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.

dgeqpf.f 8.8 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306
  1. *> \brief \b DGEQPF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEQPF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqpf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqpf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqpf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER JPVT( * )
  28. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> This routine is deprecated and has been replaced by routine DGEQP3.
  38. *>
  39. *> DGEQPF computes a QR factorization with column pivoting of a
  40. *> real M-by-N matrix A: A*P = Q*R.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] M
  47. *> \verbatim
  48. *> M is INTEGER
  49. *> The number of rows of the matrix A. M >= 0.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The number of columns of the matrix A. N >= 0
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] A
  59. *> \verbatim
  60. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  61. *> On entry, the M-by-N matrix A.
  62. *> On exit, the upper triangle of the array contains the
  63. *> min(M,N)-by-N upper triangular matrix R; the elements
  64. *> below the diagonal, together with the array TAU,
  65. *> represent the orthogonal matrix Q as a product of
  66. *> min(m,n) elementary reflectors.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,M).
  73. *> \endverbatim
  74. *>
  75. *> \param[in,out] JPVT
  76. *> \verbatim
  77. *> JPVT is INTEGER array, dimension (N)
  78. *> On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
  79. *> to the front of A*P (a leading column); if JPVT(i) = 0,
  80. *> the i-th column of A is a free column.
  81. *> On exit, if JPVT(i) = k, then the i-th column of A*P
  82. *> was the k-th column of A.
  83. *> \endverbatim
  84. *>
  85. *> \param[out] TAU
  86. *> \verbatim
  87. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  88. *> The scalar factors of the elementary reflectors.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] WORK
  92. *> \verbatim
  93. *> WORK is DOUBLE PRECISION array, dimension (3*N)
  94. *> \endverbatim
  95. *>
  96. *> \param[out] INFO
  97. *> \verbatim
  98. *> INFO is INTEGER
  99. *> = 0: successful exit
  100. *> < 0: if INFO = -i, the i-th argument had an illegal value
  101. *> \endverbatim
  102. *
  103. * Authors:
  104. * ========
  105. *
  106. *> \author Univ. of Tennessee
  107. *> \author Univ. of California Berkeley
  108. *> \author Univ. of Colorado Denver
  109. *> \author NAG Ltd.
  110. *
  111. *> \date December 2016
  112. *
  113. *> \ingroup doubleGEcomputational
  114. *
  115. *> \par Further Details:
  116. * =====================
  117. *>
  118. *> \verbatim
  119. *>
  120. *> The matrix Q is represented as a product of elementary reflectors
  121. *>
  122. *> Q = H(1) H(2) . . . H(n)
  123. *>
  124. *> Each H(i) has the form
  125. *>
  126. *> H = I - tau * v * v**T
  127. *>
  128. *> where tau is a real scalar, and v is a real vector with
  129. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i).
  130. *>
  131. *> The matrix P is represented in jpvt as follows: If
  132. *> jpvt(j) = i
  133. *> then the jth column of P is the ith canonical unit vector.
  134. *>
  135. *> Partial column norm updating strategy modified by
  136. *> Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
  137. *> University of Zagreb, Croatia.
  138. *> -- April 2011 --
  139. *> For more details see LAPACK Working Note 176.
  140. *> \endverbatim
  141. *>
  142. * =====================================================================
  143. SUBROUTINE DGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO )
  144. *
  145. * -- LAPACK computational routine (version 3.7.0) --
  146. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  147. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  148. * December 2016
  149. *
  150. * .. Scalar Arguments ..
  151. INTEGER INFO, LDA, M, N
  152. * ..
  153. * .. Array Arguments ..
  154. INTEGER JPVT( * )
  155. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  156. * ..
  157. *
  158. * =====================================================================
  159. *
  160. * .. Parameters ..
  161. DOUBLE PRECISION ZERO, ONE
  162. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  163. * ..
  164. * .. Local Scalars ..
  165. INTEGER I, ITEMP, J, MA, MN, PVT
  166. DOUBLE PRECISION AII, TEMP, TEMP2, TOL3Z
  167. * ..
  168. * .. External Subroutines ..
  169. EXTERNAL DGEQR2, DLARF, DLARFG, DORM2R, DSWAP, XERBLA
  170. * ..
  171. * .. Intrinsic Functions ..
  172. INTRINSIC ABS, MAX, MIN, SQRT
  173. * ..
  174. * .. External Functions ..
  175. INTEGER IDAMAX
  176. DOUBLE PRECISION DLAMCH, DNRM2
  177. EXTERNAL IDAMAX, DLAMCH, DNRM2
  178. * ..
  179. * .. Executable Statements ..
