File:  [local] / rpl / lapack / lapack / dgeqrfp.f
Revision 1.5: download - view: text, annotated - select for diffs - revision graph
Fri Jul 22 07:38:05 2011 UTC (12 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_3, rpl-4_1_2, rpl-4_1_1, HEAD
En route vers la 4.4.1.

    1:       SUBROUTINE DGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.3.1) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *  -- April 2011                                                      --
    7: *
    8: *     .. Scalar Arguments ..
    9:       INTEGER            INFO, LDA, LWORK, M, N
   10: *     ..
   11: *     .. Array Arguments ..
   12:       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
   13: *     ..
   14: *
   15: *  Purpose
   16: *  =======
   17: *
   18: *  DGEQRFP computes a QR factorization of a real M-by-N matrix A:
   19: *  A = Q * R.
   20: *
   21: *  Arguments
   22: *  =========
   23: *
   24: *  M       (input) INTEGER
   25: *          The number of rows of the matrix A.  M >= 0.
   26: *
   27: *  N       (input) INTEGER
   28: *          The number of columns of the matrix A.  N >= 0.
   29: *
   30: *  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
   31: *          On entry, the M-by-N matrix A.
   32: *          On exit, the elements on and above the diagonal of the array
   33: *          contain the min(M,N)-by-N upper trapezoidal matrix R (R is
   34: *          upper triangular if m >= n); the elements below the diagonal,
   35: *          with the array TAU, represent the orthogonal matrix Q as a
   36: *          product of min(m,n) elementary reflectors (see Further
   37: *          Details).
   38: *
   39: *  LDA     (input) INTEGER
   40: *          The leading dimension of the array A.  LDA >= max(1,M).
   41: *
   42: *  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N))
   43: *          The scalar factors of the elementary reflectors (see Further
   44: *          Details).
   45: *
   46: *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
   47: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
   48: *
   49: *  LWORK   (input) INTEGER
   50: *          The dimension of the array WORK.  LWORK >= max(1,N).
   51: *          For optimum performance LWORK >= N*NB, where NB is
   52: *          the optimal blocksize.
   53: *
   54: *          If LWORK = -1, then a workspace query is assumed; the routine
   55: *          only calculates the optimal size of the WORK array, returns
   56: *          this value as the first entry of the WORK array, and no error
   57: *          message related to LWORK is issued by XERBLA.
   58: *
   59: *  INFO    (output) INTEGER
   60: *          = 0:  successful exit
   61: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   62: *
   63: *  Further Details
   64: *  ===============
   65: *
   66: *  The matrix Q is represented as a product of elementary reflectors
   67: *
   68: *     Q = H(1) H(2) . . . H(k), where k = min(m,n).
   69: *
   70: *  Each H(i) has the form
   71: *
   72: *     H(i) = I - tau * v * v**T
   73: *
   74: *  where tau is a real scalar, and v is a real vector with
   75: *  v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
   76: *  and tau in TAU(i).
   77: *
   78: *  =====================================================================
   79: *
   80: *     .. Local Scalars ..
   81:       LOGICAL            LQUERY
   82:       INTEGER            I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
   83:      $                   NBMIN, NX
   84: *     ..
   85: *     .. External Subroutines ..
   86:       EXTERNAL           DGEQR2P, DLARFB, DLARFT, XERBLA
   87: *     ..
   88: *     .. Intrinsic Functions ..
   89:       INTRINSIC          MAX, MIN
   90: *     ..
   91: *     .. External Functions ..
   92:       INTEGER            ILAENV
   93:       EXTERNAL           ILAENV
   94: *     ..
   95: *     .. Executable Statements ..
   96: *
   97: *     Test the input arguments
   98: *
   99:       INFO = 0
  100:       NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
  101:       LWKOPT = N*NB
  102:       WORK( 1 ) = LWKOPT
  103:       LQUERY = ( LWORK.EQ.-1 )
  104:       IF( M.LT.0 ) THEN
  105:          INFO = -1
  106:       ELSE IF( N.LT.0 ) THEN
  107:          INFO = -2
  108:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  109:          INFO = -4
  110:       ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  111:          INFO = -7
  112:       END IF
  113:       IF( INFO.NE.0 ) THEN
  114:          CALL XERBLA( 'DGEQRFP', -INFO )
  115:          RETURN
  116:       ELSE IF( LQUERY ) THEN
  117:          RETURN
  118:       END IF
  119: *
  120: *     Quick return if possible
  121: *
  122:       K = MIN( M, N )
  123:       IF( K.EQ.0 ) THEN
  124:          WORK( 1 ) = 1
  125:          RETURN
  126:       END IF
  127: *
  128:       NBMIN = 2
  129:       NX = 0
  130:       IWS = N
  131:       IF( NB.GT.1 .AND. NB.LT.K ) THEN
  132: *
  133: *        Determine when to cross over from blocked to unblocked code.
  134: *
  135:          NX = MAX( 0, ILAENV( 3, 'DGEQRF', ' ', M, N, -1, -1 ) )
  136:          IF( NX.LT.K ) THEN
  137: *
  138: *           Determine if workspace is large enough for blocked code.
  139: *
  140:             LDWORK = N
  141:             IWS = LDWORK*NB
  142:             IF( LWORK.LT.IWS ) THEN
  143: *
  144: *              Not enough workspace to use optimal NB:  reduce NB and
  145: *              determine the minimum value of NB.
  146: *
  147:                NB = LWORK / LDWORK
  148:                NBMIN = MAX( 2, ILAENV( 2, 'DGEQRF', ' ', M, N, -1,
  149:      $                 -1 ) )
  150:             END IF
  151:          END IF
  152:       END IF
  153: *
  154:       IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  155: *
  156: *        Use blocked code initially
  157: *
  158:          DO 10 I = 1, K - NX, NB
  159:             IB = MIN( K-I+1, NB )
  160: *
  161: *           Compute the QR factorization of the current block
  162: *           A(i:m,i:i+ib-1)
  163: *
  164:             CALL DGEQR2P( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
  165:      $                   IINFO )
  166:             IF( I+IB.LE.N ) THEN
  167: *
  168: *              Form the triangular factor of the block reflector
  169: *              H = H(i) H(i+1) . . . H(i+ib-1)
  170: *
  171:                CALL DLARFT( 'Forward', 'Columnwise', M-I+1, IB,
  172:      $                      A( I, I ), LDA, TAU( I ), WORK, LDWORK )
  173: *
  174: *              Apply H**T to A(i:m,i+ib:n) from the left
  175: *
  176:                CALL DLARFB( 'Left', 'Transpose', 'Forward',
  177:      $                      'Columnwise', M-I+1, N-I-IB+1, IB,
  178:      $                      A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
  179:      $                      LDA, WORK( IB+1 ), LDWORK )
  180:             END IF
  181:    10    CONTINUE
  182:       ELSE
  183:          I = 1
  184:       END IF
  185: *
  186: *     Use unblocked code to factor the last or only block.
  187: *
  188:       IF( I.LE.K )
  189:      $   CALL DGEQR2P( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
  190:      $                IINFO )
  191: *
  192:       WORK( 1 ) = IWS
  193:       RETURN
  194: *
  195: *     End of DGEQRFP
  196: *
  197:       END

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