
  97. *> The N-by-N upper triangular factor T of the block reflector.
  98. *> See Further Details.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDT
  102. *> \verbatim
  103. *> LDT is INTEGER
  104. *> The leading dimension of the array T. LDT >= max(1,N)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] INFO
  108. *> \verbatim
  109. *> INFO is INTEGER
  110. *> = 0: successful exit
  111. *> < 0: if INFO = -i, the i-th argument had an illegal value
  112. *> \endverbatim
  113. *
  114. * Authors:
  115. * ========
  116. *
  117. *> \author Univ. of Tennessee
  118. *> \author Univ. of California Berkeley
  119. *> \author Univ. of Colorado Denver
  120. *> \author NAG Ltd.
  121. *
  122. *> \date December 2016
  123. *
  124. *> \ingroup complexOTHERcomputational
  125. *
  126. *> \par Further Details:
  127. * =====================
  128. *>
  129. *> \verbatim
  130. *>
  131. *> The input matrix C is a (N+M)-by-N matrix
  132. *>
  133. *> C = [ A ]
  134. *> [ B ]
  135. *>
  136. *> where A is an upper triangular N-by-N matrix, and B is M-by-N pentagonal
  137. *> matrix consisting of a (M-L)-by-N rectangular matrix B1 on top of a L-by-N
  138. *> upper trapezoidal matrix B2:
  139. *>
  140. *> B = [ B1 ] <- (M-L)-by-N rectangular
  141. *> [ B2 ] <- L-by-N upper trapezoidal.
  142. *>
  143. *> The upper trapezoidal matrix B2 consists of the first L rows of a
  144. *> N-by-N upper triangular matrix, where 0 <= L <= MIN(M,N). If L=0,
  145. *> B is rectangular M-by-N; if M=L=N, B is upper triangular.
  146. *>
  147. *> The matrix W stores the elementary reflectors H(i) in the i-th column
  148. *> below the diagonal (of A) in the (N+M)-by-N input matrix C
  149. *>
  150. *> C = [ A ] <- upper triangular N-by-N
  151. *> [ B ] <- M-by-N pentagonal
  152. *>
  153. *> so that W can be represented as
  154. *>
  155. *> W = [ I ] <- identity, N-by-N
  156. *> [ V ] <- M-by-N, same form as B.
  157. *>
  158. *> Thus, all of information needed for W is contained on exit in B, which
  159. *> we call V above. Note that V has the same form as B; that is,
  160. *>
  161. *> V = [ V1 ] <- (M-L)-by-N rectangular
  162. *> [ V2 ] <- L-by-N upper trapezoidal.
  163. *>
  164. *> The columns of V represent the vectors which define the H(i)'s.
  165. *> The (M+N)-by-(M+N) block reflector H is then given by
  166. *>
  167. *> H = I - W * T * W**H
  168. *>
  169. *> where W**H is the conjugate transpose of W and T is the upper triangular
  170. *> factor of the block reflector.
  171. *> \endverbatim
  172. *>
  173. * =====================================================================
  174. SUBROUTINE CTPQRT2( M, N, L, A, LDA, B, LDB, T, LDT, INFO )
  175. *
  176. * -- LAPACK computational routine (version 3.7.0) --
  177. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  178. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  179. * December 2016
  180. *
  181. * .. Scalar Arguments ..
  182. INTEGER INFO, LDA, LDB, LDT, N, M, L
  183. * ..
  184. * .. Array Arguments ..
  185. COMPLEX A( LDA, * ), B( LDB, * ), T( LDT, * )
  186. * ..
  187. *
  188. * =====================================================================
  189. *
  190. * .. Parameters ..
  191. COMPLEX ONE, ZERO
  192. PARAMETER( ONE = (1.0,0.0), ZERO = (0.0,0.0) )
  193. * ..
  194. * .. Local Scalars ..
  195. INTEGER I, J, P, MP, NP
  196. COMPLEX ALPHA
  197. * ..
  198. * .. External Subroutines ..
  199. EXTERNAL CLARFG, CGEMV, CGERC, CTRMV, XERBLA
  200. * ..
  201. * .. Intrinsic Functions ..
