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zlaqps.f 11 kB

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  1. *> \brief \b ZLAQPS computes a step of QR factorization with column pivoting of a real m-by-n matrix A by using BLAS level 3.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLAQPS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaqps.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaqps.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaqps.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
  22. * VN2, AUXV, F, LDF )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER KB, LDA, LDF, M, N, NB, OFFSET
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER JPVT( * )
  29. * DOUBLE PRECISION VN1( * ), VN2( * )
  30. * COMPLEX*16 A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZLAQPS computes a step of QR factorization with column pivoting
  40. *> of a complex M-by-N matrix A by using Blas-3. It tries to factorize
  41. *> NB columns from A starting from the row OFFSET+1, and updates all
  42. *> of the matrix with Blas-3 xGEMM.
  43. *>
  44. *> In some cases, due to catastrophic cancellations, it cannot
  45. *> factorize NB columns. Hence, the actual number of factorized
  46. *> columns is returned in KB.
  47. *>
  48. *> Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] M
  55. *> \verbatim
  56. *> M is INTEGER
  57. *> The number of rows of the matrix A. M >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] N
  61. *> \verbatim
  62. *> N is INTEGER
  63. *> The number of columns of the matrix A. N >= 0
  64. *> \endverbatim
  65. *>
  66. *> \param[in] OFFSET
  67. *> \verbatim
  68. *> OFFSET is INTEGER
  69. *> The number of rows of A that have been factorized in
  70. *> previous steps.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] NB
  74. *> \verbatim
  75. *> NB is INTEGER
  76. *> The number of columns to factorize.
  77. *> \endverbatim
  78. *>
  79. *> \param[out] KB
  80. *> \verbatim
  81. *> KB is INTEGER
  82. *> The number of columns actually factorized.
  83. *> \endverbatim
  84. *>
  85. *> \param[in,out] A
  86. *> \verbatim
  87. *> A is COMPLEX*16 array, dimension (LDA,N)
  88. *> On entry, the M-by-N matrix A.
  89. *> On exit, block A(OFFSET+1:M,1:KB) is the triangular
  90. *> factor obtained and block A(1:OFFSET,1:N) has been
  91. *> accordingly pivoted, but no factorized.
  92. *> The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
  93. *> been updated.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDA
  97. *> \verbatim
  98. *> LDA is INTEGER
  99. *> The leading dimension of the array A. LDA >= max(1,M).
  100. *> \endverbatim
  101. *>
  102. *> \param[in,out] JPVT
  103. *> \verbatim
  104. *> JPVT is INTEGER array, dimension (N)
  105. *> JPVT(I) = K <==> Column K of the full matrix A has been
  106. *> permuted into position I in AP.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] TAU
  110. *> \verbatim
  111. *> TAU is COMPLEX*16 array, dimension (KB)
  112. *> The scalar factors of the elementary reflectors.
  113. *> \endverbatim
  114. *>
  115. *> \param[in,out] VN1
  116. *> \verbatim
  117. *> VN1 is DOUBLE PRECISION array, dimension (N)
  118. *> The vector with the partial column norms.
  119. *> \endverbatim
  120. *>
  121. *> \param[in,out] VN2
  122. *> \verbatim
  123. *> VN2 is DOUBLE PRECISION array, dimension (N)
  124. *> The vector with the exact column norms.
  125. *> \endverbatim
  126. *>
  127. *> \param[in,out] AUXV
  128. *> \verbatim
  129. *> AUXV is COMPLEX*16 array, dimension (NB)
  130. *> Auxiliary vector.
  131. *> \endverbatim
  132. *>
  133. *> \param[in,out] F
  134. *> \verbatim
  135. *> F is COMPLEX*16 array, dimension (LDF,NB)
  136. *> Matrix F**H = L * Y**H * A.
  137. *> \endverbatim
  138. *>
  139. *> \param[in] LDF
  140. *> \verbatim
  141. *> LDF is INTEGER
  142. *> The leading dimension of the array F. LDF >= max(1,N).
  143. *> \endverbatim
  144. *
  145. * Authors:
  146. * ========
  147. *
  148. *> \author Univ. of Tennessee
  149. *> \author Univ. of California Berkeley
  150. *> \author Univ. of Colorado Denver
  151. *> \author NAG Ltd.
