Annotation of rpl/lapack/lapack/dtplqt2.f, revision 1.5
1.1 bertrand 1: *> \brief \b DTPLQT2 computes a LQ 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: *
8: *> \htmlonly
9: *> Download DTPLQT2 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtplqt2.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtplqt2.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtplqt2.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DTPLQT2( 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: *> DTPLQT2 computes a LQ a 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 lower trapezoidal part of B.
63: *> MIN(M,N) >= L >= 0. See Further Details.
64: *> \endverbatim
65: *>
66: *> \param[in,out] A
67: *> \verbatim
1.3 bertrand 68: *> A is DOUBLE PRECISION array, dimension (LDA,M)
1.1 bertrand 69: *> On entry, the lower triangular M-by-M matrix A.
70: *> On exit, the elements on and below the diagonal of the array
71: *> contain the lower triangular matrix L.
72: *> \endverbatim
73: *>
74: *> \param[in] LDA
75: *> \verbatim
76: *> LDA is INTEGER
1.3 bertrand 77: *> The leading dimension of the array A. LDA >= max(1,M).
1.1 bertrand 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 N-L columns
84: *> are rectangular, and the last L columns are lower 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,M)
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,M)
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: *> \ingroup doubleOTHERcomputational
123: *
124: *> \par Further Details:
125: * =====================
126: *>
127: *> \verbatim
128: *>
129: *> The input matrix C is a M-by-(M+N) matrix
130: *>
131: *> C = [ A ][ B ]
132: *>
133: *>
1.3 bertrand 134: *> where A is an lower triangular M-by-M matrix, and B is M-by-N pentagonal
1.1 bertrand 135: *> matrix consisting of a M-by-(N-L) rectangular matrix B1 left of a M-by-L
136: *> upper trapezoidal matrix B2:
137: *>
138: *> B = [ B1 ][ B2 ]
139: *> [ B1 ] <- M-by-(N-L) rectangular
140: *> [ B2 ] <- M-by-L lower trapezoidal.
141: *>
142: *> The lower trapezoidal matrix B2 consists of the first L columns of a
143: *> N-by-N lower triangular matrix, where 0 <= L <= MIN(M,N). If L=0,
144: *> B is rectangular M-by-N; if M=L=N, B is lower triangular.
145: *>
146: *> The matrix W stores the elementary reflectors H(i) in the i-th row
147: *> above the diagonal (of A) in the M-by-(M+N) input matrix C
148: *>
149: *> C = [ A ][ B ]
1.3 bertrand 150: *> [ A ] <- lower triangular M-by-M
1.1 bertrand 151: *> [ B ] <- M-by-N pentagonal
152: *>
153: *> so that W can be represented as
154: *>
155: *> W = [ I ][ V ]
1.3 bertrand 156: *> [ I ] <- identity, M-by-M
1.1 bertrand 157: *> [ V ] <- M-by-N, same form as B.
158: *>
159: *> Thus, all of information needed for W is contained on exit in B, which
160: *> we call V above. Note that V has the same form as B; that is,
161: *>
162: *> W = [ V1 ][ V2 ]
163: *> [ V1 ] <- M-by-(N-L) rectangular
164: *> [ V2 ] <- M-by-L lower trapezoidal.
165: *>
166: *> The rows of V represent the vectors which define the H(i)'s.
167: *> The (M+N)-by-(M+N) block reflector H is then given by
168: *>
169: *> H = I - W**T * T * W
170: *>
171: *> where W^H is the conjugate transpose of W and T is the upper triangular
172: *> factor of the block reflector.
173: *> \endverbatim
174: *>
175: * =====================================================================
176: SUBROUTINE DTPLQT2( M, N, L, A, LDA, B, LDB, T, LDT, INFO )
177: *
1.5 ! bertrand 178: * -- LAPACK computational routine --
1.1 bertrand 179: * -- LAPACK is a software package provided by Univ. of Tennessee, --
180: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
181: *
182: * .. Scalar Arguments ..
183: INTEGER INFO, LDA, LDB, LDT, N, M, L
184: * ..
185: * .. Array Arguments ..
186: DOUBLE PRECISION A( LDA, * ), B( LDB, * ), T( LDT, * )
187: * ..
188: *
189: * =====================================================================
190: *
191: * .. Parameters ..
192: DOUBLE PRECISION ONE, ZERO
193: PARAMETER( ONE = 1.0, ZERO = 0.0 )
194: * ..
