LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
dtpqrt2.f
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1 *> \brief \b DTPQRT2 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 *
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DTPQRT2( 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 * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), T( LDT, * )
28 * ..
29 *
30 *
31 *> \par Purpose:
32 * =============
33 *>
34 *> \verbatim
35 *>
36 *> DTPQRT2 computes a QR factorization of a real "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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 September 2012
123 *
124 *> \ingroup doubleOTHERcomputational
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**T
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 dtpqrt2( M, N, L, A, LDA, B, LDB, T, LDT, INFO )
175 *
176 * -- LAPACK computational routine (version 3.4.2) --
177 * -- LAPACK is a software package provided by Univ. of Tennessee, --
178 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
179 * September 2012
180 *
181 * .. Scalar Arguments ..
182  INTEGER INFO, LDA, LDB, LDT, N, M, L
183 * ..
184 * .. Array Arguments ..
185  DOUBLE PRECISION A( lda, * ), B( ldb, * ), T( ldt, * )
186 * ..
187 *
188 * =====================================================================
189 *
190 * .. Parameters ..
191  DOUBLE PRECISION ONE, ZERO
192  parameter( one = 1.0, zero = 0.0 )
193 * ..
194 * .. Local Scalars ..
195  INTEGER I, J, P, MP, NP
196  DOUBLE PRECISION ALPHA
197 * ..
198 * .. External Subroutines ..
199  EXTERNAL dlarfg, dgemv, dger, dtrmv, 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( 'DTPQRT2', -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 dlarfg( 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 ) = (a( i, i+j ))
243  END DO
244  CALL dgemv( 'T', 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 = -(t( i, 1 ))
250  DO j = 1, n-i
251  a( i, i+j ) = a( i, i+j ) + alpha*(t( j, n ))
252  END DO
253  CALL dger( 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 
264  DO j = 1, i-1
265  t( j, i ) = zero
266  END DO
267  p = min( i-1, l )
268  mp = min( m-l+1, m )
269  np = min( p+1, n )
270 *
271 * Triangular part of B2
272 *
273  DO j = 1, p
274  t( j, i ) = alpha*b( m-l+j, i )
275  END DO
276  CALL dtrmv( 'U', 'T', 'N', p, b( mp, 1 ), ldb,
277  $ t( 1, i ), 1 )
278 *
279 * Rectangular part of B2
280 *
281  CALL dgemv( 'T', l, i-1-p, alpha, b( mp, np ), ldb,
282  $ b( mp, i ), 1, zero, t( np, i ), 1 )
283 *
284 * B1
285 *
286  CALL dgemv( 'T', m-l, i-1, alpha, b, ldb, b( 1, i ), 1,
287  $ one, t( 1, i ), 1 )
288 *
289 * T(1:I-1,I) := T(1:I-1,1:I-1) * T(1:I-1,I)
290 *
291  CALL dtrmv( 'U', 'N', 'N', i-1, t, ldt, t( 1, i ), 1 )
292 *
293 * T(I,I) = tau(I)
294 *
295  t( i, i ) = t( i, 1 )
296  t( i, 1 ) = zero
297  END DO
298 
299 *
300 * End of DTPQRT2
301 *
302  END
subroutine dgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DGEMV
Definition: dgemv.f:158
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine dger(M, N, ALPHA, X, INCX, Y, INCY, A, LDA)
DGER
Definition: dger.f:132
subroutine dtpqrt2(M, N, L, A, LDA, B, LDB, T, LDT, INFO)
DTPQRT2 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.
Definition: dtpqrt2.f:175
subroutine dlarfg(N, ALPHA, X, INCX, TAU)
DLARFG generates an elementary reflector (Householder matrix).
Definition: dlarfg.f:108
subroutine dtrmv(UPLO, TRANS, DIAG, N, A, LDA, X, INCX)
DTRMV
Definition: dtrmv.f:149