Annotation of rpl/lapack/lapack/dlaqps.f, revision 1.21
1.13 bertrand 1: *> \brief \b DLAQPS computes a step of QR factorization with column pivoting of a real m-by-n matrix A by using BLAS level 3.
1.10 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.17 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.10 bertrand 7: *
8: *> \htmlonly
1.17 bertrand 9: *> Download DLAQPS + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqps.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqps.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqps.f">
1.10 bertrand 15: *> [TXT]</a>
1.17 bertrand 16: *> \endhtmlonly
1.10 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
22: * VN2, AUXV, F, LDF )
1.17 bertrand 23: *
1.10 bertrand 24: * .. Scalar Arguments ..
25: * INTEGER KB, LDA, LDF, M, N, NB, OFFSET
26: * ..
27: * .. Array Arguments ..
28: * INTEGER JPVT( * )
29: * DOUBLE PRECISION A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ),
30: * $ VN1( * ), VN2( * )
31: * ..
1.17 bertrand 32: *
1.10 bertrand 33: *
34: *> \par Purpose:
35: * =============
36: *>
37: *> \verbatim
38: *>
39: *> DLAQPS computes a step of QR factorization with column pivoting
40: *> of a real M-by-N matrix A by using Blas-3. It tries to factorize
41: *> NB columns from A starting from the row OFFSET+1, and updates all
42: *> of the matrix with Blas-3 xGEMM.
43: *>
44: *> In some cases, due to catastrophic cancellations, it cannot
45: *> factorize NB columns. Hence, the actual number of factorized
46: *> columns is returned in KB.
47: *>
48: *> Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
49: *> \endverbatim
50: *
51: * Arguments:
52: * ==========
53: *
54: *> \param[in] M
55: *> \verbatim
56: *> M is INTEGER
57: *> The number of rows of the matrix A. M >= 0.
58: *> \endverbatim
59: *>
60: *> \param[in] N
61: *> \verbatim
62: *> N is INTEGER
63: *> The number of columns of the matrix A. N >= 0
64: *> \endverbatim
65: *>
66: *> \param[in] OFFSET
67: *> \verbatim
68: *> OFFSET is INTEGER
69: *> The number of rows of A that have been factorized in
70: *> previous steps.
71: *> \endverbatim
72: *>
73: *> \param[in] NB
74: *> \verbatim
75: *> NB is INTEGER
76: *> The number of columns to factorize.
77: *> \endverbatim
78: *>
79: *> \param[out] KB
80: *> \verbatim
81: *> KB is INTEGER
82: *> The number of columns actually factorized.
83: *> \endverbatim
84: *>
85: *> \param[in,out] A
86: *> \verbatim
87: *> A is DOUBLE PRECISION array, dimension (LDA,N)
88: *> On entry, the M-by-N matrix A.
89: *> On exit, block A(OFFSET+1:M,1:KB) is the triangular
90: *> factor obtained and block A(1:OFFSET,1:N) has been
91: *> accordingly pivoted, but no factorized.
92: *> The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
93: *> been updated.
94: *> \endverbatim
95: *>
96: *> \param[in] LDA
97: *> \verbatim
98: *> LDA is INTEGER
99: *> The leading dimension of the array A. LDA >= max(1,M).
100: *> \endverbatim
101: *>
102: *> \param[in,out] JPVT
103: *> \verbatim
104: *> JPVT is INTEGER array, dimension (N)
105: *> JPVT(I) = K <==> Column K of the full matrix A has been
106: *> permuted into position I in AP.
107: *> \endverbatim
108: *>
109: *> \param[out] TAU
110: *> \verbatim
111: *> TAU is DOUBLE PRECISION array, dimension (KB)
112: *> The scalar factors of the elementary reflectors.
113: *> \endverbatim
114: *>
115: *> \param[in,out] VN1
116: *> \verbatim
117: *> VN1 is DOUBLE PRECISION array, dimension (N)
118: *> The vector with the partial column norms.
119: *> \endverbatim
120: *>
121: *> \param[in,out] VN2
122: *> \verbatim
123: *> VN2 is DOUBLE PRECISION array, dimension (N)
124: *> The vector with the exact column norms.
125: *> \endverbatim
126: *>
127: *> \param[in,out] AUXV
128: *> \verbatim
129: *> AUXV is DOUBLE PRECISION array, dimension (NB)
1.20 bertrand 130: *> Auxiliary vector.
