File:  [local] / rpl / lapack / lapack / zgeqp3.f
Revision 1.9: download - view: text, annotated - select for diffs - revision graph
Mon Nov 21 20:43:09 2011 UTC (12 years, 6 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour de Lapack.

    1: *> \brief \b ZGEQP3
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download ZGEQP3 + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqp3.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqp3.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqp3.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
   22: *                          INFO )
   23:    24: *       .. Scalar Arguments ..
   25: *       INTEGER            INFO, LDA, LWORK, M, N
   26: *       ..
   27: *       .. Array Arguments ..
   28: *       INTEGER            JPVT( * )
   29: *       DOUBLE PRECISION   RWORK( * )
   30: *       COMPLEX*16         A( LDA, * ), TAU( * ), WORK( * )
   31: *       ..
   32: *  
   33: *
   34: *> \par Purpose:
   35: *  =============
   36: *>
   37: *> \verbatim
   38: *>
   39: *> ZGEQP3 computes a QR factorization with column pivoting of a
   40: *> matrix A:  A*P = Q*R  using Level 3 BLAS.
   41: *> \endverbatim
   42: *
   43: *  Arguments:
   44: *  ==========
   45: *
   46: *> \param[in] M
   47: *> \verbatim
   48: *>          M is INTEGER
   49: *>          The number of rows of the matrix A. M >= 0.
   50: *> \endverbatim
   51: *>
   52: *> \param[in] N
   53: *> \verbatim
   54: *>          N is INTEGER
   55: *>          The number of columns of the matrix A.  N >= 0.
   56: *> \endverbatim
   57: *>
   58: *> \param[in,out] A
   59: *> \verbatim
   60: *>          A is COMPLEX*16 array, dimension (LDA,N)
   61: *>          On entry, the M-by-N matrix A.
   62: *>          On exit, the upper triangle of the array contains the
   63: *>          min(M,N)-by-N upper trapezoidal matrix R; the elements below
   64: *>          the diagonal, together with the array TAU, represent the
   65: *>          unitary matrix Q as a product of min(M,N) elementary
   66: *>          reflectors.
   67: *> \endverbatim
   68: *>
   69: *> \param[in] LDA
   70: *> \verbatim
   71: *>          LDA is INTEGER
   72: *>          The leading dimension of the array A. LDA >= max(1,M).
   73: *> \endverbatim
   74: *>
   75: *> \param[in,out] JPVT
   76: *> \verbatim
   77: *>          JPVT is INTEGER array, dimension (N)
   78: *>          On entry, if JPVT(J).ne.0, the J-th column of A is permuted
   79: *>          to the front of A*P (a leading column); if JPVT(J)=0,
   80: *>          the J-th column of A is a free column.
   81: *>          On exit, if JPVT(J)=K, then the J-th column of A*P was the
   82: *>          the K-th column of A.
   83: *> \endverbatim
   84: *>
   85: *> \param[out] TAU
   86: *> \verbatim
   87: *>          TAU is COMPLEX*16 array, dimension (min(M,N))
   88: *>          The scalar factors of the elementary reflectors.
   89: *> \endverbatim
   90: *>
   91: *> \param[out] WORK
   92: *> \verbatim
   93: *>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
   94: *>          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
   95: *> \endverbatim
   96: *>
   97: *> \param[in] LWORK
   98: *> \verbatim
   99: *>          LWORK is INTEGER
  100: *>          The dimension of the array WORK. LWORK >= N+1.
  101: *>          For optimal performance LWORK >= ( N+1 )*NB, where NB
  102: *>          is the optimal blocksize.
  103: *>
  104: *>          If LWORK = -1, then a workspace query is assumed; the routine
  105: *>          only calculates the optimal size of the WORK array, returns
  106: *>          this value as the first entry of the WORK array, and no error
  107: *>          message related to LWORK is issued by XERBLA.
  108: *> \endverbatim
  109: *>
  110: *> \param[out] RWORK
  111: *> \verbatim
  112: *>          RWORK is DOUBLE PRECISION array, dimension (2*N)
  113: *> \endverbatim
  114: *>
  115: *> \param[out] INFO
  116: *> \verbatim
  117: *>          INFO is INTEGER
  118: *>          = 0: successful exit.
  119: *>          < 0: if INFO = -i, the i-th argument had an illegal value.
  120: *> \endverbatim
  121: *
  122: *  Authors:
  123: *  ========
  124: *
  125: *> \author Univ. of Tennessee 
  126: *> \author Univ. of California Berkeley 
  127: *> \author Univ. of Colorado Denver 
  128: *> \author NAG Ltd. 
