File:  [local] / rpl / lapack / lapack / dlamtsqr.f
Revision 1.4: download - view: text, annotated - select for diffs - revision graph
Tue May 29 07:17:57 2018 UTC (5 years, 11 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_31, rpl-4_1_30, rpl-4_1_29, rpl-4_1_28, HEAD
Mise à jour de Lapack.

    1: *
    2: *  Definition:
    3: *  ===========
    4: *
    5: *      SUBROUTINE DLAMTSQR( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
    6: *     $                     LDT, C, LDC, WORK, LWORK, INFO )
    7: *
    8: *
    9: *     .. Scalar Arguments ..
   10: *      CHARACTER         SIDE, TRANS
   11: *      INTEGER           INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
   12: *     ..
   13: *     .. Array Arguments ..
   14: *      DOUBLE        A( LDA, * ), WORK( * ), C(LDC, * ),
   15: *     $                  T( LDT, * )
   16: *> \par Purpose:
   17: *  =============
   18: *>
   19: *> \verbatim
   20: *>
   21: *>      DLAMTSQR overwrites the general real M-by-N matrix C with
   22: *>
   23: *>
   24: *>                 SIDE = 'L'     SIDE = 'R'
   25: *> TRANS = 'N':      Q * C          C * Q
   26: *> TRANS = 'T':      Q**T * C       C * Q**T
   27: *>      where Q is a real orthogonal matrix defined as the product
   28: *>      of blocked elementary reflectors computed by tall skinny
   29: *>      QR factorization (DLATSQR)
   30: *> \endverbatim
   31: *
   32: *  Arguments:
   33: *  ==========
   34: *
   35: *> \param[in] SIDE
   36: *> \verbatim
   37: *>          SIDE is CHARACTER*1
   38: *>          = 'L': apply Q or Q**T from the Left;
   39: *>          = 'R': apply Q or Q**T from the Right.
   40: *> \endverbatim
   41: *>
   42: *> \param[in] TRANS
   43: *> \verbatim
   44: *>          TRANS is CHARACTER*1
   45: *>          = 'N':  No transpose, apply Q;
   46: *>          = 'T':  Transpose, apply Q**T.
   47: *> \endverbatim
   48: *>
   49: *> \param[in] M
   50: *> \verbatim
   51: *>          M is INTEGER
   52: *>          The number of rows of the matrix A.  M >=0.
   53: *> \endverbatim
   54: *>
   55: *> \param[in] N
   56: *> \verbatim
   57: *>          N is INTEGER
   58: *>          The number of columns of the matrix C. M >= N >= 0.
   59: *> \endverbatim
   60: *>
   61: *> \param[in] K
   62: *> \verbatim
   63: *>          K is INTEGER
   64: *>          The number of elementary reflectors whose product defines
   65: *>          the matrix Q.
   66: *>          N >= K >= 0;
   67: *>
   68: *> \endverbatim
   69: *>
   70: *> \param[in] MB
   71: *> \verbatim
   72: *>          MB is INTEGER
   73: *>          The block size to be used in the blocked QR.
   74: *>          MB > N. (must be the same as DLATSQR)
   75: *> \endverbatim
   76: *>
   77: *> \param[in] NB
   78: *> \verbatim
   79: *>          NB is INTEGER
   80: *>          The column block size to be used in the blocked QR.
   81: *>          N >= NB >= 1.
   82: *> \endverbatim
   83: *>
   84: *> \param[in] A
   85: *> \verbatim
   86: *>          A is DOUBLE PRECISION array, dimension (LDA,K)
   87: *>          The i-th column must contain the vector which defines the
   88: *>          blockedelementary reflector H(i), for i = 1,2,...,k, as
   89: *>          returned by DLATSQR in the first k columns of
   90: *>          its array argument A.
   91: *> \endverbatim
   92: *>
   93: *> \param[in] LDA
   94: *> \verbatim
   95: *>          LDA is INTEGER
   96: *>          The leading dimension of the array A.
   97: *>          If SIDE = 'L', LDA >= max(1,M);
   98: *>          if SIDE = 'R', LDA >= max(1,N).
