Annotation of rpl/lapack/lapack/dorgtsqr.f, revision 1.2

1.1       bertrand    1: *> \brief \b DORGTSQR
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
                      5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
                      7: *
                      8: *> \htmlonly
                      9: *> Download DORGTSQR + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dorgtsqr.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dorgtsqr.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dorgtsqr.f">
                     15: *> [TXT]</a>
1.2     ! bertrand   16: *> \endhtmlonly
        !            17: *
1.1       bertrand   18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK,
                     22: *      $                     INFO )
                     23: *
                     24: *       .. Scalar Arguments ..
                     25: *       INTEGER           INFO, LDA, LDT, LWORK, M, N, MB, NB
                     26: *       ..
                     27: *       .. Array Arguments ..
                     28: *       DOUBLE PRECISION  A( LDA, * ), T( LDT, * ), WORK( * )
                     29: *       ..
                     30: *
                     31: *> \par Purpose:
                     32: *  =============
                     33: *>
                     34: *> \verbatim
                     35: *>
                     36: *> DORGTSQR generates an M-by-N real matrix Q_out with orthonormal columns,
                     37: *> which are the first N columns of a product of real orthogonal
                     38: *> matrices of order M which are returned by DLATSQR
                     39: *>
                     40: *>      Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ).
                     41: *>
                     42: *> See the documentation for DLATSQR.
                     43: *> \endverbatim
                     44: *
                     45: *  Arguments:
                     46: *  ==========
                     47: *
                     48: *> \param[in] M
                     49: *> \verbatim
                     50: *>          M is INTEGER
                     51: *>          The number of rows of the matrix A.  M >= 0.
                     52: *> \endverbatim
                     53: *>
                     54: *> \param[in] N
                     55: *> \verbatim
                     56: *>          N is INTEGER
                     57: *>          The number of columns of the matrix A. M >= N >= 0.
                     58: *> \endverbatim
                     59: *>
                     60: *> \param[in] MB
                     61: *> \verbatim
                     62: *>          MB is INTEGER
                     63: *>          The row block size used by DLATSQR to return
                     64: *>          arrays A and T. MB > N.
                     65: *>          (Note that if MB > M, then M is used instead of MB
                     66: *>          as the row block size).
                     67: *> \endverbatim
                     68: *>
                     69: *> \param[in] NB
                     70: *> \verbatim
                     71: *>          NB is INTEGER
                     72: *>          The column block size used by DLATSQR to return
                     73: *>          arrays A and T. NB >= 1.
                     74: *>          (Note that if NB > N, then N is used instead of NB
                     75: *>          as the column block size).
                     76: *> \endverbatim
                     77: *>
                     78: *> \param[in,out] A
                     79: *> \verbatim
                     80: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
                     81: *>
                     82: *>          On entry:
                     83: *>
                     84: *>             The elements on and above the diagonal are not accessed.
                     85: *>             The elements below the diagonal represent the unit
                     86: *>             lower-trapezoidal blocked matrix V computed by DLATSQR
                     87: *>             that defines the input matrices Q_in(k) (ones on the
                     88: *>             diagonal are not stored) (same format as the output A
                     89: *>             below the diagonal in DLATSQR).
                     90: *>
                     91: *>          On exit:
                     92: *>
                     93: *>             The array A contains an M-by-N orthonormal matrix Q_out,
                     94: *>             i.e the columns of A are orthogonal unit vectors.
                     95: *> \endverbatim
                     96: *>
                     97: *> \param[in] LDA
                     98: *> \verbatim
                     99: *>          LDA is INTEGER
                    100: *>          The leading dimension of the array A.  LDA >= max(1,M).
                    101: *> \endverbatim
                    102: *>
                    103: *> \param[in] T
                    104: *> \verbatim
                    105: *>          T is DOUBLE PRECISION array,
                    106: *>          dimension (LDT, N * NIRB)
                    107: *>          where NIRB = Number_of_input_row_blocks
                    108: *>                     = MAX( 1, CEIL((M-N)/(MB-N)) )
                    109: *>          Let NICB = Number_of_input_col_blocks
                    110: *>                   = CEIL(N/NB)
                    111: *>
                    112: *>          The upper-triangular block reflectors used to define the
                    113: *>          input matrices Q_in(k), k=(1:NIRB*NICB). The block
                    114: *>          reflectors are stored in compact form in NIRB block
                    115: *>          reflector sequences. Each of NIRB block reflector sequences
                    116: *>          is stored in a larger NB-by-N column block of T and consists
                    117: *>          of NICB smaller NB-by-NB upper-triangular column blocks.
