You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

zgeqpf.f 9.0 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310
  1. *> \brief \b ZGEQPF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEQPF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqpf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqpf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqpf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEQPF( M, N, A, LDA, JPVT, TAU, WORK, RWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER JPVT( * )
  28. * DOUBLE PRECISION RWORK( * )
  29. * COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> This routine is deprecated and has been replaced by routine ZGEQP3.
  39. *>
  40. *> ZGEQPF computes a QR factorization with column pivoting of a
  41. *> complex M-by-N matrix A: A*P = Q*R.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] M
  48. *> \verbatim
  49. *> M is INTEGER
  50. *> The number of rows of the matrix A. M >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The number of columns of the matrix A. N >= 0
  57. *> \endverbatim
  58. *>
  59. *> \param[in,out] A
  60. *> \verbatim
  61. *> A is COMPLEX*16 array, dimension (LDA,N)
  62. *> On entry, the M-by-N matrix A.
  63. *> On exit, the upper triangle of the array contains the
  64. *> min(M,N)-by-N upper triangular matrix R; the elements
  65. *> below the diagonal, together with the array TAU,
  66. *> represent the unitary matrix Q as a product of
  67. *> min(m,n) elementary reflectors.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] LDA
  71. *> \verbatim
  72. *> LDA is INTEGER
  73. *> The leading dimension of the array A. LDA >= max(1,M).
  74. *> \endverbatim
  75. *>
  76. *> \param[in,out] JPVT
  77. *> \verbatim
  78. *> JPVT is INTEGER array, dimension (N)
  79. *> On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
  80. *> to the front of A*P (a leading column); if JPVT(i) = 0,
  81. *> the i-th column of A is a free column.
  82. *> On exit, if JPVT(i) = k, then the i-th column of A*P
  83. *> was the k-th column of A.
  84. *> \endverbatim
  85. *>
  86. *> \param[out] TAU
  87. *> \verbatim
  88. *> TAU is COMPLEX*16 array, dimension (min(M,N))
  89. *> The scalar factors of the elementary reflectors.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] WORK
  93. *> \verbatim
  94. *> WORK is COMPLEX*16 array, dimension (N)
  95. *> \endverbatim
  96. *>
  97. *> \param[out] RWORK
  98. *> \verbatim
  99. *> RWORK is DOUBLE PRECISION array, dimension (2*N)
  100. *> \endverbatim
  101. *>
  102. *> \param[out] INFO
  103. *> \verbatim
  104. *> INFO is INTEGER
  105. *> = 0: successful exit
  106. *> < 0: if INFO = -i, the i-th argument had an illegal value
  107. *> \endverbatim
  108. *
  109. * Authors:
  110. * ========
  111. *
  112. *> \author Univ. of Tennessee
  113. *> \author Univ. of California Berkeley
  114. *> \author Univ. of Colorado Denver
  115. *> \author NAG Ltd.
  116. *
  117. *> \ingroup complex16GEcomputational
  118. *
  119. *> \par Further Details:
  120. * =====================
  121. *>
  122. *> \verbatim
  123. *>
  124. *> The matrix Q is represented as a product of elementary reflectors
  125. *>
  126. *> Q = H(1) H(2) . . . H(n)
  127. *>
  128. *> Each H(i) has the form
  129. *>
  130. *> H = I - tau * v * v**H
  131. *>
  132. *> where tau is a complex scalar, and v is a complex vector with
  133. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i).
  134. *>
  135. *> The matrix P is represented in jpvt as follows: If
  136. *> jpvt(j) = i
  137. *> then the jth column of P is the ith canonical unit vector.
  138. *>
  139. *> Partial column norm updating strategy modified by
  140. *> Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
  141. *> University of Zagreb, Croatia.
  142. *> -- April 2011 --
  143. *> For more details see LAPACK Working Note 176.
  144. *> \endverbatim
  145. *>
  146. * =====================================================================
  147. SUBROUTINE ZGEQPF( M, N, A, LDA, JPVT, TAU, WORK, RWORK, INFO )
  148. *
  149. * -- LAPACK computational routine --
  150. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  151. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  152. *
  153. * .. Scalar Arguments ..
  154. INTEGER INFO, LDA, M, N
  155. * ..
  156. * .. Array Arguments ..
  157. INTEGER JPVT( * )
  158. DOUBLE PRECISION RWORK( * )
  159. COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  160. * ..
  161. *
  162. * =====================================================================
  163. *
  164. * .. Parameters ..
  165. DOUBLE PRECISION ZERO, ONE
  166. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  167. * ..
  168. * .. Local Scalars ..
  169. INTEGER I, ITEMP, J, MA, MN, PVT
  170. DOUBLE PRECISION TEMP, TEMP2, TOL3Z
  171. COMPLEX*16 AII
  172. * ..
  173. * .. External Subroutines ..
  174. EXTERNAL XERBLA, ZGEQR2, ZLARF, ZLARFG, ZSWAP, ZUNM2R
  175. * ..
  176. * .. Intrinsic Functions ..
  177. INTRINSIC ABS, DCMPLX, DCONJG, MAX, MIN, SQRT
  178. * ..
