slaorhr_col_getrfnp2()

recursive subroutine slaorhr_col_getrfnp2	(	integer	m,
		integer	n,
		real, dimension( lda, * )	a,
		integer	lda,
		real, dimension( * )	d,
		integer	info )

SLAORHR_COL_GETRFNP2

Download DLAORHR_GETRF2NP + dependencies [TGZ] [ZIP] [TXT]

Purpose:

!>
!> SLAORHR_COL_GETRFNP2 computes the modified LU factorization without
!> pivoting of a real 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  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 SORHR_COL. In SORHR_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].
!>
!> SLAORHR_COL_GETRFNP2 is called to factorize a block by the blocked
!> routine SLAORHR_COL_GETRFNP, which uses blocked code calling
!> Level 3 BLAS to update the submatrix. However, SLAORHR_COL_GETRFNP2
!> is self-sufficient and can be used without SLAORHR_COL_GETRFNP.
!>
!> [1] ,
!>     G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
!>     E. Solomonik, J. Parallel Distrib. Comput.,
!>     vol. 85, pp. 3-31, 2015.
!>
!> [2] , F. Gustavson, IBM J. of Res. and Dev.,
!>     vol. 41, no. 6, pp. 737-755, 1997.
!> 

Parameters

[in]	M	!> M is INTEGER !> The number of rows of the matrix A. M >= 0. !>
[in]	N	!> N is INTEGER !> The number of columns of the matrix A. N >= 0. !>
[in,out]	A	!> A is REAL 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. !>
[in]	LDA	!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !>
[out]	D	!> D is REAL 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 plus or minus one. !>
[out]	INFO	!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

!>
!> November 2019, Igor Kozachenko,
!>                Computer Science Division,
!>                University of California, Berkeley
!>
!> 

Definition at line 164 of file slaorhr_col_getrfnp2.f.

      IMPLICIT NONE
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDA, M, N
*     ..
*     .. Array Arguments ..
      REAL               A( LDA, * ), D( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE
      parameter( one = 1.0e+0 )
*     ..
*     .. Local Scalars ..
      REAL               SFMIN
      INTEGER            I, IINFO, N1, N2
*     ..
*     .. External Functions ..
      REAL               SLAMCH
      EXTERNAL           slamch
*     ..
*     .. External Subroutines ..
      EXTERNAL           sgemm, sscal, strsm, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, sign, max, min
*     ..
*     .. 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( 'SLAORHR_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 ) = -sign( one, 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 ) = -sign( one, 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( abs( a( 1, 1 ) ) .GE. sfmin ) THEN
            CALL sscal( m-1, one / 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 slaorhr_col_getrfnp2( n1, n1, a, lda, d, iinfo )
*
*        Solve for B21
*
         CALL strsm( 'R', 'U', 'N', 'N', m-n1, n1, one, a, lda,
     $               a( n1+1, 1 ), lda )
*
*        Solve for B12
*
         CALL strsm( 'L', 'L', 'N', 'U', n1, n2, one, a, lda,
     $               a( 1, n1+1 ), lda )
*
*        Update B22, i.e. compute the Schur complement
*        B22 := B22 - B21*B12
*
         CALL sgemm( 'N', 'N', m-n1, n2, n1, -one, a( n1+1, 1 ), lda,
     $               a( 1, n1+1 ), lda, one, a( n1+1, n1+1 ), lda )
*
*        Factor B22, recursive call
*
         CALL slaorhr_col_getrfnp2( m-n1, n2, a( n1+1, n1+1 ), lda,
     $                          d( n1+1 ), iinfo )
*
      END IF
      RETURN
*
*     End of SLAORHR_COL_GETRFNP2
*

Here is the call graph for this function:

Here is the caller graph for this function: