Annotation of rpl/lapack/lapack/dormqr.f, revision 1.16
1.9 bertrand 1: *> \brief \b DORMQR
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DORMQR + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dormqr.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dormqr.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dormqr.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DORMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
22: * WORK, LWORK, INFO )
23: *
24: * .. Scalar Arguments ..
25: * CHARACTER SIDE, TRANS
26: * INTEGER INFO, K, LDA, LDC, LWORK, M, N
27: * ..
28: * .. Array Arguments ..
29: * DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
30: * ..
31: *
32: *
33: *> \par Purpose:
34: * =============
35: *>
36: *> \verbatim
37: *>
38: *> DORMQR overwrites the general real M-by-N matrix C with
39: *>
40: *> SIDE = 'L' SIDE = 'R'
41: *> TRANS = 'N': Q * C C * Q
42: *> TRANS = 'T': Q**T * C C * Q**T
43: *>
44: *> where Q is a real orthogonal matrix defined as the product of k
45: *> elementary reflectors
46: *>
47: *> Q = H(1) H(2) . . . H(k)
48: *>
49: *> as returned by DGEQRF. Q is of order M if SIDE = 'L' and of order N
50: *> if SIDE = 'R'.
51: *> \endverbatim
52: *
53: * Arguments:
54: * ==========
55: *
56: *> \param[in] SIDE
57: *> \verbatim
58: *> SIDE is CHARACTER*1
59: *> = 'L': apply Q or Q**T from the Left;
60: *> = 'R': apply Q or Q**T from the Right.
61: *> \endverbatim
62: *>
63: *> \param[in] TRANS
64: *> \verbatim
65: *> TRANS is CHARACTER*1
66: *> = 'N': No transpose, apply Q;
67: *> = 'T': Transpose, apply Q**T.
68: *> \endverbatim
69: *>
70: *> \param[in] M
71: *> \verbatim
72: *> M is INTEGER
73: *> The number of rows of the matrix C. M >= 0.
74: *> \endverbatim
75: *>
76: *> \param[in] N
77: *> \verbatim
78: *> N is INTEGER
79: *> The number of columns of the matrix C. N >= 0.
80: *> \endverbatim
81: *>
82: *> \param[in] K
83: *> \verbatim
84: *> K is INTEGER
85: *> The number of elementary reflectors whose product defines
86: *> the matrix Q.
87: *> If SIDE = 'L', M >= K >= 0;
88: *> if SIDE = 'R', N >= K >= 0.
89: *> \endverbatim
90: *>
91: *> \param[in] A
92: *> \verbatim
93: *> A is DOUBLE PRECISION array, dimension (LDA,K)
94: *> The i-th column must contain the vector which defines the
95: *> elementary reflector H(i), for i = 1,2,...,k, as returned by
96: *> DGEQRF in the first k columns of its array argument A.
97: *> \endverbatim
98: *>
99: *> \param[in] LDA
100: *> \verbatim
101: *> LDA is INTEGER
102: *> The leading dimension of the array A.
103: *> If SIDE = 'L', LDA >= max(1,M);
104: *> if SIDE = 'R', LDA >= max(1,N).
105: *> \endverbatim
106: *>
107: *> \param[in] TAU
108: *> \verbatim
109: *> TAU is DOUBLE PRECISION array, dimension (K)
110: *> TAU(i) must contain the scalar factor of the elementary
111: *> reflector H(i), as returned by DGEQRF.
112: *> \endverbatim
113: *>
114: *> \param[in,out] C
115: *> \verbatim
116: *> C is DOUBLE PRECISION array, dimension (LDC,N)
117: *> On entry, the M-by-N matrix C.
118: *> On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
119: *> \endverbatim
120: *>
121: *> \param[in] LDC
122: *> \verbatim
123: *> LDC is INTEGER
124: *> The leading dimension of the array C. LDC >= max(1,M).
125: *> \endverbatim
126: *>
127: *> \param[out] WORK
128: *> \verbatim
129: *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
130: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
131: *> \endverbatim
132: *>
133: *> \param[in] LWORK
134: *> \verbatim
135: *> LWORK is INTEGER
136: *> The dimension of the array WORK.
137: *> If SIDE = 'L', LWORK >= max(1,N);
138: *> if SIDE = 'R', LWORK >= max(1,M).
1.15 bertrand 139: *> For good performance, LWORK should generally be larger.
1.9 bertrand 140: *>
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: *> \endverbatim
146: *>
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: *
1.15 bertrand 162: *> \date November 2015
1.9 bertrand 163: *
164: *> \ingroup doubleOTHERcomputational
165: *
166: * =====================================================================
1.1 bertrand 167: SUBROUTINE DORMQR( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC,
168: $ WORK, LWORK, INFO )
169: *
1.15 bertrand 170: * -- LAPACK computational routine (version 3.6.0) --
1.1 bertrand 171: * -- LAPACK is a software package provided by Univ. of Tennessee, --
172: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.15 bertrand 173: * November 2015
1.1 bertrand 174: *
175: * .. Scalar Arguments ..
176: CHARACTER SIDE, TRANS
177: INTEGER INFO, K, LDA, LDC, LWORK, M, N
178: * ..
179: * .. Array Arguments ..
180: DOUBLE PRECISION A( LDA, * ), C( LDC, * ), TAU( * ), WORK( * )
181: * ..
182: *
183: * =====================================================================
184: *
185: * .. Parameters ..
1.15 bertrand 186: INTEGER NBMAX, LDT, TSIZE
187: PARAMETER ( NBMAX = 64, LDT = NBMAX+1,
188: $ TSIZE = LDT*NBMAX )
1.1 bertrand 189: * ..
