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dtzrzf.f 8.6 kB

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  1. *> \brief \b DTZRZF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DTZRZF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtzrzf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtzrzf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtzrzf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DTZRZF( 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. *> DTZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A
  37. *> to upper triangular form by means of orthogonal transformations.
  38. *>
  39. *> The upper trapezoidal matrix A is factored as
  40. *>
  41. *> A = ( R 0 ) * Z,
  42. *>
  43. *> where Z is an N-by-N orthogonal matrix and R is an M-by-M upper
  44. *> triangular matrix.
  45. *> \endverbatim
  46. *
  47. * Arguments:
  48. * ==========
  49. *
  50. *> \param[in] M
  51. *> \verbatim
  52. *> M is INTEGER
  53. *> The number of rows of the matrix A. M >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The number of columns of the matrix A. N >= M.
  60. *> \endverbatim
  61. *>
  62. *> \param[in,out] A
  63. *> \verbatim
  64. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  65. *> On entry, the leading M-by-N upper trapezoidal part of the
  66. *> array A must contain the matrix to be factorized.
  67. *> On exit, the leading M-by-M upper triangular part of A
  68. *> contains the upper triangular matrix R, and elements M+1 to
  69. *> N of the first M rows of A, with the array TAU, represent the
  70. *> orthogonal matrix Z as a product of M elementary reflectors.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDA
  74. *> \verbatim
  75. *> LDA is INTEGER
  76. *> The leading dimension of the array A. LDA >= max(1,M).
  77. *> \endverbatim
  78. *>
  79. *> \param[out] TAU
  80. *> \verbatim
  81. *> TAU is DOUBLE PRECISION array, dimension (M)
  82. *> The scalar factors of the elementary reflectors.
  83. *> \endverbatim
  84. *>
  85. *> \param[out] WORK
  86. *> \verbatim
  87. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  88. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] LWORK
  92. *> \verbatim
  93. *> LWORK is INTEGER
  94. *> The dimension of the array WORK. LWORK >= max(1,M).
  95. *> For optimum performance LWORK >= M*NB, where NB is
  96. *> the optimal blocksize.
  97. *>
  98. *> If LWORK = -1, then a workspace query is assumed; the routine
  99. *> only calculates the optimal size of the WORK array, returns
  100. *> this value as the first entry of the WORK array, and no error
  101. *> message related to LWORK is issued by XERBLA.
  102. *> \endverbatim
  103. *>
  104. *> \param[out] INFO
  105. *> \verbatim
  106. *> INFO is INTEGER
  107. *> = 0: successful exit
  108. *> < 0: if INFO = -i, the i-th argument had an illegal value
  109. *> \endverbatim
  110. *
  111. * Authors:
  112. * ========
  113. *
  114. *> \author Univ. of Tennessee
  115. *> \author Univ. of California Berkeley
  116. *> \author Univ. of Colorado Denver
  117. *> \author NAG Ltd.
  118. *
  119. *> \date April 2012
  120. *
  121. *> \ingroup doubleOTHERcomputational
  122. *
  123. *> \par Contributors:
  124. * ==================
  125. *>
  126. *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
  127. *
  128. *> \par Further Details:
  129. * =====================
  130. *>
  131. *> \verbatim
  132. *>
  133. *> The N-by-N matrix Z can be computed by
  134. *>
  135. *> Z = Z(1)*Z(2)* ... *Z(M)
  136. *>
  137. *> where each N-by-N Z(k) is given by
  138. *>
  139. *> Z(k) = I - tau(k)*v(k)*v(k)**T
  140. *>
  141. *> with v(k) is the kth row vector of the M-by-N matrix
  142. *>
  143. *> V = ( I A(:,M+1:N) )
  144. *>
  145. *> I is the M-by-M identity matrix, A(:,M+1:N)
  146. *> is the output stored in A on exit from DTZRZF,
  147. *> and tau(k) is the kth element of the array TAU.
  148. *>
  149. *> \endverbatim
  150. *>
  151. * =====================================================================
  152. SUBROUTINE DTZRZF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  153. *
  154. * -- LAPACK computational routine (version 3.7.0) --
  155. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  156. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  157. * April 2012
  158. *
  159. * .. Scalar Arguments ..
  160. INTEGER INFO, LDA, LWORK, M, N
  161. * ..
  162. * .. Array Arguments ..
  163. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  164. * ..
  165. *
  166. * =====================================================================
  167. *
  168. * .. Parameters ..
  169. DOUBLE PRECISION ZERO
  170. PARAMETER ( ZERO = 0.0D+0 )
  171. * ..
  172. * .. Local Scalars ..
  173. LOGICAL LQUERY
  174. INTEGER I, IB, IWS, KI, KK, LDWORK, LWKMIN, LWKOPT,
  175. $ M1, MU, NB, NBMIN, NX
  176. * ..
  177. * .. External Subroutines ..
