SRC/dlatsqr.f(3)
π SRC/dlatsqr.f π
okay bestie, this page is straight out of the Library Functions Manual, and it's giving major blocked-QR main character energy β¨
πΈ NAME πΈ
SRC/dlatsqr.f
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine dlatsqr (m, n, mb, nb, a, lda, t, ldt, work, lwork, info)
DLATSQR
π Function/Subroutine Documentation π
π«Ά subroutine dlatsqr π«Ά
subroutine dlatsqr (integer m, integer n, integer mb, integer nb, double
precision, dimension( lda, * ) a, integer lda, double precision,
dimension( ldt, * ) t, integer ldt, double precision, dimension( * )
work, integer lwork, integer info)
DLATSQR
π Purpose π
okay so DLATSQR computes a blocked Tall-Skinny QR factorization of a real M-by-N matrix A for M >= N:
A = Q * ( R ),
( 0 )
where:
Qis a M-by-M orthogonal matrix, stored on exit in an implicit form in the elements below the diagonal of the arrayAand in the elements of the arrayT;Ris an upper-triangular N-by-N matrix, stored on exit in the elements on and above the diagonal of the arrayA.0is a (M-N)-by-N zero matrix, and is not stored.
π Parameters π
MβMis INTEGER. The number of rows of the matrixA.M >= 0.NβNis INTEGER. The number of columns of the matrixA.M >= N >= 0.MBβMBis INTEGER. The row block size to be used in the blocked QR.MB > 0.NBβNBis INTEGER. The column block size to be used in the blocked QR.N >= NB >= 1.AβAis DOUBLE PRECISION array, dimension(LDA,N). On entry, the M-by-N matrixA. On exit, the elements on and above the diagonal of the array contain the N-by-N upper triangular matrixR; the elements below the diagonal representQby the columns of blockedV(see Further Details).LDAβLDAis INTEGER. The leading dimension of the arrayA.LDA >= max(1,M).TβTis DOUBLE PRECISION array, dimension(LDT, N * Number_of_row_blocks)whereNumber_of_row_blocks = CEIL((M-N)/(MB-N)). The blocked upper triangular block reflectors stored in compact form as a sequence of upper triangular blocks. See Further Details below.LDTβLDTis INTEGER. The leading dimension of the arrayT.LDT >= NB.WORKβ (workspace) DOUBLE PRECISION array, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the minimalLWORK.LWORKβLWORKis INTEGER. The dimension of the arrayWORK.LWORK >= 1, ifMIN(M,N) = 0, andLWORK >= NB*N, otherwise. IfLWORK = -1, then a workspace query is assumed; the routine only calculates the minimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.INFOβINFOis INTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π§ Further Details π§
Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations, representing Q as a product of other orthogonal matrices
Q = Q(1) * Q(2) * . . . * Q(k)
where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
Q(1) zeros out the subdiagonal entries of rows 1:MB of A
Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
. . .
Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors stored under the diagonal of rows 1:MB of A, and by upper triangular block reflectors, stored in array T(1:LDT,1:N). For more information see Further Details in GEQRT.
Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N). The last Q(k) may use fewer rows. For more information see Further Details in TPQRT.
For more details of the overall algorithm, see the description of Sequential TSQR in Section 2.2 of [1].
[1] βCommunication-Optimal Parallel and Sequential QR and LU Factorizations,β J. Demmel, L. Grigori, M. Hoemmen, J. Langou, SIAM J. Sci. Comput, vol. 34, no. 1, 2012
π Definition at line 170 of file dlatsqr.f.
πͺ Author πͺ
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