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◆ Zgelqf()
| Sub Zgelqf |
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M As |
Long, |
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N As |
Long, |
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A() As |
Complex, |
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Tau() As |
Complex, |
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Info As |
Long |
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LQ分解 (複素行列)
- 目的
- 本ルーチンはm×n複素行列AのLQ分解を計算する.
- 引数
-
| [in] | M | 行列 A の行数. (M >= 0) (M = 0 の場合, 処理を行わずに戻る) |
| [in] | N | 行列 A の列数. (N >= 0) (N = 0 の場合, 処理を行わずに戻る) |
| [in,out] | A() | 配列 A(LA1 - 1, LA2 - 1) (LA1 >= M, LA2 >= N)
[in] M×N行列 A.
[out] 対角およびその下の要素にM×min(M, N)下台形行列Lが入る(M <= Nであれば, Lは下三角行列である). 対角より上の要素は, 配列Tau()と合わせて, 基本鏡映変換の積としてユニタリ行列Qを表す (詳細を参照のこと). |
| [out] | Tau() | 配列 Tau(LTau - 1) (LTau >= min(M, N))
基本鏡映変換のスカラー因子 (詳細を参照のこと). |
| [out] | Info | = 0: 正常終了.
= -1: パラメータ M の誤り. (M < 0)
= -2: パラメータ N の誤り. (N < 0)
= -3: パラメータ A() の誤り.
= -4: パラメータ Tau() の誤り. |
- 詳細
- 行列Qは基本鏡映変換の積で表される.
Q = H(k) . . . H(2) H(1), ただし k = min(M, N).
各H(i)は次のように表される. ただし, tauは複素スカラー, また, vは複素ベクトルで, v(1〜i-1) = 0, v(i) = 1 である. v(i+1〜N)はA(i-1, i〜N-1)に, tauはTau(i-1)に格納される.
- 出典
- LAPACK
- 使用例
- 行列Aの行列AのLQ分解を求める. ただし,
( 0.20-0.11i -0.93-0.32i 0.81+0.37i )
A = ( -0.80-0.92i -0.29+0.86i 0.64+0.51i )
( 0.71+0.59i -0.15+0.19i 0.20+0.94i )
とする. Sub Ex_Zgelqf()
Const M = 3, N = 3, K = N
Dim A(M - 1, N - 1) As Complex, Tau(N - 1) As Complex, Info As Long
A(0, 0) = Cmplx(0.2, -0.11): A(0, 1) = Cmplx(-0.93, -0.32): A(0, 2) = Cmplx(0.81, 0.37)
A(1, 0) = Cmplx(-0.8, -0.92): A(1, 1) = Cmplx(-0.29, 0.86): A(1, 2) = Cmplx(0.64, 0.51)
A(2, 0) = Cmplx(0.71, 0.59): A(2, 1) = Cmplx(-0.15, 0.19): A(2, 2) = Cmplx(0.2, 0.94)
Call Zgelqf(M, N, A(), Tau(), Info)
Debug.Print "L ="
Debug.Print "Info =", Info
Call Zunglq(M, N, K, A(), Tau(), Info)
Debug.Print "Q ="
Debug.Print "Info =", Info
End Sub
Function Cmplx(R As Double, Optional I As Double=0) As Complex 複素数の作成
Function Cimag(A As Complex) As Double 複素数の虚数部
Function Creal(A As Complex) As Double 複素数の実数部
Sub Zgelqf(M As Long, N As Long, A() As Complex, Tau() As Complex, Info As Long) LQ分解 (複素行列)
Sub Zunglq(M As Long, N As Long, K As Long, A() As Complex, Tau() As Complex, Info As Long) LQ分解の行列Qの生成 (複素行列)
- 実行結果
L =
-1.34625406220371 -0
-0.477473025372185 0.734111062500513 1.48758208444318 -0
-0.494408907417122 -0.489357854877404 -0.116513840695564 0.106275665633282
1.15135517107319 -0
Info = 0
Q =
-0.148560368815241 8.17082028483825E-02 0.69080571499087 0.237696590104386
-0.545146840380333 -0.518913702352619 0.144084009371217 0.313505787318611
0.415076807108814 0.482191168043502 0.108852269075227 0.579131158086946
-0.601669493701726 -0.274836682308196
0.101479037213067 0.551542760356437
9.33352464525714E-02 0.489131616930332
Info = 0
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