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slamswlq.f 12 kB

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  1. *
  2. * Definition:
  3. * ===========
  4. *
  5. * SUBROUTINE SLAMSWLQ( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  6. * $ LDT, C, LDC, WORK, LWORK, INFO )
  7. *
  8. *
  9. * .. Scalar Arguments ..
  10. * CHARACTER SIDE, TRANS
  11. * INTEGER INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  12. * ..
  13. * .. Array Arguments ..
  14. * DOUBLE A( LDA, * ), WORK( * ), C(LDC, * ),
  15. * $ T( LDT, * )
  16. *> \par Purpose:
  17. * =============
  18. *>
  19. *> \verbatim
  20. *>
  21. *> DLAMQRTS overwrites the general real M-by-N matrix C with
  22. *>
  23. *>
  24. *> SIDE = 'L' SIDE = 'R'
  25. *> TRANS = 'N': Q * C C * Q
  26. *> TRANS = 'T': Q**T * C C * Q**T
  27. *> where Q is a real orthogonal matrix defined as the product of blocked
  28. *> elementary reflectors computed by short wide LQ
  29. *> factorization (DLASWLQ)
  30. *> \endverbatim
  31. *
  32. * Arguments:
  33. * ==========
  34. *
  35. *> \param[in] SIDE
  36. *> \verbatim
  37. *> SIDE is CHARACTER*1
  38. *> = 'L': apply Q or Q**T from the Left;
  39. *> = 'R': apply Q or Q**T from the Right.
  40. *> \endverbatim
  41. *>
  42. *> \param[in] TRANS
  43. *> \verbatim
  44. *> TRANS is CHARACTER*1
  45. *> = 'N': No transpose, apply Q;
  46. *> = 'T': Transpose, apply Q**T.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] M
  50. *> \verbatim
  51. *> M is INTEGER
  52. *> The number of rows of the matrix A. M >=0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The number of columns of the matrix C. N >= M.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] K
  62. *> \verbatim
  63. *> K is INTEGER
  64. *> The number of elementary reflectors whose product defines
  65. *> the matrix Q.
  66. *> M >= K >= 0;
  67. *>
  68. *> \endverbatim
  69. *> \param[in] MB
  70. *> \verbatim
  71. *> MB is INTEGER
  72. *> The row block size to be used in the blocked QR.
  73. *> M >= MB >= 1
  74. *> \endverbatim
  75. *>
  76. *> \param[in] NB
  77. *> \verbatim
  78. *> NB is INTEGER
  79. *> The column block size to be used in the blocked QR.
  80. *> NB > M.
  81. *> \endverbatim
  82. *>
  83. *> \param[in] NB
  84. *> \verbatim
  85. *> NB is INTEGER
  86. *> The block size to be used in the blocked QR.
  87. *> MB > M.
  88. *>
  89. *> \endverbatim
  90. *>
  91. *> \param[in,out] A
  92. *> \verbatim
  93. *> A is REAL array, dimension (LDA,K)
  94. *> The i-th row must contain the vector which defines the blocked
  95. *> elementary reflector H(i), for i = 1,2,...,k, as returned by
  96. *> DLASWLQ in the first k rows 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] T
  108. *> \verbatim
  109. *> T is REAL array, dimension
  110. *> ( M * Number of blocks(CEIL(N-K/NB-K)),
  111. *> The blocked upper triangular block reflectors stored in compact form
  112. *> as a sequence of upper triangular blocks. See below
  113. *> for further details.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDT
  117. *> \verbatim
  118. *> LDT is INTEGER
  119. *> The leading dimension of the array T. LDT >= MB.
  120. *> \endverbatim
  121. *>
  122. *> \param[in,out] C
  123. *> \verbatim
  124. *> C is REAL array, dimension (LDC,N)
  125. *> On entry, the M-by-N matrix C.
  126. *> On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
  127. *> \endverbatim
  128. *>
  129. *> \param[in] LDC
  130. *> \verbatim
  131. *> LDC is INTEGER
  132. *> The leading dimension of the array C. LDC >= max(1,M).
  133. *> \endverbatim
  134. *>
  135. *> \param[out] WORK
  136. *> \verbatim
  137. *> (workspace) REAL array, dimension (MAX(1,LWORK))
  138. *> \endverbatim
  139. *>
  140. *> \param[in] LWORK
  141. *> \verbatim
  142. *> LWORK is INTEGER
  143. *> The dimension of the array WORK.
  144. *> If SIDE = 'L', LWORK >= max(1,NB) * MB;
  145. *> if SIDE = 'R', LWORK >= max(1,M) * MB.
  146. *> If LWORK = -1, then a workspace query is assumed; the routine
  147. *> only calculates the optimal size of the WORK array, returns
  148. *> this value as the first entry of the WORK array, and no error
  149. *> message related to LWORK is issued by XERBLA.
  150. *> \endverbatim
  151. *>
  152. *> \param[out] INFO
  153. *> \verbatim
  154. *> INFO is INTEGER
  155. *> = 0: successful exit
  156. *> < 0: if INFO = -i, the i-th argument had an illegal value
  157. *> \endverbatim
  158. *
  159. * Authors:
  160. * ========
  161. *
  162. *> \author Univ. of Tennessee
  163. *> \author Univ. of California Berkeley
  164. *> \author Univ. of Colorado Denver
  165. *> \author NAG Ltd.