  152. *
  153. *> \ingroup complex16OTHERauxiliary
  154. *
  155. *> \par Contributors:
  156. * ==================
  157. *>
  158. *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  159. *> X. Sun, Computer Science Dept., Duke University, USA
  160. *> \n
  161. *> Partial column norm updating strategy modified on April 2011
  162. *> Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
  163. *> University of Zagreb, Croatia.
  164. *
  165. *> \par References:
  166. * ================
  167. *>
  168. *> LAPACK Working Note 176
  169. *
  170. *> \htmlonly
  171. *> <a href="http://www.netlib.org/lapack/lawnspdf/lawn176.pdf">[PDF]</a>
  172. *> \endhtmlonly
  173. *
  174. * =====================================================================
  175. SUBROUTINE ZLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
  176. $ VN2, AUXV, F, LDF )
  177. *
  178. * -- LAPACK auxiliary routine --
  179. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  180. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  181. *
  182. * .. Scalar Arguments ..
  183. INTEGER KB, LDA, LDF, M, N, NB, OFFSET
  184. * ..
  185. * .. Array Arguments ..
  186. INTEGER JPVT( * )
  187. DOUBLE PRECISION VN1( * ), VN2( * )
  188. COMPLEX*16 A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * )
  189. * ..
  190. *
  191. * =====================================================================
  192. *
  193. * .. Parameters ..
  194. DOUBLE PRECISION ZERO, ONE
  195. COMPLEX*16 CZERO, CONE
  196. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
  197. $ CZERO = ( 0.0D+0, 0.0D+0 ),
  198. $ CONE = ( 1.0D+0, 0.0D+0 ) )
  199. * ..
  200. * .. Local Scalars ..
  201. INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK
  202. DOUBLE PRECISION TEMP, TEMP2, TOL3Z
  203. COMPLEX*16 AKK
  204. * ..
  205. * .. External Subroutines ..
  206. EXTERNAL ZGEMM, ZGEMV, ZLARFG, ZSWAP
  207. * ..
  208. * .. Intrinsic Functions ..
  209. INTRINSIC ABS, DBLE, DCONJG, MAX, MIN, NINT, SQRT
  210. * ..
  211. * .. External Functions ..
  212. INTEGER IDAMAX
  213. DOUBLE PRECISION DLAMCH, DZNRM2
  214. EXTERNAL IDAMAX, DLAMCH, DZNRM2
  215. * ..
  216. * .. Executable Statements ..
  217. *
  218. LASTRK = MIN( M, N+OFFSET )
  219. LSTICC = 0
  220. K = 0
  221. TOL3Z = SQRT(DLAMCH('Epsilon'))
  222. *
  223. * Beginning of while loop.
  224. *
  225. 10 CONTINUE
  226. IF( ( K.LT.NB ) .AND. ( LSTICC.EQ.0 ) ) THEN
  227. K = K + 1
  228. RK = OFFSET + K
  229. *
  230. * Determine ith pivot column and swap if necessary
  231. *
  232. PVT = ( K-1 ) + IDAMAX( N-K+1, VN1( K ), 1 )
  233. IF( PVT.NE.K ) THEN
  234. CALL ZSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 )
  235. CALL ZSWAP( K-1, F( PVT, 1 ), LDF, F( K, 1 ), LDF )
  236. ITEMP = JPVT( PVT )
  237. JPVT( PVT ) = JPVT( K )
  238. JPVT( K ) = ITEMP
  239. VN1( PVT ) = VN1( K )
  240. VN2( PVT ) = VN2( K )
  241. END IF
  242. *
  243. * Apply previous Householder reflectors to column K:
  244. * A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)**H.
  245. *
  246. IF( K.GT.1 ) THEN
  247. DO 20 J = 1, K - 1
  248. F( K, J ) = DCONJG( F( K, J ) )
  249. 20 CONTINUE
  250. CALL ZGEMV( 'No transpose', M-RK+1, K-1, -CONE, A( RK, 1 ),
  251. $ LDA, F( K, 1 ), LDF, CONE, A( RK, K ), 1 )
  252. DO 30 J = 1, K - 1
  253. F( K, J ) = DCONJG( F( K, J ) )
  254. 30 CONTINUE
  255. END IF
  256. *
  257. * Generate elementary reflector H(k).