   99: *> \endverbatim
  100: *>
  101: *> \param[in] T
  102: *> \verbatim
  103: *>          T is DOUBLE PRECISION array, dimension
  104: *>          ( N * Number of blocks(CEIL(M-K/MB-K)),
  105: *>          The blocked upper triangular block reflectors stored in compact form
  106: *>          as a sequence of upper triangular blocks.  See below
  107: *>          for further details.
  108: *> \endverbatim
  109: *>
  110: *> \param[in] LDT
  111: *> \verbatim
  112: *>          LDT is INTEGER
  113: *>          The leading dimension of the array T.  LDT >= NB.
  114: *> \endverbatim
  115: *>
  116: *> \param[in,out] C
  117: *> \verbatim
  118: *>          C is DOUBLE PRECISION array, dimension (LDC,N)
  119: *>          On entry, the M-by-N matrix C.
  120: *>          On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
  121: *> \endverbatim
  122: *>
  123: *> \param[in] LDC
  124: *> \verbatim
  125: *>          LDC is INTEGER
  126: *>          The leading dimension of the array C. LDC >= max(1,M).
  127: *> \endverbatim
  128: *>
  129: *> \param[out] WORK
  130: *> \verbatim
  131: *>         (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  132: *>
  133: *> \endverbatim
  134: *> \param[in] LWORK
  135: *> \verbatim
  136: *>          LWORK is INTEGER
  137: *>          The dimension of the array WORK.
  138: *>
  139: *>          If SIDE = 'L', LWORK >= max(1,N)*NB;
  140: *>          if SIDE = 'R', LWORK >= max(1,MB)*NB.
  141: *>          If LWORK = -1, then a workspace query is assumed; the routine
  142: *>          only calculates the optimal size of the WORK array, returns
  143: *>          this value as the first entry of the WORK array, and no error
  144: *>          message related to LWORK is issued by XERBLA.
  145: *>
  146: *> \endverbatim
  147: *> \param[out] INFO
  148: *> \verbatim
  149: *>          INFO is INTEGER
  150: *>          = 0:  successful exit
  151: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  152: *> \endverbatim
  153: *
  154: *  Authors:
  155: *  ========
  156: *
  157: *> \author Univ. of Tennessee
  158: *> \author Univ. of California Berkeley
  159: *> \author Univ. of Colorado Denver
  160: *> \author NAG Ltd.
  161: *
  162: *> \par Further Details:
  163: *  =====================
  164: *>
  165: *> \verbatim
  166: *> Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations,
  167: *> representing Q as a product of other orthogonal matrices
  168: *>   Q = Q(1) * Q(2) * . . . * Q(k)
  169: *> where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
  170: *>   Q(1) zeros out the subdiagonal entries of rows 1:MB of A
  171: *>   Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
  172: *>   Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
  173: *>   . . .
  174: *>
  175: *> Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors
  176: *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  177: *> block reflectors, stored in array T(1:LDT,1:N).
  178: *> For more information see Further Details in GEQRT.
  179: *>
  180: *> Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors
  181: *> stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular
  182: *> block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N).
  183: *> The last Q(k) may use fewer rows.
  184: *> For more information see Further Details in TPQRT.
  185: *>
  186: *> For more details of the overall algorithm, see the description of
  187: *> Sequential TSQR in Section 2.2 of [1].
  188: *>
  189: *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  190: *>     J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  191: *>     SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  192: *> \endverbatim
  193: *>
  194: *  =====================================================================
  195:       SUBROUTINE DLAMTSQR( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  196:      $        LDT, C, LDC, WORK, LWORK, INFO )
  197: *
  198: *  -- LAPACK computational routine (version 3.7.1) --
  199: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  200: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  201: *     June 2017
  202: *
  203: *     .. Scalar Arguments ..
  204:       CHARACTER         SIDE, TRANS
  205:       INTEGER           INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  206: *     ..
  207: *     .. Array Arguments ..
  208:       DOUBLE PRECISION A( LDA, * ), WORK( * ), C(LDC, * ),
  209:      $                T( LDT, * )
  210: *     ..
  211: *
  212: * =====================================================================
  213: *
  214: *     ..
  215: *     .. Local Scalars ..
  216:       LOGICAL    LEFT, RIGHT, TRAN, NOTRAN, LQUERY
  217:       INTEGER    I, II, KK, LW, CTR
  218: *     ..
  219: *     .. External Functions ..