195: * .. Local Scalars ..
196: INTEGER I, J, P, MP, NP
197: DOUBLE PRECISION ALPHA
198: * ..
199: * .. External Subroutines ..
200: EXTERNAL DLARFG, DGEMV, DGER, DTRMV, XERBLA
201: * ..
202: * .. Intrinsic Functions ..
203: INTRINSIC MAX, MIN
204: * ..
205: * .. Executable Statements ..
206: *
207: * Test the input arguments
208: *
209: INFO = 0
210: IF( M.LT.0 ) THEN
211: INFO = -1
212: ELSE IF( N.LT.0 ) THEN
213: INFO = -2
214: ELSE IF( L.LT.0 .OR. L.GT.MIN(M,N) ) THEN
215: INFO = -3
216: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
217: INFO = -5
218: ELSE IF( LDB.LT.MAX( 1, M ) ) THEN
219: INFO = -7
220: ELSE IF( LDT.LT.MAX( 1, M ) ) THEN
221: INFO = -9
222: END IF
223: IF( INFO.NE.0 ) THEN
224: CALL XERBLA( 'DTPLQT2', -INFO )
225: RETURN
226: END IF
227: *
228: * Quick return if possible
229: *
230: IF( N.EQ.0 .OR. M.EQ.0 ) RETURN
231: *
232: DO I = 1, M
233: *
234: * Generate elementary reflector H(I) to annihilate B(I,:)
235: *
236: P = N-L+MIN( L, I )
237: CALL DLARFG( P+1, A( I, I ), B( I, 1 ), LDB, T( 1, I ) )
238: IF( I.LT.M ) THEN
239: *
240: * W(M-I:1) := C(I+1:M,I:N) * C(I,I:N) [use W = T(M,:)]
241: *
242: DO J = 1, M-I
243: T( M, J ) = (A( I+J, I ))
244: END DO
245: CALL DGEMV( 'N', M-I, P, ONE, B( I+1, 1 ), LDB,
246: $ B( I, 1 ), LDB, ONE, T( M, 1 ), LDT )
247: *
248: * C(I+1:M,I:N) = C(I+1:M,I:N) + alpha * C(I,I:N)*W(M-1:1)^H
249: *
250: ALPHA = -(T( 1, I ))
251: DO J = 1, M-I
252: A( I+J, I ) = A( I+J, I ) + ALPHA*(T( M, J ))
253: END DO
254: CALL DGER( M-I, P, ALPHA, T( M, 1 ), LDT,
255: $ B( I, 1 ), LDB, B( I+1, 1 ), LDB )
256: END IF
257: END DO
258: *
259: DO I = 2, M
260: *
261: * T(I,1:I-1) := C(I:I-1,1:N) * (alpha * C(I,I:N)^H)
262: *
263: ALPHA = -T( 1, I )
264:
265: DO J = 1, I-1
266: T( I, J ) = ZERO
267: END DO
268: P = MIN( I-1, L )
269: NP = MIN( N-L+1, N )
270: MP = MIN( P+1, M )
271: *
272: * Triangular part of B2
273: *
274: DO J = 1, P
275: T( I, J ) = ALPHA*B( I, N-L+J )
276: END DO
277: CALL DTRMV( 'L', 'N', 'N', P, B( 1, NP ), LDB,
278: $ T( I, 1 ), LDT )
279: *
280: * Rectangular part of B2
281: *
282: CALL DGEMV( 'N', I-1-P, L, ALPHA, B( MP, NP ), LDB,
283: $ B( I, NP ), LDB, ZERO, T( I,MP ), LDT )
284: *
285: * B1
286: *
287: CALL DGEMV( 'N', I-1, N-L, ALPHA, B, LDB, B( I, 1 ), LDB,
288: $ ONE, T( I, 1 ), LDT )
289: *
290: * T(1:I-1,I) := T(1:I-1,1:I-1) * T(I,1:I-1)
291: *
292: CALL DTRMV( 'L', 'T', 'N', I-1, T, LDT, T( I, 1 ), LDT )
293: *
294: * T(I,I) = tau(I)
295: *
296: T( I, I ) = T( 1, I )
297: T( 1, I ) = ZERO
298: END DO
299: DO I=1,M
300: DO J= I+1,M
301: T(I,J)=T(J,I)
302: T(J,I)= ZERO
303: END DO
304: END DO
305:
306: *
307: * End of DTPLQT2
308: *
309: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to dtplqt2.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack