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dlatsqr.f 7.4 kB

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  1. *
  2. * Definition:
  3. * ===========
  4. *
  5. * SUBROUTINE DLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  6. * LWORK, INFO)
  7. *
  8. * .. Scalar Arguments ..
  9. * INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  10. * ..
  11. * .. Array Arguments ..
  12. * DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
  13. * ..
  14. *
  15. *
  16. *> \par Purpose:
  17. * =============
  18. *>
  19. *> \verbatim
  20. *>
  21. *> DLATSQR computes a blocked Tall-Skinny QR factorization of
  22. *> an M-by-N matrix A, where M >= N:
  23. *> A = Q * R .
  24. *> \endverbatim
  25. *
  26. * Arguments:
  27. * ==========
  28. *
  29. *> \param[in] M
  30. *> \verbatim
  31. *> M is INTEGER
  32. *> The number of rows of the matrix A. M >= 0.
  33. *> \endverbatim
  34. *>
  35. *> \param[in] N
  36. *> \verbatim
  37. *> N is INTEGER
  38. *> The number of columns of the matrix A. M >= N >= 0.
  39. *> \endverbatim
  40. *>
  41. *> \param[in] MB
  42. *> \verbatim
  43. *> MB is INTEGER
  44. *> The row block size to be used in the blocked QR.
  45. *> MB > N.
  46. *> \endverbatim
  47. *>
  48. *> \param[in] NB
  49. *> \verbatim
  50. *> NB is INTEGER
  51. *> The column block size to be used in the blocked QR.
  52. *> N >= NB >= 1.
  53. *> \endverbatim
  54. *>
  55. *> \param[in,out] A
  56. *> \verbatim
  57. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  58. *> On entry, the M-by-N matrix A.
  59. *> On exit, the elements on and above the diagonal
  60. *> of the array contain the N-by-N upper triangular matrix R;
  61. *> the elements below the diagonal represent Q by the columns
  62. *> of blocked V (see Further Details).
  63. *> \endverbatim
  64. *>
  65. *> \param[in] LDA
  66. *> \verbatim
  67. *> LDA is INTEGER
  68. *> The leading dimension of the array A. LDA >= max(1,M).
  69. *> \endverbatim
  70. *>
  71. *> \param[out] T
  72. *> \verbatim
  73. *> T is DOUBLE PRECISION array,
  74. *> dimension (LDT, N * Number_of_row_blocks)
  75. *> where Number_of_row_blocks = CEIL((M-N)/(MB-N))
  76. *> The blocked upper triangular block reflectors stored in compact form
  77. *> as a sequence of upper triangular blocks.
  78. *> See Further Details below.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDT
  82. *> \verbatim
  83. *> LDT is INTEGER
  84. *> The leading dimension of the array T. LDT >= NB.
  85. *> \endverbatim
  86. *>
  87. *> \param[out] WORK
  88. *> \verbatim
  89. *> (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  90. *> \endverbatim
  91. *>
  92. *> \param[in] LWORK
  93. *> \verbatim
  94. *> The dimension of the array WORK. LWORK >= NB*N.
  95. *> If LWORK = -1, then a workspace query is assumed; the routine
  96. *> only calculates the optimal size of the WORK array, returns
  97. *> this value as the first entry of the WORK array, and no error
  98. *> message related to LWORK is issued by XERBLA.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] INFO
  102. *> \verbatim
  103. *> INFO is INTEGER
  104. *> = 0: successful exit
  105. *> < 0: if INFO = -i, the i-th argument had an illegal value
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \par Further Details:
  117. * =====================
  118. *>
  119. *> \verbatim
  120. *> Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations,
  121. *> representing Q as a product of other orthogonal matrices
  122. *> Q = Q(1) * Q(2) * . . . * Q(k)
  123. *> where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
  124. *> Q(1) zeros out the subdiagonal entries of rows 1:MB of A
  125. *> Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
  126. *> Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
  127. *> . . .
  128. *>
  129. *> Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors
  130. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  131. *> block reflectors, stored in array T(1:LDT,1:N).
  132. *> For more information see Further Details in GEQRT.
  133. *>
  134. *> Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors
  135. *> stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular
  136. *> block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N).
  137. *> The last Q(k) may use fewer rows.
  138. *> For more information see Further Details in TPQRT.