1.10 bertrand 131: *> \endverbatim
132: *>
133: *> \param[in,out] F
134: *> \verbatim
135: *> F is DOUBLE PRECISION array, dimension (LDF,NB)
136: *> Matrix F**T = L*Y**T*A.
137: *> \endverbatim
138: *>
139: *> \param[in] LDF
140: *> \verbatim
141: *> LDF is INTEGER
142: *> The leading dimension of the array F. LDF >= max(1,N).
143: *> \endverbatim
144: *
145: * Authors:
146: * ========
147: *
1.17 bertrand 148: *> \author Univ. of Tennessee
149: *> \author Univ. of California Berkeley
150: *> \author Univ. of Colorado Denver
151: *> \author NAG Ltd.
1.10 bertrand 152: *
153: *> \ingroup doubleOTHERauxiliary
154: *
155: *> \par Contributors:
156: * ==================
157: *>
158: *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
159: *> X. Sun, Computer Science Dept., Duke University, USA
160: *> \n
161: *> Partial column norm updating strategy modified on April 2011
162: *> Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
163: *> University of Zagreb, Croatia.
164: *
165: *> \par References:
166: * ================
167: *>
168: *> LAPACK Working Note 176
169: *
170: *> \htmlonly
1.17 bertrand 171: *> <a href="http://www.netlib.org/lapack/lawnspdf/lawn176.pdf">[PDF]</a>
172: *> \endhtmlonly
1.10 bertrand 173: *
174: * =====================================================================
1.1 bertrand 175: SUBROUTINE DLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
176: $ VN2, AUXV, F, LDF )
177: *
1.21 ! bertrand 178: * -- LAPACK auxiliary routine --
1.1 bertrand 179: * -- LAPACK is a software package provided by Univ. of Tennessee, --
180: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
181: *
182: * .. Scalar Arguments ..
183: INTEGER KB, LDA, LDF, M, N, NB, OFFSET
184: * ..
185: * .. Array Arguments ..
186: INTEGER JPVT( * )
187: DOUBLE PRECISION A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ),
188: $ VN1( * ), VN2( * )
189: * ..
190: *
191: * =====================================================================
192: *
193: * .. Parameters ..
194: DOUBLE PRECISION ZERO, ONE
195: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
196: * ..
197: * .. Local Scalars ..
198: INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK
199: DOUBLE PRECISION AKK, TEMP, TEMP2, TOL3Z
200: * ..
201: * .. External Subroutines ..
1.5 bertrand 202: EXTERNAL DGEMM, DGEMV, DLARFG, DSWAP
1.1 bertrand 203: * ..
204: * .. Intrinsic Functions ..
205: INTRINSIC ABS, DBLE, MAX, MIN, NINT, SQRT
206: * ..
207: * .. External Functions ..
208: INTEGER IDAMAX
209: DOUBLE PRECISION DLAMCH, DNRM2
210: EXTERNAL IDAMAX, DLAMCH, DNRM2
211: * ..
212: * .. Executable Statements ..
213: *
214: LASTRK = MIN( M, N+OFFSET )
215: LSTICC = 0
216: K = 0
217: TOL3Z = SQRT(DLAMCH('Epsilon'))
218: *
219: * Beginning of while loop.
220: *
221: 10 CONTINUE
222: IF( ( K.LT.NB ) .AND. ( LSTICC.EQ.0 ) ) THEN
223: K = K + 1
224: RK = OFFSET + K
225: *
226: * Determine ith pivot column and swap if necessary
227: *
228: PVT = ( K-1 ) + IDAMAX( N-K+1, VN1( K ), 1 )
229: IF( PVT.NE.K ) THEN
230: CALL DSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 )
231: CALL DSWAP( K-1, F( PVT, 1 ), LDF, F( K, 1 ), LDF )
232: ITEMP = JPVT( PVT )
233: JPVT( PVT ) = JPVT( K )
234: JPVT( K ) = ITEMP
235: VN1( PVT ) = VN1( K )
236: VN2( PVT ) = VN2( K )
237: END IF
238: *
239: * Apply previous Householder reflectors to column K:
1.9 bertrand 240: * A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)**T.
1.1 bertrand 241: *
242: IF( K.GT.1 ) THEN
243: CALL DGEMV( 'No transpose', M-RK+1, K-1, -ONE, A( RK, 1 ),
244: $ LDA, F( K, 1 ), LDF, ONE, A( RK, K ), 1 )
245: END IF
246: *
247: * Generate elementary reflector H(k).
