Annotation of rpl/lapack/lapack/zlaqps.f, revision 1.8
1.1 bertrand 1: SUBROUTINE ZLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
2: $ VN2, AUXV, F, LDF )
3: *
1.5 bertrand 4: * -- LAPACK auxiliary routine (version 3.2.2) --
1.1 bertrand 5: * -- LAPACK is a software package provided by Univ. of Tennessee, --
6: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.5 bertrand 7: * June 2010
1.1 bertrand 8: *
9: * .. Scalar Arguments ..
10: INTEGER KB, LDA, LDF, M, N, NB, OFFSET
11: * ..
12: * .. Array Arguments ..
13: INTEGER JPVT( * )
14: DOUBLE PRECISION VN1( * ), VN2( * )
15: COMPLEX*16 A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * )
16: * ..
17: *
18: * Purpose
19: * =======
20: *
21: * ZLAQPS computes a step of QR factorization with column pivoting
22: * of a complex M-by-N matrix A by using Blas-3. It tries to factorize
23: * NB columns from A starting from the row OFFSET+1, and updates all
24: * of the matrix with Blas-3 xGEMM.
25: *
26: * In some cases, due to catastrophic cancellations, it cannot
27: * factorize NB columns. Hence, the actual number of factorized
28: * columns is returned in KB.
29: *
30: * Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
31: *
32: * Arguments
33: * =========
34: *
35: * M (input) INTEGER
36: * The number of rows of the matrix A. M >= 0.
37: *
38: * N (input) INTEGER
39: * The number of columns of the matrix A. N >= 0
40: *
41: * OFFSET (input) INTEGER
42: * The number of rows of A that have been factorized in
43: * previous steps.
44: *
45: * NB (input) INTEGER
46: * The number of columns to factorize.
47: *
48: * KB (output) INTEGER
49: * The number of columns actually factorized.
50: *
51: * A (input/output) COMPLEX*16 array, dimension (LDA,N)
52: * On entry, the M-by-N matrix A.
53: * On exit, block A(OFFSET+1:M,1:KB) is the triangular
54: * factor obtained and block A(1:OFFSET,1:N) has been
55: * accordingly pivoted, but no factorized.
56: * The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
57: * been updated.
58: *
59: * LDA (input) INTEGER
60: * The leading dimension of the array A. LDA >= max(1,M).
61: *
62: * JPVT (input/output) INTEGER array, dimension (N)
63: * JPVT(I) = K <==> Column K of the full matrix A has been
64: * permuted into position I in AP.
65: *
66: * TAU (output) COMPLEX*16 array, dimension (KB)
67: * The scalar factors of the elementary reflectors.
68: *
69: * VN1 (input/output) DOUBLE PRECISION array, dimension (N)
70: * The vector with the partial column norms.
71: *
72: * VN2 (input/output) DOUBLE PRECISION array, dimension (N)
73: * The vector with the exact column norms.
74: *
75: * AUXV (input/output) COMPLEX*16 array, dimension (NB)
76: * Auxiliar vector.
77: *
78: * F (input/output) COMPLEX*16 array, dimension (LDF,NB)
79: * Matrix F' = L*Y'*A.
80: *
81: * LDF (input) INTEGER
82: * The leading dimension of the array F. LDF >= max(1,N).
83: *
84: * Further Details
85: * ===============
86: *
87: * Based on contributions by
88: * G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
89: * X. Sun, Computer Science Dept., Duke University, USA
90: *
91: * =====================================================================
92: *
93: * .. Parameters ..
94: DOUBLE PRECISION ZERO, ONE
95: COMPLEX*16 CZERO, CONE
96: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
97: $ CZERO = ( 0.0D+0, 0.0D+0 ),
98: $ CONE = ( 1.0D+0, 0.0D+0 ) )
99: * ..
100: * .. Local Scalars ..
101: INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK
102: DOUBLE PRECISION TEMP, TEMP2, TOL3Z
103: COMPLEX*16 AKK
104: * ..
105: * .. External Subroutines ..
1.5 bertrand 106: EXTERNAL ZGEMM, ZGEMV, ZLARFG, ZSWAP
1.1 bertrand 107: * ..
108: * .. Intrinsic Functions ..
109: INTRINSIC ABS, DBLE, DCONJG, MAX, MIN, NINT, SQRT
110: * ..
111: * .. External Functions ..
112: INTEGER IDAMAX
113: DOUBLE PRECISION DLAMCH, DZNRM2
114: EXTERNAL IDAMAX, DLAMCH, DZNRM2
115: * ..
116: * .. Executable Statements ..
117: *
118: LASTRK = MIN( M, N+OFFSET )
119: LSTICC = 0
120: K = 0
121: TOL3Z = SQRT(DLAMCH('Epsilon'))
122: *
123: * Beginning of while loop.
