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dlatsqr.f 7.8 kB

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  1. *> \brief \b DLATSQR
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE DLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  7. * LWORK, INFO)
  8. *
  9. * .. Scalar Arguments ..
  10. * INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  11. * ..
  12. * .. Array Arguments ..
  13. * DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
  14. * ..
  15. *
  16. *
  17. *> \par Purpose:
  18. * =============
  19. *>
  20. *> \verbatim
  21. *>
  22. *> DLATSQR computes a blocked Tall-Skinny QR factorization of
  23. *> a real M-by-N matrix A for M >= N:
  24. *>
  25. *> A = Q * ( R ),
  26. *> ( 0 )
  27. *>
  28. *> where:
  29. *>
  30. *> Q is a M-by-M orthogonal matrix, stored on exit in an implicit
  31. *> form in the elements below the digonal of the array A and in
  32. *> the elemenst of the array T;
  33. *>
  34. *> R is an upper-triangular N-by-N matrix, stored on exit in
  35. *> the elements on and above the diagonal of the array A.
  36. *>
  37. *> 0 is a (M-N)-by-N zero matrix, and is not stored.
  38. *>
  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. M >= N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] MB
  57. *> \verbatim
  58. *> MB is INTEGER
  59. *> The row block size to be used in the blocked QR.
  60. *> MB > N.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] NB
  64. *> \verbatim
  65. *> NB is INTEGER
  66. *> The column block size to be used in the blocked QR.
  67. *> N >= NB >= 1.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] A
  71. *> \verbatim
  72. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  73. *> On entry, the M-by-N matrix A.
  74. *> On exit, the elements on and above the diagonal
  75. *> of the array contain the N-by-N upper triangular matrix R;
  76. *> the elements below the diagonal represent Q by the columns
  77. *> of blocked V (see Further Details).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDA
  81. *> \verbatim
  82. *> LDA is INTEGER
  83. *> The leading dimension of the array A. LDA >= max(1,M).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] T
  87. *> \verbatim
  88. *> T is DOUBLE PRECISION array,
  89. *> dimension (LDT, N * Number_of_row_blocks)
  90. *> where Number_of_row_blocks = CEIL((M-N)/(MB-N))
  91. *> The blocked upper triangular block reflectors stored in compact form
  92. *> as a sequence of upper triangular blocks.
  93. *> See Further Details below.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDT
  97. *> \verbatim
  98. *> LDT is INTEGER
  99. *> The leading dimension of the array T. LDT >= NB.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  105. *> \endverbatim
  106. *>
  107. *> \param[in] LWORK
  108. *> \verbatim
  109. *> The dimension of the array WORK. LWORK >= NB*N.
  110. *> If LWORK = -1, then a workspace query is assumed; the routine
  111. *> only calculates the optimal size of the WORK array, returns
  112. *> this value as the first entry of the WORK array, and no error
  113. *> message related to LWORK is issued by XERBLA.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] INFO
  117. *> \verbatim
  118. *> INFO is INTEGER
  119. *> = 0: successful exit
  120. *> < 0: if INFO = -i, the i-th argument had an illegal value
  121. *> \endverbatim
  122. *
  123. * Authors:
  124. * ========
  125. *
  126. *> \author Univ. of Tennessee
  127. *> \author Univ. of California Berkeley
  128. *> \author Univ. of Colorado Denver
  129. *> \author NAG Ltd.
  130. *
  131. *> \par Further Details:
  132. * =====================
  133. *>
  134. *> \verbatim
  135. *> Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations,
  136. *> representing Q as a product of other orthogonal matrices
  137. *> Q = Q(1) * Q(2) * . . . * Q(k)
  138. *> where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
  139. *> Q(1) zeros out the subdiagonal entries of rows 1:MB of A
  140. *> Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
  141. *> Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
  142. *> . . .
  143. *>
  144. *> Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors
  145. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  146. *> block reflectors, stored in array T(1:LDT,1:N).
  147. *> For more information see Further Details in GEQRT.
  148. *>
  149. *> Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors
  150. *> stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular
  151. *> block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N).
  152. *> The last Q(k) may use fewer rows.
  153. *> For more information see Further Details in TPQRT.
