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stpqrt.f 7.8 kB

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  1. *> \brief \b STPQRT
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download STPQRT + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/stpqrt.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/stpqrt.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/stpqrt.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE STPQRT( M, N, L, NB, A, LDA, B, LDB, T, LDT, WORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LDT, N, M, L, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL A( LDA, * ), B( LDB, * ), T( LDT, * ), WORK( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> STPQRT computes a blocked QR 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.
  50. *> M >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The number of columns of the matrix B, and the order of the
  57. *> triangular matrix A.
  58. *> N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] L
  62. *> \verbatim
  63. *> L is INTEGER
  64. *> The number of rows of the upper trapezoidal part of B.
  65. *> MIN(M,N) >= L >= 0. See Further Details.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] NB
  69. *> \verbatim
  70. *> NB is INTEGER
  71. *> The block size to be used in the blocked QR. N >= NB >= 1.
  72. *> \endverbatim
  73. *>
  74. *> \param[in,out] A
  75. *> \verbatim
  76. *> A is REAL array, dimension (LDA,N)
  77. *> On entry, the upper triangular N-by-N matrix A.
  78. *> On exit, the elements on and above the diagonal of the array
  79. *> contain the upper triangular matrix R.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the array A. LDA >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] B
  89. *> \verbatim
  90. *> B is REAL array, dimension (LDB,N)
  91. *> On entry, the pentagonal M-by-N matrix B. The first M-L rows
  92. *> are rectangular, and the last L rows are upper 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 REAL array, dimension (LDT,N)
  105. *> The upper 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 >= NB.
  113. *> \endverbatim
  114. *>
  115. *> \param[out] WORK
  116. *> \verbatim
  117. *> WORK is REAL array, dimension (NB*N)
  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. *> \date December 2016
  136. *
  137. *> \ingroup realOTHERcomputational
  138. *
  139. *> \par Further Details:
  140. * =====================
  141. *>
  142. *> \verbatim
  143. *>
  144. *> The input matrix C is a (N+M)-by-N matrix
  145. *>
  146. *> C = [ A ]
  147. *> [ B ]
  148. *>
  149. *> where A is an upper triangular N-by-N matrix, and B is M-by-N pentagonal
  150. *> matrix consisting of a (M-L)-by-N rectangular matrix B1 on top of a L-by-N
  151. *> upper trapezoidal matrix B2:
  152. *>
  153. *> B = [ B1 ] <- (M-L)-by-N rectangular
  154. *> [ B2 ] <- L-by-N upper trapezoidal.
  155. *>
  156. *> The upper trapezoidal matrix B2 consists of the first L rows of a
  157. *> N-by-N upper triangular matrix, where 0 <= L <= MIN(M,N). If L=0,
  158. *> B is rectangular M-by-N; if M=L=N, B is upper triangular.
  159. *>
  160. *> The matrix W stores the elementary reflectors H(i) in the i-th column
  161. *> below the diagonal (of A) in the (N+M)-by-N input matrix C
  162. *>
  163. *> C = [ A ] <- upper triangular N-by-N
  164. *> [ B ] <- M-by-N pentagonal
  165. *>
  166. *> so that W can be represented as
  167. *>
  168. *> W = [ I ] <- identity, N-by-N
  169. *> [ V ] <- M-by-N, same form as B.
  170. *>
  171. *> Thus, all of information needed for W is contained on exit in B, which
  172. *> we call V above. Note that V has the same form as B; that is,
  173. *>
  174. *> V = [ V1 ] <- (M-L)-by-N rectangular
  175. *> [ V2 ] <- L-by-N upper trapezoidal.
  176. *>
  177. *> The columns of V represent the vectors which define the H(i)'s.
  178. *>
  179. *> The number of blocks is B = ceiling(N/NB), where each
  180. *> block is of order NB except for the last block, which is of order
  181. *> IB = N - (B-1)*NB. For each of the B blocks, a upper triangular block
  182. *> reflector factor is computed: T1, T2, ..., TB. The NB-by-NB (and IB-by-IB
  183. *> for the last block) T's are stored in the NB-by-N matrix T as
  184. *>
  185. *> T = [T1 T2 ... TB].
  186. *> \endverbatim
  187. *>
  188. * =====================================================================
  189. SUBROUTINE STPQRT( M, N, L, NB, A, LDA, B, LDB, T, LDT, WORK,
  190. $ INFO )
  191. *
  192. * -- LAPACK computational routine (version 3.7.0) --
  193. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  194. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  195. * December 2016
  196. *
  197. * .. Scalar Arguments ..
  198. INTEGER INFO, LDA, LDB, LDT, N, M, L, NB
  199. * ..
  200. * .. Array Arguments ..
  201. REAL A( LDA, * ), B( LDB, * ), T( LDT, * ), WORK( * )
  202. * ..
  203. *
  204. * =====================================================================
  205. *
  206. * ..
  207. * .. Local Scalars ..
  208. INTEGER I, IB, LB, MB, IINFO
  209. * ..
  210. * .. External Subroutines ..
  211. EXTERNAL STPQRT2, STPRFB, XERBLA
  212. * ..
  213. * .. Executable Statements ..
  214. *
  215. * Test the input arguments
  216. *
  217. INFO = 0
  218. IF( M.LT.0 ) THEN
  219. INFO = -1
  220. ELSE IF( N.LT.0 ) THEN
  221. INFO = -2
  222. ELSE IF( L.LT.0 .OR. (L.GT.MIN(M,N) .AND. MIN(M,N).GE.0)) THEN
  223. INFO = -3
  224. ELSE IF( NB.LT.1 .OR. (NB.GT.N .AND. N.GT.0)) THEN
  225. INFO = -4
  226. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  227. INFO = -6
  228. ELSE IF( LDB.LT.MAX( 1, M ) ) THEN
  229. INFO = -8
  230. ELSE IF( LDT.LT.NB ) THEN
  231. INFO = -10
  232. END IF
  233. IF( INFO.NE.0 ) THEN
  234. CALL XERBLA( 'STPQRT', -INFO )
  235. RETURN
  236. END IF
  237. *
  238. * Quick return if possible
  239. *
  240. IF( M.EQ.0 .OR. N.EQ.0 ) RETURN
  241. *
  242. DO I = 1, N, NB
  243. *
  244. * Compute the QR factorization of the current block
  245. *
  246. IB = MIN( N-I+1, NB )
  247. MB = MIN( M-L+I+IB-1, M )
  248. IF( I.GE.L ) THEN
  249. LB = 0
  250. ELSE
  251. LB = MB-M+L-I+1
  252. END IF
  253. *
  254. CALL STPQRT2( MB, IB, LB, A(I,I), LDA, B( 1, I ), LDB,
  255. $ T(1, I ), LDT, IINFO )
  256. *
  257. * Update by applying H^H to B(:,I+IB:N) from the left
  258. *
  259. IF( I+IB.LE.N ) THEN
  260. CALL STPRFB( 'L', 'T', 'F', 'C', MB, N-I-IB+1, IB, LB,
  261. $ B( 1, I ), LDB, T( 1, I ), LDT,
  262. $ A( I, I+IB ), LDA, B( 1, I+IB ), LDB,
  263. $ WORK, IB )
  264. END IF
  265. END DO
  266. RETURN
  267. *
  268. * End of STPQRT
  269. *
  270. END