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.

slamtsqr.f 12 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432
  1. *> \brief \b SLAMTSQR
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE SLAMTSQR( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  7. * $ LDT, C, LDC, WORK, LWORK, INFO )
  8. *
  9. *
  10. * .. Scalar Arguments ..
  11. * CHARACTER SIDE, TRANS
  12. * INTEGER INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  13. * ..
  14. * .. Array Arguments ..
  15. * DOUBLE A( LDA, * ), WORK( * ), C(LDC, * ),
  16. * $ T( LDT, * )
  17. *> \par Purpose:
  18. * =============
  19. *>
  20. *> \verbatim
  21. *>
  22. *> SLAMTSQR overwrites the general real M-by-N matrix C with
  23. *>
  24. *>
  25. *> SIDE = 'L' SIDE = 'R'
  26. *> TRANS = 'N': Q * C C * Q
  27. *> TRANS = 'T': Q**T * C C * Q**T
  28. *> where Q is a real orthogonal matrix defined as the product
  29. *> of blocked elementary reflectors computed by tall skinny
  30. *> QR factorization (SLATSQR)
  31. *> \endverbatim
  32. *
  33. * Arguments:
  34. * ==========
  35. *
  36. *> \param[in] SIDE
  37. *> \verbatim
  38. *> SIDE is CHARACTER*1
  39. *> = 'L': apply Q or Q**T from the Left;
  40. *> = 'R': apply Q or Q**T from the Right.
  41. *> \endverbatim
  42. *>
  43. *> \param[in] TRANS
  44. *> \verbatim
  45. *> TRANS is CHARACTER*1
  46. *> = 'N': No transpose, apply Q;
  47. *> = 'T': Transpose, apply Q**T.
  48. *> \endverbatim
  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 C. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] K
  63. *> \verbatim
  64. *> K is INTEGER
  65. *> The number of elementary reflectors whose product defines
  66. *> the matrix Q. M >= K >= 0;
  67. *>
  68. *> \endverbatim
  69. *>
  70. *> \param[in] MB
  71. *> \verbatim
  72. *> MB is INTEGER
  73. *> The block size to be used in the blocked QR.
  74. *> MB > N. (must be the same as SLATSQR)
  75. *> \endverbatim
  76. *>
  77. *> \param[in] NB
  78. *> \verbatim
  79. *> NB is INTEGER
  80. *> The column block size to be used in the blocked QR.
  81. *> N >= NB >= 1.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] A
  85. *> \verbatim
  86. *> A is REAL array, dimension (LDA,K)
  87. *> The i-th column must contain the vector which defines the
  88. *> blockedelementary reflector H(i), for i = 1,2,...,k, as
  89. *> returned by SLATSQR in the first k columns of
  90. *> its array argument A.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDA
  94. *> \verbatim
  95. *> LDA is INTEGER
  96. *> The leading dimension of the array A.
  97. *> If SIDE = 'L', LDA >= max(1,M);
  98. *> if SIDE = 'R', LDA >= max(1,N).
  99. *> \endverbatim
  100. *>
  101. *> \param[in] T
  102. *> \verbatim
  103. *> T is REAL array, dimension
  104. *> ( N * Number of blocks(CEIL(M-K/MB-K)),
  105. *> The blocked upper triangular block reflectors stored in compact form
  106. *> as a sequence of upper triangular blocks. See below
  107. *> for further details.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDT
  111. *> \verbatim
  112. *> LDT is INTEGER
  113. *> The leading dimension of the array T. LDT >= NB.
  114. *> \endverbatim
  115. *>
  116. *> \param[in,out] C
  117. *> \verbatim
  118. *> C is REAL array, dimension (LDC,N)
  119. *> On entry, the M-by-N matrix C.
  120. *> On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
  121. *> \endverbatim
  122. *>
  123. *> \param[in] LDC
  124. *> \verbatim
  125. *> LDC is INTEGER
  126. *> The leading dimension of the array C. LDC >= max(1,M).
