unhr_col(3)
๐ธ unhr_col(3) โ Library Functions Manual ๐ธ
okay bestie, welcome to the unhr_col page โ aka the {un,or}hr_col house of Householder reconstruction. This is the Library Functions Manual entry, and it is a lot, so buckle up. We're doing this in one long glorious scroll. ๐
โจ NAME โจ
unhr_col โ {un,or}hr_col: Householder reconstruction
โจ SYNOPSIS โจ
๐ฆ Functions
subroutine cunhr_col (m, n, nb, a, lda, t, ldt, d, info)โ CUNHR_COLsubroutine dorhr_col (m, n, nb, a, lda, t, ldt, d, info)โ DORHR_COLsubroutine sorhr_col (m, n, nb, a, lda, t, ldt, d, info)โ SORHR_COLsubroutine zunhr_col (m, n, nb, a, lda, t, ldt, d, info)โ ZUNHR_COL
โจ DETAILED DESCRIPTION โจ
(no extra prose here babes, the details live down in the function docs โฌ๏ธ)
โจ FUNCTION DOCUMENTATION โจ
๐ 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)
๐ CUNHR_COL ๐
Purpose:
!>
!> 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).
!>
so like, imagine you hand it an M-by-N complex matrix Q_in with orthonormal columns, chillin' in A โ she takes that and does Householder Reconstruction (HR, iconic acronym). Basically she rebuilds the Householder vectors V(i) that implicitly represent a whole other M-by-N matrix Q_out, and the whole point is:
Q_in = Q_out*S
where S is an N-by-N diagonal matrix whose diagonal entries are literally just +1 or -1. No in-between, no vibes. ๐
On output the Householder vectors (the columns V(i) of V) live in A, and the diagonal entries of S live in D. You also get block reflectors back in T โ same output format as CGEQRT, no cap.
Parameters
M
!> M is INTEGER
!> The number of rows of the matrix A. M >= 0.
!>
that's the row count bestie. M >= 0.
N
!> N is INTEGER
!> The number of columns of the matrix A. M >= N >= 0.
!>
column count. note the constraint is M >= N >= 0 โ N can't clown around and be bigger than M. ๐
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 that if NB > N, then N is used instead of NB
!> as the column block size.)
!>
the column block size used when reconstructing the Householder column vector blocks in A and the matching block reflectors in T. NB >= 1. โ ๏ธ and heads up: if NB > N, then N gets used instead of NB as the column block size โ the code just quietly clamps, iykyk.
A
!> A is COMPLEX array, dimension (LDA,N)
!>
!> On entry:
!>
!> The array A contains an M-by-N orthonormal matrix Q_in,
!> i.e the columns of A are orthogonal unit vectors.
!>
!> On exit:
!>
!> The elements below the diagonal of A represent the unit
!> lower-trapezoidal matrix V of Householder column vectors
!> V(i). The unit diagonal entries of V are not stored
!> (same format as the output below the diagonal in A from
!> CGEQRT). The matrix T and the matrix V stored on output
!> in A implicitly define Q_out.
!>
!> The elements above the diagonal contain the factor U
!> of the LU-decomposition:
!> Q_in - ( S ) = V * U
!> ( 0 )
!> where 0 is a (M-N)-by-(M-N) zero matrix.
!>
On entry: A holds your M-by-N orthonormal matrix Q_in โ meaning the columns of A are orthogonal unit vectors. ๐ฆ
On exit: everything below the diagonal of A is the unit lower-trapezoidal matrix V made of Householder column vectors V(i). The unit diagonal entries of V are not stored (same format as the output below the diagonal in A from CGEQRT). Together, the matrix T and the matrix V sitting in A on output implicitly define Q_out. โจ
And the elements above the diagonal hold the factor U of the LU-decomposition:
Q_in - ( S ) = V * U
( 0 )
where 0 is a (M-N)-by-(M-N) zero matrix.
LDA
!> LDA is INTEGER
!> The leading dimension of the array A. LDA >= max(1,M).
