Annotation of rpl/lapack/lapack/zgeqrf.f, revision 1.18

1.9       bertrand    1: *> \brief \b ZGEQRF
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.15      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.15      bertrand    9: *> Download ZGEQRF + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqrf.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqrf.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqrf.f">
1.9       bertrand   15: *> [TXT]</a>
1.15      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
1.15      bertrand   22: *
1.9       bertrand   23: *       .. Scalar Arguments ..
                     24: *       INTEGER            INFO, LDA, LWORK, M, N
                     25: *       ..
                     26: *       .. Array Arguments ..
                     27: *       COMPLEX*16         A( LDA, * ), TAU( * ), WORK( * )
                     28: *       ..
1.15      bertrand   29: *
1.9       bertrand   30: *
                     31: *> \par Purpose:
                     32: *  =============
                     33: *>
                     34: *> \verbatim
                     35: *>
                     36: *> ZGEQRF computes a QR factorization of a complex M-by-N matrix A:
1.18    ! bertrand   37: *>
        !            38: *>    A = Q * ( R ),
        !            39: *>            ( 0 )
        !            40: *>
        !            41: *> where:
        !            42: *>
        !            43: *>    Q is a M-by-M orthogonal matrix;
        !            44: *>    R is an upper-triangular N-by-N matrix;
        !            45: *>    0 is a (M-N)-by-N zero matrix, if M > N.
        !            46: *>
1.9       bertrand   47: *> \endverbatim
                     48: *
                     49: *  Arguments:
                     50: *  ==========
                     51: *
                     52: *> \param[in] M
                     53: *> \verbatim
                     54: *>          M is INTEGER
                     55: *>          The number of rows of the matrix A.  M >= 0.
                     56: *> \endverbatim
                     57: *>
                     58: *> \param[in] N
                     59: *> \verbatim
                     60: *>          N is INTEGER
                     61: *>          The number of columns of the matrix A.  N >= 0.
                     62: *> \endverbatim
                     63: *>
                     64: *> \param[in,out] A
                     65: *> \verbatim
                     66: *>          A is COMPLEX*16 array, dimension (LDA,N)
                     67: *>          On entry, the M-by-N matrix A.
                     68: *>          On exit, the elements on and above the diagonal of the array
                     69: *>          contain the min(M,N)-by-N upper trapezoidal matrix R (R is
                     70: *>          upper triangular if m >= n); the elements below the diagonal,
                     71: *>          with the array TAU, represent the unitary matrix Q as a
                     72: *>          product of min(m,n) elementary reflectors (see Further
                     73: *>          Details).
                     74: *> \endverbatim
                     75: *>
                     76: *> \param[in] LDA
                     77: *> \verbatim
                     78: *>          LDA is INTEGER
                     79: *>          The leading dimension of the array A.  LDA >= max(1,M).
                     80: *> \endverbatim
                     81: *>
                     82: *> \param[out] TAU
                     83: *> \verbatim
                     84: *>          TAU is COMPLEX*16 array, dimension (min(M,N))
                     85: *>          The scalar factors of the elementary reflectors (see Further
                     86: *>          Details).
                     87: *> \endverbatim
                     88: *>
                     89: *> \param[out] WORK
                     90: *> \verbatim
                     91: *>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
                     92: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
                     93: *> \endverbatim
                     94: *>
                     95: *> \param[in] LWORK
                     96: *> \verbatim
                     97: *>          LWORK is INTEGER
                     98: *>          The dimension of the array WORK.  LWORK >= max(1,N).
                     99: *>          For optimum performance LWORK >= N*NB, where NB is
                    100: *>          the optimal blocksize.
                    101: *>
                    102: *>          If LWORK = -1, then a workspace query is assumed; the routine
                    103: *>          only calculates the optimal size of the WORK array, returns
                    104: *>          this value as the first entry of the WORK array, and no error
                    105: *>          message related to LWORK is issued by XERBLA.
                    106: *> \endverbatim
                    107: *>
                    108: *> \param[out] INFO
                    109: *> \verbatim
                    110: *>          INFO is INTEGER
                    111: *>          = 0:  successful exit
                    112: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    113: *> \endverbatim
                    114: *
                    115: *  Authors:
                    116: *  ========
                    117: *
1.15      bertrand  118: *> \author Univ. of Tennessee
                    119: *> \author Univ. of California Berkeley
                    120: *> \author Univ. of Colorado Denver
                    121: *> \author NAG Ltd.
1.9       bertrand  122: *
1.18    ! bertrand  123: *> \date November 2019
1.9       bertrand  124: *
                    125: *> \ingroup complex16GEcomputational
                    126: *
                    127: *> \par Further Details:
                    128: *  =====================
                    129: *>
                    130: *> \verbatim
                    131: *>
                    132: *>  The matrix Q is represented as a product of elementary reflectors
                    133: *>
                    134: *>     Q = H(1) H(2) . . . H(k), where k = min(m,n).
                    135: *>
                    136: *>  Each H(i) has the form
                    137: *>
                    138: *>     H(i) = I - tau * v * v**H
                    139: *>
                    140: *>  where tau is a complex scalar, and v is a complex vector with
                    141: *>  v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
                    142: *>  and tau in TAU(i).
