--- rpl/lapack/lapack/zggqrf.f 2011/07/22 07:38:14 1.8 +++ rpl/lapack/lapack/zggqrf.f 2011/11/21 20:43:10 1.9 @@ -1,10 +1,224 @@ +*> \brief \b ZGGQRF +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZGGQRF + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZGGQRF( N, M, P, A, LDA, TAUA, B, LDB, TAUB, WORK, +* LWORK, INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, LDB, LWORK, M, N, P +* .. +* .. Array Arguments .. +* COMPLEX*16 A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ), +* $ WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZGGQRF computes a generalized QR factorization of an N-by-M matrix A +*> and an N-by-P matrix B: +*> +*> A = Q*R, B = Q*T*Z, +*> +*> where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix, +*> and R and T assume one of the forms: +*> +*> if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N, +*> ( 0 ) N-M N M-N +*> M +*> +*> where R11 is upper triangular, and +*> +*> if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P, +*> P-N N ( T21 ) P +*> P +*> +*> where T12 or T21 is upper triangular. +*> +*> In particular, if B is square and nonsingular, the GQR factorization +*> of A and B implicitly gives the QR factorization of inv(B)*A: +*> +*> inv(B)*A = Z**H * (inv(T)*R) +*> +*> where inv(B) denotes the inverse of the matrix B, and Z**H denotes the +*> conjugate transpose of matrix Z. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of rows of the matrices A and B. N >= 0. +*> \endverbatim +*> +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of columns of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] P +*> \verbatim +*> P is INTEGER +*> The number of columns of the matrix B. P >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA,M) +*> On entry, the N-by-M matrix A. +*> On exit, the elements on and above the diagonal of the array +*> contain the min(N,M)-by-M upper trapezoidal matrix R (R is +*> upper triangular if N >= M); the elements below the diagonal, +*> with the array TAUA, represent the unitary matrix Q as a +*> product of min(N,M) elementary reflectors (see Further +*> Details). +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] TAUA +*> \verbatim +*> TAUA is COMPLEX*16 array, dimension (min(N,M)) +*> The scalar factors of the elementary reflectors which +*> represent the unitary matrix Q (see Further Details). +*> \endverbatim +*> +*> \param[in,out] B +*> \verbatim +*> B is COMPLEX*16 array, dimension (LDB,P) +*> On entry, the N-by-P matrix B. +*> On exit, if N <= P, the upper triangle of the subarray +*> B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; +*> if N > P, the elements on and above the (N-P)-th subdiagonal +*> contain the N-by-P upper trapezoidal matrix T; the remaining +*> elements, with the array TAUB, represent the unitary +*> matrix Z as a product of elementary reflectors (see Further +*> Details). +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the array B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[out] TAUB +*> \verbatim +*> TAUB is COMPLEX*16 array, dimension (min(N,P)) +*> The scalar factors of the elementary reflectors which +*> represent the unitary matrix Z (see Further Details). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,N,M,P). +*> For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), +*> where NB1 is the optimal blocksize for the QR factorization +*> of an N-by-M matrix, NB2 is the optimal blocksize for the +*> RQ factorization of an N-by-P matrix, and NB3 is the optimal +*> blocksize for a call of ZUNMQR. +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal size of the WORK array, returns +*> this value as the first entry of the WORK array, and no error +*> message related to LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup complex16OTHERcomputational +* +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> The matrix Q is represented as a product of elementary reflectors +*> +*> Q = H(1) H(2) . . . H(k), where k = min(n,m). +*> +*> Each H(i) has the form +*> +*> H(i) = I - taua * v * v**H +*> +*> where taua is a complex scalar, and v is a complex vector with +*> v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i), +*> and taua in TAUA(i). +*> To form Q explicitly, use LAPACK subroutine ZUNGQR. +*> To use Q to update another matrix, use LAPACK subroutine ZUNMQR. +*> +*> The matrix Z is represented as a product of elementary reflectors +*> +*> Z = H(1) H(2) . . . H(k), where k = min(n,p). +*> +*> Each H(i) has the form +*> +*> H(i) = I - taub * v * v**H +*> +*> where taub is a complex scalar, and v is a complex vector with +*> v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in +*> B(n-k+i,1:p-k+i-1), and taub in TAUB(i). +*> To form Z