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cgeqrt3.f 7.3 kB

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  1. *> \brief <b> CGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q. </b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEQRT3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgeqrt3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgeqrt3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgeqrt3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * RECURSIVE SUBROUTINE CGEQRT3( M, N, A, LDA, T, LDT, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N, LDT
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX A( LDA, * ), T( LDT, * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CGEQRT3 recursively computes a QR factorization of a complex M-by-N matrix A,
  37. *> using the compact WY representation of Q.
  38. *>
  39. *> Based on the algorithm of Elmroth and Gustavson,
  40. *> IBM J. Res. Develop. Vol 44 No. 4 July 2000.
  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 A. M >= N.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The number of columns of the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] A
  59. *> \verbatim
  60. *> A is COMPLEX array, dimension (LDA,N)
  61. *> On entry, the complex M-by-N matrix A. On exit, the elements on and
  62. *> above the diagonal contain the N-by-N upper triangular matrix R; the
  63. *> elements below the diagonal are the columns of V. See below for
  64. *> further details.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDA
  68. *> \verbatim
  69. *> LDA is INTEGER
  70. *> The leading dimension of the array A. LDA >= max(1,M).
  71. *> \endverbatim
  72. *>
  73. *> \param[out] T
  74. *> \verbatim
  75. *> T is COMPLEX array, dimension (LDT,N)
  76. *> The N-by-N upper triangular factor of the block reflector.
  77. *> The elements on and above the diagonal contain the block
  78. *> reflector T; the elements below the diagonal are not used.
  79. *> See below for further details.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDT
  83. *> \verbatim
  84. *> LDT is INTEGER
  85. *> The leading dimension of the array T. LDT >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] INFO
  89. *> \verbatim
  90. *> INFO is INTEGER
  91. *> = 0: successful exit
  92. *> < 0: if INFO = -i, the i-th argument had an illegal value
  93. *> \endverbatim
  94. *
  95. * Authors:
  96. * ========
  97. *
  98. *> \author Univ. of Tennessee
  99. *> \author Univ. of California Berkeley
  100. *> \author Univ. of Colorado Denver
  101. *> \author NAG Ltd.
  102. *
  103. *> \ingroup complexGEcomputational
  104. *
  105. *> \par Further Details:
  106. * =====================
  107. *>
  108. *> \verbatim
  109. *>
  110. *> The matrix V stores the elementary reflectors H(i) in the i-th column
  111. *> below the diagonal. For example, if M=5 and N=3, the matrix V is
  112. *>
  113. *> V = ( 1 )
  114. *> ( v1 1 )
  115. *> ( v1 v2 1 )
  116. *> ( v1 v2 v3 )
  117. *> ( v1 v2 v3 )
  118. *>
  119. *> where the vi's represent the vectors which define H(i), which are returned
  120. *> in the matrix A. The 1's along the diagonal of V are not stored in A. The
  121. *> block reflector H is then given by
  122. *>
  123. *> H = I - V * T * V**H
  124. *>
  125. *> where V**H is the conjugate transpose of V.
  126. *>
  127. *> For details of the algorithm, see Elmroth and Gustavson (cited above).
  128. *> \endverbatim
  129. *>
  130. * =====================================================================
  131. RECURSIVE SUBROUTINE CGEQRT3( M, N, A, LDA, T, LDT, INFO )
  132. *
  133. * -- LAPACK computational routine --
  134. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  135. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  136. *
  137. * .. Scalar Arguments ..
  138. INTEGER INFO, LDA, M, N, LDT
  139. * ..
  140. * .. Array Arguments ..
  141. COMPLEX A( LDA, * ), T( LDT, * )
  142. * ..
  143. *
  144. * =====================================================================
  145. *
  146. * .. Parameters ..
  147. COMPLEX ONE
  148. PARAMETER ( ONE = (1.0,0.0) )
  149. * ..
  150. * .. Local Scalars ..
  151. INTEGER I, I1, J, J1, N1, N2, IINFO
  152. * ..
  153. * .. External Subroutines ..
  154. EXTERNAL CLARFG, CTRMM, CGEMM, XERBLA
  155. * ..
  156. * .. Executable Statements ..