  202. INTRINSIC MAX, MIN
  203. * ..
  204. * .. Executable Statements ..
  205. *
  206. * Test the input arguments
  207. *
  208. INFO = 0
  209. IF( M.LT.0 ) THEN
  210. INFO = -1
  211. ELSE IF( N.LT.0 ) THEN
  212. INFO = -2
  213. ELSE IF( L.LT.0 .OR. L.GT.MIN(M,N) ) THEN
  214. INFO = -3
  215. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  216. INFO = -5
  217. ELSE IF( LDB.LT.MAX( 1, M ) ) THEN
  218. INFO = -7
  219. ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
  220. INFO = -9
  221. END IF
  222. IF( INFO.NE.0 ) THEN
  223. CALL XERBLA( 'CTPQRT2', -INFO )
  224. RETURN
  225. END IF
  226. *
  227. * Quick return if possible
  228. *
  229. IF( N.EQ.0 .OR. M.EQ.0 ) RETURN
  230. *
  231. DO I = 1, N
  232. *
  233. * Generate elementary reflector H(I) to annihilate B(:,I)
  234. *
  235. P = M-L+MIN( L, I )
  236. CALL CLARFG( P+1, A( I, I ), B( 1, I ), 1, T( I, 1 ) )
  237. IF( I.LT.N ) THEN
  238. *
  239. * W(1:N-I) := C(I:M,I+1:N)**H * C(I:M,I) [use W = T(:,N)]
  240. *
  241. DO J = 1, N-I
  242. T( J, N ) = CONJG(A( I, I+J ))
  243. END DO
  244. CALL CGEMV( 'C', P, N-I, ONE, B( 1, I+1 ), LDB,
  245. $ B( 1, I ), 1, ONE, T( 1, N ), 1 )
  246. *
  247. * C(I:M,I+1:N) = C(I:m,I+1:N) + alpha*C(I:M,I)*W(1:N-1)**H
  248. *
  249. ALPHA = -CONJG(T( I, 1 ))
  250. DO J = 1, N-I
  251. A( I, I+J ) = A( I, I+J ) + ALPHA*CONJG(T( J, N ))
  252. END DO
  253. CALL CGERC( P, N-I, ALPHA, B( 1, I ), 1,
  254. $ T( 1, N ), 1, B( 1, I+1 ), LDB )
  255. END IF
  256. END DO
  257. *
  258. DO I = 2, N
  259. *
  260. * T(1:I-1,I) := C(I:M,1:I-1)**H * (alpha * C(I:M,I))
  261. *
  262. ALPHA = -T( I, 1 )
  263. DO J = 1, I-1
  264. T( J, I ) = ZERO
  265. END DO
  266. P = MIN( I-1, L )
  267. MP = MIN( M-L+1, M )
  268. NP = MIN( P+1, N )
  269. *
  270. * Triangular part of B2
  271. *
  272. DO J = 1, P
  273. T( J, I ) = ALPHA*B( M-L+J, I )
  274. END DO
  275. CALL CTRMV( 'U', 'C', 'N', P, B( MP, 1 ), LDB,
  276. $ T( 1, I ), 1 )
  277. *
  278. * Rectangular part of B2
  279. *
  280. CALL CGEMV( 'C', L, I-1-P, ALPHA, B( MP, NP ), LDB,
  281. $ B( MP, I ), 1, ZERO, T( NP, I ), 1 )
  282. *
  283. * B1
  284. *
  285. CALL CGEMV( 'C', M-L, I-1, ALPHA, B, LDB, B( 1, I ), 1,
  286. $ ONE, T( 1, I ), 1 )
  287. *
  288. * T(1:I-1,I) := T(1:I-1,1:I-1) * T(1:I-1,I)
  289. *
  290. CALL CTRMV( 'U', 'N', 'N', I-1, T, LDT, T( 1, I ), 1 )
  291. *
  292. * T(I,I) = tau(I)
  293. *
  294. T( I, I ) = T( I, 1 )
  295. T( I, 1 ) = ZERO
  296. END DO
  297. *
  298. * End of CTPQRT2
  299. *
  300. END