  258. *
  259. IF( RK.LT.M ) THEN
  260. CALL ZLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) )
  261. ELSE
  262. CALL ZLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) )
  263. END IF
  264. *
  265. AKK = A( RK, K )
  266. A( RK, K ) = CONE
  267. *
  268. * Compute Kth column of F:
  269. *
  270. * Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)**H*A(RK:M,K).
  271. *
  272. IF( K.LT.N ) THEN
  273. CALL ZGEMV( 'Conjugate transpose', M-RK+1, N-K, TAU( K ),
  274. $ A( RK, K+1 ), LDA, A( RK, K ), 1, CZERO,
  275. $ F( K+1, K ), 1 )
  276. END IF
  277. *
  278. * Padding F(1:K,K) with zeros.
  279. *
  280. DO 40 J = 1, K
  281. F( J, K ) = CZERO
  282. 40 CONTINUE
  283. *
  284. * Incremental updating of F:
  285. * F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)**H
  286. * *A(RK:M,K).
  287. *
  288. IF( K.GT.1 ) THEN
  289. CALL ZGEMV( 'Conjugate transpose', M-RK+1, K-1, -TAU( K ),
  290. $ A( RK, 1 ), LDA, A( RK, K ), 1, CZERO,
  291. $ AUXV( 1 ), 1 )
  292. *
  293. CALL ZGEMV( 'No transpose', N, K-1, CONE, F( 1, 1 ), LDF,
  294. $ AUXV( 1 ), 1, CONE, F( 1, K ), 1 )
  295. END IF
  296. *
  297. * Update the current row of A:
  298. * A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)**H.
  299. *
  300. IF( K.LT.N ) THEN
  301. CALL ZGEMM( 'No transpose', 'Conjugate transpose', 1, N-K,
  302. $ K, -CONE, A( RK, 1 ), LDA, F( K+1, 1 ), LDF,
  303. $ CONE, A( RK, K+1 ), LDA )
  304. END IF
  305. *
  306. * Update partial column norms.
  307. *
  308. IF( RK.LT.LASTRK ) THEN
  309. DO 50 J = K + 1, N
  310. IF( VN1( J ).NE.ZERO ) THEN
  311. *
  312. * NOTE: The following 4 lines follow from the analysis in
  313. * Lapack Working Note 176.
  314. *
  315. TEMP = ABS( A( RK, J ) ) / VN1( J )
  316. TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
  317. TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
  318. IF( TEMP2 .LE. TOL3Z ) THEN
  319. VN2( J ) = DBLE( LSTICC )
  320. LSTICC = J
  321. ELSE
  322. VN1( J ) = VN1( J )*SQRT( TEMP )
  323. END IF
  324. END IF
  325. 50 CONTINUE
  326. END IF
  327. *
  328. A( RK, K ) = AKK
  329. *
  330. * End of while loop.
  331. *
  332. GO TO 10
  333. END IF
  334. KB = K
  335. RK = OFFSET + KB
  336. *
  337. * Apply the block reflector to the rest of the matrix:
  338. * A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) -
  339. * A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)**H.
  340. *
  341. IF( KB.LT.MIN( N, M-OFFSET ) ) THEN
  342. CALL ZGEMM( 'No transpose', 'Conjugate transpose', M-RK, N-KB,
  343. $ KB, -CONE, A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF,
  344. $ CONE, A( RK+1, KB+1 ), LDA )
  345. END IF
  346. *
  347. * Recomputation of difficult columns.
  348. *
  349. 60 CONTINUE
  350. IF( LSTICC.GT.0 ) THEN
  351. ITEMP = NINT( VN2( LSTICC ) )
  352. VN1( LSTICC ) = DZNRM2( M-RK, A( RK+1, LSTICC ), 1 )
  353. *
  354. * NOTE: The computation of VN1( LSTICC ) relies on the fact that
  355. * SNRM2 does not fail on vectors with norm below the value of
  356. * SQRT(DLAMCH('S'))
  357. *
  358. VN2( LSTICC ) = VN1( LSTICC )
  359. LSTICC = ITEMP
  360. GO TO 60
  361. END IF
  362. *
  363. RETURN
  364. *
  365. * End of ZLAQPS
  366. *
  367. END