File:  [local] / rpl / lapack / lapack / zgeqrt2.f
Revision 1.10: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:19 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief \b ZGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download ZGEQRT2 + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqrt2.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqrt2.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqrt2.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZGEQRT2( M, N, A, LDA, T, LDT, INFO )
   22: *
   23: *       .. Scalar Arguments ..
   24: *       INTEGER   INFO, LDA, LDT, M, N
   25: *       ..
   26: *       .. Array Arguments ..
   27: *       COMPLEX*16   A( LDA, * ), T( LDT, * )
   28: *       ..
   29: *
   30: *
   31: *> \par Purpose:
   32: *  =============
   33: *>
   34: *> \verbatim
   35: *>
   36: *> ZGEQRT2 computes a QR factorization of a complex M-by-N matrix A,
   37: *> using the compact WY representation of Q.
   38: *> \endverbatim
   39: *
   40: *  Arguments:
   41: *  ==========
   42: *
   43: *> \param[in] M
   44: *> \verbatim
   45: *>          M is INTEGER
   46: *>          The number of rows of the matrix A.  M >= N.
   47: *> \endverbatim
   48: *>
   49: *> \param[in] N
   50: *> \verbatim
   51: *>          N is INTEGER
   52: *>          The number of columns of the matrix A.  N >= 0.
   53: *> \endverbatim
   54: *>
   55: *> \param[in,out] A
   56: *> \verbatim
   57: *>          A is COMPLEX*16 array, dimension (LDA,N)
   58: *>          On entry, the complex M-by-N matrix A.  On exit, the elements on and
   59: *>          above the diagonal contain the N-by-N upper triangular matrix R; the
   60: *>          elements below the diagonal are the columns of V.  See below for
   61: *>          further details.
   62: *> \endverbatim
   63: *>
   64: *> \param[in] LDA
   65: *> \verbatim
   66: *>          LDA is INTEGER
   67: *>          The leading dimension of the array A.  LDA >= max(1,M).
   68: *> \endverbatim
   69: *>
   70: *> \param[out] T
   71: *> \verbatim
   72: *>          T is COMPLEX*16 array, dimension (LDT,N)
   73: *>          The N-by-N upper triangular factor of the block reflector.
   74: *>          The elements on and above the diagonal contain the block
   75: *>          reflector T; the elements below the diagonal are not used.
   76: *>          See below for further details.
   77: *> \endverbatim
   78: *>
   79: *> \param[in] LDT
   80: *> \verbatim
   81: *>          LDT is INTEGER
   82: *>          The leading dimension of the array T.  LDT >= max(1,N).
   83: *> \endverbatim
   84: *>
   85: *> \param[out] INFO
   86: *> \verbatim
   87: *>          INFO is INTEGER
   88: *>          = 0: successful exit
   89: *>          < 0: if INFO = -i, the i-th argument had an illegal value
   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: *> \ingroup complex16GEcomputational
  101: *
  102: *> \par Further Details:
  103: *  =====================
  104: *>
  105: *> \verbatim
  106: *>
  107: *>  The matrix V stores the elementary reflectors H(i) in the i-th column
  108: *>  below the diagonal. For example, if M=5 and N=3, the matrix V is
  109: *>
  110: *>               V = (  1       )
  111: *>                   ( v1  1    )
  112: *>                   ( v1 v2  1 )
  113: *>                   ( v1 v2 v3 )
  114: *>                   ( v1 v2 v3 )
  115: *>
  116: *>  where the vi's represent the vectors which define H(i), which are returned
  117: *>  in the matrix A.  The 1's along the diagonal of V are not stored in A.  The
  118: *>  block reflector H is then given by
  119: *>
  120: *>               H = I - V * T * V**H
  121: *>
  122: *>  where V**H is the conjugate transpose of V.
  123: *> \endverbatim
  124: *>
  125: *  =====================================================================
  126:       SUBROUTINE ZGEQRT2( M, N, A, LDA, T, LDT, INFO )
  127: *
  128: *  -- LAPACK computational routine --
  129: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  130: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  131: *
  132: *     .. Scalar Arguments ..
