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dorglq.f 8.0 kB

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  1. *> \brief \b DORGLQ
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DORGLQ + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dorglq.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dorglq.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dorglq.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DORGLQ( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, K, 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. *> DORGLQ generates an M-by-N real matrix Q with orthonormal rows,
  37. *> which is defined as the first M rows of a product of K elementary
  38. *> reflectors of order N
  39. *>
  40. *> Q = H(k) . . . H(2) H(1)
  41. *>
  42. *> as returned by DGELQF.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] M
  49. *> \verbatim
  50. *> M is INTEGER
  51. *> The number of rows of the matrix Q. M >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of columns of the matrix Q. N >= M.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] K
  61. *> \verbatim
  62. *> K is INTEGER
  63. *> The number of elementary reflectors whose product defines the
  64. *> matrix Q. M >= K >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] A
  68. *> \verbatim
  69. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  70. *> On entry, the i-th row must contain the vector which defines
  71. *> the elementary reflector H(i), for i = 1,2,...,k, as returned
  72. *> by DGELQF in the first k rows of its array argument A.
  73. *> On exit, the M-by-N matrix Q.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDA
  77. *> \verbatim
  78. *> LDA is INTEGER
  79. *> The first dimension of the array A. LDA >= max(1,M).
  80. *> \endverbatim
  81. *>
  82. *> \param[in] TAU
  83. *> \verbatim
  84. *> TAU is DOUBLE PRECISION array, dimension (K)
  85. *> TAU(i) must contain the scalar factor of the elementary
  86. *> reflector H(i), as returned by DGELQF.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is DOUBLE PRECISION 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 >= max(1,M).
  99. *> For optimum performance LWORK >= M*NB, where NB is
  100. *> 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 has 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 December 2016
  124. *
  125. *> \ingroup doubleOTHERcomputational
  126. *
  127. * =====================================================================
  128. SUBROUTINE DORGLQ( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
  129. *
  130. * -- LAPACK computational routine (version 3.7.0) --
  131. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  132. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  133. * December 2016
  134. *
  135. * .. Scalar Arguments ..
  136. INTEGER INFO, K, LDA, LWORK, M, N
  137. * ..
  138. * .. Array Arguments ..
  139. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  140. * ..
  141. *
  142. * =====================================================================
  143. *
  144. * .. Parameters ..
  145. DOUBLE PRECISION ZERO
  146. PARAMETER ( ZERO = 0.0D+0 )
  147. * ..
  148. * .. Local Scalars ..
  149. LOGICAL LQUERY
  150. INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK,
  151. $ LWKOPT, NB, NBMIN, NX
  152. * ..
  153. * .. External Subroutines ..
  154. EXTERNAL DLARFB, DLARFT, DORGL2, XERBLA
  155. * ..
  156. * .. Intrinsic Functions ..
  157. INTRINSIC MAX, MIN
  158. * ..
  159. * .. External Functions ..
  160. INTEGER ILAENV
  161. EXTERNAL ILAENV
  162. * ..
  163. * .. Executable Statements ..
  164. *
  165. * Test the input arguments
  166. *
  167. INFO = 0
  168. NB = ILAENV( 1, 'DORGLQ', ' ', M, N, K, -1 )
  169. LWKOPT = MAX( 1, M )*NB
  170. WORK( 1 ) = LWKOPT
  171. LQUERY = ( LWORK.EQ.-1 )
  172. IF( M.LT.0 ) THEN
  173. INFO = -1
  174. ELSE IF( N.LT.M ) THEN
  175. INFO = -2
  176. ELSE IF( K.LT.0 .OR. K.GT.M ) THEN
  177. INFO = -3
  178. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  179. INFO = -5
  180. ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
  181. INFO = -8
  182. END IF
  183. IF( INFO.NE.0 ) THEN
  184. CALL XERBLA( 'DORGLQ', -INFO )
  185. RETURN
  186. ELSE IF( LQUERY ) THEN
  187. RETURN
  188. END IF
  189. *
  190. * Quick return if possible
  191. *
  192. IF( M.LE.0 ) THEN
  193. WORK( 1 ) = 1
  194. RETURN
  195. END IF
  196. *
  197. NBMIN = 2
  198. NX = 0
  199. IWS = M
  200. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  201. *
  202. * Determine when to cross over from blocked to unblocked code.
  203. *
  204. NX = MAX( 0, ILAENV( 3, 'DORGLQ', ' ', M, N, K, -1 ) )
  205. IF( NX.LT.K ) THEN
  206. *
  207. * Determine if workspace is large enough for blocked code.
  208. *
  209. LDWORK = M
  210. IWS = LDWORK*NB
  211. IF( LWORK.LT.IWS ) THEN
  212. *
  213. * Not enough workspace to use optimal NB: reduce NB and
  214. * determine the minimum value of NB.
  215. *
  216. NB = LWORK / LDWORK
  217. NBMIN = MAX( 2, ILAENV( 2, 'DORGLQ', ' ', M, N, K, -1 ) )
  218. END IF
  219. END IF
  220. END IF
  221. *
  222. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  223. *
  224. * Use blocked code after the last block.
  225. * The first kk rows are handled by the block method.
  226. *
  227. KI = ( ( K-NX-1 ) / NB )*NB
  228. KK = MIN( K, KI+NB )
  229. *
  230. * Set A(kk+1:m,1:kk) to zero.
  231. *
  232. DO 20 J = 1, KK
  233. DO 10 I = KK + 1, M
  234. A( I, J ) = ZERO
  235. 10 CONTINUE
  236. 20 CONTINUE
  237. ELSE
  238. KK = 0
  239. END IF
  240. *
  241. * Use unblocked code for the last or only block.
  242. *
  243. IF( KK.LT.M )
  244. $ CALL DORGL2( M-KK, N-KK, K-KK, A( KK+1, KK+1 ), LDA,
  245. $ TAU( KK+1 ), WORK, IINFO )
  246. *
  247. IF( KK.GT.0 ) THEN
  248. *
  249. * Use blocked code
  250. *
  251. DO 50 I = KI + 1, 1, -NB
  252. IB = MIN( NB, K-I+1 )
  253. IF( I+IB.LE.M ) THEN
  254. *
  255. * Form the triangular factor of the block reflector
  256. * H = H(i) H(i+1) . . . H(i+ib-1)
  257. *
  258. CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ),
  259. $ LDA, TAU( I ), WORK, LDWORK )
  260. *
  261. * Apply H**T to A(i+ib:m,i:n) from the right
  262. *
  263. CALL DLARFB( 'Right', 'Transpose', 'Forward', 'Rowwise',
  264. $ M-I-IB+1, N-I+1, IB, A( I, I ), LDA, WORK,
  265. $ LDWORK, A( I+IB, I ), LDA, WORK( IB+1 ),
  266. $ LDWORK )
  267. END IF
  268. *
  269. * Apply H**T to columns i:n of current block
  270. *
  271. CALL DORGL2( IB, N-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
  272. $ IINFO )
  273. *
  274. * Set columns 1:i-1 of current block to zero
  275. *
  276. DO 40 J = 1, I - 1
  277. DO 30 L = I, I + IB - 1
  278. A( L, J ) = ZERO
  279. 30 CONTINUE
  280. 40 CONTINUE
  281. 50 CONTINUE
  282. END IF
  283. *
  284. WORK( 1 ) = IWS
  285. RETURN
  286. *
  287. * End of DORGLQ
  288. *
  289. END