variantsGEcomputational(3) LAPACK variantsGEcomputational(3)

variantsGEcomputational - Variants Computational routines


subroutine cgetrf (M, N, A, LDA, IPIV, INFO)
CGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. subroutine dgetrf (M, N, A, LDA, IPIV, INFO)
DGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. subroutine sgetrf (M, N, A, LDA, IPIV, INFO)
SGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. subroutine zgetrf (M, N, A, LDA, IPIV, INFO)
ZGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. subroutine cgeqrf (M, N, A, LDA, TAU, WORK, LWORK, INFO)
CGEQRF VARIANT: left-looking Level 3 BLAS version of the algorithm. subroutine dgeqrf (M, N, A, LDA, TAU, WORK, LWORK, INFO)
DGEQRF VARIANT: left-looking Level 3 BLAS version of the algorithm. subroutine sgeqrf (M, N, A, LDA, TAU, WORK, LWORK, INFO)
SGEQRF VARIANT: left-looking Level 3 BLAS version of the algorithm. subroutine zgeqrf (M, N, A, LDA, TAU, WORK, LWORK, INFO)
ZGEQRF VARIANT: left-looking Level 3 BLAS of the algorithm.

This is the group of Variants Computational routines

CGEQRF VARIANT: left-looking Level 3 BLAS version of the algorithm. Purpose:
CGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
This is the left-looking Level 3 BLAS version of the algorithm.

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 A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,M).

TAU

TAU is COMPLEX array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).

WORK

WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. The dimension can be divided into three parts.
1) The part for the triangular factor T. If the very last T is not bigger
   than any of the rest, then this part is NB x ceiling(K/NB), otherwise,
   NB x (K-NT), where K = min(M,N) and NT is the dimension of the very last T
2) The part for the very last T when T is bigger than any of the rest T.
   The size of this part is NT x NT, where NT = K - ceiling ((K-NX)/NB) x NB,
   where K = min(M,N), NX is calculated by
         NX = MAX( 0, ILAENV( 3, 'CGEQRF', ' ', M, N, -1, -1 ) )
3) The part for dlarfb is of size max((N-M)*K, (N-M)*NB, K*NB, NB*NB)
So LWORK = part1 + part2 + part3
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

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.

Date

December 2016

Further Details

The matrix Q is represented as a product of elementary reflectors
   Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
   H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).

Definition at line 150 of file VARIANTS/qr/LL/cgeqrf.f.

CGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. CGETRF VARIANT: iterative version of Sivan Toledo's recursive LU algorithm

CGETRF VARIANT: left-looking Level 3 BLAS version of the algorithm.

Purpose:

CGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the Crout Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

CGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the left-looking Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

CGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This code implements an iterative version of Sivan Toledo's recursive
LU algorithm[1].  For square matrices, this iterative versions should
be within a factor of two of the optimum number of memory transfers.
The pattern is as follows, with the large blocks of U being updated
in one call to DTRSM, and the dotted lines denoting sections that
have had all pending permutations applied:
 1 2 3 4 5 6 7 8
+-+-+---+-------+------
| |1|   |       |
|.+-+ 2 |       |
| | |   |       |
|.|.+-+-+   4   |
| | | |1|       |
| | |.+-+       |
| | | | |       |
|.|.|.|.+-+-+---+  8
| | | | | |1|   |
| | | | |.+-+ 2 |
| | | | | | |   |
| | | | |.|.+-+-+
| | | | | | | |1|
| | | | | | |.+-+
| | | | | | | | |
|.|.|.|.|.|.|.|.+-----
| | | | | | | | |
The 1-2-1-4-1-2-1-8-... pattern is the position of the last 1 bit in
the binary expansion of the current column.  Each Schur update is
applied as soon as the necessary portion of U is available.
[1] Toledo, S. 1997. Locality of Reference in LU Decomposition with
Partial Pivoting. SIAM J. Matrix Anal. Appl. 18, 4 (Oct. 1997),
1065-1081. http://dx.doi.org/10.1137/S0895479896297744

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Definition at line 101 of file VARIANTS/lu/CR/cgetrf.f.

DGEQRF VARIANT: left-looking Level 3 BLAS version of the algorithm. Purpose:
DGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
This is the left-looking Level 3 BLAS version of the algorithm.

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 A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,M).

TAU

TAU is DOUBLE PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).