  133:       INTEGER   INFO, LDA, LDT, M, N
  134: *     ..
  135: *     .. Array Arguments ..
  136:       COMPLEX*16   A( LDA, * ), T( LDT, * )
  137: *     ..
  138: *
  139: *  =====================================================================
  140: *
  141: *     .. Parameters ..
  142:       COMPLEX*16  ONE, ZERO
  143:       PARAMETER( ONE = (1.0D+00,0.0D+00), ZERO = (0.0D+00,0.0D+00) )
  144: *     ..
  145: *     .. Local Scalars ..
  146:       INTEGER   I, K
  147:       COMPLEX*16   AII, ALPHA
  148: *     ..
  149: *     .. External Subroutines ..
  150:       EXTERNAL  ZLARFG, ZGEMV, ZGERC, ZTRMV, XERBLA
  151: *     ..
  152: *     .. Executable Statements ..
  153: *
  154: *     Test the input arguments
  155: *
  156:       INFO = 0
  157:       IF( N.LT.0 ) THEN
  158:          INFO = -2
  159:       ELSE IF( M.LT.N ) THEN
  160:          INFO = -1
  161:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  162:          INFO = -4
  163:       ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
  164:          INFO = -6
  165:       END IF
  166:       IF( INFO.NE.0 ) THEN
  167:          CALL XERBLA( 'ZGEQRT2', -INFO )
  168:          RETURN
  169:       END IF
  170: *
  171:       K = MIN( M, N )
  172: *
  173:       DO I = 1, K
  174: *
  175: *        Generate elem. refl. H(i) to annihilate A(i+1:m,i), tau(I) -> T(I,1)
  176: *
  177:          CALL ZLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  178:      $                T( I, 1 ) )
  179:          IF( I.LT.N ) THEN
  180: *
  181: *           Apply H(i) to A(I:M,I+1:N) from the left
  182: *
  183:             AII = A( I, I )
  184:             A( I, I ) = ONE
  185: *
  186: *           W(1:N-I) := A(I:M,I+1:N)^H * A(I:M,I) [W = T(:,N)]
  187: *
  188:             CALL ZGEMV( 'C',M-I+1, N-I, ONE, A( I, I+1 ), LDA,
  189:      $                  A( I, I ), 1, ZERO, T( 1, N ), 1 )
  190: *
  191: *           A(I:M,I+1:N) = A(I:m,I+1:N) + alpha*A(I:M,I)*W(1:N-1)^H
  192: *
  193:             ALPHA = -CONJG(T( I, 1 ))
  194:             CALL ZGERC( M-I+1, N-I, ALPHA, A( I, I ), 1,
  195:      $           T( 1, N ), 1, A( I, I+1 ), LDA )
  196:             A( I, I ) = AII
  197:          END IF
  198:       END DO
  199: *
  200:       DO I = 2, N
  201:          AII = A( I, I )
  202:          A( I, I ) = ONE
  203: *
  204: *        T(1:I-1,I) := alpha * A(I:M,1:I-1)**H * A(I:M,I)
  205: *
  206:          ALPHA = -T( I, 1 )
  207:          CALL ZGEMV( 'C', M-I+1, I-1, ALPHA, A( I, 1 ), LDA,
  208:      $               A( I, I ), 1, ZERO, T( 1, I ), 1 )
  209:          A( I, I ) = AII
  210: *
  211: *        T(1:I-1,I) := T(1:I-1,1:I-1) * T(1:I-1,I)
  212: *
  213:          CALL ZTRMV( 'U', 'N', 'N', I-1, T, LDT, T( 1, I ), 1 )
  214: *
  215: *           T(I,I) = tau(I)
  216: *
  217:             T( I, I ) = T( I, 1 )
  218:             T( I, 1) = ZERO
  219:       END DO
  220: 
  221: *
  222: *     End of ZGEQRT2
  223: *
  224:       END

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