                    143: *> \endverbatim
                    144: *>
                    145: *  =====================================================================
1.1       bertrand  146:       SUBROUTINE ZGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
                    147: *
1.18    ! bertrand  148: *  -- LAPACK computational routine (version 3.9.0) --
1.1       bertrand  149: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    150: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.18    ! bertrand  151: *     November 2019
1.1       bertrand  152: *
                    153: *     .. Scalar Arguments ..
                    154:       INTEGER            INFO, LDA, LWORK, M, N
                    155: *     ..
                    156: *     .. Array Arguments ..
                    157:       COMPLEX*16         A( LDA, * ), TAU( * ), WORK( * )
                    158: *     ..
                    159: *
                    160: *  =====================================================================
                    161: *
                    162: *     .. Local Scalars ..
                    163:       LOGICAL            LQUERY
                    164:       INTEGER            I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
                    165:      $                   NBMIN, NX
                    166: *     ..
                    167: *     .. External Subroutines ..
                    168:       EXTERNAL           XERBLA, ZGEQR2, ZLARFB, ZLARFT
                    169: *     ..
                    170: *     .. Intrinsic Functions ..
                    171:       INTRINSIC          MAX, MIN
                    172: *     ..
                    173: *     .. External Functions ..
                    174:       INTEGER            ILAENV
                    175:       EXTERNAL           ILAENV
                    176: *     ..
                    177: *     .. Executable Statements ..
                    178: *
                    179: *     Test the input arguments
                    180: *
                    181:       INFO = 0
                    182:       NB = ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
                    183:       LWKOPT = N*NB
                    184:       WORK( 1 ) = LWKOPT
                    185:       LQUERY = ( LWORK.EQ.-1 )
                    186:       IF( M.LT.0 ) THEN
                    187:          INFO = -1
                    188:       ELSE IF( N.LT.0 ) THEN
                    189:          INFO = -2
                    190:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
                    191:          INFO = -4
                    192:       ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
                    193:          INFO = -7
                    194:       END IF
                    195:       IF( INFO.NE.0 ) THEN
                    196:          CALL XERBLA( 'ZGEQRF', -INFO )
                    197:          RETURN
                    198:       ELSE IF( LQUERY ) THEN
                    199:          RETURN
                    200:       END IF
                    201: *
                    202: *     Quick return if possible
                    203: *
                    204:       K = MIN( M, N )
                    205:       IF( K.EQ.0 ) THEN
                    206:          WORK( 1 ) = 1
                    207:          RETURN
                    208:       END IF
                    209: *
                    210:       NBMIN = 2
                    211:       NX = 0
                    212:       IWS = N
                    213:       IF( NB.GT.1 .AND. NB.LT.K ) THEN
                    214: *
                    215: *        Determine when to cross over from blocked to unblocked code.
                    216: *
                    217:          NX = MAX( 0, ILAENV( 3, 'ZGEQRF', ' ', M, N, -1, -1 ) )
                    218:          IF( NX.LT.K ) THEN
                    219: *
                    220: *           Determine if workspace is large enough for blocked code.
                    221: *
                    222:             LDWORK = N
                    223:             IWS = LDWORK*NB
                    224:             IF( LWORK.LT.IWS ) THEN
                    225: *
                    226: *              Not enough workspace to use optimal NB:  reduce NB and
                    227: *              determine the minimum value of NB.
                    228: *
                    229:                NB = LWORK / LDWORK
                    230:                NBMIN = MAX( 2, ILAENV( 2, 'ZGEQRF', ' ', M, N, -1,
                    231:      $                 -1 ) )
                    232:             END IF
                    233:          END IF
                    234:       END IF
                    235: *
                    236:       IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
                    237: *
                    238: *        Use blocked code initially
                    239: *
                    240:          DO 10 I = 1, K - NX, NB
                    241:             IB = MIN( K-I+1, NB )
                    242: *
                    243: *           Compute the QR factorization of the current block
                    244: *           A(i:m,i:i+ib-1)
                    245: *
                    246:             CALL ZGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
                    247:      $                   IINFO )
                    248:             IF( I+IB.LE.N ) THEN
                    249: *
                    250: *              Form the triangular factor of the block reflector
                    251: *              H = H(i) H(i+1) . . . H(i+ib-1)
                    252: *
                    253:                CALL ZLARFT( 'Forward', 'Columnwise', M-I+1, IB,
                    254:      $                      A( I, I ), LDA, TAU( I ), WORK, LDWORK )
                    255: *
1.8       bertrand  256: *              Apply H**H to A(i:m,i+ib:n) from the left
1.1       bertrand  257: *
                    258:                CALL ZLARFB( 'Left', 'Conjugate transpose', 'Forward',
                    259:      $                      'Columnwise', M-I+1, N-I-IB+1, IB,
                    260:      $                      A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
                    261:      $                      LDA, WORK( IB+1 ), LDWORK )
                    262:             END IF
                    263:    10    CONTINUE
                    264:       ELSE
                    265:          I = 1
                    266:       END IF
                    267: *
                    268: *     Use unblocked code to factor the last or only block.
                    269: *
                    270:       IF( I.LE.K )
                    271:      $   CALL ZGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
                    272:      $                IINFO )
                    273: *
                    274:       WORK( 1 ) = IWS
                    275:       RETURN
                    276: *
                    277: *     End of ZGEQRF
                    278: *
                    279:       END

CVSweb interface <joel.bertrand@systella.fr>