!>
leading dimension of A. LDA >= max(1,M) โ respect the bounds or it's a bad time. ๐
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.
!>
T is a COMPLEX array of dimension (LDT, N). Here's the setup, bestie:
Let NOCB = Number_of_output_col_blocks
= CEIL(N/NB)
On exit, T(1:NB, 1:N) contains NOCB upper-triangular block reflectors that define Q_out, stored compactly as a sequence of upper-triangular NB-by-NB column blocks (same format as the output T in CGEQRT). The matrix T plus the matrix V stored in A on output implicitly define Q_out.
๐จ NOTE: the lower triangles below those upper-triangular blocks get filled with zeros. See Further Details, babe.
LDT
!> LDT is INTEGER
!> The leading dimension of the array T.
!> LDT >= max(1,min(NB,N)).
!>
leading dimension of T, and it's gotta be LDT >= max(1,min(NB,N)). ๐ซถ
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 โmodifiedโ Gaussian elimination.
!> See Further Details.
!>
D is COMPLEX with dimension min(M,N). The elements can only be plus or minus one โ that's the whole vibe check, no other values allowed. ๐
And it's built like this:
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 โmodifiedโ Gaussian elimination.
(the "modified" has little curly quotes because she's fancy like that ๐) โ See Further Details.
INFO
!> INFO is INTEGER
!> = 0: successful exit
!> < 0: if INFO = -i, the i-th argument had an illegal value
!>
= 0 means successful exit, slay. < 0 means if INFO = -i, the i-th argument had an illegal value โ go check your args. ๐ญ
Further Details:
!>
!> 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 of Y are not stored in A.
!>
!> 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.
!>
okay so the tea โ: 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 compact WY-representation format in the corresponding blocks of the 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). Like, VB(1) contains the columns V(1), V(2), ... V(NB). โ ๏ธ NOTE: the unit entries on the diagonal of Y are not stored in A.
Number of column blocks:
NOCB = Number_of_output_col_blocks = CEIL(N/NB)
where every block is of order NB except the last one, which is of order LAST_NB = N - (NOCB-1)*NB.
Example time, bestie โ 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. Those get stored as a sequence of upper-triangular column blocks in the NB-by-N matrix T. Each TB(i) block is NB-by-NB, except the last block, whose size is LAST_NB-by-LAST_NB.
Same example (M=6, N=5, NB=2), now for T:
T = ( TB(1), TB(2), TB(3) ) =
= ( t11 t12 t13 t14 t15 )
( t22 t24 )
The M-by-M factor Q_out is the 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) comes from the WY-representation using the corresponding blocks from V and T:
Q_out(i) = I - VB(i) * TB(i) * (VB(i))**T,
and I is the identity matrix, obviously. ๐
Here's the same formula with matrix dimensions spelled out:
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 where INB=LAST_NB.
โญ THE NOTE SECTION โ pay attention bestie โญ IfQ_inis the result of doing a QR factorizationB = Q_in * R_in, then:text B = (Q_out*S) * R_in = Q_out * (S * R_in) = Q_out * R_out.So if you wanna interpretQ_outas the result of the QR factorization of B, then the correspondingR_outshould be equal toR_out = S * R_inโ i.e. some rows ofR_inshould be multiplied by-1. ๐
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.
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 258 of file cunhr_col.f.
๐ฆ subroutine dorhr_col (integer m, integer n, integer nb, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldt, * ) t, integer ldt, double precision, dimension( * ) d, integer info)
๐ DORHR_COL ๐
Purpose:
!>
!> DORHR_COL takes an M-by-N real 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 DGEQRT).
!>
same energy as her complex sister up there, except this one's for a real M-by-N matrix. ๐ DORHR_COL takes an M-by-N real matrix Q_in with orthonormal columns as input, stored in A, and performs Householder Reconstruction (HR) โ reconstructing Householder vectors V(i) that implicitly represent 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. On output the Householder vectors (columns V(i) of V) are stored in A, the diagonal entries of S are stored in D, and block reflectors are also returned in T โ same output format as DGEQRT. ๐ซถ
Parameters
M
!> M is INTEGER
!> The number of rows of the matrix A. M >= 0.
