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dgerqf.f 8.1 kB

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  1. *> \brief \b DGERQF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGERQF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgerqf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgerqf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgerqf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGERQF computes an RQ factorization of a real M-by-N matrix A:
  37. *> A = R * Q.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrix A. M >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in,out] A
  56. *> \verbatim
  57. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  58. *> On entry, the M-by-N matrix A.
  59. *> On exit,
  60. *> if m <= n, the upper triangle of the subarray
  61. *> A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R;
  62. *> if m >= n, the elements on and above the (m-n)-th subdiagonal
  63. *> contain the M-by-N upper trapezoidal matrix R;
  64. *> the remaining elements, with the array TAU, represent the
  65. *> orthogonal matrix Q as a product of min(m,n) elementary
  66. *> reflectors (see Further Details).
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,M).
  73. *> \endverbatim
  74. *>
  75. *> \param[out] TAU
  76. *> \verbatim
  77. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  78. *> The scalar factors of the elementary reflectors (see Further
  79. *> Details).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] WORK
  83. *> \verbatim
  84. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  85. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LWORK
  89. *> \verbatim
  90. *> LWORK is INTEGER
  91. *> The dimension of the array WORK. LWORK >= max(1,M).
  92. *> For optimum performance LWORK >= M*NB, where NB is
  93. *> the optimal blocksize.
  94. *>
  95. *> If LWORK = -1, then a workspace query is assumed; the routine
  96. *> only calculates the optimal size of the WORK array, returns
  97. *> this value as the first entry of the WORK array, and no error
  98. *> message related to LWORK is issued by XERBLA.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] INFO
  102. *> \verbatim
  103. *> INFO is INTEGER
  104. *> = 0: successful exit
  105. *> < 0: if INFO = -i, the i-th argument had an illegal value
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \date December 2016
  117. *
  118. *> \ingroup doubleGEcomputational
  119. *
  120. *> \par Further Details:
  121. * =====================
  122. *>
  123. *> \verbatim
  124. *>
  125. *> The matrix Q is represented as a product of elementary reflectors
  126. *>
  127. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  128. *>
  129. *> Each H(i) has the form
  130. *>
  131. *> H(i) = I - tau * v * v**T
  132. *>
  133. *> where tau is a real scalar, and v is a real vector with
  134. *> v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
  135. *> A(m-k+i,1:n-k+i-1), and tau in TAU(i).
  136. *> \endverbatim
  137. *>
  138. * =====================================================================
  139. SUBROUTINE DGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  140. *
  141. * -- LAPACK computational routine (version 3.7.0) --
  142. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  143. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  144. * December 2016
  145. *
  146. * .. Scalar Arguments ..
  147. INTEGER INFO, LDA, LWORK, M, N
  148. * ..
  149. * .. Array Arguments ..
  150. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  151. * ..
  152. *
  153. * =====================================================================
  154. *
  155. * .. Local Scalars ..
  156. LOGICAL LQUERY
  157. INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
  158. $ MU, NB, NBMIN, NU, NX
  159. * ..
  160. * .. External Subroutines ..
  161. EXTERNAL DGERQ2, DLARFB, DLARFT, XERBLA
  162. * ..
  163. * .. Intrinsic Functions ..
  164. INTRINSIC MAX, MIN
  165. * ..
  166. * .. External Functions ..
  167. INTEGER ILAENV
  168. EXTERNAL ILAENV
  169. * ..
  170. * .. Executable Statements ..
  171. *
  172. * Test the input arguments
  173. *
  174. INFO = 0
  175. LQUERY = ( LWORK.EQ.-1 )
  176. IF( M.LT.0 ) THEN
  177. INFO = -1
  178. ELSE IF( N.LT.0 ) THEN
  179. INFO = -2
  180. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  181. INFO = -4
  182. END IF
  183. *
  184. IF( INFO.EQ.0 ) THEN
  185. K = MIN( M, N )
  186. IF( K.EQ.0 ) THEN
  187. LWKOPT = 1
  188. ELSE
  189. NB = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
  190. LWKOPT = M*NB
  191. END IF
  192. WORK( 1 ) = LWKOPT
  193. *
  194. IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
  195. INFO = -7
  196. END IF
  197. END IF
  198. *
  199. IF( INFO.NE.0 ) THEN
  200. CALL XERBLA( 'DGERQF', -INFO )
  201. RETURN
  202. ELSE IF( LQUERY ) THEN
  203. RETURN
  204. END IF
  205. *
  206. * Quick return if possible
  207. *
  208. IF( K.EQ.0 ) THEN
  209. RETURN
  210. END IF
  211. *
  212. NBMIN = 2
  213. NX = 1
  214. IWS = M
  215. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  216. *
  217. * Determine when to cross over from blocked to unblocked code.
  218. *
  219. NX = MAX( 0, ILAENV( 3, 'DGERQF', ' ', M, N, -1, -1 ) )
  220. IF( NX.LT.K ) THEN
  221. *
  222. * Determine if workspace is large enough for blocked code.
  223. *
  224. LDWORK = M
  225. IWS = LDWORK*NB
  226. IF( LWORK.LT.IWS ) THEN
  227. *
  228. * Not enough workspace to use optimal NB: reduce NB and
  229. * determine the minimum value of NB.
  230. *
  231. NB = LWORK / LDWORK
  232. NBMIN = MAX( 2, ILAENV( 2, 'DGERQF', ' ', M, N, -1,
  233. $ -1 ) )
  234. END IF
  235. END IF
  236. END IF
  237. *
  238. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  239. *
  240. * Use blocked code initially.
  241. * The last kk rows are handled by the block method.
  242. *
  243. KI = ( ( K-NX-1 ) / NB )*NB
  244. KK = MIN( K, KI+NB )
  245. *
  246. DO 10 I = K - KK + KI + 1, K - KK + 1, -NB
  247. IB = MIN( K-I+1, NB )
  248. *
  249. * Compute the RQ factorization of the current block
  250. * A(m-k+i:m-k+i+ib-1,1:n-k+i+ib-1)
  251. *
  252. CALL DGERQ2( IB, N-K+I+IB-1, A( M-K+I, 1 ), LDA, TAU( I ),
  253. $ WORK, IINFO )
  254. IF( M-K+I.GT.1 ) THEN
  255. *
  256. * Form the triangular factor of the block reflector
  257. * H = H(i+ib-1) . . . H(i+1) H(i)
  258. *
  259. CALL DLARFT( 'Backward', 'Rowwise', N-K+I+IB-1, IB,
  260. $ A( M-K+I, 1 ), LDA, TAU( I ), WORK, LDWORK )
  261. *
  262. * Apply H to A(1:m-k+i-1,1:n-k+i+ib-1) from the right
  263. *
  264. CALL DLARFB( 'Right', 'No transpose', 'Backward',
  265. $ 'Rowwise', M-K+I-1, N-K+I+IB-1, IB,
  266. $ A( M-K+I, 1 ), LDA, WORK, LDWORK, A, LDA,
  267. $ WORK( IB+1 ), LDWORK )
  268. END IF
  269. 10 CONTINUE
  270. MU = M - K + I + NB - 1
  271. NU = N - K + I + NB - 1
  272. ELSE
  273. MU = M
  274. NU = N
  275. END IF
  276. *
  277. * Use unblocked code to factor the last or only block
  278. *
  279. IF( MU.GT.0 .AND. NU.GT.0 )
  280. $ CALL DGERQ2( MU, NU, A, LDA, TAU, WORK, IINFO )
  281. *
  282. WORK( 1 ) = IWS
  283. RETURN
  284. *
  285. * End of DGERQF
  286. *
  287. END