  154. *>
  155. *> For more details of the overall algorithm, see the description of
  156. *> Sequential TSQR in Section 2.2 of [1].
  157. *>
  158. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  159. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  160. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  161. *> \endverbatim
  162. *>
  163. * =====================================================================
  164. SUBROUTINE DLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  165. $ LWORK, INFO)
  166. *
  167. * -- LAPACK computational routine (version 3.9.0) --
  168. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  169. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. --
  170. * November 2019
  171. *
  172. * .. Scalar Arguments ..
  173. INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  174. * ..
  175. * .. Array Arguments ..
  176. DOUBLE PRECISION A( LDA, * ), WORK( * ), T(LDT, *)
  177. * ..
  178. *
  179. * =====================================================================
  180. *
  181. * ..
  182. * .. Local Scalars ..
  183. LOGICAL LQUERY
  184. INTEGER I, II, KK, CTR
  185. * ..
  186. * .. EXTERNAL FUNCTIONS ..
  187. LOGICAL LSAME
  188. EXTERNAL LSAME
  189. * .. EXTERNAL SUBROUTINES ..
  190. EXTERNAL DGEQRT, DTPQRT, XERBLA
  191. * .. INTRINSIC FUNCTIONS ..
  192. INTRINSIC MAX, MIN, MOD
  193. * ..
  194. * .. EXECUTABLE STATEMENTS ..
  195. *
  196. * TEST THE INPUT ARGUMENTS
  197. *
  198. INFO = 0
  199. *
  200. LQUERY = ( LWORK.EQ.-1 )
  201. *
  202. IF( M.LT.0 ) THEN
  203. INFO = -1
  204. ELSE IF( N.LT.0 .OR. M.LT.N ) THEN
  205. INFO = -2
  206. ELSE IF( MB.LE.N ) THEN
  207. INFO = -3
  208. ELSE IF( NB.LT.1 .OR. ( NB.GT.N .AND. N.GT.0 )) THEN
  209. INFO = -4
  210. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  211. INFO = -5
  212. ELSE IF( LDT.LT.NB ) THEN
  213. INFO = -8
  214. ELSE IF( LWORK.LT.(N*NB) .AND. (.NOT.LQUERY) ) THEN
  215. INFO = -10
  216. END IF
  217. IF( INFO.EQ.0) THEN
  218. WORK(1) = NB*N
  219. END IF
  220. IF( INFO.NE.0 ) THEN
  221. CALL XERBLA( 'DLATSQR', -INFO )
  222. RETURN
  223. ELSE IF (LQUERY) THEN
  224. RETURN
  225. END IF
  226. *
  227. * Quick return if possible
  228. *
  229. IF( MIN(M,N).EQ.0 ) THEN
  230. RETURN
  231. END IF
  232. *
  233. * The QR Decomposition
  234. *
  235. IF ((MB.LE.N).OR.(MB.GE.M)) THEN
  236. CALL DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO)
  237. RETURN
  238. END IF
  239. *
  240. KK = MOD((M-N),(MB-N))
  241. II=M-KK+1
  242. *
  243. * Compute the QR factorization of the first block A(1:MB,1:N)
  244. *
  245. CALL DGEQRT( MB, N, NB, A(1,1), LDA, T, LDT, WORK, INFO )
  246. *
  247. CTR = 1
  248. DO I = MB+1, II-MB+N , (MB-N)
  249. *
  250. * Compute the QR factorization of the current block A(I:I+MB-N,1:N)
  251. *
  252. CALL DTPQRT( MB-N, N, 0, NB, A(1,1), LDA, A( I, 1 ), LDA,
  253. $ T(1, CTR * N + 1),
  254. $ LDT, WORK, INFO )
  255. CTR = CTR + 1
  256. END DO
  257. *
  258. * Compute the QR factorization of the last block A(II:M,1:N)
  259. *
  260. IF (II.LE.M) THEN
  261. CALL DTPQRT( KK, N, 0, NB, A(1,1), LDA, A( II, 1 ), LDA,
  262. $ T(1, CTR * N + 1), LDT,
  263. $ WORK, INFO )
  264. END IF
  265. *
  266. WORK( 1 ) = N*NB
  267. RETURN
  268. *
  269. * End of DLATSQR
  270. *
  271. END