  127. *> \endverbatim
  128. *>
  129. *> \param[out] WORK
  130. *> \verbatim
  131. *> (workspace) REAL array, dimension (MAX(1,LWORK))
  132. *> On exit, if INFO = 0, WORK(1) returns the minimal LWORK.
  133. *> \endverbatim
  134. *>
  135. *> \param[in] LWORK
  136. *> \verbatim
  137. *> LWORK is INTEGER
  138. *> The dimension of the array WORK.
  139. *> If MIN(M,N,K) = 0, LWORK >= 1.
  140. *> If SIDE = 'L', LWORK >= max(1,N*NB).
  141. *> If SIDE = 'R', LWORK >= max(1,MB*NB).
  142. *>
  143. *> If LWORK = -1, then a workspace query is assumed; the routine
  144. *> only calculates the minimal size of the WORK array, returns
  145. *> this value as the first entry of the WORK array, and no error
  146. *> message related to LWORK is issued by XERBLA.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] INFO
  150. *> \verbatim
  151. *> INFO is INTEGER
  152. *> = 0: successful exit
  153. *> < 0: if INFO = -i, the i-th argument had an illegal value
  154. *> \endverbatim
  155. *
  156. * Authors:
  157. * ========
  158. *
  159. *> \author Univ. of Tennessee
  160. *> \author Univ. of California Berkeley
  161. *> \author Univ. of Colorado Denver
  162. *> \author NAG Ltd.
  163. *
  164. *> \par Further Details:
  165. * =====================
  166. *>
  167. *> \verbatim
  168. *> Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations,
  169. *> representing Q as a product of other orthogonal matrices
  170. *> Q = Q(1) * Q(2) * . . . * Q(k)
  171. *> where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
  172. *> Q(1) zeros out the subdiagonal entries of rows 1:MB of A
  173. *> Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
  174. *> Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
  175. *> . . .
  176. *>
  177. *> Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors
  178. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  179. *> block reflectors, stored in array T(1:LDT,1:N).
  180. *> For more information see Further Details in GEQRT.
  181. *>
  182. *> Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors
  183. *> stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular
  184. *> block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N).
  185. *> The last Q(k) may use fewer rows.
  186. *> For more information see Further Details in TPQRT.
  187. *>
  188. *> For more details of the overall algorithm, see the description of
  189. *> Sequential TSQR in Section 2.2 of [1].
  190. *>
  191. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  192. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  193. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  194. *> \endverbatim
  195. *>
  196. *> \ingroup lamtsqr
  197. *>
  198. * =====================================================================
  199. SUBROUTINE SLAMTSQR( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  200. $ LDT, C, LDC, WORK, LWORK, INFO )
  201. *
  202. * -- LAPACK computational routine --
  203. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  204. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  205. *
  206. * .. Scalar Arguments ..
  207. CHARACTER SIDE, TRANS
  208. INTEGER INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  209. * ..
  210. * .. Array Arguments ..
  211. REAL A( LDA, * ), WORK( * ), C( LDC, * ),
  212. $ T( LDT, * )
  213. * ..
  214. *
  215. * =====================================================================
  216. *
  217. * ..
  218. * .. Local Scalars ..
  219. LOGICAL LEFT, RIGHT, TRAN, NOTRAN, LQUERY
  220. INTEGER I, II, KK, LW, CTR, Q, MINMNK, LWMIN
  221. * ..
  222. * .. External Functions ..
  223. LOGICAL LSAME
  224. EXTERNAL LSAME
  225. REAL SROUNDUP_LWORK
  226. EXTERNAL SROUNDUP_LWORK
  227. * ..
  228. * .. External Subroutines ..
  229. EXTERNAL SGEMQRT, STPMQRT, XERBLA
  230. * ..
  231. * .. Executable Statements ..