  157. *
  158. INFO = 0
  159. IF( N .LT. 0 ) THEN
  160. INFO = -2
  161. ELSE IF( M .LT. N ) THEN
  162. INFO = -1
  163. ELSE IF( LDA .LT. MAX( 1, M ) ) THEN
  164. INFO = -4
  165. ELSE IF( LDT .LT. MAX( 1, N ) ) THEN
  166. INFO = -6
  167. END IF
  168. IF( INFO.NE.0 ) THEN
  169. CALL XERBLA( 'CGEQRT3', -INFO )
  170. RETURN
  171. END IF
  172. *
  173. IF( N.EQ.1 ) THEN
  174. *
  175. * Compute Householder transform when N=1
  176. *
  177. CALL CLARFG( M, A(1,1), A( MIN( 2, M ), 1 ), 1, T(1,1) )
  178. *
  179. ELSE
  180. *
  181. * Otherwise, split A into blocks...
  182. *
  183. N1 = N/2
  184. N2 = N-N1
  185. J1 = MIN( N1+1, N )
  186. I1 = MIN( N+1, M )
  187. *
  188. * Compute A(1:M,1:N1) <- (Y1,R1,T1), where Q1 = I - Y1 T1 Y1**H
  189. *
  190. CALL CGEQRT3( M, N1, A, LDA, T, LDT, IINFO )
  191. *
  192. * Compute A(1:M,J1:N) = Q1**H A(1:M,J1:N) [workspace: T(1:N1,J1:N)]
  193. *
  194. DO J=1,N2
  195. DO I=1,N1
  196. T( I, J+N1 ) = A( I, J+N1 )
  197. END DO
  198. END DO
  199. CALL CTRMM( 'L', 'L', 'C', 'U', N1, N2, ONE,
  200. & A, LDA, T( 1, J1 ), LDT )
  201. *
  202. CALL CGEMM( 'C', 'N', N1, N2, M-N1, ONE, A( J1, 1 ), LDA,
  203. & A( J1, J1 ), LDA, ONE, T( 1, J1 ), LDT)
  204. *
  205. CALL CTRMM( 'L', 'U', 'C', 'N', N1, N2, ONE,
  206. & T, LDT, T( 1, J1 ), LDT )
  207. *
  208. CALL CGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( J1, 1 ), LDA,
  209. & T( 1, J1 ), LDT, ONE, A( J1, J1 ), LDA )
  210. *
  211. CALL CTRMM( 'L', 'L', 'N', 'U', N1, N2, ONE,
  212. & A, LDA, T( 1, J1 ), LDT )
  213. *
  214. DO J=1,N2
  215. DO I=1,N1
  216. A( I, J+N1 ) = A( I, J+N1 ) - T( I, J+N1 )
  217. END DO
  218. END DO
  219. *
  220. * Compute A(J1:M,J1:N) <- (Y2,R2,T2) where Q2 = I - Y2 T2 Y2**H
  221. *
  222. CALL CGEQRT3( M-N1, N2, A( J1, J1 ), LDA,
  223. & T( J1, J1 ), LDT, IINFO )
  224. *
  225. * Compute T3 = T(1:N1,J1:N) = -T1 Y1**H Y2 T2
  226. *
  227. DO I=1,N1
  228. DO J=1,N2
  229. T( I, J+N1 ) = CONJG(A( J+N1, I ))
  230. END DO
  231. END DO
  232. *
  233. CALL CTRMM( 'R', 'L', 'N', 'U', N1, N2, ONE,
  234. & A( J1, J1 ), LDA, T( 1, J1 ), LDT )
  235. *
  236. CALL CGEMM( 'C', 'N', N1, N2, M-N, ONE, A( I1, 1 ), LDA,
  237. & A( I1, J1 ), LDA, ONE, T( 1, J1 ), LDT )
  238. *
  239. CALL CTRMM( 'L', 'U', 'N', 'N', N1, N2, -ONE, T, LDT,
  240. & T( 1, J1 ), LDT )
  241. *
  242. CALL CTRMM( 'R', 'U', 'N', 'N', N1, N2, ONE,
  243. & T( J1, J1 ), LDT, T( 1, J1 ), LDT )
  244. *
  245. * Y = (Y1,Y2); R = [ R1 A(1:N1,J1:N) ]; T = [T1 T3]
  246. * [ 0 R2 ] [ 0 T2]
  247. *
  248. END IF
  249. *
  250. RETURN
  251. *
  252. * End of CGEQRT3
  253. *
  254. END