LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ zgelqt3()

recursive subroutine zgelqt3 ( integer  M,
integer  N,
complex*16, dimension( lda, * )  A,
integer  LDA,
complex*16, dimension( ldt, * )  T,
integer  LDT,
integer  INFO 
)

ZGELQT3 recursively computes a LQ factorization of a general real or complex matrix using the compact WY representation of Q.

Download ZGELQT3 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 ZGELQT3 recursively computes a LQ factorization of a complex M-by-N
 matrix A, using the compact WY representation of Q.

 Based on the algorithm of Elmroth and Gustavson,
 IBM J. Res. Develop. Vol 44 No. 4 July 2000.
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrix A.  M =< N.
[in]N
          N is INTEGER
          The number of columns of the matrix A.  N >= 0.
[in,out]A
          A is COMPLEX*16 array, dimension (LDA,N)
          On entry, the complex M-by-N matrix A.  On exit, the elements on and
          below the diagonal contain the N-by-N lower triangular matrix L; the
          elements above the diagonal are the rows of V.  See below for
          further details.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[out]T
          T is COMPLEX*16 array, dimension (LDT,N)
          The N-by-N upper triangular factor of the block reflector.
          The elements on and above the diagonal contain the block
          reflector T; the elements below the diagonal are not used.
          See below for further details.
[in]LDT
          LDT is INTEGER
          The leading dimension of the array T.  LDT >= max(1,N).
[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.
Further Details:
  The matrix V stores the elementary reflectors H(i) in the i-th row
  above the diagonal. For example, if M=5 and N=3, the matrix V is

               V = (  1  v1 v1 v1 v1 )
                   (     1  v2 v2 v2 )
                   (     1  v3 v3 v3 )


  where the vi's represent the vectors which define H(i), which are returned
  in the matrix A.  The 1's along the diagonal of V are not stored in A.  The
  block reflector H is then given by

               H = I - V * T * V**T

  where V**T is the transpose of V.

  For details of the algorithm, see Elmroth and Gustavson (cited above).

Definition at line 130 of file zgelqt3.f.

131*
132* -- LAPACK computational routine --
133* -- LAPACK is a software package provided by Univ. of Tennessee, --
134* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
135*
136* .. Scalar Arguments ..
137 INTEGER INFO, LDA, M, N, LDT
138* ..
139* .. Array Arguments ..
140 COMPLEX*16 A( LDA, * ), T( LDT, * )
141* ..
142*
143* =====================================================================
144*
145* .. Parameters ..
146 COMPLEX*16 ONE, ZERO
147 parameter( one = (1.0d+00,0.0d+00) )
148 parameter( zero = (0.0d+00,0.0d+00))
149* ..
150* .. Local Scalars ..
151 INTEGER I, I1, J, J1, M1, M2, IINFO
152* ..
153* .. External Subroutines ..
154 EXTERNAL zlarfg, ztrmm, zgemm, xerbla
155* ..
156* .. Executable Statements ..
157*
158 info = 0
159 IF( m .LT. 0 ) THEN
160 info = -1
161 ELSE IF( n .LT. m ) THEN
162 info = -2
163 ELSE IF( lda .LT. max( 1, m ) ) THEN
164 info = -4
165 ELSE IF( ldt .LT. max( 1, m ) ) THEN
166 info = -6
167 END IF
168 IF( info.NE.0 ) THEN
169 CALL xerbla( 'ZGELQT3', -info )
170 RETURN
171 END IF
172*
173 IF( m.EQ.1 ) THEN
174*
175* Compute Householder transform when M=1
176*
177 CALL zlarfg( n, a, a( 1, min( 2, n ) ), lda, t )
178 t(1,1)=conjg(t(1,1))
179*
180 ELSE
181*
182* Otherwise, split A into blocks...
183*
184 m1 = m/2
185 m2 = m-m1
186 i1 = min( m1+1, m )
187 j1 = min( m+1, n )
188*
189* Compute A(1:M1,1:N) <- (Y1,R1,T1), where Q1 = I - Y1 T1 Y1^H
190*
191 CALL zgelqt3( m1, n, a, lda, t, ldt, iinfo )
192*
193* Compute A(J1:M,1:N) = A(J1:M,1:N) Q1^H [workspace: T(1:N1,J1:N)]
194*
195 DO i=1,m2
196 DO j=1,m1
197 t( i+m1, j ) = a( i+m1, j )
198 END DO
199 END DO
200 CALL ztrmm( 'R', 'U', 'C', 'U', m2, m1, one,
201 & a, lda, t( i1, 1 ), ldt )
202*
203 CALL zgemm( 'N', 'C', m2, m1, n-m1, one, a( i1, i1 ), lda,
204 & a( 1, i1 ), lda, one, t( i1, 1 ), ldt)
205*
206 CALL ztrmm( 'R', 'U', 'N', 'N', m2, m1, one,
207 & t, ldt, t( i1, 1 ), ldt )
208*
209 CALL zgemm( 'N', 'N', m2, n-m1, m1, -one, t( i1, 1 ), ldt,
210 & a( 1, i1 ), lda, one, a( i1, i1 ), lda )
211*
212 CALL ztrmm( 'R', 'U', 'N', 'U', m2, m1 , one,
213 & a, lda, t( i1, 1 ), ldt )
214*
215 DO i=1,m2
216 DO j=1,m1
217 a( i+m1, j ) = a( i+m1, j ) - t( i+m1, j )
218 t( i+m1, j )= zero
219 END DO
220 END DO
221*
222* Compute A(J1:M,J1:N) <- (Y2,R2,T2) where Q2 = I - Y2 T2 Y2^H
223*
224 CALL zgelqt3( m2, n-m1, a( i1, i1 ), lda,
225 & t( i1, i1 ), ldt, iinfo )
226*
227* Compute T3 = T(J1:N1,1:N) = -T1 Y1^H Y2 T2
228*
229 DO i=1,m2
230 DO j=1,m1
231 t( j, i+m1 ) = (a( j, i+m1 ))
232 END DO
233 END DO
234*
235 CALL ztrmm( 'R', 'U', 'C', 'U', m1, m2, one,
236 & a( i1, i1 ), lda, t( 1, i1 ), ldt )
237*
238 CALL zgemm( 'N', 'C', m1, m2, n-m, one, a( 1, j1 ), lda,
239 & a( i1, j1 ), lda, one, t( 1, i1 ), ldt )
240*
241 CALL ztrmm( 'L', 'U', 'N', 'N', m1, m2, -one, t, ldt,
242 & t( 1, i1 ), ldt )
243*
244 CALL ztrmm( 'R', 'U', 'N', 'N', m1, m2, one,
245 & t( i1, i1 ), ldt, t( 1, i1 ), ldt )
246*
247*
248*
249* Y = (Y1,Y2); L = [ L1 0 ]; T = [T1 T3]
250* [ A(1:N1,J1:N) L2 ] [ 0 T2]
251*
252 END IF
253*
254 RETURN
255*
256* End of ZGELQT3
257*
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine zgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
ZGEMM
Definition: zgemm.f:187
subroutine ztrmm(SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, B, LDB)
ZTRMM
Definition: ztrmm.f:177
subroutine zlarfg(N, ALPHA, X, INCX, TAU)
ZLARFG generates an elementary reflector (Householder matrix).
Definition: zlarfg.f:106
recursive subroutine zgelqt3(M, N, A, LDA, T, LDT, INFO)
ZGELQT3 recursively computes a LQ factorization of a general real or complex matrix using the compact...
Definition: zgelqt3.f:131
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