table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dlaorhr_col_getrfnp2.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dlaorhr_col_getrfnp2.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dlaorhr_col_getrfnp2.f
SYNOPSIS¶
Functions/Subroutines¶
recursive subroutine DLAORHR_COL_GETRFNP2 (m, n, a, lda, d,
info)
DLAORHR_COL_GETRFNP2
Function/Subroutine Documentation¶
recursive subroutine DLAORHR_COL_GETRFNP2 (integer m, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) d, integer info)¶
DLAORHR_COL_GETRFNP2
Purpose:
!> !> DLAORHR_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 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 DORHR_COL. In DORHR_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]. !> !> DLAORHR_COL_GETRFNP2 is called to factorize a block by the blocked !> routine DLAORHR_COL_GETRFNP, which uses blocked code calling !> Level 3 BLAS to update the submatrix. However, DLAORHR_COL_GETRFNP2 !> is self-sufficient and can be used without DLAORHR_COL_GETRFNP. !> !> [1] , !> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, !> E. Solomonik, J. Parallel Distrib. Comput., !> vol. 85, pp. 3-31, 2015. !> !> [2] , F. Gustavson, IBM J. of Res. and Dev., !> vol. 41, no. 6, pp. 737-755, 1997. !>
Parameters
M
!> M is INTEGER !> The number of rows of the matrix A. M >= 0. !>
N
!> N is INTEGER !> The number of columns of the matrix A. N >= 0. !>
A
!> A is DOUBLE PRECISION 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. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !>
D
!> D is DOUBLE PRECISION 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. !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
!> !> November 2019, Igor Kozachenko, !> Computer Science Division, !> University of California, Berkeley !> !>
Definition at line 166 of file dlaorhr_col_getrfnp2.f.
Author¶
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