190: * .. Local Scalars ..
191: LOGICAL LEFT, LQUERY, NOTRAN
1.15 bertrand 192: INTEGER I, I1, I2, I3, IB, IC, IINFO, IWT, JC, LDWORK,
1.1 bertrand 193: $ LWKOPT, MI, NB, NBMIN, NI, NQ, NW
194: * ..
195: * .. External Functions ..
196: LOGICAL LSAME
197: INTEGER ILAENV
198: EXTERNAL LSAME, ILAENV
199: * ..
200: * .. External Subroutines ..
201: EXTERNAL DLARFB, DLARFT, DORM2R, XERBLA
202: * ..
203: * .. Intrinsic Functions ..
204: INTRINSIC MAX, MIN
205: * ..
206: * .. Executable Statements ..
207: *
208: * Test the input arguments
209: *
210: INFO = 0
211: LEFT = LSAME( SIDE, 'L' )
212: NOTRAN = LSAME( TRANS, 'N' )
213: LQUERY = ( LWORK.EQ.-1 )
214: *
215: * NQ is the order of Q and NW is the minimum dimension of WORK
216: *
217: IF( LEFT ) THEN
218: NQ = M
219: NW = N
220: ELSE
221: NQ = N
222: NW = M
223: END IF
224: IF( .NOT.LEFT .AND. .NOT.LSAME( SIDE, 'R' ) ) THEN
225: INFO = -1
226: ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) ) THEN
227: INFO = -2
228: ELSE IF( M.LT.0 ) THEN
229: INFO = -3
230: ELSE IF( N.LT.0 ) THEN
231: INFO = -4
232: ELSE IF( K.LT.0 .OR. K.GT.NQ ) THEN
233: INFO = -5
234: ELSE IF( LDA.LT.MAX( 1, NQ ) ) THEN
235: INFO = -7
236: ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
237: INFO = -10
238: ELSE IF( LWORK.LT.MAX( 1, NW ) .AND. .NOT.LQUERY ) THEN
239: INFO = -12
240: END IF
241: *
242: IF( INFO.EQ.0 ) THEN
243: *
1.15 bertrand 244: * Compute the workspace requirements
1.1 bertrand 245: *
246: NB = MIN( NBMAX, ILAENV( 1, 'DORMQR', SIDE // TRANS, M, N, K,
247: $ -1 ) )
1.15 bertrand 248: LWKOPT = MAX( 1, NW )*NB + TSIZE
1.1 bertrand 249: WORK( 1 ) = LWKOPT
250: END IF
251: *
252: IF( INFO.NE.0 ) THEN
253: CALL XERBLA( 'DORMQR', -INFO )
254: RETURN
255: ELSE IF( LQUERY ) THEN
256: RETURN
257: END IF
258: *
259: * Quick return if possible
260: *
261: IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
262: WORK( 1 ) = 1
263: RETURN
264: END IF
265: *
266: NBMIN = 2
267: LDWORK = NW
268: IF( NB.GT.1 .AND. NB.LT.K ) THEN
1.15 bertrand 269: IF( LWORK.LT.NW*NB+TSIZE ) THEN
270: NB = (LWORK-TSIZE) / LDWORK
1.1 bertrand 271: NBMIN = MAX( 2, ILAENV( 2, 'DORMQR', SIDE // TRANS, M, N, K,
272: $ -1 ) )
273: END IF
274: END IF
275: *
276: IF( NB.LT.NBMIN .OR. NB.GE.K ) THEN
277: *
278: * Use unblocked code
279: *
280: CALL DORM2R( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK,
281: $ IINFO )
282: ELSE
283: *
284: * Use blocked code
285: *
1.15 bertrand 286: IWT = 1 + NW*NB
1.1 bertrand 287: IF( ( LEFT .AND. .NOT.NOTRAN ) .OR.
288: $ ( .NOT.LEFT .AND. NOTRAN ) ) THEN
289: I1 = 1
290: I2 = K
291: I3 = NB
292: ELSE
293: I1 = ( ( K-1 ) / NB )*NB + 1
294: I2 = 1
295: I3 = -NB
296: END IF
297: *
298: IF( LEFT ) THEN
299: NI = N
300: JC = 1
301: ELSE
302: MI = M
303: IC = 1
304: END IF
305: *
306: DO 10 I = I1, I2, I3
307: IB = MIN( NB, K-I+1 )
308: *
309: * Form the triangular factor of the block reflector
310: * H = H(i) H(i+1) . . . H(i+ib-1)
311: *
312: CALL DLARFT( 'Forward', 'Columnwise', NQ-I+1, IB, A( I, I ),
1.15 bertrand 313: $ LDA, TAU( I ), WORK( IWT ), LDT )
1.1 bertrand 314: IF( LEFT ) THEN
315: *
1.8 bertrand 316: * H or H**T is applied to C(i:m,1:n)
1.1 bertrand 317: *
318: MI = M - I + 1
319: IC = I
320: ELSE
321: *
1.8 bertrand 322: * H or H**T is applied to C(1:m,i:n)
1.1 bertrand 323: *
324: NI = N - I + 1
325: JC = I
326: END IF
327: *
1.8 bertrand 328: * Apply H or H**T
1.1 bertrand 329: *
330: CALL DLARFB( SIDE, TRANS, 'Forward', 'Columnwise', MI, NI,
1.15 bertrand 331: $ IB, A( I, I ), LDA, WORK( IWT ), LDT,
332: $ C( IC, JC ), LDC, WORK, LDWORK )
1.1 bertrand 333: 10 CONTINUE
334: END IF
335: WORK( 1 ) = LWKOPT
336: RETURN
337: *
338: * End of DORMQR
339: *
340: END
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