explicitly, use LAPACK subroutine ZUNGRQ. +*> To use Z to update another matrix, use LAPACK subroutine ZUNMRQ. +*> \endverbatim +*> +* ===================================================================== SUBROUTINE ZGGQRF( N, M, P, A, LDA, TAUA, B, LDB, TAUB, WORK, $ LWORK, INFO ) * -* -- LAPACK routine (version 3.3.1) -- +* -- LAPACK computational routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* -- April 2011 -- +* November 2011 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, LWORK, M, N, P @@ -14,133 +228,6 @@ $ WORK( * ) * .. * -* Purpose -* ======= -* -* ZGGQRF computes a generalized QR factorization of an N-by-M matrix A -* and an N-by-P matrix B: -* -* A = Q*R, B = Q*T*Z, -* -* where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix, -* and R and T assume one of the forms: -* -* if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N, -* ( 0 ) N-M N M-N -* M -* -* where R11 is upper triangular, and -* -* if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P, -* P-N N ( T21 ) P -* P -* -* where T12 or T21 is upper triangular. -* -* In particular, if B is square and nonsingular, the GQR factorization -* of A and B implicitly gives the QR factorization of inv(B)*A: -* -* inv(B)*A = Z**H * (inv(T)*R) -* -* where inv(B) denotes the inverse of the matrix B, and Z**H denotes the -* conjugate transpose of matrix Z. -* -* Arguments -* ========= -* -* N (input) INTEGER -* The number of rows of the matrices A and B. N >= 0. -* -* M (input) INTEGER -* The number of columns of the matrix A. M >= 0. -* -* P (input) INTEGER -* The number of columns of the matrix B. P >= 0. -* -* A (input/output) COMPLEX*16 array, dimension (LDA,M) -* On entry, the N-by-M matrix A. -* On exit, the elements on and above the diagonal of the array -* contain the min(N,M)-by-M upper trapezoidal matrix R (R is -* upper triangular if N >= M); the elements below the diagonal, -* with the array TAUA, represent the unitary matrix Q as a -* product of min(N,M) elementary reflectors (see Further -* Details). -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* TAUA (output) COMPLEX*16 array, dimension (min(N,M)) -* The scalar factors of the elementary reflectors which -* represent the unitary matrix Q (see Further Details). -* -* B (input/output) COMPLEX*16 array, dimension (LDB,P) -* On entry, the N-by-P matrix B. -* On exit, if N <= P, the upper triangle of the subarray -* B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; -* if N > P, the elements on and above the (N-P)-th subdiagonal -* contain the N-by-P upper trapezoidal matrix T; the remaining -* elements, with the array TAUB, represent the unitary -* matrix Z as a product of elementary reflectors (see Further -* Details). -* -* LDB (input) INTEGER -* The leading dimension of the array B. LDB >= max(1,N). -* -* TAUB (output) COMPLEX*16 array, dimension (min(N,P)) -* The scalar factors of the elementary reflectors which -* represent the unitary matrix Z (see Further Details). -* -* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. LWORK >= max(1,N,M,P). -* For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), -* where NB1 is the optimal blocksize for the QR factorization -* of an N-by-M matrix, NB2 is the optimal blocksize for the -* RQ factorization of an N-by-P matrix, and NB3 is the optimal -* blocksize for a call of ZUNMQR. -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates the optimal size of the WORK array, returns -* this value as the first entry of the WORK array, and no error -* message related to LWORK is issued by XERBLA. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value. -* -* Further Details -* =============== -* -* The matrix Q is represented as a product of elementary reflectors -* -* Q = H(1) H(2) . . . H(k), where k = min(n,m). -* -* Each H(i) has the form -* -* H(i) = I - taua * v * v**H -* -* where taua is a complex scalar, and v is a complex vector with -* v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i), -* and taua in TAUA(i). -* To form Q explicitly, use LAPACK subroutine ZUNGQR. -* To use Q to update another matrix, use LAPACK subroutine ZUNMQR. -* -* The matrix Z is represented as a product of elementary reflectors -* -* Z = H(1) H(2) . . . H(k), where k = min(n,p). -* -* Each H(i) has the form -* -* H(i) = I - taub * v * v**H -* -* where taub is a complex scalar, and v is a complex vector with -* v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in -* B(n-k+i,1:p-k+i-1), and taub in TAUB(i). -* To form Z explicitly, use LAPACK subroutine ZUNGRQ. -* To use Z to update another matrix, use LAPACK subroutine ZUNMRQ. -* * ===================================================================== * * .. Local Scalars ..