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dgeqp3.f 10 kB

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  1. *> \brief \b DGEQP3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEQP3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqp3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqp3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqp3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, 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. *> DGEQP3 computes a QR factorization with column pivoting of a
  38. *> matrix A: A*P = Q*R using Level 3 BLAS.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] M
  45. *> \verbatim
  46. *> M is INTEGER
  47. *> The number of rows of the matrix A. M >= 0.
  48. *> \endverbatim
  49. *>
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The number of columns of the matrix A. N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in,out] A
  57. *> \verbatim
  58. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  59. *> On entry, the M-by-N matrix A.
  60. *> On exit, the upper triangle of the array contains the
  61. *> min(M,N)-by-N upper trapezoidal matrix R; the elements below
  62. *> the diagonal, together with the array TAU, represent the
  63. *> orthogonal matrix Q as a product of min(M,N) elementary
  64. *> reflectors.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDA
  68. *> \verbatim
  69. *> LDA is INTEGER
  70. *> The leading dimension of the array A. LDA >= max(1,M).
  71. *> \endverbatim
  72. *>
  73. *> \param[in,out] JPVT
  74. *> \verbatim
  75. *> JPVT is INTEGER array, dimension (N)
  76. *> On entry, if JPVT(J).ne.0, the J-th column of A is permuted
  77. *> to the front of A*P (a leading column); if JPVT(J)=0,
  78. *> the J-th column of A is a free column.
  79. *> On exit, if JPVT(J)=K, then the J-th column of A*P was the
  80. *> the K-th column of A.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] TAU
  84. *> \verbatim
  85. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  86. *> The scalar factors of the elementary reflectors.
  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 >= 3*N+1.
  99. *> For optimal performance LWORK >= 2*N+( N+1 )*NB, where NB
  100. *> is 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 had 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 doubleGEcomputational
  126. *
  127. *> \par Further Details:
  128. * =====================
  129. *>
  130. *> \verbatim
  131. *>
  132. *> The matrix Q is represented as a product of elementary reflectors
  133. *>
  134. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  135. *>
  136. *> Each H(i) has the form
  137. *>
  138. *> H(i) = I - tau * v * v**T
  139. *>
  140. *> where tau is a real scalar, and v is a real/complex vector
  141. *> with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
  142. *> A(i+1:m,i), and tau in TAU(i).
  143. *> \endverbatim
  144. *
  145. *> \par Contributors:
  146. * ==================
  147. *>
  148. *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  149. *> X. Sun, Computer Science Dept., Duke University, USA
  150. *>
  151. * =====================================================================
  152. SUBROUTINE DGEQP3( M, N, A, LDA, JPVT, 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. * December 2016
  158. *
  159. * .. Scalar Arguments ..
  160. INTEGER INFO, LDA, LWORK, M, N
  161. * ..
  162. * .. Array Arguments ..
  163. INTEGER JPVT( * )
  164. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  165. * ..
  166. *
  167. * =====================================================================
  168. *
  169. * .. Parameters ..
  170. INTEGER INB, INBMIN, IXOVER
  171. PARAMETER ( INB = 1, INBMIN = 2, IXOVER = 3 )
  172. * ..
  173. * .. Local Scalars ..
  174. LOGICAL LQUERY
  175. INTEGER FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
  176. $ NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
  177. * ..
  178. * .. External Subroutines ..
  179. EXTERNAL DGEQRF, DLAQP2, DLAQPS, DORMQR, DSWAP, XERBLA
  180. * ..
  181. * .. External Functions ..
  182. INTEGER ILAENV
  183. DOUBLE PRECISION DNRM2
  184. EXTERNAL ILAENV, DNRM2
  185. * ..
  186. * .. Intrinsic Functions ..
  187. INTRINSIC INT, MAX, MIN
  188. * ..
  189. * .. Executable Statements ..
  190. *
  191. * Test input arguments
  192. * ====================
  193. *
  194. INFO = 0
  195. LQUERY = ( LWORK.EQ.-1 )
  196. IF( M.LT.0 ) THEN
  197. INFO = -1
  198. ELSE IF( N.LT.0 ) THEN
  199. INFO = -2
  200. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  201. INFO = -4
  202. END IF
  203. *
  204. IF( INFO.EQ.0 ) THEN
  205. MINMN = MIN( M, N )
  206. IF( MINMN.EQ.0 ) THEN
  207. IWS = 1
  208. LWKOPT = 1
  209. ELSE
  210. IWS = 3*N + 1
  211. NB = ILAENV( INB, 'DGEQRF', ' ', M, N, -1, -1 )
  212. LWKOPT = 2*N + ( N + 1 )*NB
  213. END IF
  214. WORK( 1 ) = LWKOPT
  215. *
  216. IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
  217. INFO = -8
  218. END IF
  219. END IF
  220. *
  221. IF( INFO.NE.0 ) THEN
  222. CALL XERBLA( 'DGEQP3', -INFO )
  223. RETURN
  224. ELSE IF( LQUERY ) THEN
  225. RETURN
  226. END IF
  227. *
  228. * Move initial columns up front.
