File:  [local] / rpl / lapack / lapack / dgeqrfp.f
Revision 1.16: download - view: text, annotated - select for diffs - revision graph
Thu May 21 21:45:56 2020 UTC (3 years, 11 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_33, rpl-4_1_32, HEAD
Mise à jour de Lapack.

    1: *> \brief \b DGEQRFP
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DGEQRFP + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqrfp.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqrfp.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqrfp.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO )
   22: *
   23: *       .. Scalar Arguments ..
   24: *       INTEGER            INFO, LDA, LWORK, M, N
   25: *       ..
   26: *       .. Array Arguments ..
   27: *       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
   28: *       ..
   29: *
   30: *
   31: *> \par Purpose:
   32: *  =============
   33: *>
   34: *> \verbatim
   35: *>
   36: *> DGEQR2P computes a QR factorization of a real M-by-N matrix A:
   37: *>
   38: *>    A = Q * ( R ),
   39: *>            ( 0 )
   40: *>
   41: *> where:
   42: *>
   43: *>    Q is a M-by-M orthogonal matrix;
   44: *>    R is an upper-triangular N-by-N matrix with nonnegative diagonal
   45: *>    entries;
   46: *>    0 is a (M-N)-by-N zero matrix, if M > N.
   47: *>
   48: *> \endverbatim
   49: *
   50: *  Arguments:
   51: *  ==========
   52: *
   53: *> \param[in] M
   54: *> \verbatim
   55: *>          M is INTEGER
   56: *>          The number of rows of the matrix A.  M >= 0.
   57: *> \endverbatim
   58: *>
   59: *> \param[in] N
   60: *> \verbatim
   61: *>          N is INTEGER
   62: *>          The number of columns of the matrix A.  N >= 0.
   63: *> \endverbatim
   64: *>
   65: *> \param[in,out] A
   66: *> \verbatim
   67: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
   68: *>          On entry, the M-by-N matrix A.
   69: *>          On exit, the elements on and above the diagonal of the array
   70: *>          contain the min(M,N)-by-N upper trapezoidal matrix R (R is
   71: *>          upper triangular if m >= n). The diagonal entries of R
   72: *>          are nonnegative; the elements below the diagonal,
   73: *>          with the array TAU, represent the orthogonal matrix Q as a
   74: *>          product of min(m,n) elementary reflectors (see Further
   75: *>          Details).
   76: *> \endverbatim
   77: *>
   78: *> \param[in] LDA
   79: *> \verbatim
   80: *>          LDA is INTEGER
   81: *>          The leading dimension of the array A.  LDA >= max(1,M).
   82: *> \endverbatim
   83: *>
   84: *> \param[out] TAU
   85: *> \verbatim
   86: *>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
   87: *>          The scalar factors of the elementary reflectors (see Further
   88: *>          Details).
   89: *> \endverbatim
   90: *>
   91: *> \param[out] WORK
   92: *> \verbatim
   93: *>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
   94: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
   95: *> \endverbatim
   96: *>
   97: *> \param[in] LWORK
   98: *> \verbatim
   99: *>          LWORK is INTEGER
  100: *>          The dimension of the array WORK.  LWORK >= max(1,N).
  101: *>          For optimum performance LWORK >= N*NB, where NB is
  102: *>          the optimal blocksize.
  103: *>
  104: *>          If LWORK = -1, then a workspace query is assumed; the routine
  105: *>          only calculates the optimal size of the WORK array, returns
  106: *>          this value as the first entry of the WORK array, and no error
  107: *>          message related to LWORK is issued by XERBLA.
  108: *> \endverbatim
  109: *>
  110: *> \param[out] INFO
  111: *> \verbatim
  112: *>          INFO is INTEGER
  113: *>          = 0:  successful exit
  114: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  115: *> \endverbatim
  116: *
  117: *  Authors:
  118: *  ========
  119: *
  120: *> \author Univ. of Tennessee
  121: *> \author Univ. of California Berkeley
  122: *> \author Univ. of Colorado Denver
  123: *> \author NAG Ltd.
  124: *
  125: *> \date November 2019
  126: *
  127: *> \ingroup doubleGEcomputational
  128: *
  129: *> \par Further Details:
  130: *  =====================
  131: *>
  132: *> \verbatim
  133: *>
  134: *>  The matrix Q is represented as a product of elementary reflectors
  135: *>
  136: *>     Q = H(1) H(2) . . . H(k), where k = min(m,n).
  137: *>
  138: *>  Each H(i) has the form
  139: *>
  140: *>     H(i) = I - tau * v * v**T
  141: *>
  142: *>  where tau is a real scalar, and v is a real vector with
  143: *>  v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  144: *>  and tau in TAU(i).