  166. *
  167. *> \par Further Details:
  168. * =====================
  169. *>
  170. *> \verbatim
  171. *> Short-Wide LQ (SWLQ) performs LQ by a sequence of orthogonal transformations,
  172. *> representing Q as a product of other orthogonal matrices
  173. *> Q = Q(1) * Q(2) * . . . * Q(k)
  174. *> where each Q(i) zeros out upper diagonal entries of a block of NB rows of A:
  175. *> Q(1) zeros out the upper diagonal entries of rows 1:NB of A
  176. *> Q(2) zeros out the bottom MB-N rows of rows [1:M,NB+1:2*NB-M] of A
  177. *> Q(3) zeros out the bottom MB-N rows of rows [1:M,2*NB-M+1:3*NB-2*M] of A
  178. *> . . .
  179. *>
  180. *> Q(1) is computed by GELQT, which represents Q(1) by Householder vectors
  181. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  182. *> block reflectors, stored in array T(1:LDT,1:N).
  183. *> For more information see Further Details in GELQT.
  184. *>
  185. *> Q(i) for i>1 is computed by TPLQT, which represents Q(i) by Householder vectors
  186. *> stored in columns [(i-1)*(NB-M)+M+1:i*(NB-M)+M] of A, and by upper triangular
  187. *> block reflectors, stored in array T(1:LDT,(i-1)*M+1:i*M).
  188. *> The last Q(k) may use fewer rows.
  189. *> For more information see Further Details in TPQRT.
  190. *>
  191. *> For more details of the overall algorithm, see the description of
  192. *> Sequential TSQR in Section 2.2 of [1].
  193. *>
  194. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  195. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  196. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  197. *> \endverbatim
  198. *>
  199. * =====================================================================
  200. SUBROUTINE SLAMSWLQ( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  201. $ LDT, C, LDC, WORK, LWORK, INFO )
  202. *
  203. * -- LAPACK computational routine (version 3.7.0) --
  204. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  205. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  206. * December 2016
  207. *
  208. * .. Scalar Arguments ..
  209. CHARACTER SIDE, TRANS
  210. INTEGER INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  211. * ..
  212. * .. Array Arguments ..
  213. REAL A( LDA, * ), WORK( * ), C(LDC, * ),
  214. $ T( LDT, * )
  215. * ..
  216. *
  217. * =====================================================================
  218. *
  219. * ..
  220. * .. Local Scalars ..
  221. LOGICAL LEFT, RIGHT, TRAN, NOTRAN, LQUERY
  222. INTEGER I, II, KK, LW, CTR
  223. * ..
  224. * .. External Functions ..
  225. LOGICAL LSAME
  226. EXTERNAL LSAME
  227. * .. External Subroutines ..
  228. EXTERNAL STPMLQT, SGEMLQT, XERBLA
  229. * ..
  230. * .. Executable Statements ..
  231. *
  232. * Test the input arguments
  233. *
  234. LQUERY = LWORK.LT.0
  235. NOTRAN = LSAME( TRANS, 'N' )
  236. TRAN = LSAME( TRANS, 'T' )
  237. LEFT = LSAME( SIDE, 'L' )
  238. RIGHT = LSAME( SIDE, 'R' )
  239. IF (LEFT) THEN
  240. LW = N * MB
  241. ELSE
  242. LW = M * MB
  243. END IF
  244. *
  245. INFO = 0
  246. IF( .NOT.LEFT .AND. .NOT.RIGHT ) THEN
  247. INFO = -1
  248. ELSE IF( .NOT.TRAN .AND. .NOT.NOTRAN ) THEN
  249. INFO = -2
  250. ELSE IF( M.LT.0 ) THEN
  251. INFO = -3
  252. ELSE IF( N.LT.0 ) THEN
  253. INFO = -4
  254. ELSE IF( K.LT.0 ) THEN
  255. INFO = -5
  256. ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
  257. INFO = -9
  258. ELSE IF( LDT.LT.MAX( 1, MB) ) THEN
  259. INFO = -11
  260. ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
  261. INFO = -13
  262. ELSE IF(( LWORK.LT.MAX(1,LW)).AND.(.NOT.LQUERY)) THEN
  263. INFO = -15
  264. END IF
  265. *
  266. IF( INFO.NE.0 ) THEN
  267. CALL XERBLA( 'SLAMSWLQ', -INFO )
  268. WORK(1) = LW
  269. RETURN
  270. ELSE IF (LQUERY) THEN
  271. WORK(1) = LW
  272. RETURN
  273. END IF
  274. *
  275. * Quick return if possible