  229. *
  230. NFXD = 1
  231. DO 10 J = 1, N
  232. IF( JPVT( J ).NE.0 ) THEN
  233. IF( J.NE.NFXD ) THEN
  234. CALL DSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
  235. JPVT( J ) = JPVT( NFXD )
  236. JPVT( NFXD ) = J
  237. ELSE
  238. JPVT( J ) = J
  239. END IF
  240. NFXD = NFXD + 1
  241. ELSE
  242. JPVT( J ) = J
  243. END IF
  244. 10 CONTINUE
  245. NFXD = NFXD - 1
  246. *
  247. * Factorize fixed columns
  248. * =======================
  249. *
  250. * Compute the QR factorization of fixed columns and update
  251. * remaining columns.
  252. *
  253. IF( NFXD.GT.0 ) THEN
  254. NA = MIN( M, NFXD )
  255. *CC CALL DGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
  256. CALL DGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
  257. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  258. IF( NA.LT.N ) THEN
  259. *CC CALL DORM2R( 'Left', 'Transpose', M, N-NA, NA, A, LDA,
  260. *CC $ TAU, A( 1, NA+1 ), LDA, WORK, INFO )
  261. CALL DORMQR( 'Left', 'Transpose', M, N-NA, NA, A, LDA, TAU,
  262. $ A( 1, NA+1 ), LDA, WORK, LWORK, INFO )
  263. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  264. END IF
  265. END IF
  266. *
  267. * Factorize free columns
  268. * ======================
  269. *
  270. IF( NFXD.LT.MINMN ) THEN
  271. *
  272. SM = M - NFXD
  273. SN = N - NFXD
  274. SMINMN = MINMN - NFXD
  275. *
  276. * Determine the block size.
  277. *
  278. NB = ILAENV( INB, 'DGEQRF', ' ', SM, SN, -1, -1 )
  279. NBMIN = 2
  280. NX = 0
  281. *
  282. IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
  283. *
  284. * Determine when to cross over from blocked to unblocked code.
  285. *
  286. NX = MAX( 0, ILAENV( IXOVER, 'DGEQRF', ' ', SM, SN, -1,
  287. $ -1 ) )
  288. *
  289. *
  290. IF( NX.LT.SMINMN ) THEN
  291. *
  292. * Determine if workspace is large enough for blocked code.
  293. *
  294. MINWS = 2*SN + ( SN+1 )*NB
  295. IWS = MAX( IWS, MINWS )
  296. IF( LWORK.LT.MINWS ) THEN
  297. *
  298. * Not enough workspace to use optimal NB: Reduce NB and
  299. * determine the minimum value of NB.
  300. *
  301. NB = ( LWORK-2*SN ) / ( SN+1 )
  302. NBMIN = MAX( 2, ILAENV( INBMIN, 'DGEQRF', ' ', SM, SN,
  303. $ -1, -1 ) )
  304. *
  305. *
  306. END IF
  307. END IF
  308. END IF
  309. *
  310. * Initialize partial column norms. The first N elements of work
  311. * store the exact column norms.
  312. *
  313. DO 20 J = NFXD + 1, N
  314. WORK( J ) = DNRM2( SM, A( NFXD+1, J ), 1 )
  315. WORK( N+J ) = WORK( J )
  316. 20 CONTINUE
  317. *
  318. IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
  319. $ ( NX.LT.SMINMN ) ) THEN
  320. *
  321. * Use blocked code initially.
  322. *
  323. J = NFXD + 1
  324. *
  325. * Compute factorization: while loop.
  326. *
  327. *
  328. TOPBMN = MINMN - NX
  329. 30 CONTINUE
  330. IF( J.LE.TOPBMN ) THEN
  331. JB = MIN( NB, TOPBMN-J+1 )
  332. *
  333. * Factorize JB columns among columns J:N.
  334. *
  335. CALL DLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
  336. $ JPVT( J ), TAU( J ), WORK( J ), WORK( N+J ),
  337. $ WORK( 2*N+1 ), WORK( 2*N+JB+1 ), N-J+1 )
  338. *
  339. J = J + FJB
  340. GO TO 30
  341. END IF
  342. ELSE
  343. J = NFXD + 1
  344. END IF
  345. *
  346. * Use unblocked code to factor the last or only block.
  347. *
  348. *
  349. IF( J.LE.MINMN )
  350. $ CALL DLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
  351. $ TAU( J ), WORK( J ), WORK( N+J ),
  352. $ WORK( 2*N+1 ) )
  353. *
  354. END IF
  355. *
  356. WORK( 1 ) = IWS
  357. RETURN
  358. *
  359. * End of DGEQP3
  360. *
  361. END