  145: *>
  146: *> See Lapack Working Note 203 for details
  147: *> \endverbatim
  148: *>
  149: *  =====================================================================
  150:       SUBROUTINE DGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  151: *
  152: *  -- LAPACK computational routine (version 3.9.0) --
  153: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  154: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  155: *     November 2019
  156: *
  157: *     .. Scalar Arguments ..
  158:       INTEGER            INFO, LDA, LWORK, M, N
  159: *     ..
  160: *     .. Array Arguments ..
  161:       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
  162: *     ..
  163: *
  164: *  =====================================================================
  165: *
  166: *     .. Local Scalars ..
  167:       LOGICAL            LQUERY
  168:       INTEGER            I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
  169:      $                   NBMIN, NX
  170: *     ..
  171: *     .. External Subroutines ..
  172:       EXTERNAL           DGEQR2P, DLARFB, DLARFT, XERBLA
  173: *     ..
  174: *     .. Intrinsic Functions ..
  175:       INTRINSIC          MAX, MIN
  176: *     ..
  177: *     .. External Functions ..
  178:       INTEGER            ILAENV
  179:       EXTERNAL           ILAENV
  180: *     ..
  181: *     .. Executable Statements ..
  182: *
  183: *     Test the input arguments
  184: *
  185:       INFO = 0
  186:       NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
  187:       LWKOPT = N*NB
  188:       WORK( 1 ) = LWKOPT
  189:       LQUERY = ( LWORK.EQ.-1 )
  190:       IF( M.LT.0 ) THEN
  191:          INFO = -1
  192:       ELSE IF( N.LT.0 ) THEN
  193:          INFO = -2
  194:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  195:          INFO = -4
  196:       ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  197:          INFO = -7
  198:       END IF
  199:       IF( INFO.NE.0 ) THEN
  200:          CALL XERBLA( 'DGEQRFP', -INFO )
  201:          RETURN
  202:       ELSE IF( LQUERY ) THEN
  203:          RETURN
  204:       END IF
  205: *
  206: *     Quick return if possible
  207: *
  208:       K = MIN( M, N )
  209:       IF( K.EQ.0 ) THEN
  210:          WORK( 1 ) = 1
  211:          RETURN
  212:       END IF
  213: *
  214:       NBMIN = 2
  215:       NX = 0
  216:       IWS = N
  217:       IF( NB.GT.1 .AND. NB.LT.K ) THEN
  218: *
  219: *        Determine when to cross over from blocked to unblocked code.
  220: *
  221:          NX = MAX( 0, ILAENV( 3, 'DGEQRF', ' ', M, N, -1, -1 ) )
  222:          IF( NX.LT.K ) THEN
  223: *
  224: *           Determine if workspace is large enough for blocked code.
  225: *
  226:             LDWORK = N
  227:             IWS = LDWORK*NB
  228:             IF( LWORK.LT.IWS ) THEN
  229: *
  230: *              Not enough workspace to use optimal NB:  reduce NB and
  231: *              determine the minimum value of NB.
  232: *
  233:                NB = LWORK / LDWORK
  234:                NBMIN = MAX( 2, ILAENV( 2, 'DGEQRF', ' ', M, N, -1,
  235:      $                 -1 ) )
  236:             END IF
  237:          END IF
  238:       END IF
  239: *
  240:       IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  241: *
  242: *        Use blocked code initially
  243: *
  244:          DO 10 I = 1, K - NX, NB
  245:             IB = MIN( K-I+1, NB )
  246: *
  247: *           Compute the QR factorization of the current block
  248: *           A(i:m,i:i+ib-1)
  249: *
  250:             CALL DGEQR2P( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
  251:      $                   IINFO )
  252:             IF( I+IB.LE.N ) THEN
  253: *
  254: *              Form the triangular factor of the block reflector
  255: *              H = H(i) H(i+1) . . . H(i+ib-1)
  256: *
  257:                CALL DLARFT( 'Forward', 'Columnwise', M-I+1, IB,
  258:      $                      A( I, I ), LDA, TAU( I ), WORK, LDWORK )
  259: *
  260: *              Apply H**T to A(i:m,i+ib:n) from the left
  261: *
  262:                CALL DLARFB( 'Left', 'Transpose', 'Forward',
  263:      $                      'Columnwise', M-I+1, N-I-IB+1, IB,
  264:      $                      A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
  265:      $                      LDA, WORK( IB+1 ), LDWORK )
  266:             END IF
  267:    10    CONTINUE
  268:       ELSE
  269:          I = 1
  270:       END IF
  271: *
  272: *     Use unblocked code to factor the last or only block.
  273: *
  274:       IF( I.LE.K )
  275:      $   CALL DGEQR2P( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
  276:      $                IINFO )
  277: *
  278:       WORK( 1 ) = IWS
  279:       RETURN
  280: *
  281: *     End of DGEQRFP
  282: *
  283:       END

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