LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE DLATRZ( M, N, L, A, LDA, TAU, WORK ) 00002 * 00003 * -- LAPACK routine (version 3.3.1) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * -- April 2011 -- 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER L, LDA, M, N 00010 * .. 00011 * .. Array Arguments .. 00012 DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) 00013 * .. 00014 * 00015 * Purpose 00016 * ======= 00017 * 00018 * DLATRZ factors the M-by-(M+L) real upper trapezoidal matrix 00019 * [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z, by means 00020 * of orthogonal transformations. Z is an (M+L)-by-(M+L) orthogonal 00021 * matrix and, R and A1 are M-by-M upper triangular matrices. 00022 * 00023 * Arguments 00024 * ========= 00025 * 00026 * M (input) INTEGER 00027 * The number of rows of the matrix A. M >= 0. 00028 * 00029 * N (input) INTEGER 00030 * The number of columns of the matrix A. N >= 0. 00031 * 00032 * L (input) INTEGER 00033 * The number of columns of the matrix A containing the 00034 * meaningful part of the Householder vectors. N-M >= L >= 0. 00035 * 00036 * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) 00037 * On entry, the leading M-by-N upper trapezoidal part of the 00038 * array A must contain the matrix to be factorized. 00039 * On exit, the leading M-by-M upper triangular part of A 00040 * contains the upper triangular matrix R, and elements N-L+1 to 00041 * N of the first M rows of A, with the array TAU, represent the 00042 * orthogonal matrix Z as a product of M elementary reflectors. 00043 * 00044 * LDA (input) INTEGER 00045 * The leading dimension of the array A. LDA >= max(1,M). 00046 * 00047 * TAU (output) DOUBLE PRECISION array, dimension (M) 00048 * The scalar factors of the elementary reflectors. 00049 * 00050 * WORK (workspace) DOUBLE PRECISION array, dimension (M) 00051 * 00052 * Further Details 00053 * =============== 00054 * 00055 * Based on contributions by 00056 * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA 00057 * 00058 * The factorization is obtained by Householder's method. The kth 00059 * transformation matrix, Z( k ), which is used to introduce zeros into 00060 * the ( m - k + 1 )th row of A, is given in the form 00061 * 00062 * Z( k ) = ( I 0 ), 00063 * ( 0 T( k ) ) 00064 * 00065 * where 00066 * 00067 * T( k ) = I - tau*u( k )*u( k )**T, u( k ) = ( 1 ), 00068 * ( 0 ) 00069 * ( z( k ) ) 00070 * 00071 * tau is a scalar and z( k ) is an l element vector. tau and z( k ) 00072 * are chosen to annihilate the elements of the kth row of A2. 00073 * 00074 * The scalar tau is returned in the kth element of TAU and the vector 00075 * u( k ) in the kth row of A2, such that the elements of z( k ) are 00076 * in a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in 00077 * the upper triangular part of A1. 00078 * 00079 * Z is given by 00080 * 00081 * Z = Z( 1 ) * Z( 2 ) * ... * Z( m ). 00082 * 00083 * ===================================================================== 00084 * 00085 * .. Parameters .. 00086 DOUBLE PRECISION ZERO 00087 PARAMETER ( ZERO = 0.0D+0 ) 00088 * .. 00089 * .. Local Scalars .. 00090 INTEGER I 00091 * .. 00092 * .. External Subroutines .. 00093 EXTERNAL DLARFG, DLARZ 00094 * .. 00095 * .. Executable Statements .. 00096 * 00097 * Test the input arguments 00098 * 00099 * Quick return if possible 00100 * 00101 IF( M.EQ.0 ) THEN 00102 RETURN 00103 ELSE IF( M.EQ.N ) THEN 00104 DO 10 I = 1, N 00105 TAU( I ) = ZERO 00106 10 CONTINUE 00107 RETURN 00108 END IF 00109 * 00110 DO 20 I = M, 1, -1 00111 * 00112 * Generate elementary reflector H(i) to annihilate 00113 * [ A(i,i) A(i,n-l+1:n) ] 00114 * 00115 CALL DLARFG( L+1, A( I, I ), A( I, N-L+1 ), LDA, TAU( I ) ) 00116 * 00117 * Apply H(i) to A(1:i-1,i:n) from the right 00118 * 00119 CALL DLARZ( 'Right', I-1, N-I+1, L, A( I, N-L+1 ), LDA, 00120 $ TAU( I ), A( 1, I ), LDA, WORK ) 00121 * 00122 20 CONTINUE 00123 * 00124 RETURN 00125 * 00126 * End of DLATRZ 00127 * 00128 END