  139. *>
  140. *> For more details of the overall algorithm, see the description of
  141. *> Sequential TSQR in Section 2.2 of [1].
  142. *>
  143. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  144. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  145. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  146. *> \endverbatim
  147. *>
  148. * =====================================================================
  149. SUBROUTINE DLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  150. $ LWORK, INFO)
  151. *
  152. * -- LAPACK computational routine (version 3.7.0) --
  153. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  154. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. --
  155. * December 2016
  156. *
  157. * .. Scalar Arguments ..
  158. INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  159. * ..
  160. * .. Array Arguments ..
  161. DOUBLE PRECISION A( LDA, * ), WORK( * ), T(LDT, *)
  162. * ..
  163. *
  164. * =====================================================================
  165. *
  166. * ..
  167. * .. Local Scalars ..
  168. LOGICAL LQUERY
  169. INTEGER I, II, KK, CTR
  170. * ..
  171. * .. EXTERNAL FUNCTIONS ..
  172. LOGICAL LSAME
  173. EXTERNAL LSAME
  174. * .. EXTERNAL SUBROUTINES ..
  175. EXTERNAL DGEQRT, DTPQRT, XERBLA
  176. * .. INTRINSIC FUNCTIONS ..
  177. INTRINSIC MAX, MIN, MOD
  178. * ..
  179. * .. EXECUTABLE STATEMENTS ..
  180. *
  181. * TEST THE INPUT ARGUMENTS
  182. *
  183. INFO = 0
  184. *
  185. LQUERY = ( LWORK.EQ.-1 )
  186. *
  187. IF( M.LT.0 ) THEN
  188. INFO = -1
  189. ELSE IF( N.LT.0 .OR. M.LT.N ) THEN
  190. INFO = -2
  191. ELSE IF( MB.LE.N ) THEN
  192. INFO = -3
  193. ELSE IF( NB.LT.1 .OR. ( NB.GT.N .AND. N.GT.0 )) THEN
  194. INFO = -4
  195. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  196. INFO = -5
  197. ELSE IF( LDT.LT.NB ) THEN
  198. INFO = -8
  199. ELSE IF( LWORK.LT.(N*NB) .AND. (.NOT.LQUERY) ) THEN
  200. INFO = -10
  201. END IF
  202. IF( INFO.EQ.0) THEN
  203. WORK(1) = NB*N
  204. END IF
  205. IF( INFO.NE.0 ) THEN
  206. CALL XERBLA( 'DLATSQR', -INFO )
  207. RETURN
  208. ELSE IF (LQUERY) THEN
  209. RETURN
  210. END IF
  211. *
  212. * Quick return if possible
  213. *
  214. IF( MIN(M,N).EQ.0 ) THEN
  215. RETURN
  216. END IF
  217. *
  218. * The QR Decomposition
  219. *
  220. IF ((MB.LE.N).OR.(MB.GE.M)) THEN
  221. CALL DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO)
  222. RETURN
  223. END IF
  224. *
  225. KK = MOD((M-N),(MB-N))
  226. II=M-KK+1
  227. *
  228. * Compute the QR factorization of the first block A(1:MB,1:N)
  229. *
  230. CALL DGEQRT( MB, N, NB, A(1,1), LDA, T, LDT, WORK, INFO )
  231. *
  232. CTR = 1
  233. DO I = MB+1, II-MB+N , (MB-N)
  234. *
  235. * Compute the QR factorization of the current block A(I:I+MB-N,1:N)
  236. *
  237. CALL DTPQRT( MB-N, N, 0, NB, A(1,1), LDA, A( I, 1 ), LDA,
  238. $ T(1, CTR * N + 1),
  239. $ LDT, WORK, INFO )
  240. CTR = CTR + 1
  241. END DO
  242. *
  243. * Compute the QR factorization of the last block A(II:M,1:N)
  244. *
  245. IF (II.LE.M) THEN
  246. CALL DTPQRT( KK, N, 0, NB, A(1,1), LDA, A( II, 1 ), LDA,
  247. $ T(1, CTR * N + 1), LDT,
  248. $ WORK, INFO )
  249. END IF
  250. *
  251. WORK( 1 ) = N*NB
  252. RETURN
  253. *
  254. * End of DLATSQR
  255. *
  256. END