SRC/slamtsqr.f(3)
β¨ NAME β¨
SRC/slamtsqr.f β bestie, this is the SRC/slamtsqr.f(3) page from the Library Functions Manual, and it's all about the SLAMTSQR subroutine. π
πΈ SYNOPSIS πΈ
π¦ Functions/Subroutines π¦
subroutine slamtsqr (side, trans, m, n, k, mb, nb, a, lda, t, ldt, c,
ldc, work, lwork, info)
SLAMTSQR
π Function/Subroutine Documentation π
subroutine slamtsqr (character side, character trans, integer m, integer n,
integer k, integer mb, integer nb, real, dimension( lda, * ) a, integer
lda, real, dimension( ldt, * ) t, integer ldt, real, dimension( ldc, * )
c, integer ldc, real, dimension( * ) work, integer lwork, integer info)
SLAMTSQR
Okay so this is SLAMTSQR, and here's its whole deal, no cap. π«Ά
π Purpose π
SLAMTSQR overwrites the general real M-by-N matrix C with the exact matrix tea shown here:
!>
!> SLAMTSQR overwrites the general real M-by-N matrix C with
!>
!>
!> SIDE = 'L' SIDE = 'R'
!> TRANS = 'N': Q * C C * Q
!> TRANS = 'T': Q**T * C C * Q**T
!> where Q is a real orthogonal matrix defined as the product
!> of blocked elementary reflectors computed by tall skinny
!> QR factorization (SLATSQR)
!>
π Parameters π
SIDEβSIDEisCHARACTER*1.= 'L': apply Q or QT from the Left;= 'R': apply Q or QT from the Right. πTRANSβTRANSisCHARACTER*1.= 'N': No transpose, apply Q;= 'T': Transpose, apply Q**T.MβMisINTEGER. The number of rows of the matrix A.M >=0.NβNisINTEGER. The number of columns of the matrix C.N >= 0.KβKisINTEGER. The number of elementary reflectors whose product defines the matrix Q.M >= K >= 0;MBβMBisINTEGER. The block size to be used in the blocked QR.MB > N.(must be the same asSLATSQR)NBβNBisINTEGER. The column block size to be used in the blocked QR.N >= NB >= 1.AβAisREALarray, dimension(LDA,K). The i-th column must contain the vector which defines the blockedelementary reflectorH(i), fori = 1,2,...,k, as returned bySLATSQRin the first k columns of its array argumentA.LDAβLDAisINTEGER. The leading dimension of the arrayA. IfSIDE = 'L',LDA >= max(1,M); ifSIDE = 'R',LDA >= max(1,N).TβTisREALarray, dimension( N * Number of blocks(CEIL(M-K/MB-K)),The blocked upper triangular block reflectors stored in compact form as a sequence of upper triangular blocks. See below for further details.LDTβLDTisINTEGER. The leading dimension of the arrayT.LDT >= NB.CβCisREALarray, dimension(LDC,N). On entry, the M-by-N matrix C. On exit, C is overwritten byQ*CorQ**T*CorC*Q**TorC*Q.LDCβLDCisINTEGER. The leading dimension of the arrayC.LDC >= max(1,M).WORKβ (workspace)REALarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the minimalLWORK.LWORKβLWORKisINTEGER. The dimension of the arrayWORK. IfMIN(M,N,K) = 0,LWORK >= 1. IfSIDE = 'L',LWORK >= max(1,N*NB). IfSIDE = 'R',LWORK >= max(1,MB*NB). 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.INFOβINFOisINTEGER.= 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 rows1:MBof AQ(2)zeros out the bottomMB-Nrows of rows[1:N,MB+1:2*MB-N]of AQ(3)zeros out the bottomMB-Nrows 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
Definition at line 199 of file slamtsqr.f.
π§ Author π§
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