LAUNHR_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]. LAUNHR_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, LAUNHR_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. More...

Public Member Functions
pure recursive subroutine	claunhr_col_getrfnp2 (m, n, a, lda, d, info)

	la_claunhr_col_getrfnp2

	la_wlaunhr_col_getrfnp2

pure recursive subroutine	zlaunhr_col_getrfnp2 (m, n, a, lda, d, info)

	la_zlaunhr_col_getrfnp2

Detailed Description

LAUNHR_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]. LAUNHR_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, LAUNHR_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.

Member Function/Subroutine Documentation

◆ claunhr_col_getrfnp2()

pure recursive subroutine la_lapack::launhr_col_getrfnp2::claunhr_col_getrfnp2	(	integer(ilp), intent(in)	m,
		integer(ilp), intent(in)	n,
		complex(sp), dimension(lda,*), intent(inout)	a,
		integer(ilp), intent(in)	lda,
		complex(sp), dimension(*), intent(out)	d,
		integer(ilp), intent(out)	info
	)

◆ la_claunhr_col_getrfnp2()

la_lapack::launhr_col_getrfnp2::la_claunhr_col_getrfnp2

◆ la_wlaunhr_col_getrfnp2()

la_lapack::launhr_col_getrfnp2::la_wlaunhr_col_getrfnp2

◆ la_zlaunhr_col_getrfnp2()

la_lapack::launhr_col_getrfnp2::la_zlaunhr_col_getrfnp2

◆ zlaunhr_col_getrfnp2()

pure recursive subroutine la_lapack::launhr_col_getrfnp2::zlaunhr_col_getrfnp2	(	integer(ilp), intent(in)	m,
		integer(ilp), intent(in)	n,
		complex(dp), dimension(lda,*), intent(inout)	a,
		integer(ilp), intent(in)	lda,
		complex(dp), dimension(*), intent(out)	d,
		integer(ilp), intent(out)	info
	)

The documentation for this interface was generated from the following file:

la_lapack.f90