table of contents
| launhr_col_getrfnp(3) | LAPACK | launhr_col_getrfnp(3) |
NAME¶
launhr_col_getrfnp - la{un,or}hr_col_getrfnp: LU factor without pivoting
SYNOPSIS¶
Functions¶
subroutine claunhr_col_getrfnp (m, n, a, lda, d, info)
CLAUNHR_COL_GETRFNP subroutine dlaorhr_col_getrfnp (m, n, a,
lda, d, info)
DLAORHR_COL_GETRFNP subroutine slaorhr_col_getrfnp (m, n, a,
lda, d, info)
SLAORHR_COL_GETRFNP subroutine zlaunhr_col_getrfnp (m, n, a,
lda, d, info)
ZLAUNHR_COL_GETRFNP
Detailed Description¶
Function Documentation¶
subroutine claunhr_col_getrfnp (integer m, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) d, integer info)¶
CLAUNHR_COL_GETRFNP
Purpose:
CLAUNHR_COL_GETRFNP computes the modified LU factorization without
pivoting of a complex 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 'modified' Gaussian elimination is
at least one in absolute value (so that division-by-zero not
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 CUNHR_COL. In CUNHR_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 blocked right-looking version of the algorithm,
calling Level 3 BLAS to update the submatrix. To factorize a block,
this routine calls the recursive routine CLAUNHR_COL_GETRFNP2.
[1] 'Reconstructing Householder vectors from tall-skinny QR',
G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
E. Solomonik, J. Parallel Distrib. Comput.,
vol. 85, pp. 3-31, 2015.
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 COMPLEX 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 COMPLEX 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 ( +1.0, 0.0 ) or (-1.0, 0.0 ).
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
subroutine dlaorhr_col_getrfnp (integer m, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) d, integer info)¶
DLAORHR_COL_GETRFNP
Purpose:
DLAORHR_COL_GETRFNP 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 'modified' Gaussian elimination is
at least one in absolute value (so that division-by-zero not
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 blocked right-looking version of the algorithm,
calling Level 3 BLAS to update the submatrix. To factorize a block,
this routine calls the recursive routine DLAORHR_COL_GETRFNP2.
[1] 'Reconstructing Householder vectors from tall-skinny QR',
G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
E. Solomonik, J. Parallel Distrib. Comput.,
vol. 85, pp. 3-31, 2015.
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
subroutine slaorhr_col_getrfnp (integer m, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( * ) d, integer info)¶
SLAORHR_COL_GETRFNP
Purpose:
SLAORHR_COL_GETRFNP 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 'modified' Gaussian elimination is
at least one in absolute value (so that division-by-zero not
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 SORHR_COL. In SORHR_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 blocked right-looking version of the algorithm,
calling Level 3 BLAS to update the submatrix. To factorize a block,
this routine calls the recursive routine SLAORHR_COL_GETRFNP2.
[1] 'Reconstructing Householder vectors from tall-skinny QR',
G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
E. Solomonik, J. Parallel Distrib. Comput.,
vol. 85, pp. 3-31, 2015.
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 REAL 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 REAL 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
subroutine zlaunhr_col_getrfnp (integer m, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( * ) d, integer info)¶
ZLAUNHR_COL_GETRFNP
Purpose:
ZLAUNHR_COL_GETRFNP computes the modified LU factorization without
pivoting of a complex 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 'modified' Gaussian elimination is
at least one in absolute value (so that division-by-zero not
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 ZUNHR_COL. In ZUNHR_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 blocked right-looking version of the algorithm,
calling Level 3 BLAS to update the submatrix. To factorize a block,
this routine calls the recursive routine ZLAUNHR_COL_GETRFNP2.
[1] 'Reconstructing Householder vectors from tall-skinny QR',
G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
E. Solomonik, J. Parallel Distrib. Comput.,
vol. 85, pp. 3-31, 2015.
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 COMPLEX*16 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 COMPLEX*16 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 ( +1.0, 0.0 ) or (-1.0, 0.0 ).
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
Author¶
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