!>
row count of A, M >= 0.
N
!> N is INTEGER
!> The number of columns of the matrix A. M >= N >= 0.
!>
column count of A, and again M >= N >= 0. โจ
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 that if NB > N, then N is used instead of NB
!> as the column block size.)
!>
column block size for reconstructing the Householder column vector blocks in A and the corresponding block reflectors in T. NB >= 1, and yes โ if NB > N, then N is used instead of NB as the column block size. same clamp, different subroutine. ๐
AโAโDOUBLE PRECISIONarray, dimension(LDA,N)๐
On entry: the array A contains an M-by-N orthonormal matrix Q_in, i.e. the columns of A are orthogonal unit vectors. โจ
On exit: the elements below the diagonal of A represent the unit lower-trapezoidal matrix V of Householder column vectors V(i). The unit diagonal entries of V are not stored (same format as the output below the diagonal in A from DGEQRT). The matrix T and the matrix V stored on output in A implicitly define Q_out. ๐ซถ
The elements above the diagonal contain the factor U of the LU-decomposition:
Q_in - ( S ) = V * U
( 0 )
where 0 is a (M-N)-by-(M-N) zero matrix. no cap, that zero block is literally just zeros ๐
LDAโINTEGER. The leading dimension of the arrayA.LDA >= max(1,M). ๐TโDOUBLE PRECISIONarray, dimension(LDT, N)๐
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 DGEQRT). 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. ๐
LDTโINTEGER. The leading dimension of the arrayT.LDT >= max(1,min(NB,N)). ๐DโDOUBLE PRECISIONarray, dimensionmin(M,N). The elements can be only plus or minus one. โญ
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 โmodifiedโ Gaussian elimination. See Further Details. ๐ง
INFOโINTEGER. Exit status, bestie:= 0: successful exit ๐< 0: ifINFO = -i, thei-th argument had an illegal value ๐ญ
โจ Further Details โจ
The computed M-by-M orthogonal factor Q_out is defined implicitly as a product of orthogonal 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. ๐ฅ
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. (yes,Y, that's what it says โ iykyk ๐ซถ)
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 orthogonal 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. ๐ฎโ๐จ
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. ๐
๐ Author ๐
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
๐ซถ Contributors: ๐ซถ
November 2019, Igor Kozachenko, Computer Science Division, University of California, Berkeley
Definition at line 258 of file dorhr_col.f.
subroutine sorhr_col (integer m, integer n, integer nb, real, dimension(
lda, * ) a, integer lda, real, dimension( ldt, * ) t, integer ldt, real,
dimension( * ) d, integer info)
SORHR_COL ๐ฉต
Purpose
SORHR_COL takes an M-by-N real 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 SGEQRT). โจ
Parameters
MโINTEGER. The number of rows of the matrixA.M >= 0. ๐NโINTEGER. The number of columns of the matrixA.M >= N >= 0. ๐NBโINTEGER. The column block size to be used in the reconstruction of Householder column vector blocks in the arrayAand corresponding block reflectors in the arrayT.NB >= 1.