  276. *
  277. IF( MIN(M,N,K).EQ.0 ) THEN
  278. RETURN
  279. END IF
  280. *
  281. IF((NB.LE.K).OR.(NB.GE.MAX(M,N,K))) THEN
  282. CALL DGEMLQT( SIDE, TRANS, M, N, K, MB, A, LDA,
  283. $ T, LDT, C, LDC, WORK, INFO)
  284. RETURN
  285. END IF
  286. *
  287. IF(LEFT.AND.TRAN) THEN
  288. *
  289. * Multiply Q to the last block of C
  290. *
  291. KK = MOD((M-K),(NB-K))
  292. CTR = (M-K)/(NB-K)
  293. *
  294. IF (KK.GT.0) THEN
  295. II=M-KK+1
  296. CALL STPMLQT('L','T',KK , N, K, 0, MB, A(1,II), LDA,
  297. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  298. $ C(II,1), LDC, WORK, INFO )
  299. ELSE
  300. II=M+1
  301. END IF
  302. *
  303. DO I=II-(NB-K),NB+1,-(NB-K)
  304. *
  305. * Multiply Q to the current block of C (1:M,I:I+NB)
  306. *
  307. CTR = CTR - 1
  308. CALL STPMLQT('L','T',NB-K , N, K, 0,MB, A(1,I), LDA,
  309. $ T(1,CTR*K+1),LDT, C(1,1), LDC,
  310. $ C(I,1), LDC, WORK, INFO )
  311. END DO
  312. *
  313. * Multiply Q to the first block of C (1:M,1:NB)
  314. *
  315. CALL SGEMLQT('L','T',NB , N, K, MB, A(1,1), LDA, T
  316. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  317. *
  318. ELSE IF (LEFT.AND.NOTRAN) THEN
  319. *
  320. * Multiply Q to the first block of C
  321. *
  322. KK = MOD((M-K),(NB-K))
  323. II=M-KK+1
  324. CTR = 1
  325. CALL SGEMLQT('L','N',NB , N, K, MB, A(1,1), LDA, T
  326. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  327. *
  328. DO I=NB+1,II-NB+K,(NB-K)
  329. *
  330. * Multiply Q to the current block of C (I:I+NB,1:N)
  331. *
  332. CALL STPMLQT('L','N',NB-K , N, K, 0,MB, A(1,I), LDA,
  333. $ T(1,CTR * K+1), LDT, C(1,1), LDC,
  334. $ C(I,1), LDC, WORK, INFO )
  335. CTR = CTR + 1
  336. *
  337. END DO
  338. IF(II.LE.M) THEN
  339. *
  340. * Multiply Q to the last block of C
  341. *
  342. CALL STPMLQT('L','N',KK , N, K, 0, MB, A(1,II), LDA,
  343. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  344. $ C(II,1), LDC, WORK, INFO )
  345. *
  346. END IF
  347. *
  348. ELSE IF(RIGHT.AND.NOTRAN) THEN
  349. *
  350. * Multiply Q to the last block of C
  351. *
  352. KK = MOD((N-K),(NB-K))
  353. CTR = (N-K)/(NB-K)
  354. IF (KK.GT.0) THEN
  355. II=N-KK+1
  356. CALL STPMLQT('R','N',M , KK, K, 0, MB, A(1, II), LDA,
  357. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  358. $ C(1,II), LDC, WORK, INFO )
  359. ELSE
  360. II=N+1
  361. END IF
  362. *
  363. DO I=II-(NB-K),NB+1,-(NB-K)
  364. *
  365. * Multiply Q to the current block of C (1:M,I:I+MB)
  366. *
  367. CTR = CTR - 1
  368. CALL STPMLQT('R','N', M, NB-K, K, 0, MB, A(1, I), LDA,
  369. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  370. $ C(1,I), LDC, WORK, INFO )
  371. END DO
  372. *
  373. * Multiply Q to the first block of C (1:M,1:MB)
  374. *
  375. CALL SGEMLQT('R','N',M , NB, K, MB, A(1,1), LDA, T
  376. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  377. *
  378. ELSE IF (RIGHT.AND.TRAN) THEN
  379. *
  380. * Multiply Q to the first block of C
  381. *
  382. KK = MOD((N-K),(NB-K))
  383. II=N-KK+1
  384. CTR = 1
  385. CALL SGEMLQT('R','T',M , NB, K, MB, A(1,1), LDA, T
  386. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  387. *
  388. DO I=NB+1,II-NB+K,(NB-K)
  389. *
  390. * Multiply Q to the current block of C (1:M,I:I+MB)
  391. *
  392. CALL STPMLQT('R','T',M , NB-K, K, 0,MB, A(1,I), LDA,
  393. $ T(1, CTR*K+1), LDT, C(1,1), LDC,
  394. $ C(1,I), LDC, WORK, INFO )
  395. CTR = CTR + 1
  396. *
  397. END DO
  398. IF(II.LE.N) THEN
  399. *
  400. * Multiply Q to the last block of C
  401. *
  402. CALL STPMLQT('R','T',M , KK, K, 0,MB, A(1,II), LDA,
  403. $ T(1,CTR*K+1),LDT, C(1,1), LDC,
  404. $ C(1,II), LDC, WORK, INFO )
  405. *
  406. END IF
  407. *
  408. END IF
  409. *
  410. WORK(1) = LW
  411. RETURN
  412. *
  413. * End of SLAMSWLQ
  414. *
  415. END