124: *
125: 10 CONTINUE
126: IF( ( K.LT.NB ) .AND. ( LSTICC.EQ.0 ) ) THEN
127: K = K + 1
128: RK = OFFSET + K
129: *
130: * Determine ith pivot column and swap if necessary
131: *
132: PVT = ( K-1 ) + IDAMAX( N-K+1, VN1( K ), 1 )
133: IF( PVT.NE.K ) THEN
134: CALL ZSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 )
135: CALL ZSWAP( K-1, F( PVT, 1 ), LDF, F( K, 1 ), LDF )
136: ITEMP = JPVT( PVT )
137: JPVT( PVT ) = JPVT( K )
138: JPVT( K ) = ITEMP
139: VN1( PVT ) = VN1( K )
140: VN2( PVT ) = VN2( K )
141: END IF
142: *
143: * Apply previous Householder reflectors to column K:
144: * A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
145: *
146: IF( K.GT.1 ) THEN
147: DO 20 J = 1, K - 1
148: F( K, J ) = DCONJG( F( K, J ) )
149: 20 CONTINUE
150: CALL ZGEMV( 'No transpose', M-RK+1, K-1, -CONE, A( RK, 1 ),
151: $ LDA, F( K, 1 ), LDF, CONE, A( RK, K ), 1 )
152: DO 30 J = 1, K - 1
153: F( K, J ) = DCONJG( F( K, J ) )
154: 30 CONTINUE
155: END IF
156: *
157: * Generate elementary reflector H(k).
158: *
159: IF( RK.LT.M ) THEN
1.5 bertrand 160: CALL ZLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) )
1.1 bertrand 161: ELSE
1.5 bertrand 162: CALL ZLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) )
1.1 bertrand 163: END IF
164: *
165: AKK = A( RK, K )
166: A( RK, K ) = CONE
167: *
168: * Compute Kth column of F:
169: *
170: * Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K).
171: *
172: IF( K.LT.N ) THEN
173: CALL ZGEMV( 'Conjugate transpose', M-RK+1, N-K, TAU( K ),
174: $ A( RK, K+1 ), LDA, A( RK, K ), 1, CZERO,
175: $ F( K+1, K ), 1 )
176: END IF
177: *
178: * Padding F(1:K,K) with zeros.
179: *
180: DO 40 J = 1, K
181: F( J, K ) = CZERO
182: 40 CONTINUE
183: *
184: * Incremental updating of F:
185: * F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'
186: * *A(RK:M,K).
187: *
188: IF( K.GT.1 ) THEN
189: CALL ZGEMV( 'Conjugate transpose', M-RK+1, K-1, -TAU( K ),
190: $ A( RK, 1 ), LDA, A( RK, K ), 1, CZERO,
191: $ AUXV( 1 ), 1 )
192: *
193: CALL ZGEMV( 'No transpose', N, K-1, CONE, F( 1, 1 ), LDF,
194: $ AUXV( 1 ), 1, CONE, F( 1, K ), 1 )
195: END IF
196: *
197: * Update the current row of A:
198: * A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'.
199: *
200: IF( K.LT.N ) THEN
201: CALL ZGEMM( 'No transpose', 'Conjugate transpose', 1, N-K,
202: $ K, -CONE, A( RK, 1 ), LDA, F( K+1, 1 ), LDF,
203: $ CONE, A( RK, K+1 ), LDA )
204: END IF
205: *
206: * Update partial column norms.
207: *
208: IF( RK.LT.LASTRK ) THEN
209: DO 50 J = K + 1, N
210: IF( VN1( J ).NE.ZERO ) THEN
211: *
212: * NOTE: The following 4 lines follow from the analysis in
213: * Lapack Working Note 176.
214: *
215: TEMP = ABS( A( RK, J ) ) / VN1( J )
216: TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
217: TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
218: IF( TEMP2 .LE. TOL3Z ) THEN
219: VN2( J ) = DBLE( LSTICC )
220: LSTICC = J
221: ELSE
222: VN1( J ) = VN1( J )*SQRT( TEMP )
223: END IF
224: END IF
225: 50 CONTINUE
226: END IF
227: *
228: A( RK, K ) = AKK
229: *
230: * End of while loop.
231: *
232: GO TO 10
233: END IF
234: KB = K
235: RK = OFFSET + KB
236: *
237: * Apply the block reflector to the rest of the matrix:
238: * A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) -
239: * A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)'.
240: *
241: IF( KB.LT.MIN( N, M-OFFSET ) ) THEN
242: CALL ZGEMM( 'No transpose', 'Conjugate transpose', M-RK, N-KB,
243: $ KB, -CONE, A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF,
244: $ CONE, A( RK+1, KB+1 ), LDA )
245: END IF
246: *
247: * Recomputation of difficult columns.
248: *
249: 60 CONTINUE
250: IF( LSTICC.GT.0 ) THEN
251: ITEMP = NINT( VN2( LSTICC ) )
252: VN1( LSTICC ) = DZNRM2( M-RK, A( RK+1, LSTICC ), 1 )
253: *
254: * NOTE: The computation of VN1( LSTICC ) relies on the fact that
255: * SNRM2 does not fail on vectors with norm below the value of
256: * SQRT(DLAMCH('S'))
257: *
258: VN2( LSTICC ) = VN1( LSTICC )
259: LSTICC = ITEMP
260: GO TO 60
261: END IF
262: *
263: RETURN
264: *
265: * End of ZLAQPS
266: *
267: END
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