  129: *
  130: *> \date November 2011
  131: *
  132: *> \ingroup complex16GEcomputational
  133: *
  134: *> \par Further Details:
  135: *  =====================
  136: *>
  137: *> \verbatim
  138: *>
  139: *>  The matrix Q is represented as a product of elementary reflectors
  140: *>
  141: *>     Q = H(1) H(2) . . . H(k), where k = min(m,n).
  142: *>
  143: *>  Each H(i) has the form
  144: *>
  145: *>     H(i) = I - tau * v * v**H
  146: *>
  147: *>  where tau is a real/complex scalar, and v is a real/complex vector
  148: *>  with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
  149: *>  A(i+1:m,i), and tau in TAU(i).
  150: *> \endverbatim
  151: *
  152: *> \par Contributors:
  153: *  ==================
  154: *>
  155: *>    G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  156: *>    X. Sun, Computer Science Dept., Duke University, USA
  157: *>
  158: *  =====================================================================
  159:       SUBROUTINE ZGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
  160:      $                   INFO )
  161: *
  162: *  -- LAPACK computational routine (version 3.4.0) --
  163: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  164: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  165: *     November 2011
  166: *
  167: *     .. Scalar Arguments ..
  168:       INTEGER            INFO, LDA, LWORK, M, N
  169: *     ..
  170: *     .. Array Arguments ..
  171:       INTEGER            JPVT( * )
  172:       DOUBLE PRECISION   RWORK( * )
  173:       COMPLEX*16         A( LDA, * ), TAU( * ), WORK( * )
  174: *     ..
  175: *
  176: *  =====================================================================
  177: *
  178: *     .. Parameters ..
  179:       INTEGER            INB, INBMIN, IXOVER
  180:       PARAMETER          ( INB = 1, INBMIN = 2, IXOVER = 3 )
  181: *     ..
  182: *     .. Local Scalars ..
  183:       LOGICAL            LQUERY
  184:       INTEGER            FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
  185:      $                   NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
  186: *     ..
  187: *     .. External Subroutines ..
  188:       EXTERNAL           XERBLA, ZGEQRF, ZLAQP2, ZLAQPS, ZSWAP, ZUNMQR
  189: *     ..
  190: *     .. External Functions ..
  191:       INTEGER            ILAENV
  192:       DOUBLE PRECISION   DZNRM2
  193:       EXTERNAL           ILAENV, DZNRM2
  194: *     ..
  195: *     .. Intrinsic Functions ..
  196:       INTRINSIC          INT, MAX, MIN
  197: *     ..
  198: *     .. Executable Statements ..
  199: *
  200: *     Test input arguments
  201: *  ====================
  202: *
  203:       INFO = 0
  204:       LQUERY = ( LWORK.EQ.-1 )
  205:       IF( M.LT.0 ) THEN
  206:          INFO = -1
  207:       ELSE IF( N.LT.0 ) THEN
  208:          INFO = -2
  209:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  210:          INFO = -4
  211:       END IF
  212: *
  213:       IF( INFO.EQ.0 ) THEN
  214:          MINMN = MIN( M, N )
  215:          IF( MINMN.EQ.0 ) THEN
  216:             IWS = 1
  217:             LWKOPT = 1
  218:          ELSE
  219:             IWS = N + 1
  220:             NB = ILAENV( INB, 'ZGEQRF', ' ', M, N, -1, -1 )
  221:             LWKOPT = ( N + 1 )*NB
  222:          END IF
  223:          WORK( 1 ) = LWKOPT
  224: *
  225:          IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
  226:             INFO = -8
  227:          END IF
  228:       END IF
  229: *
  230:       IF( INFO.NE.0 ) THEN
  231:          CALL XERBLA( 'ZGEQP3', -INFO )
  232:          RETURN
  233:       ELSE IF( LQUERY ) THEN
  234:          RETURN
  235:       END IF
  236: *
  237: *     Quick return if possible.
  238: *
  239:       IF( MINMN.EQ.0 ) THEN
  240:          RETURN
  241:       END IF
  242: *
  243: *     Move initial columns up front.
  244: *
  245:       NFXD = 1
  246:       DO 10 J = 1, N
  247:          IF( JPVT( J ).NE.0 ) THEN
  248:             IF( J.NE.NFXD ) THEN
  249:                CALL ZSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
  250:                JPVT( J ) = JPVT( NFXD )
  251:                JPVT( NFXD ) = J
  252:             ELSE
  253:                JPVT( J ) = J
  254:             END IF
  255:             NFXD = NFXD + 1
  256:          ELSE
  257:             JPVT( J ) = J
  258:          END IF
  259:    10 CONTINUE
  260:       NFXD = NFXD - 1
  261: *
  262: *     Factorize fixed columns
  263: *  =======================
  264: *
  265: *     Compute the QR factorization of fixed columns and update
  266: *     remaining columns.