  232. *
  233. * Test the input arguments
  234. *
  235. INFO = 0
  236. LQUERY = ( LWORK.EQ.-1 )
  237. NOTRAN = LSAME( TRANS, 'N' )
  238. TRAN = LSAME( TRANS, 'T' )
  239. LEFT = LSAME( SIDE, 'L' )
  240. RIGHT = LSAME( SIDE, 'R' )
  241. IF( LEFT ) THEN
  242. LW = N * NB
  243. Q = M
  244. ELSE
  245. LW = MB * NB
  246. Q = N
  247. END IF
  248. *
  249. MINMNK = MIN( M, N, K )
  250. IF( MINMNK.EQ.0 ) THEN
  251. LWMIN = 1
  252. ELSE
  253. LWMIN = MAX( 1, LW )
  254. END IF
  255. *
  256. IF( .NOT.LEFT .AND. .NOT.RIGHT ) THEN
  257. INFO = -1
  258. ELSE IF( .NOT.TRAN .AND. .NOT.NOTRAN ) THEN
  259. INFO = -2
  260. ELSE IF( M.LT.K ) THEN
  261. INFO = -3
  262. ELSE IF( N.LT.0 ) THEN
  263. INFO = -4
  264. ELSE IF( K.LT.0 ) THEN
  265. INFO = -5
  266. ELSE IF( K.LT.NB .OR. NB.LT.1 ) THEN
  267. INFO = -7
  268. ELSE IF( LDA.LT.MAX( 1, Q ) ) THEN
  269. INFO = -9
  270. ELSE IF( LDT.LT.MAX( 1, NB ) ) THEN
  271. INFO = -11
  272. ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
  273. INFO = -13
  274. ELSE IF( LWORK.LT.LWMIN. AND. (.NOT.LQUERY) ) THEN
  275. INFO = -15
  276. END IF
  277. *
  278. IF( INFO.EQ.0 ) THEN
  279. WORK( 1 ) = SROUNDUP_LWORK( LWMIN )
  280. END IF
  281. *
  282. IF( INFO.NE.0 ) THEN
  283. CALL XERBLA( 'SLAMTSQR', -INFO )
  284. RETURN
  285. ELSE IF( LQUERY ) THEN
  286. RETURN
  287. END IF
  288. *
  289. * Quick return if possible
  290. *
  291. IF( MINMNK.EQ.0 ) THEN
  292. RETURN
  293. END IF
  294. *
  295. * Determine the block size if it is tall skinny or short and wide
  296. *
  297. IF((MB.LE.K).OR.(MB.GE.MAX(M,N,K))) THEN
  298. CALL SGEMQRT( SIDE, TRANS, M, N, K, NB, A, LDA,
  299. $ T, LDT, C, LDC, WORK, INFO )
  300. RETURN
  301. END IF
  302. *
  303. IF(LEFT.AND.NOTRAN) THEN
  304. *
  305. * Multiply Q to the last block of C
  306. *
  307. KK = MOD((M-K),(MB-K))
  308. CTR = (M-K)/(MB-K)
  309. IF (KK.GT.0) THEN
  310. II=M-KK+1
  311. CALL STPMQRT('L','N',KK , N, K, 0, NB, A(II,1), LDA,
  312. $ T(1,CTR*K+1),LDT , C(1,1), LDC,
  313. $ C(II,1), LDC, WORK, INFO )
  314. ELSE
  315. II=M+1
  316. END IF
  317. *
  318. DO I=II-(MB-K),MB+1,-(MB-K)
  319. *
  320. * Multiply Q to the current block of C (I:I+MB,1:N)
  321. *
  322. CTR = CTR - 1
  323. CALL STPMQRT('L','N',MB-K , N, K, 0,NB, A(I,1), LDA,
  324. $ T(1, CTR * K + 1), LDT, C(1,1), LDC,
  325. $ C(I,1), LDC, WORK, INFO )
  326. *
  327. END DO
  328. *
  329. * Multiply Q to the first block of C (1:MB,1:N)
  330. *
  331. CALL SGEMQRT('L','N',MB , N, K, NB, A(1,1), LDA, T
  332. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  333. *
  334. ELSE IF (LEFT.AND.TRAN) THEN
