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sgeqp3.f 10 kB

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  1. *> \brief \b SGEQP3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGEQP3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgeqp3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgeqp3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgeqp3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER JPVT( * )
  28. * REAL A( LDA, * ), TAU( * ), WORK( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SGEQP3 computes a QR factorization with column pivoting of a
  38. *> matrix A: A*P = Q*R using Level 3 BLAS.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] M
  45. *> \verbatim
  46. *> M is INTEGER
  47. *> The number of rows of the matrix A. M >= 0.
  48. *> \endverbatim
  49. *>
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The number of columns of the matrix A. N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in,out] A
  57. *> \verbatim
  58. *> A is REAL array, dimension (LDA,N)
  59. *> On entry, the M-by-N matrix A.
  60. *> On exit, the upper triangle of the array contains the
  61. *> min(M,N)-by-N upper trapezoidal matrix R; the elements below
  62. *> the diagonal, together with the array TAU, represent the
  63. *> orthogonal matrix Q as a product of min(M,N) elementary
  64. *> reflectors.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDA
  68. *> \verbatim
  69. *> LDA is INTEGER
  70. *> The leading dimension of the array A. LDA >= max(1,M).
  71. *> \endverbatim
  72. *>
  73. *> \param[in,out] JPVT
  74. *> \verbatim
  75. *> JPVT is INTEGER array, dimension (N)
  76. *> On entry, if JPVT(J).ne.0, the J-th column of A is permuted
  77. *> to the front of A*P (a leading column); if JPVT(J)=0,
  78. *> the J-th column of A is a free column.
  79. *> On exit, if JPVT(J)=K, then the J-th column of A*P was the
  80. *> the K-th column of A.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] TAU
  84. *> \verbatim
  85. *> TAU is REAL array, dimension (min(M,N))
  86. *> The scalar factors of the elementary reflectors.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is REAL 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 >= 3*N+1.
  99. *> For optimal performance LWORK >= 2*N+( N+1 )*NB, where NB
  100. *> is 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. *
  118. *> \author Univ. of Tennessee
  119. *> \author Univ. of California Berkeley
  120. *> \author Univ. of Colorado Denver
  121. *> \author NAG Ltd.
  122. *
  123. *> \date September 2012
  124. *
  125. *> \ingroup realGEcomputational
  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**T
  139. *>
  140. *> where tau is a real scalar, and v is a real/complex vector
  141. *> with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
  142. *> A(i+1:m,i), and tau in TAU(i).
  143. *> \endverbatim
  144. *
  145. *> \par Contributors:
  146. * ==================
  147. *>
  148. *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  149. *> X. Sun, Computer Science Dept., Duke University, USA
  150. *>
  151. * =====================================================================
  152. SUBROUTINE SGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO )
  153. *
  154. * -- LAPACK computational routine (version 3.4.2) --
  155. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  156. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  157. * September 2012
  158. *
  159. * .. Scalar Arguments ..
  160. INTEGER INFO, LDA, LWORK, M, N
  161. * ..
  162. * .. Array Arguments ..
  163. INTEGER JPVT( * )
  164. REAL A( LDA, * ), TAU( * ), WORK( * )
  165. * ..
  166. *
  167. * =====================================================================
  168. *
  169. * .. Parameters ..
  170. INTEGER INB, INBMIN, IXOVER
  171. PARAMETER ( INB = 1, INBMIN = 2, IXOVER = 3 )
  172. * ..
  173. * .. Local Scalars ..
  174. LOGICAL LQUERY
  175. INTEGER FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
  176. $ NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
  177. * ..
  178. * .. External Subroutines ..
  179. EXTERNAL SGEQRF, SLAQP2, SLAQPS, SORMQR, SSWAP, XERBLA
  180. * ..
  181. * .. External Functions ..
  182. INTEGER ILAENV
  183. REAL SNRM2
  184. EXTERNAL ILAENV, SNRM2
  185. * ..
  186. * .. Intrinsic Functions ..
  187. INTRINSIC INT, MAX, MIN
  188. * ..
  189. * .. Executable Statements ..
  190. *
  191. INFO = 0
  192. LQUERY = ( LWORK.EQ.-1 )
  193. IF( M.LT.0 ) THEN
  194. INFO = -1
  195. ELSE IF( N.LT.0 ) THEN
  196. INFO = -2
  197. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  198. INFO = -4
  199. END IF
  200. *
  201. IF( INFO.EQ.0 ) THEN
  202. MINMN = MIN( M, N )
  203. IF( MINMN.EQ.0 ) THEN
  204. IWS = 1
  205. LWKOPT = 1
  206. ELSE
  207. IWS = 3*N + 1
  208. NB = ILAENV( INB, 'SGEQRF', ' ', M, N, -1, -1 )
  209. LWKOPT = 2*N + ( N + 1 )*NB
  210. END IF
  211. WORK( 1 ) = LWKOPT
  212. *
  213. IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
  214. INFO = -8
  215. END IF
  216. END IF
  217. *
  218. IF( INFO.NE.0 ) THEN
  219. CALL XERBLA( 'SGEQP3', -INFO )
  220. RETURN
  221. ELSE IF( LQUERY ) THEN
  222. RETURN
  223. END IF
  224. *
  225. * Quick return if possible.