  267: *
  268:       IF( NFXD.GT.0 ) THEN
  269:          NA = MIN( M, NFXD )
  270: *CC      CALL ZGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
  271:          CALL ZGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
  272:          IWS = MAX( IWS, INT( WORK( 1 ) ) )
  273:          IF( NA.LT.N ) THEN
  274: *CC         CALL ZUNM2R( 'Left', 'Conjugate Transpose', M, N-NA,
  275: *CC  $                   NA, A, LDA, TAU, A( 1, NA+1 ), LDA, WORK,
  276: *CC  $                   INFO )
  277:             CALL ZUNMQR( 'Left', 'Conjugate Transpose', M, N-NA, NA, A,
  278:      $                   LDA, TAU, A( 1, NA+1 ), LDA, WORK, LWORK,
  279:      $                   INFO )
  280:             IWS = MAX( IWS, INT( WORK( 1 ) ) )
  281:          END IF
  282:       END IF
  283: *
  284: *     Factorize free columns
  285: *  ======================
  286: *
  287:       IF( NFXD.LT.MINMN ) THEN
  288: *
  289:          SM = M - NFXD
  290:          SN = N - NFXD
  291:          SMINMN = MINMN - NFXD
  292: *
  293: *        Determine the block size.
  294: *
  295:          NB = ILAENV( INB, 'ZGEQRF', ' ', SM, SN, -1, -1 )
  296:          NBMIN = 2
  297:          NX = 0
  298: *
  299:          IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
  300: *
  301: *           Determine when to cross over from blocked to unblocked code.
  302: *
  303:             NX = MAX( 0, ILAENV( IXOVER, 'ZGEQRF', ' ', SM, SN, -1,
  304:      $           -1 ) )
  305: *
  306: *
  307:             IF( NX.LT.SMINMN ) THEN
  308: *
  309: *              Determine if workspace is large enough for blocked code.
  310: *
  311:                MINWS = ( SN+1 )*NB
  312:                IWS = MAX( IWS, MINWS )
  313:                IF( LWORK.LT.MINWS ) THEN
  314: *
  315: *                 Not enough workspace to use optimal NB: Reduce NB and
  316: *                 determine the minimum value of NB.
  317: *
  318:                   NB = LWORK / ( SN+1 )
  319:                   NBMIN = MAX( 2, ILAENV( INBMIN, 'ZGEQRF', ' ', SM, SN,
  320:      $                    -1, -1 ) )
  321: *
  322: *
  323:                END IF
  324:             END IF
  325:          END IF
  326: *
  327: *        Initialize partial column norms. The first N elements of work
  328: *        store the exact column norms.
  329: *
  330:          DO 20 J = NFXD + 1, N
  331:             RWORK( J ) = DZNRM2( SM, A( NFXD+1, J ), 1 )
  332:             RWORK( N+J ) = RWORK( J )
  333:    20    CONTINUE
  334: *
  335:          IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
  336:      $       ( NX.LT.SMINMN ) ) THEN
  337: *
  338: *           Use blocked code initially.
  339: *
  340:             J = NFXD + 1
  341: *
  342: *           Compute factorization: while loop.
  343: *
  344: *
  345:             TOPBMN = MINMN - NX
  346:    30       CONTINUE
  347:             IF( J.LE.TOPBMN ) THEN
  348:                JB = MIN( NB, TOPBMN-J+1 )
  349: *
  350: *              Factorize JB columns among columns J:N.
  351: *
  352:                CALL ZLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
  353:      $                      JPVT( J ), TAU( J ), RWORK( J ),
  354:      $                      RWORK( N+J ), WORK( 1 ), WORK( JB+1 ),
  355:      $                      N-J+1 )
  356: *
  357:                J = J + FJB
  358:                GO TO 30
  359:             END IF
  360:          ELSE
  361:             J = NFXD + 1
  362:          END IF
  363: *
  364: *        Use unblocked code to factor the last or only block.
  365: *
  366: *
  367:          IF( J.LE.MINMN )
  368:      $      CALL ZLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
  369:      $                   TAU( J ), RWORK( J ), RWORK( N+J ), WORK( 1 ) )
  370: *
  371:       END IF
  372: *
  373:       WORK( 1 ) = IWS
  374:       RETURN
  375: *
  376: *     End of ZGEQP3
  377: *
  378:       END

CVSweb interface <joel.bertrand@systella.fr>