248: *
249: IF( RK.LT.M ) THEN
1.5 bertrand 250: CALL DLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) )
1.1 bertrand 251: ELSE
1.5 bertrand 252: CALL DLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) )
1.1 bertrand 253: END IF
254: *
255: AKK = A( RK, K )
256: A( RK, K ) = ONE
257: *
258: * Compute Kth column of F:
259: *
1.9 bertrand 260: * Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)**T*A(RK:M,K).
1.1 bertrand 261: *
262: IF( K.LT.N ) THEN
263: CALL DGEMV( 'Transpose', M-RK+1, N-K, TAU( K ),
264: $ A( RK, K+1 ), LDA, A( RK, K ), 1, ZERO,
265: $ F( K+1, K ), 1 )
266: END IF
267: *
268: * Padding F(1:K,K) with zeros.
269: *
270: DO 20 J = 1, K
271: F( J, K ) = ZERO
272: 20 CONTINUE
273: *
274: * Incremental updating of F:
1.9 bertrand 275: * F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)**T
1.1 bertrand 276: * *A(RK:M,K).
277: *
278: IF( K.GT.1 ) THEN
279: CALL DGEMV( 'Transpose', M-RK+1, K-1, -TAU( K ), A( RK, 1 ),
280: $ LDA, A( RK, K ), 1, ZERO, AUXV( 1 ), 1 )
281: *
282: CALL DGEMV( 'No transpose', N, K-1, ONE, F( 1, 1 ), LDF,
283: $ AUXV( 1 ), 1, ONE, F( 1, K ), 1 )
284: END IF
285: *
286: * Update the current row of A:
1.9 bertrand 287: * A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)**T.
1.1 bertrand 288: *
289: IF( K.LT.N ) THEN
290: CALL DGEMV( 'No transpose', N-K, K, -ONE, F( K+1, 1 ), LDF,
291: $ A( RK, 1 ), LDA, ONE, A( RK, K+1 ), LDA )
292: END IF
293: *
294: * Update partial column norms.
295: *
296: IF( RK.LT.LASTRK ) THEN
297: DO 30 J = K + 1, N
298: IF( VN1( J ).NE.ZERO ) THEN
299: *
300: * NOTE: The following 4 lines follow from the analysis in
301: * Lapack Working Note 176.
302: *
303: TEMP = ABS( A( RK, J ) ) / VN1( J )
304: TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
305: TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
306: IF( TEMP2 .LE. TOL3Z ) THEN
307: VN2( J ) = DBLE( LSTICC )
308: LSTICC = J
309: ELSE
310: VN1( J ) = VN1( J )*SQRT( TEMP )
311: END IF
312: END IF
313: 30 CONTINUE
314: END IF
315: *
316: A( RK, K ) = AKK
317: *
318: * End of while loop.
319: *
320: GO TO 10
321: END IF
322: KB = K
323: RK = OFFSET + KB
324: *
325: * Apply the block reflector to the rest of the matrix:
326: * A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) -
1.9 bertrand 327: * A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)**T.
1.1 bertrand 328: *
329: IF( KB.LT.MIN( N, M-OFFSET ) ) THEN
330: CALL DGEMM( 'No transpose', 'Transpose', M-RK, N-KB, KB, -ONE,
331: $ A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF, ONE,
332: $ A( RK+1, KB+1 ), LDA )
333: END IF
334: *
335: * Recomputation of difficult columns.
336: *
337: 40 CONTINUE
338: IF( LSTICC.GT.0 ) THEN
339: ITEMP = NINT( VN2( LSTICC ) )
340: VN1( LSTICC ) = DNRM2( M-RK, A( RK+1, LSTICC ), 1 )
341: *
1.17 bertrand 342: * NOTE: The computation of VN1( LSTICC ) relies on the fact that
1.1 bertrand 343: * SNRM2 does not fail on vectors with norm below the value of
1.17 bertrand 344: * SQRT(DLAMCH('S'))
1.1 bertrand 345: *
346: VN2( LSTICC ) = VN1( LSTICC )
347: LSTICC = ITEMP
348: GO TO 40
349: END IF
350: *
351: RETURN
352: *
353: * End of DLAQPS
354: *
355: END
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