WORK

WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. The dimension can be divided into three parts.
1) The part for the triangular factor T. If the very last T is not bigger
   than any of the rest, then this part is NB x ceiling(K/NB), otherwise,
   NB x (K-NT), where K = min(M,N) and NT is the dimension of the very last T
2) The part for the very last T when T is bigger than any of the rest T.
   The size of this part is NT x NT, where NT = K - ceiling ((K-NX)/NB) x NB,
   where K = min(M,N), NX is calculated by
         NX = MAX( 0, ILAENV( 3, 'DGEQRF', ' ', M, N, -1, -1 ) )
3) The part for dlarfb is of size max((N-M)*K, (N-M)*NB, K*NB, NB*NB)
So LWORK = part1 + part2 + part3
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

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.

Date

December 2016

Further Details

The matrix Q is represented as a product of elementary reflectors
   Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
   H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).

Definition at line 150 of file VARIANTS/qr/LL/dgeqrf.f.

DGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. DGETRF VARIANT: iterative version of Sivan Toledo's recursive LU algorithm

DGETRF VARIANT: left-looking Level 3 BLAS version of the algorithm.

Purpose:

DGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the Crout Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

DGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the left-looking Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

DGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This code implements an iterative version of Sivan Toledo's recursive
LU algorithm[1].  For square matrices, this iterative versions should
be within a factor of two of the optimum number of memory transfers.
The pattern is as follows, with the large blocks of U being updated
in one call to DTRSM, and the dotted lines denoting sections that
have had all pending permutations applied:
 1 2 3 4 5 6 7 8
+-+-+---+-------+------
| |1|   |       |
|.+-+ 2 |       |
| | |   |       |
|.|.+-+-+   4   |
| | | |1|       |
| | |.+-+       |
| | | | |       |
|.|.|.|.+-+-+---+  8
| | | | | |1|   |
| | | | |.+-+ 2 |
| | | | | | |   |
| | | | |.|.+-+-+
| | | | | | | |1|
| | | | | | |.+-+
| | | | | | | | |
|.|.|.|.|.|.|.|.+-----
| | | | | | | | |
The 1-2-1-4-1-2-1-8-... pattern is the position of the last 1 bit in
the binary expansion of the current column.  Each Schur update is
applied as soon as the necessary portion of U is available.
[1] Toledo, S. 1997. Locality of Reference in LU Decomposition with
Partial Pivoting. SIAM J. Matrix Anal. Appl. 18, 4 (Oct. 1997),
1065-1081. http://dx.doi.org/10.1137/S0895479896297744

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Definition at line 101 of file VARIANTS/lu/CR/dgetrf.f.

SGEQRF VARIANT: left-looking Level 3 BLAS version of the algorithm. Purpose:
SGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
This is the left-looking Level 3 BLAS version of the algorithm.

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 A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,M).

TAU

TAU is REAL array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).

WORK

WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. The dimension can be divided into three parts.
1) The part for the triangular factor T. If the very last T is not bigger
   than any of the rest, then this part is NB x ceiling(K/NB), otherwise,
   NB x (K-NT), where K = min(M,N) and NT is the dimension of the very last T
2) The part for the very last T when T is bigger than any of the rest T.
   The size of this part is NT x NT, where NT = K - ceiling ((K-NX)/NB) x NB,
   where K = min(M,N), NX is calculated by
         NX = MAX( 0, ILAENV( 3, 'SGEQRF', ' ', M, N, -1, -1 ) )
3) The part for dlarfb is of size max((N-M)*K, (N-M)*NB, K*NB, NB*NB)
So LWORK = part1 + part2 + part3
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

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.

Date

December 2016

Further Details

The matrix Q is represented as a product of elementary reflectors
   Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
   H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).

Definition at line 150 of file VARIANTS/qr/LL/sgeqrf.f.

SGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. SGETRF VARIANT: iterative version of Sivan Toledo's recursive LU algorithm

SGETRF VARIANT: left-looking Level 3 BLAS version of the algorithm.

