File:
[local] /
rpl /
lapack /
lapack /
dlatrz.f
Revision
1.15:
download - view:
text,
annotated -
select for diffs -
revision graph
Mon Jan 27 09:28:23 2014 UTC (10 years, 4 months ago) by
bertrand
Branches:
MAIN
CVS tags:
rpl-4_1_24,
rpl-4_1_23,
rpl-4_1_22,
rpl-4_1_21,
rpl-4_1_20,
rpl-4_1_19,
rpl-4_1_18,
rpl-4_1_17,
HEAD
Cohérence.
1: *> \brief \b DLATRZ factors an upper trapezoidal matrix by means of orthogonal transformations.
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DLATRZ + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlatrz.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlatrz.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlatrz.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DLATRZ( M, N, L, A, LDA, TAU, WORK )
22: *
23: * .. Scalar Arguments ..
24: * INTEGER L, LDA, M, N
25: * ..
26: * .. Array Arguments ..
27: * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
28: * ..
29: *
30: *
31: *> \par Purpose:
32: * =============
33: *>
34: *> \verbatim
35: *>
36: *> DLATRZ factors the M-by-(M+L) real upper trapezoidal matrix
37: *> [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z, by means
38: *> of orthogonal transformations. Z is an (M+L)-by-(M+L) orthogonal
39: *> matrix and, R and A1 are M-by-M upper triangular matrices.
40: *> \endverbatim
41: *
42: * Arguments:
43: * ==========
44: *
45: *> \param[in] M
46: *> \verbatim
47: *> M is INTEGER
48: *> The number of rows of the matrix A. M >= 0.
49: *> \endverbatim
50: *>
51: *> \param[in] N
52: *> \verbatim
53: *> N is INTEGER
54: *> The number of columns of the matrix A. N >= 0.
55: *> \endverbatim
56: *>
57: *> \param[in] L
58: *> \verbatim
59: *> L is INTEGER
60: *> The number of columns of the matrix A containing the
61: *> meaningful part of the Householder vectors. N-M >= L >= 0.
62: *> \endverbatim
63: *>
64: *> \param[in,out] A
65: *> \verbatim
66: *> A is DOUBLE PRECISION array, dimension (LDA,N)
67: *> On entry, the leading M-by-N upper trapezoidal part of the
68: *> array A must contain the matrix to be factorized.
69: *> On exit, the leading M-by-M upper triangular part of A
70: *> contains the upper triangular matrix R, and elements N-L+1 to
71: *> N of the first M rows of A, with the array TAU, represent the
72: *> orthogonal matrix Z as a product of M elementary reflectors.
73: *> \endverbatim
74: *>
75: *> \param[in] LDA
76: *> \verbatim
77: *> LDA is INTEGER
78: *> The leading dimension of the array A. LDA >= max(1,M).
79: *> \endverbatim
80: *>
81: *> \param[out] TAU
82: *> \verbatim
83: *> TAU is DOUBLE PRECISION array, dimension (M)
84: *> The scalar factors of the elementary reflectors.
85: *> \endverbatim
86: *>
87: *> \param[out] WORK
88: *> \verbatim
89: *> WORK is DOUBLE PRECISION array, dimension (M)
90: *> \endverbatim
91: *
92: * Authors:
93: * ========
94: *
95: *> \author Univ. of Tennessee
96: *> \author Univ. of California Berkeley
97: *> \author Univ. of Colorado Denver
98: *> \author NAG Ltd.
99: *
100: *> \date September 2012
101: *
102: *> \ingroup doubleOTHERcomputational
103: *
104: *> \par Contributors:
105: * ==================
106: *>
107: *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
108: *
109: *> \par Further Details:
110: * =====================
111: *>
112: *> \verbatim
113: *>
114: *> The factorization is obtained by Householder's method. The kth
115: *> transformation matrix, Z( k ), which is used to introduce zeros into
116: *> the ( m - k + 1 )th row of A, is given in the form
117: *>
118: *> Z( k ) = ( I 0 ),
119: *> ( 0 T( k ) )
120: *>
121: *> where
122: *>
123: *> T( k ) = I - tau*u( k )*u( k )**T, u( k ) = ( 1 ),
124: *> ( 0 )
125: *> ( z( k ) )
126: *>
127: *> tau is a scalar and z( k ) is an l element vector. tau and z( k )
128: *> are chosen to annihilate the elements of the kth row of A2.
129: *>
130: *> The scalar tau is returned in the kth element of TAU and the vector
131: *> u( k ) in the kth row of A2, such that the elements of z( k ) are
132: *> in a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in
133: *> the upper triangular part of A1.
134: *>
135: *> Z is given by
136: *>
137: *> Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
138: *> \endverbatim
139: *>
140: * =====================================================================
141: SUBROUTINE DLATRZ( M, N, L, A, LDA, TAU, WORK )
142: *
143: * -- LAPACK computational routine (version 3.4.2) --
144: * -- LAPACK is a software package provided by Univ. of Tennessee, --
145: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
146: * September 2012
147: *
148: * .. Scalar Arguments ..
149: INTEGER L, LDA, M, N
150: * ..
151: * .. Array Arguments ..
152: DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
153: * ..
154: *
155: * =====================================================================
156: *
157: * .. Parameters ..
158: DOUBLE PRECISION ZERO
159: PARAMETER ( ZERO = 0.0D+0 )
160: * ..
161: * .. Local Scalars ..
162: INTEGER I
163: * ..
164: * .. External Subroutines ..
165: EXTERNAL DLARFG, DLARZ
166: * ..
167: * .. Executable Statements ..
168: *
169: * Test the input arguments
170: *
171: * Quick return if possible
172: *
173: IF( M.EQ.0 ) THEN
174: RETURN
175: ELSE IF( M.EQ.N ) THEN
176: DO 10 I = 1, N
177: TAU( I ) = ZERO
178: 10 CONTINUE
179: RETURN
180: END IF
181: *
182: DO 20 I = M, 1, -1
183: *
184: * Generate elementary reflector H(i) to annihilate
185: * [ A(i,i) A(i,n-l+1:n) ]
186: *
187: CALL DLARFG( L+1, A( I, I ), A( I, N-L+1 ), LDA, TAU( I ) )
188: *
189: * Apply H(i) to A(1:i-1,i:n) from the right
190: *
191: CALL DLARZ( 'Right', I-1, N-I+1, L, A( I, N-L+1 ), LDA,
192: $ TAU( I ), A( 1, I ), LDA, WORK )
193: *
194: 20 CONTINUE
195: *
196: RETURN
197: *
198: * End of DLATRZ
199: *
200: END
CVSweb interface <joel.bertrand@systella.fr>