/home/abui...unhr_col.f(3)
π CUNHR_COL, bestie π
okay so this is the <pink>Library Functions Manual</pink> page for /home/abui...unhr_col.f(3), and the actual source file is /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/cunhr_col.f. buckle up, she's a LAPACK girlie π
πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/cunhr_col.f
π SYNOPSIS π
Functions/Subroutines, periodt:
subroutine CUNHR_COL (m, n, nb, a, lda, t, ldt, d, info)
CUNHR_COL
π¦ Function/Subroutine Documentation π¦
the full signature is giving main-character energy:
subroutine CUNHR_COL (integer m, integer n, integer nb, complex, dimension(
lda, * ) a, integer lda, complex, dimension( ldt, * ) t, integer ldt,
complex, dimension( * ) d, integer info)
and yes, she is literally named CUNHR_COL.
β¨ Purpose β¨
okay so CUNHR_COL takes an M-by-N complex matrix Q_in with orthonormal columns as input, stored in A, and performs Householder Reconstruction (HR), i.e. reconstructs Householder vectors V(i) implicitly representing another M-by-N matrix Q_out, with the property that Q_in = Q_out*S, where S is an N-by-N diagonal matrix with diagonal entries equal to +1 or -1. The Householder vectors (columns V(i) of V) are stored in A on output, and the diagonal entries of S are stored in D. Block reflectors are also returned in T (same output format as CGEQRT). π«Ά
π Parameters π
π M
M is INTEGER. The number of rows of the matrix A. M >= 0.
π N
N is INTEGER. The number of columns of the matrix A. M >= N >= 0.
π NB
NB is INTEGER. The column block size to be used in the reconstruction of Householder column vector blocks in the array A and corresponding block reflectors in the array T. NB >= 1.
note bestie: ifNB > N, thenNis used instead ofNBas the column block size. π
π A
A is COMPLEX array, dimension (LDA,N).
On entry:
- The array
Acontains anM-by-Northonormal matrixQ_in, i.e the columns ofAare orthogonal unit vectors.
On exit:
- The elements below the diagonal of
Arepresent the unit lower-trapezoidal matrixVof Householder column vectorsV(i). The unit diagonal entries ofVare not stored (same format as the output below the diagonal inAfromCGEQRT). The matrixTand the matrixVstored on output inAimplicitly defineQ_out. - The elements above the diagonal contain the factor
Uof theLU-decomposition:
Q_in - ( S ) = V * U
( 0 )
where 0 is a (M-N)-by-(M-N) zero matrix.
π LDA
LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,M).
π T
T is COMPLEX array, dimension (LDT, N).
Let NOCB = Number_of_output_col_blocks = CEIL(N/NB).
On exit, T(1:NB, 1:N) contains NOCB upper-triangular block reflectors used to define Q_out stored in compact form as a sequence of upper-triangular NB-by-NB column blocks (same format as the output T in CGEQRT). The matrix T and the matrix V stored on output in A implicitly define Q_out.
NOTE: The lower triangles below the upper-triangular blocks will be filled with zeros. See Further Details. π«Ά
π LDT
LDT is INTEGER. The leading dimension of the array T. LDT >= max(1,min(NB,N)).
π D
D is COMPLEX array, dimension min(M,N). The elements can be only plus or minus one.
D(i) is constructed as D(i) = -SIGN(Q_in_i(i,i)), where 1 <= i <= min(M,N), and Q_in_i is Q_in after performing i-1 steps of βmodifiedβ Gaussian elimination. See Further Details. β¨
π INFO
INFO is INTEGER.
= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value
π₯ Further Details π₯
The computed M-by-M unitary factor Q_out is defined implicitly as a product of unitary matrices Q_out(i). Each Q_out(i) is stored in the compact WY-representation format in the corresponding blocks of matrices V (stored in A) and T.
The M-by-N unit lower-trapezoidal matrix V stored in the M-by-N matrix A contains the column vectors V(i) in NB-size column blocks VB(j). For example, VB(1) contains the columns V(1), V(2), ... V(NB).
NOTE: The unit entries on the diagonal ofYare not stored inA.
The number of column blocks is
NOCB = Number_of_output_col_blocks = CEIL(N/NB)
where each block is of order NB except for the last block, which is of order LAST_NB = N - (NOCB-1)*NB.
For example, if M=6, N=5 and NB=2, the matrix V is
V = ( VB(1), VB(2), VB(3) ) =
= ( 1 )
( v21 1 )
( v31 v32 1 )
( v41 v42 v43 1 )
( v51 v52 v53 v54 1 )
( v61 v62 v63 v54 v65 )
For each of the column blocks VB(i), an upper-triangular block reflector TB(i) is computed. These blocks are stored as a sequence of upper-triangular column blocks in the NB-by-N matrix T. The size of each TB(i) block is NB-by-NB, except for the last block, whose size is LAST_NB-by-LAST_NB.
For example, if M=6, N=5 and NB=2, the matrix T is
T = ( TB(1), TB(2), TB(3) ) =
= ( t11 t12 t13 t14 t15 )
( t22 t24 )
The M-by-M factor Q_out is given as a product of NOCB unitary M-by-M matrices Q_out(i).
Q_out = Q_out(1) * Q_out(2) * ... * Q_out(NOCB),
where each matrix Q_out(i) is given by the WY-representation using corresponding blocks from the matrices V and T:
Q_out(i) = I - VB(i) * TB(i) * (VB(i))**T,
where I is the identity matrix. Here is the formula with matrix dimensions:
Q(i){M-by-M} = I{M-by-M} -
VB(i){M-by-INB} * TB(i){INB-by-INB} * (VB(i))**T {INB-by-M},
where INB = NB, except for the last block NOCB for which INB=LAST_NB.
=====
NOTE:
=====
If Q_in is the result of doing a QR factorization B = Q_in * R_in, then:
B = (Q_out*S) * R_in = Q_out * (S * R_in) = Q_out * R_out.
So if one wants to interpret Q_out as the result of the QR factorization of B, then the corresponding R_out should be equal to R_out = S * R_in, i.e. some rows of R_in should be multiplied by -1.
For the details of the algorithm, see [1].
[1] ,
G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
E. Solomonik, J. Parallel Distrib. Comput.,
vol. 85, pp. 3-31, 2015.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
πΈ Contributors πΈ
November 2019, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
Definition at line 258 of file cunhr_col.f.
π Author π
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