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- *> \brief \b CLAUNHR_COL_GETRFNP2
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
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- *> [TGZ]</a>
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- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claunhr_col_getrfnp2.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * RECURSIVE SUBROUTINE CLAUNHR_COL_GETRFNP2( M, N, A, LDA, D, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, M, N
- * ..
- * .. Array Arguments ..
- * COMPLEX A( LDA, * ), D( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> CLAUNHR_COL_GETRFNP2 computes the modified LU factorization without
- *> pivoting of a complex general M-by-N matrix A. The factorization has
- *> the form:
- *>
- *> A - S = L * U,
- *>
- *> where:
- *> S is a m-by-n diagonal sign matrix with the diagonal D, so that
- *> D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed
- *> as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing
- *> i-1 steps of Gaussian elimination. This means that the diagonal
- *> element at each step of "modified" Gaussian elimination is at
- *> least one in absolute value (so that division-by-zero not
- *> possible during the division by the diagonal element);
- *>
- *> L is a M-by-N lower triangular matrix with unit diagonal elements
- *> (lower trapezoidal if M > N);
- *>
- *> and U is a M-by-N upper triangular matrix
- *> (upper trapezoidal if M < N).
- *>
- *> This routine is an auxiliary routine used in the Householder
- *> reconstruction routine CUNHR_COL. In CUNHR_COL, this routine is
- *> applied to an M-by-N matrix A with orthonormal columns, where each
- *> element is bounded by one in absolute value. With the choice of
- *> the matrix S above, one can show that the diagonal element at each
- *> step of Gaussian elimination is the largest (in absolute value) in
- *> the column on or below the diagonal, so that no pivoting is required
- *> for numerical stability [1].
- *>
- *> For more details on the Householder reconstruction algorithm,
- *> including the modified LU factorization, see [1].
- *>
- *> This is the recursive version of the LU factorization algorithm.
- *> Denote A - S by B. The algorithm divides the matrix B into four
- *> submatrices:
- *>
- *> [ B11 | B12 ] where B11 is n1 by n1,
- *> B = [ -----|----- ] B21 is (m-n1) by n1,
- *> [ B21 | B22 ] B12 is n1 by n2,
- *> B22 is (m-n1) by n2,
- *> with n1 = min(m,n)/2, n2 = n-n1.
- *>
- *>
- *> The subroutine calls itself to factor B11, solves for B21,
- *> solves for B12, updates B22, then calls itself to factor B22.
- *>
- *> For more details on the recursive LU algorithm, see [2].
- *>
- *> CLAUNHR_COL_GETRFNP2 is called to factorize a block by the blocked
- *> routine CLAUNHR_COL_GETRFNP, which uses blocked code calling
- *. Level 3 BLAS to update the submatrix. However, CLAUNHR_COL_GETRFNP2
- *> is self-sufficient and can be used without CLAUNHR_COL_GETRFNP.
- *>
- *> [1] "Reconstructing Householder vectors from tall-skinny QR",
- *> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
- *> E. Solomonik, J. Parallel Distrib. Comput.,
- *> vol. 85, pp. 3-31, 2015.
- *>
- *> [2] "Recursion leads to automatic variable blocking for dense linear
- *> algebra algorithms", F. Gustavson, IBM J. of Res. and Dev.,
- *> vol. 41, no. 6, pp. 737-755, 1997.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is COMPLEX array, dimension (LDA,N)
- *> On entry, the M-by-N matrix to be factored.
- *> On exit, the factors L and U from the factorization
- *> A-S=L*U; the unit diagonal elements of L are not stored.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,M).
- *> \endverbatim
- *>
- *> \param[out] D
- *> \verbatim
- *> D is COMPLEX array, dimension min(M,N)
- *> The diagonal elements of the diagonal M-by-N sign matrix S,
- *> D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can be
- *> only ( +1.0, 0.0 ) or (-1.0, 0.0 ).