  220:       LOGICAL            LSAME
  221:       EXTERNAL           LSAME
  222: *     .. External Subroutines ..
  223:       EXTERNAL           DGEMQRT, DTPMQRT, XERBLA
  224: *     ..
  225: *     .. Executable Statements ..
  226: *
  227: *     Test the input arguments
  228: *
  229:       LQUERY  = LWORK.LT.0
  230:       NOTRAN  = LSAME( TRANS, 'N' )
  231:       TRAN    = LSAME( TRANS, 'T' )
  232:       LEFT    = LSAME( SIDE, 'L' )
  233:       RIGHT   = LSAME( SIDE, 'R' )
  234:       IF (LEFT) THEN
  235:         LW = N * NB
  236:       ELSE
  237:         LW = MB * NB
  238:       END IF
  239: *
  240:       INFO = 0
  241:       IF( .NOT.LEFT .AND. .NOT.RIGHT ) THEN
  242:          INFO = -1
  243:       ELSE IF( .NOT.TRAN .AND. .NOT.NOTRAN ) THEN
  244:          INFO = -2
  245:       ELSE IF( M.LT.0 ) THEN
  246:         INFO = -3
  247:       ELSE IF( N.LT.0 ) THEN
  248:         INFO = -4
  249:       ELSE IF( K.LT.0 ) THEN
  250:         INFO = -5
  251:       ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
  252:         INFO = -9
  253:       ELSE IF( LDT.LT.MAX( 1, NB) ) THEN
  254:         INFO = -11
  255:       ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
  256:          INFO = -13
  257:       ELSE IF(( LWORK.LT.MAX(1,LW)).AND.(.NOT.LQUERY)) THEN
  258:         INFO = -15
  259:       END IF
  260: *
  261: *     Determine the block size if it is tall skinny or short and wide
  262: *
  263:       IF( INFO.EQ.0)  THEN
  264:           WORK(1) = LW
  265:       END IF
  266: *
  267:       IF( INFO.NE.0 ) THEN
  268:         CALL XERBLA( 'DLAMTSQR', -INFO )
  269:         RETURN
  270:       ELSE IF (LQUERY) THEN
  271:        RETURN
  272:       END IF
  273: *
  274: *     Quick return if possible
  275: *
  276:       IF( MIN(M,N,K).EQ.0 ) THEN
  277:         RETURN
  278:       END IF
  279: *
  280:       IF((MB.LE.K).OR.(MB.GE.MAX(M,N,K))) THEN
  281:         CALL DGEMQRT( SIDE, TRANS, M, N, K, NB, A, LDA,
  282:      $        T, LDT, C, LDC, WORK, INFO)
  283:         RETURN
  284:        END IF
  285: *
  286:       IF(LEFT.AND.NOTRAN) THEN
  287: *
  288: *         Multiply Q to the last block of C
  289: *
  290:          KK = MOD((M-K),(MB-K))
  291:          CTR = (M-K)/(MB-K)
  292:          IF (KK.GT.0) THEN
  293:            II=M-KK+1
  294:            CALL DTPMQRT('L','N',KK , N, K, 0, NB, A(II,1), LDA,
  295:      $       T(1,CTR*K+1),LDT , C(1,1), LDC,
  296:      $       C(II,1), LDC, WORK, INFO )
  297:          ELSE
  298:            II=M+1
  299:          END IF
  300: *
  301:          DO I=II-(MB-K),MB+1,-(MB-K)
  302: *
  303: *         Multiply Q to the current block of C (I:I+MB,1:N)
  304: *
  305:            CTR = CTR - 1
  306:            CALL DTPMQRT('L','N',MB-K , N, K, 0,NB, A(I,1), LDA,
  307:      $         T(1,CTR*K+1),LDT, C(1,1), LDC,
  308:      $         C(I,1), LDC, WORK, INFO )
  309: *
  310:          END DO
  311: *
  312: *         Multiply Q to the first block of C (1:MB,1:N)
  313: *
  314:          CALL DGEMQRT('L','N',MB , N, K, NB, A(1,1), LDA, T
  315:      $            ,LDT ,C(1,1), LDC, WORK, INFO )
  316: *
  317:       ELSE IF (LEFT.AND.TRAN) THEN
  318: *
  319: *         Multiply Q to the first block of C