Purpose:

SGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the Crout Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

SGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the left-looking Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

SGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This code implements an iterative version of Sivan Toledo's recursive
LU algorithm[1].  For square matrices, this iterative versions should
be within a factor of two of the optimum number of memory transfers.
The pattern is as follows, with the large blocks of U being updated
in one call to STRSM, and the dotted lines denoting sections that
have had all pending permutations applied:
 1 2 3 4 5 6 7 8
+-+-+---+-------+------
| |1|   |       |
|.+-+ 2 |       |
| | |   |       |
|.|.+-+-+   4   |
| | | |1|       |
| | |.+-+       |
| | | | |       |
|.|.|.|.+-+-+---+  8
| | | | | |1|   |
| | | | |.+-+ 2 |
| | | | | | |   |
| | | | |.|.+-+-+
| | | | | | | |1|
| | | | | | |.+-+
| | | | | | | | |
|.|.|.|.|.|.|.|.+-----
| | | | | | | | |
The 1-2-1-4-1-2-1-8-... pattern is the position of the last 1 bit in
the binary expansion of the current column.  Each Schur update is
applied as soon as the necessary portion of U is available.
[1] Toledo, S. 1997. Locality of Reference in LU Decomposition with
Partial Pivoting. SIAM J. Matrix Anal. Appl. 18, 4 (Oct. 1997),
1065-1081. http://dx.doi.org/10.1137/S0895479896297744

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Definition at line 101 of file VARIANTS/lu/CR/sgetrf.f.

ZGEQRF VARIANT: left-looking Level 3 BLAS of the algorithm. Purpose:
ZGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
This is the left-looking Level 3 BLAS version of the algorithm.

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 A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,M).

TAU

TAU is COMPLEX*16 array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).

WORK

WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. The dimension can be divided into three parts.
1) The part for the triangular factor T. If the very last T is not bigger
   than any of the rest, then this part is NB x ceiling(K/NB), otherwise,
   NB x (K-NT), where K = min(M,N) and NT is the dimension of the very last T
2) The part for the very last T when T is bigger than any of the rest T.
   The size of this part is NT x NT, where NT = K - ceiling ((K-NX)/NB) x NB,
   where K = min(M,N), NX is calculated by
         NX = MAX( 0, ILAENV( 3, 'ZGEQRF', ' ', M, N, -1, -1 ) )
3) The part for dlarfb is of size max((N-M)*K, (N-M)*NB, K*NB, NB*NB)
So LWORK = part1 + part2 + part3
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

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.

Date

December 2016

Further Details

The matrix Q is represented as a product of elementary reflectors
   Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
   H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).

Definition at line 150 of file VARIANTS/qr/LL/zgeqrf.f.

ZGETRF VARIANT: Crout Level 3 BLAS version of the algorithm. ZGETRF VARIANT: iterative version of Sivan Toledo's recursive LU algorithm

ZGETRF VARIANT: left-looking Level 3 BLAS version of the algorithm.

Purpose:

ZGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the Crout Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

ZGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the left-looking Level 3 BLAS version of the algorithm.

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Purpose:

ZGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
   A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This code implements an iterative version of Sivan Toledo's recursive
LU algorithm[1].  For square matrices, this iterative versions should
be within a factor of two of the optimum number of memory transfers.
The pattern is as follows, with the large blocks of U being updated
in one call to DTRSM, and the dotted lines denoting sections that
have had all pending permutations applied:
 1 2 3 4 5 6 7 8
+-+-+---+-------+------
| |1|   |       |
|.+-+ 2 |       |
| | |   |       |
|.|.+-+-+   4   |
| | | |1|       |
| | |.+-+       |
| | | | |       |
|.|.|.|.+-+-+---+  8
| | | | | |1|   |
| | | | |.+-+ 2 |
| | | | | | |   |
| | | | |.|.+-+-+
| | | | | | | |1|
| | | | | | |.+-+
| | | | | | | | |
|.|.|.|.|.|.|.|.+-----
| | | | | | | | |
The 1-2-1-4-1-2-1-8-... pattern is the position of the last 1 bit in
the binary expansion of the current column.  Each Schur update is
applied as soon as the necessary portion of U is available.
[1] Toledo, S. 1997. Locality of Reference in LU Decomposition with
Partial Pivoting. SIAM J. Matrix Anal. Appl. 18, 4 (Oct. 1997),
1065-1081. http://dx.doi.org/10.1137/S0895479896297744

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 = P*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).

IPIV

IPIV is INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, U(i,i) is exactly zero. The factorization
      has been completed, but the factor U is exactly
      singular, and division by zero will occur if it is used
      to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Definition at line 101 of file VARIANTS/lu/CR/zgetrf.f.

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