  179. * .. External Functions ..
  180. INTEGER IDAMAX
  181. DOUBLE PRECISION DLAMCH, DZNRM2
  182. EXTERNAL IDAMAX, DLAMCH, DZNRM2
  183. * ..
  184. * .. Executable Statements ..
  185. *
  186. * Test the input arguments
  187. *
  188. INFO = 0
  189. IF( M.LT.0 ) THEN
  190. INFO = -1
  191. ELSE IF( N.LT.0 ) THEN
  192. INFO = -2
  193. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  194. INFO = -4
  195. END IF
  196. IF( INFO.NE.0 ) THEN
  197. CALL XERBLA( 'ZGEQPF', -INFO )
  198. RETURN
  199. END IF
  200. *
  201. MN = MIN( M, N )
  202. TOL3Z = SQRT(DLAMCH('Epsilon'))
  203. *
  204. * Move initial columns up front
  205. *
  206. ITEMP = 1
  207. DO 10 I = 1, N
  208. IF( JPVT( I ).NE.0 ) THEN
  209. IF( I.NE.ITEMP ) THEN
  210. CALL ZSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 )
  211. JPVT( I ) = JPVT( ITEMP )
  212. JPVT( ITEMP ) = I
  213. ELSE
  214. JPVT( I ) = I
  215. END IF
  216. ITEMP = ITEMP + 1
  217. ELSE
  218. JPVT( I ) = I
  219. END IF
  220. 10 CONTINUE
  221. ITEMP = ITEMP - 1
  222. *
  223. * Compute the QR factorization and update remaining columns
  224. *
  225. IF( ITEMP.GT.0 ) THEN
  226. MA = MIN( ITEMP, M )
  227. CALL ZGEQR2( M, MA, A, LDA, TAU, WORK, INFO )
  228. IF( MA.LT.N ) THEN
  229. CALL ZUNM2R( 'Left', 'Conjugate transpose', M, N-MA, MA, A,
  230. $ LDA, TAU, A( 1, MA+1 ), LDA, WORK, INFO )
  231. END IF
  232. END IF
  233. *
  234. IF( ITEMP.LT.MN ) THEN
  235. *
  236. * Initialize partial column norms. The first n elements of
  237. * work store the exact column norms.
  238. *
  239. DO 20 I = ITEMP + 1, N
  240. RWORK( I ) = DZNRM2( M-ITEMP, A( ITEMP+1, I ), 1 )
  241. RWORK( N+I ) = RWORK( I )
  242. 20 CONTINUE
  243. *
  244. * Compute factorization
  245. *
  246. DO 40 I = ITEMP + 1, MN
  247. *
  248. * Determine ith pivot column and swap if necessary
  249. *
  250. PVT = ( I-1 ) + IDAMAX( N-I+1, RWORK( I ), 1 )
  251. *
  252. IF( PVT.NE.I ) THEN
  253. CALL ZSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
  254. ITEMP = JPVT( PVT )
  255. JPVT( PVT ) = JPVT( I )
  256. JPVT( I ) = ITEMP
  257. RWORK( PVT ) = RWORK( I )
  258. RWORK( N+PVT ) = RWORK( N+I )
  259. END IF
  260. *
  261. * Generate elementary reflector H(i)
  262. *
  263. AII = A( I, I )
  264. CALL ZLARFG( M-I+1, AII, A( MIN( I+1, M ), I ), 1,
  265. $ TAU( I ) )
  266. A( I, I ) = AII
  267. *
  268. IF( I.LT.N ) THEN
  269. *
  270. * Apply H(i) to A(i:m,i+1:n) from the left
  271. *
  272. AII = A( I, I )
  273. A( I, I ) = DCMPLX( ONE )
  274. CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
  275. $ DCONJG( TAU( I ) ), A( I, I+1 ), LDA, WORK )
  276. A( I, I ) = AII
  277. END IF
  278. *
  279. * Update partial column norms
  280. *
  281. DO 30 J = I + 1, N
  282. IF( RWORK( J ).NE.ZERO ) THEN
  283. *
  284. * NOTE: The following 4 lines follow from the analysis in
  285. * Lapack Working Note 176.
  286. *
  287. TEMP = ABS( A( I, J ) ) / RWORK( J )
  288. TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
  289. TEMP2 = TEMP*( RWORK( J ) / RWORK( N+J ) )**2
  290. IF( TEMP2 .LE. TOL3Z ) THEN
  291. IF( M-I.GT.0 ) THEN
  292. RWORK( J ) = DZNRM2( M-I, A( I+1, J ), 1 )
  293. RWORK( N+J ) = RWORK( J )
  294. ELSE
  295. RWORK( J ) = ZERO
  296. RWORK( N+J ) = ZERO
  297. END IF
  298. ELSE
  299. RWORK( J ) = RWORK( J )*SQRT( TEMP )
  300. END IF
  301. END IF
  302. 30 CONTINUE
  303. *
  304. 40 CONTINUE
  305. END IF
  306. RETURN
  307. *
  308. * End of ZGEQPF
  309. *
  310. END