  320: *
  321:          KK = MOD((M-K),(MB-K))
  322:          II=M-KK+1
  323:          CTR = 1
  324:          CALL DGEMQRT('L','T',MB , N, K, NB, A(1,1), LDA, T
  325:      $            ,LDT ,C(1,1), LDC, WORK, INFO )
  326: *
  327:          DO I=MB+1,II-MB+K,(MB-K)
  328: *
  329: *         Multiply Q to the current block of C (I:I+MB,1:N)
  330: *
  331:           CALL DTPMQRT('L','T',MB-K , N, K, 0,NB, A(I,1), LDA,
  332:      $       T(1,CTR * K + 1),LDT, C(1,1), LDC,
  333:      $       C(I,1), LDC, WORK, INFO )
  334:           CTR = CTR + 1
  335: *
  336:          END DO
  337:          IF(II.LE.M) THEN
  338: *
  339: *         Multiply Q to the last block of C
  340: *
  341:           CALL DTPMQRT('L','T',KK , N, K, 0,NB, A(II,1), LDA,
  342:      $      T(1,CTR * K + 1), LDT, C(1,1), LDC,
  343:      $      C(II,1), LDC, WORK, INFO )
  344: *
  345:          END IF
  346: *
  347:       ELSE IF(RIGHT.AND.TRAN) THEN
  348: *
  349: *         Multiply Q to the last block of C
  350: *
  351:           KK = MOD((N-K),(MB-K))
  352:           CTR = (N-K)/(MB-K)
  353:           IF (KK.GT.0) THEN
  354:             II=N-KK+1
  355:             CALL DTPMQRT('R','T',M , KK, K, 0, NB, A(II,1), LDA,
  356:      $        T(1,CTR*K+1), LDT, C(1,1), LDC,
  357:      $        C(1,II), LDC, WORK, INFO )
  358:           ELSE
  359:             II=N+1
  360:           END IF
  361: *
  362:           DO I=II-(MB-K),MB+1,-(MB-K)
  363: *
  364: *         Multiply Q to the current block of C (1:M,I:I+MB)
  365: *
  366:             CTR = CTR - 1
  367:             CALL DTPMQRT('R','T',M , MB-K, K, 0,NB, A(I,1), LDA,
  368:      $          T(1,CTR*K+1), LDT, C(1,1), LDC,
  369:      $          C(1,I), LDC, WORK, INFO )
  370: *
  371:           END DO
  372: *
  373: *         Multiply Q to the first block of C (1:M,1:MB)
  374: *
  375:           CALL DGEMQRT('R','T',M , MB, K, NB, A(1,1), LDA, T
  376:      $              ,LDT ,C(1,1), LDC, WORK, INFO )
  377: *
  378:       ELSE IF (RIGHT.AND.NOTRAN) THEN
  379: *
  380: *         Multiply Q to the first block of C
  381: *
  382:          KK = MOD((N-K),(MB-K))
  383:          II=N-KK+1
  384:          CTR = 1
  385:          CALL DGEMQRT('R','N', M, MB , K, NB, A(1,1), LDA, T
  386:      $              ,LDT ,C(1,1), LDC, WORK, INFO )
  387: *
  388:          DO I=MB+1,II-MB+K,(MB-K)
  389: *
  390: *         Multiply Q to the current block of C (1:M,I:I+MB)
  391: *
  392:           CALL DTPMQRT('R','N', M, MB-K, K, 0,NB, A(I,1), LDA,
  393:      $         T(1, CTR * K + 1),LDT, C(1,1), LDC,
  394:      $         C(1,I), LDC, WORK, INFO )
  395:           CTR = CTR + 1
  396: *
  397:          END DO
  398:          IF(II.LE.N) THEN
  399: *
  400: *         Multiply Q to the last block of C
  401: *
  402:           CALL DTPMQRT('R','N', M, KK , K, 0,NB, A(II,1), LDA,
  403:      $        T(1, CTR * K + 1),LDT, C(1,1), LDC,
  404:      $        C(1,II), LDC, WORK, INFO )
  405: *
  406:          END IF
  407: *
  408:       END IF
  409: *
  410:       WORK(1) = LW
  411:       RETURN
  412: *
  413: *     End of DLAMTSQR
  414: *
  415:       END

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