  335. *
  336. * Multiply Q to the first block of C
  337. *
  338. KK = MOD((M-K),(MB-K))
  339. II=M-KK+1
  340. CTR = 1
  341. CALL SGEMQRT('L','T',MB , N, K, NB, A(1,1), LDA, T
  342. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  343. *
  344. DO I=MB+1,II-MB+K,(MB-K)
  345. *
  346. * Multiply Q to the current block of C (I:I+MB,1:N)
  347. *
  348. CALL STPMQRT('L','T',MB-K , N, K, 0,NB, A(I,1), LDA,
  349. $ T(1,CTR * K + 1),LDT, C(1,1), LDC,
  350. $ C(I,1), LDC, WORK, INFO )
  351. CTR = CTR + 1
  352. *
  353. END DO
  354. IF(II.LE.M) THEN
  355. *
  356. * Multiply Q to the last block of C
  357. *
  358. CALL STPMQRT('L','T',KK , N, K, 0,NB, A(II,1), LDA,
  359. $ T(1, CTR * K + 1), LDT, C(1,1), LDC,
  360. $ C(II,1), LDC, WORK, INFO )
  361. *
  362. END IF
  363. *
  364. ELSE IF(RIGHT.AND.TRAN) THEN
  365. *
  366. * Multiply Q to the last block of C
  367. *
  368. KK = MOD((N-K),(MB-K))
  369. CTR = (N-K)/(MB-K)
  370. IF (KK.GT.0) THEN
  371. II=N-KK+1
  372. CALL STPMQRT('R','T',M , KK, K, 0, NB, A(II,1), LDA,
  373. $ T(1, CTR * K + 1), LDT, C(1,1), LDC,
  374. $ C(1,II), LDC, WORK, INFO )
  375. ELSE
  376. II=N+1
  377. END IF
  378. *
  379. DO I=II-(MB-K),MB+1,-(MB-K)
  380. *
  381. * Multiply Q to the current block of C (1:M,I:I+MB)
  382. *
  383. CTR = CTR - 1
  384. CALL STPMQRT('R','T',M , MB-K, K, 0,NB, A(I,1), LDA,
  385. $ T(1, CTR * K + 1), LDT, C(1,1), LDC,
  386. $ C(1,I), LDC, WORK, INFO )
  387. *
  388. END DO
  389. *
  390. * Multiply Q to the first block of C (1:M,1:MB)
  391. *
  392. CALL SGEMQRT('R','T',M , MB, K, NB, A(1,1), LDA, T
  393. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  394. *
  395. ELSE IF (RIGHT.AND.NOTRAN) THEN
  396. *
  397. * Multiply Q to the first block of C
  398. *
  399. KK = MOD((N-K),(MB-K))
  400. II=N-KK+1
  401. CTR = 1
  402. CALL SGEMQRT('R','N', M, MB , K, NB, A(1,1), LDA, T
  403. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  404. *
  405. DO I=MB+1,II-MB+K,(MB-K)
  406. *
  407. * Multiply Q to the current block of C (1:M,I:I+MB)
  408. *
  409. CALL STPMQRT('R','N', M, MB-K, K, 0,NB, A(I,1), LDA,
  410. $ T(1, CTR * K + 1),LDT, C(1,1), LDC,
  411. $ C(1,I), LDC, WORK, INFO )
  412. CTR = CTR + 1
  413. *
  414. END DO
  415. IF(II.LE.N) THEN
  416. *
  417. * Multiply Q to the last block of C
  418. *
  419. CALL STPMQRT('R','N', M, KK , K, 0,NB, A(II,1), LDA,
  420. $ T(1, CTR * K + 1),LDT, C(1,1), LDC,
  421. $ C(1,II), LDC, WORK, INFO )
  422. *
  423. END IF
  424. *
  425. END IF
  426. *
  427. WORK( 1 ) = SROUNDUP_LWORK( LWMIN )
  428. RETURN
  429. *
  430. * End of SLAMTSQR
  431. *
  432. END