                    118: *>          (same format as the output T in DLATSQR).
                    119: *> \endverbatim
                    120: *>
                    121: *> \param[in] LDT
                    122: *> \verbatim
                    123: *>          LDT is INTEGER
                    124: *>          The leading dimension of the array T.
                    125: *>          LDT >= max(1,min(NB1,N)).
                    126: *> \endverbatim
                    127: *>
                    128: *> \param[out] WORK
                    129: *> \verbatim
                    130: *>          (workspace) DOUBLE PRECISION array, dimension (MAX(2,LWORK))
                    131: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
                    132: *> \endverbatim
                    133: *>
                    134: *> \param[in] LWORK
                    135: *> \verbatim
                    136: *>          The dimension of the array WORK.  LWORK >= (M+NB)*N.
                    137: *>          If LWORK = -1, then a workspace query is assumed.
                    138: *>          The routine only calculates the optimal size of the WORK
                    139: *>          array, returns this value as the first entry of the WORK
                    140: *>          array, and no error message related to LWORK is issued
                    141: *>          by XERBLA.
                    142: *> \endverbatim
                    143: *>
                    144: *> \param[out] INFO
                    145: *> \verbatim
                    146: *>          INFO is INTEGER
                    147: *>          = 0:  successful exit
                    148: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    149: *> \endverbatim
                    150: *>
                    151: *  Authors:
                    152: *  ========
                    153: *
                    154: *> \author Univ. of Tennessee
                    155: *> \author Univ. of California Berkeley
                    156: *> \author Univ. of Colorado Denver
                    157: *> \author NAG Ltd.
                    158: *
                    159: *> \ingroup doubleOTHERcomputational
                    160: *
                    161: *> \par Contributors:
                    162: *  ==================
                    163: *>
                    164: *> \verbatim
                    165: *>
                    166: *> November 2019, Igor Kozachenko,
                    167: *>                Computer Science Division,
                    168: *>                University of California, Berkeley
                    169: *>
                    170: *> \endverbatim
                    171: *
                    172: *  =====================================================================
                    173:       SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK,
                    174:      $                     INFO )
                    175:       IMPLICIT NONE
                    176: *
1.2     ! bertrand  177: *  -- LAPACK computational routine --
1.1       bertrand  178: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    179: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    180: *
                    181: *     .. Scalar Arguments ..
                    182:       INTEGER           INFO, LDA, LDT, LWORK, M, N, MB, NB
                    183: *     ..
                    184: *     .. Array Arguments ..
                    185:       DOUBLE PRECISION  A( LDA, * ), T( LDT, * ), WORK( * )
                    186: *     ..
                    187: *
                    188: *  =====================================================================
                    189: *
                    190: *     .. Parameters ..
                    191:       DOUBLE PRECISION   ONE, ZERO
                    192:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
                    193: *     ..
                    194: *     .. Local Scalars ..
                    195:       LOGICAL            LQUERY
                    196:       INTEGER            IINFO, LDC, LWORKOPT, LC, LW, NBLOCAL, J
                    197: *     ..
                    198: *     .. External Subroutines ..
                    199:       EXTERNAL           DCOPY, DLAMTSQR, DLASET, XERBLA
                    200: *     ..
                    201: *     .. Intrinsic Functions ..
                    202:       INTRINSIC          DBLE, MAX, MIN
                    203: *     ..
                    204: *     .. Executable Statements ..