  178. EXTERNAL XERBLA, DLARZB, DLARZT, DLATRZ
  179. * ..
  180. * .. Intrinsic Functions ..
  181. INTRINSIC MAX, MIN
  182. * ..
  183. * .. External Functions ..
  184. INTEGER ILAENV
  185. EXTERNAL ILAENV
  186. * ..
  187. * .. Executable Statements ..
  188. *
  189. * Test the input arguments
  190. *
  191. INFO = 0
  192. LQUERY = ( LWORK.EQ.-1 )
  193. IF( M.LT.0 ) THEN
  194. INFO = -1
  195. ELSE IF( N.LT.M ) THEN
  196. INFO = -2
  197. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  198. INFO = -4
  199. END IF
  200. *
  201. IF( INFO.EQ.0 ) THEN
  202. IF( M.EQ.0 .OR. M.EQ.N ) THEN
  203. LWKOPT = 1
  204. LWKMIN = 1
  205. ELSE
  206. *
  207. * Determine the block size.
  208. *
  209. NB = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
  210. LWKOPT = M*NB
  211. LWKMIN = MAX( 1, M )
  212. END IF
  213. WORK( 1 ) = LWKOPT
  214. *
  215. IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
  216. INFO = -7
  217. END IF
  218. END IF
  219. *
  220. IF( INFO.NE.0 ) THEN
  221. CALL XERBLA( 'DTZRZF', -INFO )
  222. RETURN
  223. ELSE IF( LQUERY ) THEN
  224. RETURN
  225. END IF
  226. *
  227. * Quick return if possible
  228. *
  229. IF( M.EQ.0 ) THEN
  230. RETURN
  231. ELSE IF( M.EQ.N ) THEN
  232. DO 10 I = 1, N
  233. TAU( I ) = ZERO
  234. 10 CONTINUE
  235. RETURN
  236. END IF
  237. *
  238. NBMIN = 2
  239. NX = 1
  240. IWS = M
  241. IF( NB.GT.1 .AND. NB.LT.M ) THEN
  242. *
  243. * Determine when to cross over from blocked to unblocked code.
  244. *
  245. NX = MAX( 0, ILAENV( 3, 'DGERQF', ' ', M, N, -1, -1 ) )
  246. IF( NX.LT.M ) THEN
  247. *
  248. * Determine if workspace is large enough for blocked code.
  249. *
  250. LDWORK = M
  251. IWS = LDWORK*NB
  252. IF( LWORK.LT.IWS ) THEN
  253. *
  254. * Not enough workspace to use optimal NB: reduce NB and
  255. * determine the minimum value of NB.
  256. *
  257. NB = LWORK / LDWORK
  258. NBMIN = MAX( 2, ILAENV( 2, 'DGERQF', ' ', M, N, -1,
  259. $ -1 ) )
  260. END IF
  261. END IF
  262. END IF
  263. *
  264. IF( NB.GE.NBMIN .AND. NB.LT.M .AND. NX.LT.M ) THEN
  265. *
  266. * Use blocked code initially.
  267. * The last kk rows are handled by the block method.
  268. *
  269. M1 = MIN( M+1, N )
  270. KI = ( ( M-NX-1 ) / NB )*NB
  271. KK = MIN( M, KI+NB )
  272. *
  273. DO 20 I = M - KK + KI + 1, M - KK + 1, -NB
  274. IB = MIN( M-I+1, NB )
  275. *
  276. * Compute the TZ factorization of the current block
  277. * A(i:i+ib-1,i:n)
  278. *
  279. CALL DLATRZ( IB, N-I+1, N-M, A( I, I ), LDA, TAU( I ),
  280. $ WORK )
  281. IF( I.GT.1 ) THEN
  282. *
  283. * Form the triangular factor of the block reflector
  284. * H = H(i+ib-1) . . . H(i+1) H(i)
  285. *
  286. CALL DLARZT( 'Backward', 'Rowwise', N-M, IB, A( I, M1 ),
  287. $ LDA, TAU( I ), WORK, LDWORK )
  288. *
  289. * Apply H to A(1:i-1,i:n) from the right
  290. *
  291. CALL DLARZB( 'Right', 'No transpose', 'Backward',
  292. $ 'Rowwise', I-1, N-I+1, IB, N-M, A( I, M1 ),
  293. $ LDA, WORK, LDWORK, A( 1, I ), LDA,
  294. $ WORK( IB+1 ), LDWORK )
  295. END IF
  296. 20 CONTINUE
  297. MU = I + NB - 1
  298. ELSE
  299. MU = M
  300. END IF
  301. *
  302. * Use unblocked code to factor the last or only block
  303. *
  304. IF( MU.GT.0 )
  305. $ CALL DLATRZ( MU, N, N-M, A, LDA, TAU, WORK )
  306. *
  307. WORK( 1 ) = LWKOPT
  308. *
  309. RETURN
  310. *
  311. * End of DTZRZF
  312. *
  313. END