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clatsqr.f 7.9 kB

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  1. *> \brief \b CLATSQR
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE CLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  7. * LWORK, INFO)
  8. *
  9. * .. Scalar Arguments ..
  10. * INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  11. * ..
  12. * .. Array Arguments ..
  13. * COMPLEX A( LDA, * ), T( LDT, * ), WORK( * )
  14. * ..
  15. *
  16. *
  17. *> \par Purpose:
  18. * =============
  19. *>
  20. *> \verbatim
  21. *>
  22. *> CLATSQR computes a blocked Tall-Skinny QR factorization of
  23. *> a complex M-by-N matrix A for M >= N:
  24. *>
  25. *> A = Q * ( R ),
  26. *> ( 0 )
  27. *>
  28. *> where:
  29. *>
  30. *> Q is a M-by-M orthogonal matrix, stored on exit in an implicit
  31. *> form in the elements below the diagonal of the array A and in
  32. *> the elements of the array T;
  33. *>
  34. *> R is an upper-triangular N-by-N matrix, stored on exit in
  35. *> the elements on and above the diagonal of the array A.
  36. *>
  37. *> 0 is a (M-N)-by-N zero matrix, and is not stored.
  38. *>
  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. M >= N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] MB
  57. *> \verbatim
  58. *> MB is INTEGER
  59. *> The row block size to be used in the blocked QR.
  60. *> MB > N.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] NB
  64. *> \verbatim
  65. *> NB is INTEGER
  66. *> The column block size to be used in the blocked QR.
  67. *> N >= NB >= 1.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] A
  71. *> \verbatim
  72. *> A is COMPLEX array, dimension (LDA,N)
  73. *> On entry, the M-by-N matrix A.
  74. *> On exit, the elements on and above the diagonal
  75. *> of the array contain the N-by-N upper triangular matrix R;
  76. *> the elements below the diagonal represent Q by the columns
  77. *> of blocked V (see Further Details).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDA
  81. *> \verbatim
  82. *> LDA is INTEGER
  83. *> The leading dimension of the array A. LDA >= max(1,M).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] T
  87. *> \verbatim
  88. *> T is COMPLEX array,
  89. *> dimension (LDT, N * Number_of_row_blocks)
  90. *> where Number_of_row_blocks = CEIL((M-N)/(MB-N))
  91. *> The blocked upper triangular block reflectors stored in compact form
  92. *> as a sequence of upper triangular blocks.
  93. *> See Further Details below.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDT
  97. *> \verbatim
  98. *> LDT is INTEGER
  99. *> The leading dimension of the array T. LDT >= NB.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> (workspace) COMPLEX array, dimension (MAX(1,LWORK))
  105. *> \endverbatim
  106. *>
  107. *> \param[in] LWORK
  108. *> \verbatim
  109. *> LWORK is INTEGER
  110. *> The dimension of the array WORK. LWORK >= NB*N.
  111. *> If LWORK = -1, then a workspace query is assumed; the routine
  112. *> only calculates the optimal size of the WORK array, returns
  113. *> this value as the first entry of the WORK array, and no error
  114. *> message related to LWORK is issued by XERBLA.
  115. *> \endverbatim
  116. *>
  117. *> \param[out] INFO
  118. *> \verbatim
  119. *> INFO is INTEGER
  120. *> = 0: successful exit
  121. *> < 0: if INFO = -i, the i-th argument had an illegal value
  122. *> \endverbatim
  123. *
  124. * Authors:
  125. * ========
  126. *
  127. *> \author Univ. of Tennessee
  128. *> \author Univ. of California Berkeley
  129. *> \author Univ. of Colorado Denver
  130. *> \author NAG Ltd.
  131. *
  132. *> \par Further Details:
  133. * =====================
  134. *>
  135. *> \verbatim
  136. *> Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations,
  137. *> representing Q as a product of other orthogonal matrices
  138. *> Q = Q(1) * Q(2) * . . . * Q(k)
  139. *> where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
  140. *> Q(1) zeros out the subdiagonal entries of rows 1:MB of A
  141. *> Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
  142. *> Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
  143. *> . . .
  144. *>
  145. *> Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors
  146. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  147. *> block reflectors, stored in array T(1:LDT,1:N).
  148. *> For more information see Further Details in GEQRT.
  149. *>
  150. *> Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors
  151. *> stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular
  152. *> block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N).
  153. *> The last Q(k) may use fewer rows.