                    205: *
                    206: *     Test the input parameters
                    207: *
                    208:       LQUERY  = LWORK.EQ.-1
                    209:       INFO = 0
                    210:       IF( M.LT.0 ) THEN
                    211:          INFO = -1
                    212:       ELSE IF( N.LT.0 .OR. M.LT.N ) THEN
                    213:          INFO = -2
                    214:       ELSE IF( MB.LE.N ) THEN
                    215:          INFO = -3
                    216:       ELSE IF( NB.LT.1 ) THEN
                    217:          INFO = -4
                    218:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
                    219:          INFO = -6
                    220:       ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN
                    221:          INFO = -8
                    222:       ELSE
                    223: *
                    224: *        Test the input LWORK for the dimension of the array WORK.
                    225: *        This workspace is used to store array C(LDC, N) and WORK(LWORK)
                    226: *        in the call to DLAMTSQR. See the documentation for DLAMTSQR.
                    227: *
                    228:          IF( LWORK.LT.2 .AND. (.NOT.LQUERY) ) THEN
                    229:             INFO = -10
                    230:          ELSE
                    231: *
                    232: *           Set block size for column blocks
                    233: *
                    234:             NBLOCAL = MIN( NB, N )
                    235: *
                    236: *           LWORK = -1, then set the size for the array C(LDC,N)
                    237: *           in DLAMTSQR call and set the optimal size of the work array
                    238: *           WORK(LWORK) in DLAMTSQR call.
                    239: *
                    240:             LDC = M
                    241:             LC = LDC*N
                    242:             LW = N * NBLOCAL
                    243: *
                    244:             LWORKOPT = LC+LW
                    245: *
                    246:             IF( ( LWORK.LT.MAX( 1, LWORKOPT ) ).AND.(.NOT.LQUERY) ) THEN
                    247:                INFO = -10
                    248:             END IF
                    249:          END IF
                    250: *
                    251:       END IF
                    252: *
                    253: *     Handle error in the input parameters and return workspace query.
                    254: *
                    255:       IF( INFO.NE.0 ) THEN
                    256:          CALL XERBLA( 'DORGTSQR', -INFO )
                    257:          RETURN
                    258:       ELSE IF ( LQUERY ) THEN
                    259:          WORK( 1 ) = DBLE( LWORKOPT )
                    260:          RETURN
                    261:       END IF
                    262: *
                    263: *     Quick return if possible
                    264: *
                    265:       IF( MIN( M, N ).EQ.0 ) THEN
                    266:          WORK( 1 ) = DBLE( LWORKOPT )
                    267:          RETURN
                    268:       END IF
                    269: *
                    270: *     (1) Form explicitly the tall-skinny M-by-N left submatrix Q1_in
                    271: *     of M-by-M orthogonal matrix Q_in, which is implicitly stored in
                    272: *     the subdiagonal part of input array A and in the input array T.
                    273: *     Perform by the following operation using the routine DLAMTSQR.
                    274: *
                    275: *         Q1_in = Q_in * ( I ), where I is a N-by-N identity matrix,
                    276: *                        ( 0 )        0 is a (M-N)-by-N zero matrix.
                    277: *
                    278: *     (1a) Form M-by-N matrix in the array WORK(1:LDC*N) with ones
                    279: *     on the diagonal and zeros elsewhere.
                    280: *
                    281:       CALL DLASET( 'F', M, N, ZERO, ONE, WORK, LDC )
                    282: *
                    283: *     (1b)  On input, WORK(1:LDC*N) stores ( I );
                    284: *                                          ( 0 )
                    285: *
                    286: *           On output, WORK(1:LDC*N) stores Q1_in.
                    287: *
                    288:       CALL DLAMTSQR( 'L', 'N', M, N, N, MB, NBLOCAL, A, LDA, T, LDT,
                    289:      $               WORK, LDC, WORK( LC+1 ), LW, IINFO )
                    290: *
                    291: *     (2) Copy the result from the part of the work array (1:M,1:N)
                    292: *     with the leading dimension LDC that starts at WORK(1) into
                    293: *     the output array A(1:M,1:N) column-by-column.
                    294: *
                    295:       DO J = 1, N
                    296:          CALL DCOPY( M, WORK( (J-1)*LDC + 1 ), 1, A( 1, J ), 1 )
                    297:       END DO
                    298: *
                    299:       WORK( 1 ) = DBLE( LWORKOPT )
                    300:       RETURN
                    301: *
                    302: *     End of DORGTSQR
                    303: *
1.2     ! bertrand  304:       END

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