  226. *
  227. IF( MINMN.EQ.0 ) THEN
  228. RETURN
  229. END IF
  230. *
  231. * Move initial columns up front.
  232. *
  233. NFXD = 1
  234. DO 10 J = 1, N
  235. IF( JPVT( J ).NE.0 ) THEN
  236. IF( J.NE.NFXD ) THEN
  237. CALL SSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
  238. JPVT( J ) = JPVT( NFXD )
  239. JPVT( NFXD ) = J
  240. ELSE
  241. JPVT( J ) = J
  242. END IF
  243. NFXD = NFXD + 1
  244. ELSE
  245. JPVT( J ) = J
  246. END IF
  247. 10 CONTINUE
  248. NFXD = NFXD - 1
  249. *
  250. * Factorize fixed columns
  251. * =======================
  252. *
  253. * Compute the QR factorization of fixed columns and update
  254. * remaining columns.
  255. *
  256. IF( NFXD.GT.0 ) THEN
  257. NA = MIN( M, NFXD )
  258. *CC CALL SGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
  259. CALL SGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
  260. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  261. IF( NA.LT.N ) THEN
  262. *CC CALL SORM2R( 'Left', 'Transpose', M, N-NA, NA, A, LDA,
  263. *CC $ TAU, A( 1, NA+1 ), LDA, WORK, INFO )
  264. CALL SORMQR( 'Left', 'Transpose', M, N-NA, NA, A, LDA, TAU,
  265. $ A( 1, NA+1 ), LDA, WORK, LWORK, INFO )
  266. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  267. END IF
  268. END IF
  269. *
  270. * Factorize free columns
  271. * ======================
  272. *
  273. IF( NFXD.LT.MINMN ) THEN
  274. *
  275. SM = M - NFXD
  276. SN = N - NFXD
  277. SMINMN = MINMN - NFXD
  278. *
  279. * Determine the block size.
  280. *
  281. NB = ILAENV( INB, 'SGEQRF', ' ', SM, SN, -1, -1 )
  282. NBMIN = 2
  283. NX = 0
  284. *
  285. IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
  286. *
  287. * Determine when to cross over from blocked to unblocked code.
  288. *
  289. NX = MAX( 0, ILAENV( IXOVER, 'SGEQRF', ' ', SM, SN, -1,
  290. $ -1 ) )
  291. *
  292. *
  293. IF( NX.LT.SMINMN ) THEN
  294. *
  295. * Determine if workspace is large enough for blocked code.
  296. *
  297. MINWS = 2*SN + ( SN+1 )*NB
  298. IWS = MAX( IWS, MINWS )
  299. IF( LWORK.LT.MINWS ) THEN
  300. *
  301. * Not enough workspace to use optimal NB: Reduce NB and
  302. * determine the minimum value of NB.
  303. *
  304. NB = ( LWORK-2*SN ) / ( SN+1 )
  305. NBMIN = MAX( 2, ILAENV( INBMIN, 'SGEQRF', ' ', SM, SN,
  306. $ -1, -1 ) )
  307. *
  308. *
  309. END IF
  310. END IF
  311. END IF
  312. *
  313. * Initialize partial column norms. The first N elements of work
  314. * store the exact column norms.
  315. *
  316. DO 20 J = NFXD + 1, N
  317. WORK( J ) = SNRM2( SM, A( NFXD+1, J ), 1 )
  318. WORK( N+J ) = WORK( J )
  319. 20 CONTINUE
  320. *
  321. IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
  322. $ ( NX.LT.SMINMN ) ) THEN
  323. *
  324. * Use blocked code initially.
  325. *
  326. J = NFXD + 1
  327. *
  328. * Compute factorization: while loop.
  329. *
  330. *
  331. TOPBMN = MINMN - NX
  332. 30 CONTINUE
  333. IF( J.LE.TOPBMN ) THEN
  334. JB = MIN( NB, TOPBMN-J+1 )
  335. *
  336. * Factorize JB columns among columns J:N.
  337. *
  338. CALL SLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
  339. $ JPVT( J ), TAU( J ), WORK( J ), WORK( N+J ),
  340. $ WORK( 2*N+1 ), WORK( 2*N+JB+1 ), N-J+1 )
  341. *
  342. J = J + FJB
  343. GO TO 30
  344. END IF
  345. ELSE
  346. J = NFXD + 1
  347. END IF
  348. *
  349. * Use unblocked code to factor the last or only block.
  350. *
  351. *
  352. IF( J.LE.MINMN )
  353. $ CALL SLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
  354. $ TAU( J ), WORK( J ), WORK( N+J ),
  355. $ WORK( 2*N+1 ) )
  356. *
  357. END IF
  358. *
  359. WORK( 1 ) = IWS
  360. RETURN
  361. *
  362. * End of SGEQP3
  363. *
  364. END