  154. *> For more information see Further Details in TPQRT.
  155. *>
  156. *> For more details of the overall algorithm, see the description of
  157. *> Sequential TSQR in Section 2.2 of [1].
  158. *>
  159. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  160. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  161. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  162. *> \endverbatim
  163. *>
  164. *> \ingroup latsqr
  165. *>
  166. * =====================================================================
  167. SUBROUTINE CLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  168. $ LWORK, INFO)
  169. *
  170. * -- LAPACK computational routine --
  171. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  172. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. --
  173. *
  174. * .. Scalar Arguments ..
  175. INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  176. * ..
  177. * .. Array Arguments ..
  178. COMPLEX A( LDA, * ), WORK( * ), T(LDT, *)
  179. * ..
  180. *
  181. * =====================================================================
  182. *
  183. * ..
  184. * .. Local Scalars ..
  185. LOGICAL LQUERY
  186. INTEGER I, II, KK, CTR
  187. * ..
  188. * .. EXTERNAL FUNCTIONS ..
  189. LOGICAL LSAME
  190. REAL SROUNDUP_LWORK
  191. EXTERNAL LSAME, SROUNDUP_LWORK
  192. * .. EXTERNAL SUBROUTINES ..
  193. EXTERNAL CGEQRT, CTPQRT, XERBLA
  194. * .. INTRINSIC FUNCTIONS ..
  195. INTRINSIC MAX, MIN, MOD
  196. * ..
  197. * .. EXECUTABLE STATEMENTS ..
  198. *
  199. * TEST THE INPUT ARGUMENTS
  200. *
  201. INFO = 0
  202. *
  203. LQUERY = ( LWORK.EQ.-1 )
  204. *
  205. IF( M.LT.0 ) THEN
  206. INFO = -1
  207. ELSE IF( N.LT.0 .OR. M.LT.N ) THEN
  208. INFO = -2
  209. ELSE IF( MB.LT.1 ) THEN
  210. INFO = -3
  211. ELSE IF( NB.LT.1 .OR. ( NB.GT.N .AND. N.GT.0 )) THEN
  212. INFO = -4
  213. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  214. INFO = -6
  215. ELSE IF( LDT.LT.NB ) THEN
  216. INFO = -8
  217. ELSE IF( LWORK.LT.(N*NB) .AND. (.NOT.LQUERY) ) THEN
  218. INFO = -10
  219. END IF
  220. IF( INFO.EQ.0) THEN
  221. WORK(1) = SROUNDUP_LWORK(NB*N)
  222. END IF
  223. IF( INFO.NE.0 ) THEN
  224. CALL XERBLA( 'CLATSQR', -INFO )
  225. RETURN
  226. ELSE IF (LQUERY) THEN
  227. RETURN
  228. END IF
  229. *
  230. * Quick return if possible
  231. *
  232. IF( MIN(M,N).EQ.0 ) THEN
  233. RETURN
  234. END IF
  235. *
  236. * The QR Decomposition
  237. *
  238. IF ((MB.LE.N).OR.(MB.GE.M)) THEN
  239. CALL CGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO)
  240. RETURN
  241. END IF
  242. KK = MOD((M-N),(MB-N))
  243. II=M-KK+1
  244. *
  245. * Compute the QR factorization of the first block A(1:MB,1:N)
  246. *
  247. CALL CGEQRT( MB, N, NB, A(1,1), LDA, T, LDT, WORK, INFO )
  248. CTR = 1
  249. *
  250. DO I = MB+1, II-MB+N , (MB-N)
  251. *
  252. * Compute the QR factorization of the current block A(I:I+MB-N,1:N)
  253. *
  254. CALL CTPQRT( MB-N, N, 0, NB, A(1,1), LDA, A( I, 1 ), LDA,
  255. $ T(1,CTR * N + 1),
  256. $ LDT, WORK, INFO )
  257. CTR = CTR + 1
  258. END DO
  259. *
  260. * Compute the QR factorization of the last block A(II:M,1:N)
  261. *
  262. IF (II.LE.M) THEN
  263. CALL CTPQRT( KK, N, 0, NB, A(1,1), LDA, A( II, 1 ), LDA,
  264. $ T(1, CTR * N + 1), LDT,
  265. $ WORK, INFO )
  266. END IF
  267. *
  268. WORK( 1 ) = SROUNDUP_LWORK(N*NB)
  269. RETURN
  270. *
  271. * End of CLATSQR
  272. *
  273. END