(Note that if NB > N, then N is used instead of NB as the column block size.) ๐
AโREALarray, dimension(LDA,N)๐
On entry: the array A contains an M-by-N orthonormal matrix Q_in, i.e. the columns of A are orthogonal unit vectors. โจ
On exit: the elements below the diagonal of A represent the unit lower-trapezoidal matrix V of Householder column vectors V(i). The unit diagonal entries of V are not stored (same format as the output below the diagonal in A from SGEQRT). The matrix T and the matrix V stored on output in A implicitly define Q_out. ๐ซถ
The elements above the diagonal contain the factor U of the LU-decomposition:
Q_in - ( S ) = V * U
( 0 )
where 0 is a (M-N)-by-(M-N) zero matrix. literally all zeros, bestie ๐
LDAโINTEGER. The leading dimension of the arrayA.LDA >= max(1,M). ๐TโREALarray, dimension(LDT, N)๐
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 SGEQRT). 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. ๐
LDTโINTEGER. The leading dimension of the arrayT.LDT >= max(1,min(NB,N)). ๐DโREALarray, dimensionmin(M,N). The elements can be only plus or minus one. โญ
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 โmodifiedโ Gaussian elimination. See Further Details. ๐ง
INFOโINTEGER. Exit status, bestie:= 0: successful exit ๐< 0: ifINFO = -i, thei-th argument had an illegal value ๐ญ
โจ Further Details โจ
okay so the computed M-by-M orthogonal factor Q_out is defined implicitly as a product of orthogonal 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. ๐
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 of Y are not stored in A (yes bestie, it says Y here โ we keep it moving). ๐ซถ
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 orthogonal 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.
๐ 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. periodt. โจ
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.
๐ Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
๐ซถ Contributors
- November 2019, Igor Kozachenko, Computer Science Division, University of California, Berkeley
Definition at line 258 of file sorhr_col.f.
๐ธ subroutine zunhr_col
subroutine zunhr_col (integer m, integer n, integer nb, complex*16,
dimension( lda, * ) a, integer lda, complex*16, dimension( ldt, * ) t,
integer ldt, complex*16, dimension( * ) d, integer info)
ZUNHR_COL
โจ Purpose
ZUNHR_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 ZGEQRT). ๐
๐ Parameters
MโM is INTEGER. The number of rows of the matrixA.M >= 0.NโN is INTEGER. The number of columns of the matrixA.M >= N >= 0.NBโNB is INTEGER. The column block size to be used in the reconstruction of Householder column vector blocks in the arrayAand corresponding block reflectors in the arrayT.NB >= 1. (Note that ifNB > N, thenNis used instead ofNBas the column block size.)AโA is COMPLEX*16 array, dimension (LDA,N).
On entry:
The array A contains an M-by-N orthonormal matrix Q_in, i.e. the columns of A are orthogonal unit vectors.
On exit:
The elements below the diagonal of A represent the unit lower-trapezoidal matrix V of Householder column vectors V(i). The unit diagonal entries of V are not stored (same format as the output below the diagonal in A from ZGEQRT). The matrix T and the matrix V stored on output in A implicitly define Q_out.
The elements above the diagonal contain the factor U of the LU-decomposition:
Q_in - ( S ) = V * U
( 0 )
where 0 is a (M-N)-by-(M-N) zero matrix.
LDAโLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,M).TโT is COMPLEX*16 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 ZGEQRT). 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.
LDTโLDT is INTEGER. The leading dimension of the arrayT.LDT >= max(1,min(NB,N)).DโD is COMPLEX*16 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 โmodifiedโ Gaussian elimination. See Further Details.
INFOโINFO is INTEGER.
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
๐ง Further Details
okay so back to the glow-up, bestie ๐
โ 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). Example: VB(1) contains the columns V(1), V(2), ... V(NB). NOTE: the unit entries on the diagonal of Y are not stored in A โ and yes, the source says Y there, not V, so Iโm not gaslighting you ๐.
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.
โ ๏ธ NOTE โ the source literally does the=====/NOTE:/=====thing, so hereโs that energy, bestie ๐ญ
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.
๐ Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
๐ธ Contributors:
November 2019, Igor Kozachenko, Computer Science Division, University of California, Berkeley
Definition at line 258 of file zunhr_col.f.
๐ช Author
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Thatโs the whole page, bestie ๐ซถ โ the footer wraps it with LAPACK Version 3.12.0 for unhr_col(3), plus the date line, and it was generated automatically by Doxygen for LAPACK from the source code. Mwah ๐โจ
๐ฆ where this page comes from
- arch rolling: lapack-doc 3.12.1-2 ยท custom
- ๐ girlified by deepseek-ai/DeepSeek-V4.1-Flash-1017 on : a language model's rewrite of the original, under its terms