claunhr_col_getrfnp2.f(3)

NAME
claunhr_col_getrfnp2.f

SYNOPSIS

  Functions/Subroutines
recursive subroutine claunhr_col_getrfnp2 (M, N, A, LDA, D, INFO)
CLAUNHR_COL_GETRFNP2

Function/Subroutine Documentation

  recursive subroutine claunhr_col_getrfnp2 (integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) D, integer INFO)

Purpose:

     CLAUNHR_COL_GETRFNP2 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
        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 recursive version of the LU factorization algorithm.
     Denote A - S by B. The algorithm divides the matrix B into four
     submatrices:
            [  B11 | B12  ]  where B11 is n1 by n1,
        B = [ -----|----- ]        B21 is (m-n1) by n1,
            [  B21 | B22  ]        B12 is n1 by n2,
                                   B22 is (m-n1) by n2,
                                   with n1 = min(m,n)/2, n2 = n-n1.
     The subroutine calls itself to factor B11, solves for B21,
     solves for B12, updates B22, then calls itself to factor B22.
     For more details on the recursive LU algorithm, see [2].
     CLAUNHR_COL_GETRFNP2 is called to factorize a block by the blocked
     routine CLAUNHR_COL_GETRFNP, which uses blocked code calling
     Level 3 BLAS to update the submatrix. However, CLAUNHR_COL_GETRFNP2
     is self-sufficient and can be used without CLAUNHR_COL_GETRFNP.
     [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.
     [2] 'Recursion leads to automatic variable blocking for dense linear
         algebra algorithms', F. Gustavson, IBM J. of Res. and Dev.,
         vol. 41, no. 6, pp. 737-755, 1997.

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

Definition at line 166 of file claunhr_col_getrfnp2.f.

Author

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