floraachy
/
OpenBLAS
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
OpenBLAS/lapack-netlib/SRC/slaorhr_col_getrfnp2.f

303 lines
8.6 KiB
Fortran
Raw Blame History

*> \brief \b SLAORHR_COL_GETRFNP2
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLAORHR_GETRF2NP + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaorhr_col_getrfnp2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaorhr_col_getrfnp2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaorhr_col_getrfnp2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* RECURSIVE SUBROUTINE SLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
* REAL A( LDA, * ), D( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> SLAORHR_COL_GETRFNP2 computes the modified LU factorization without
*> pivoting of a real general M-by-N matrix A. The factorization has
*> the form:
*>
*> A - S = L * U,
*>
*> where:
*> S is a m-by-n diagonal sign matrix with the diagonal D, so that
*> D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed
*> as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing
*> i-1 steps of Gaussian elimination. This means that the diagonal
*> element at each step of "modified" Gaussian elimination is at
*> least one in absolute value (so that division-by-zero not
*> possible during the division by the diagonal element);
*>
*> L is a M-by-N lower triangular matrix with unit diagonal elements
*> (lower trapezoidal if M > N);
*>
*> and U is a M-by-N upper triangular matrix
*> (upper trapezoidal if M < N).
*>
*> This routine is an auxiliary routine used in the Householder
*> reconstruction routine SORHR_COL. In SORHR_COL, this routine is
*> applied to an M-by-N matrix A with orthonormal columns, where each
*> element is bounded by one in absolute value. With the choice of
*> the matrix S above, one can show that the diagonal element at each
*> step of Gaussian elimination is the largest (in absolute value) in
*> the column on or below the diagonal, so that no pivoting is required
*> for numerical stability [1].
*>
*> For more details on the Householder reconstruction algorithm,
*> including the modified LU factorization, see [1].
*>
*> This is the recursive version of the LU factorization algorithm.
*> Denote A - S by B. The algorithm divides the matrix B into four
*> submatrices:
*>
*> [ B11 | B12 ] where B11 is n1 by n1,
*> B = [ -----|----- ] B21 is (m-n1) by n1,
*> [ B21 | B22 ] B12 is n1 by n2,
*> B22 is (m-n1) by n2,
*> with n1 = min(m,n)/2, n2 = n-n1.
*>
*>
*> The subroutine calls itself to factor B11, solves for B21,
*> solves for B12, updates B22, then calls itself to factor B22.
*>
*> For more details on the recursive LU algorithm, see [2].
*>
*> SLAORHR_COL_GETRFNP2 is called to factorize a block by the blocked
*> routine SLAORHR_COL_GETRFNP, which uses blocked code calling
*> Level 3 BLAS to update the submatrix. However, SLAORHR_COL_GETRFNP2
*> is self-sufficient and can be used without SLAORHR_COL_GETRFNP.
*>
*> [1] "Reconstructing Householder vectors from tall-skinny QR",
*> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
*> E. Solomonik, J. Parallel Distrib. Comput.,
*> vol. 85, pp. 3-31, 2015.
*>
*> [2] "Recursion leads to automatic variable blocking for dense linear
*> algebra algorithms", F. Gustavson, IBM J. of Res. and Dev.,
*> vol. 41, no. 6, pp. 737-755, 1997.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is REAL array, dimension (LDA,N)
*> On entry, the M-by-N matrix to be factored.
*> On exit, the factors L and U from the factorization
*> A-S=L*U; the unit diagonal elements of L are not stored.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] D
*> \verbatim
*> D is REAL array, dimension min(M,N)
*> The diagonal elements of the diagonal M-by-N sign matrix S,
*> D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can
*> be only plus or minus one.
*> \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.
*
*> \ingroup realGEcomputational
*
*> \par Contributors:
* ==================
*>
*> \verbatim
*>
*> November 2019, Igor Kozachenko,
*> Computer Science Division,
*> University of California, Berkeley
*>
*> \endverbatim
*
* =====================================================================
RECURSIVE SUBROUTINE SLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO )
IMPLICIT NONE
*
* -- LAPACK computational routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
REAL A( LDA, * ), D( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ONE
PARAMETER ( ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
REAL SFMIN
INTEGER I, IINFO, N1, N2
* ..
* .. External Functions ..
REAL SLAMCH
EXTERNAL SLAMCH
* ..
* .. External Subroutines ..
EXTERNAL SGEMM, SSCAL, STRSM, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, SIGN, MAX, MIN
* ..
* .. Executable Statements ..
*
* Test the input parameters
*
INFO = 0
IF( M.LT.0 ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
INFO = -4
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'SLAORHR_COL_GETRFNP2', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( MIN( M, N ).EQ.0 )
$ RETURN
IF ( M.EQ.1 ) THEN
*
* One row case, (also recursion termination case),
* use unblocked code
*
* Transfer the sign
*
D( 1 ) = -SIGN( ONE, A( 1, 1 ) )
*
* Construct the row of U
*
A( 1, 1 ) = A( 1, 1 ) - D( 1 )
*
ELSE IF( N.EQ.1 ) THEN
*
* One column case, (also recursion termination case),
* use unblocked code
*
* Transfer the sign
*
D( 1 ) = -SIGN( ONE, A( 1, 1 ) )
*
* Construct the row of U
*
A( 1, 1 ) = A( 1, 1 ) - D( 1 )
*
* Scale the elements 2:M of the column
*
* Determine machine safe minimum
*
SFMIN = SLAMCH('S')
*
* Construct the subdiagonal elements of L
*
IF( ABS( A( 1, 1 ) ) .GE. SFMIN ) THEN
CALL SSCAL( M-1, ONE / A( 1, 1 ), A( 2, 1 ), 1 )
ELSE
DO I = 2, M
A( I, 1 ) = A( I, 1 ) / A( 1, 1 )
END DO
END IF
*
ELSE
*
* Divide the matrix B into four submatrices
*
N1 = MIN( M, N ) / 2
N2 = N-N1
*
* Factor B11, recursive call
*
CALL SLAORHR_COL_GETRFNP2( N1, N1, A, LDA, D, IINFO )
*
* Solve for B21
*
CALL STRSM( 'R', 'U', 'N', 'N', M-N1, N1, ONE, A, LDA,
$ A( N1+1, 1 ), LDA )
*
* Solve for B12
*
CALL STRSM( 'L', 'L', 'N', 'U', N1, N2, ONE, A, LDA,
$ A( 1, N1+1 ), LDA )
*
* Update B22, i.e. compute the Schur complement
* B22 := B22 - B21*B12
*
CALL SGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( N1+1, 1 ), LDA,
$ A( 1, N1+1 ), LDA, ONE, A( N1+1, N1+1 ), LDA )
*
* Factor B22, recursive call
*
CALL SLAORHR_COL_GETRFNP2( M-N1, N2, A( N1+1, N1+1 ), LDA,
$ D( N1+1 ), IINFO )
*
END IF
RETURN
*
* End of SLAORHR_COL_GETRFNP2
*
END
Reference in New Issue View Git Blame Copy Permalink