  180. *
  181. * Test the input arguments
  182. *
  183. INFO = 0
  184. IF( M.LT.0 ) THEN
  185. INFO = -1
  186. ELSE IF( N.LT.0 ) THEN
  187. INFO = -2
  188. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  189. INFO = -4
  190. END IF
  191. IF( INFO.NE.0 ) THEN
  192. CALL XERBLA( 'DGEQPF', -INFO )
  193. RETURN
  194. END IF
  195. *
  196. MN = MIN( M, N )
  197. TOL3Z = SQRT(DLAMCH('Epsilon'))
  198. *
  199. * Move initial columns up front
  200. *
  201. ITEMP = 1
  202. DO 10 I = 1, N
  203. IF( JPVT( I ).NE.0 ) THEN
  204. IF( I.NE.ITEMP ) THEN
  205. CALL DSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 )
  206. JPVT( I ) = JPVT( ITEMP )
  207. JPVT( ITEMP ) = I
  208. ELSE
  209. JPVT( I ) = I
  210. END IF
  211. ITEMP = ITEMP + 1
  212. ELSE
  213. JPVT( I ) = I
  214. END IF
  215. 10 CONTINUE
  216. ITEMP = ITEMP - 1
  217. *
  218. * Compute the QR factorization and update remaining columns
  219. *
  220. IF( ITEMP.GT.0 ) THEN
  221. MA = MIN( ITEMP, M )
  222. CALL DGEQR2( M, MA, A, LDA, TAU, WORK, INFO )
  223. IF( MA.LT.N ) THEN
  224. CALL DORM2R( 'Left', 'Transpose', M, N-MA, MA, A, LDA, TAU,
  225. $ A( 1, MA+1 ), LDA, WORK, INFO )
  226. END IF
  227. END IF
  228. *
  229. IF( ITEMP.LT.MN ) THEN
  230. *
  231. * Initialize partial column norms. The first n elements of
  232. * work store the exact column norms.
  233. *
  234. DO 20 I = ITEMP + 1, N
  235. WORK( I ) = DNRM2( M-ITEMP, A( ITEMP+1, I ), 1 )
  236. WORK( N+I ) = WORK( I )
  237. 20 CONTINUE
  238. *
  239. * Compute factorization
  240. *
  241. DO 40 I = ITEMP + 1, MN
  242. *
  243. * Determine ith pivot column and swap if necessary
  244. *
  245. PVT = ( I-1 ) + IDAMAX( N-I+1, WORK( I ), 1 )
  246. *
  247. IF( PVT.NE.I ) THEN
  248. CALL DSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
  249. ITEMP = JPVT( PVT )
  250. JPVT( PVT ) = JPVT( I )
  251. JPVT( I ) = ITEMP
  252. WORK( PVT ) = WORK( I )
  253. WORK( N+PVT ) = WORK( N+I )
  254. END IF
  255. *
  256. * Generate elementary reflector H(i)
  257. *
  258. IF( I.LT.M ) THEN
  259. CALL DLARFG( M-I+1, A( I, I ), A( I+1, I ), 1, TAU( I ) )
  260. ELSE
  261. CALL DLARFG( 1, A( M, M ), A( M, M ), 1, TAU( M ) )
  262. END IF
  263. *
  264. IF( I.LT.N ) THEN
  265. *
  266. * Apply H(i) to A(i:m,i+1:n) from the left
  267. *
  268. AII = A( I, I )
  269. A( I, I ) = ONE
  270. CALL DLARF( 'LEFT', M-I+1, N-I, A( I, I ), 1, TAU( I ),
  271. $ A( I, I+1 ), LDA, WORK( 2*N+1 ) )
  272. A( I, I ) = AII
  273. END IF
  274. *
  275. * Update partial column norms
  276. *
  277. DO 30 J = I + 1, N
  278. IF( WORK( J ).NE.ZERO ) THEN
  279. *
  280. * NOTE: The following 4 lines follow from the analysis in
  281. * Lapack Working Note 176.
  282. *
  283. TEMP = ABS( A( I, J ) ) / WORK( J )
  284. TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
  285. TEMP2 = TEMP*( WORK( J ) / WORK( N+J ) )**2
  286. IF( TEMP2 .LE. TOL3Z ) THEN
  287. IF( M-I.GT.0 ) THEN
  288. WORK( J ) = DNRM2( M-I, A( I+1, J ), 1 )
  289. WORK( N+J ) = WORK( J )
  290. ELSE
  291. WORK( J ) = ZERO
  292. WORK( N+J ) = ZERO
  293. END IF
  294. ELSE
  295. WORK( J ) = WORK( J )*SQRT( TEMP )
  296. END IF
  297. END IF
  298. 30 CONTINUE
  299. *
  300. 40 CONTINUE
  301. END IF
  302. RETURN
  303. *
  304. * End of DGEQPF
  305. *
  306. END