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value
- *> \endverbatim
- *>
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date November 2019
- *
- *> \ingroup complexGEcomputational
- *
- *> \par Contributors:
- * ==================
- *>
- *> \verbatim
- *>
- *> November 2019, Igor Kozachenko,
- *> Computer Science Division,
- *> University of California, Berkeley
- *>
- *> \endverbatim
- *
- * =====================================================================
- RECURSIVE SUBROUTINE CLAUNHR_COL_GETRFNP2( M, N, A, LDA, D, INFO )
- IMPLICIT NONE
- *
- * -- LAPACK computational routine (version 3.9.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * November 2019
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, M, N
- * ..
- * .. Array Arguments ..
- COMPLEX A( LDA, * ), D( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ONE
- PARAMETER ( ONE = 1.0E+0 )
- COMPLEX CONE
- PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
- * ..
- * .. Local Scalars ..
- REAL SFMIN
- INTEGER I, IINFO, N1, N2
- COMPLEX Z
- * ..
- * .. External Functions ..
- REAL SLAMCH
- EXTERNAL SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL CGEMM, CSCAL, CTRSM, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, REAL, CMPLX, AIMAG, SIGN, MAX, MIN
- * ..
- * .. Statement Functions ..
- DOUBLE PRECISION CABS1
- * ..
- * .. Statement Function definitions ..
- CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters
- *
- INFO = 0
- IF( M.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -4
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'CLAUNHR_COL_GETRFNP2', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( MIN( M, N ).EQ.0 )
- $ RETURN
-
- IF ( M.EQ.1 ) THEN
- *
- * One row case, (also recursion termination case),
- * use unblocked code
- *
- * Transfer the sign
- *
- D( 1 ) = CMPLX( -SIGN( ONE, REAL( A( 1, 1 ) ) ) )
- *
- * Construct the row of U
- *
- A( 1, 1 ) = A( 1, 1 ) - D( 1 )
- *
- ELSE IF( N.EQ.1 ) THEN
- *
- * One column case, (also recursion termination case),
- * use unblocked code
- *
- * Transfer the sign
- *
- D( 1 ) = CMPLX( -SIGN( ONE, REAL( A( 1, 1 ) ) ) )
- *
- * Construct the row of U
- *
- A( 1, 1 ) = A( 1, 1 ) - D( 1 )
- *
- * Scale the elements 2:M of the column
- *
- * Determine machine safe minimum
- *
- SFMIN = SLAMCH('S')
- *
- * Construct the subdiagonal elements of L
- *
- IF( CABS1( A( 1, 1 ) ) .GE. SFMIN ) THEN
- CALL CSCAL( M-1, CONE / A( 1, 1 ), A( 2, 1 ), 1 )
- ELSE
- DO I = 2, M
- A( I, 1 ) = A( I, 1 ) / A( 1, 1 )
- END DO
- END IF
- *
- ELSE
- *
- * Divide the matrix B into four submatrices
- *
- N1 = MIN( M, N ) / 2
- N2 = N-N1
-
- *
- * Factor B11, recursive call
- *
- CALL CLAUNHR_COL_GETRFNP2( N1, N1, A, LDA, D, IINFO )
- *
- * Solve for B21
- *
- CALL CTRSM( 'R', 'U', 'N', 'N', M-N1, N1, CONE, A, LDA,
- $ A( N1+1, 1 ), LDA )
- *
- * Solve for B12
- *
- CALL CTRSM( 'L', 'L', 'N', 'U', N1, N2, CONE, A, LDA,
- $ A( 1, N1+1 ), LDA )
- *
- * Update B22, i.e. compute the Schur complement
- * B22 := B22 - B21*B12
- *
- CALL CGEMM( 'N', 'N', M-N1, N2, N1, -CONE, A( N1+1, 1 ), LDA,
- $ A( 1, N1+1 ), LDA, CONE, A( N1+1, N1+1 ), LDA )
- *
- * Factor B22, recursive call
- *
- CALL CLAUNHR_COL_GETRFNP2( M-N1, N2, A( N1+1, N1+1 ), LDA,
- $ D( N1+1 ), IINFO )
- *
- END IF
- RETURN
- *
- * End of CLAUNHR_COL_GETRFNP2
- *
- END
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