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dgelqf.f 7.7 kB

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  1. *> \brief \b DGELQF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGELQF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelqf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelqf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelqf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGELQF computes an LQ factorization of a real M-by-N matrix A:
  37. *>
  38. *> A = ( L 0 ) * Q
  39. *>
  40. *> where:
  41. *>
  42. *> Q is a N-by-N orthogonal matrix;
  43. *> L is a lower-triangular M-by-M matrix;
  44. *> 0 is a M-by-(N-M) zero matrix, if M < N.
  45. *>
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] M
  52. *> \verbatim
  53. *> M is INTEGER
  54. *> The number of rows of the matrix A. M >= 0.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] N
  58. *> \verbatim
  59. *> N is INTEGER
  60. *> The number of columns of the matrix A. N >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in,out] A
  64. *> \verbatim
  65. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  66. *> On entry, the M-by-N matrix A.
  67. *> On exit, the elements on and below the diagonal of the array
  68. *> contain the m-by-min(m,n) lower trapezoidal matrix L (L is
  69. *> lower triangular if m <= n); the elements above the diagonal,
  70. *> with the array TAU, represent the orthogonal matrix Q as a
  71. *> product of elementary reflectors (see Further Details).
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,M).
  78. *> \endverbatim
  79. *>
  80. *> \param[out] TAU
  81. *> \verbatim
  82. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  83. *> The scalar factors of the elementary reflectors (see Further
  84. *> Details).
  85. *> \endverbatim
  86. *>
  87. *> \param[out] WORK
  88. *> \verbatim
  89. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  90. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LWORK
  94. *> \verbatim
  95. *> LWORK is INTEGER
  96. *> The dimension of the array WORK. LWORK >= max(1,M).
  97. *> For optimum performance LWORK >= M*NB, where NB is the
  98. *> optimal blocksize.
  99. *>
  100. *> If LWORK = -1, then a workspace query is assumed; the routine
  101. *> only calculates the optimal size of the WORK array, returns
  102. *> this value as the first entry of the WORK array, and no error
  103. *> message related to LWORK is issued by XERBLA.
  104. *> \endverbatim
  105. *>
  106. *> \param[out] INFO
  107. *> \verbatim
  108. *> INFO is INTEGER
  109. *> = 0: successful exit
  110. *> < 0: if INFO = -i, the i-th argument had an illegal value
  111. *> \endverbatim
  112. *
  113. * Authors:
  114. * ========
  115. *
  116. *> \author Univ. of Tennessee
  117. *> \author Univ. of California Berkeley
  118. *> \author Univ. of Colorado Denver
  119. *> \author NAG Ltd.
  120. *
  121. *> \ingroup doubleGEcomputational
  122. *
  123. *> \par Further Details:
  124. * =====================
  125. *>
  126. *> \verbatim
  127. *>
  128. *> The matrix Q is represented as a product of elementary reflectors
  129. *>
  130. *> Q = H(k) . . . H(2) H(1), where k = min(m,n).
  131. *>
  132. *> Each H(i) has the form
  133. *>
  134. *> H(i) = I - tau * v * v**T
  135. *>
  136. *> where tau is a real scalar, and v is a real vector with
  137. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),
  138. *> and tau in TAU(i).
  139. *> \endverbatim
  140. *>
  141. * =====================================================================
  142. SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  143. *
  144. * -- LAPACK computational routine --
  145. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  146. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  147. *
  148. * .. Scalar Arguments ..
  149. INTEGER INFO, LDA, LWORK, M, N
  150. * ..
  151. * .. Array Arguments ..
  152. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  153. * ..
  154. *
  155. * =====================================================================
  156. *
  157. * .. Local Scalars ..
  158. LOGICAL LQUERY
  159. INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
  160. $ NBMIN, NX
  161. * ..
  162. * .. External Subroutines ..
  163. EXTERNAL DGELQ2, DLARFB, DLARFT, XERBLA
  164. * ..
  165. * .. Intrinsic Functions ..
  166. INTRINSIC MAX, MIN
  167. * ..
  168. * .. External Functions ..
  169. INTEGER ILAENV
  170. EXTERNAL ILAENV
  171. * ..
  172. * .. Executable Statements ..
  173. *
  174. * Test the input arguments
  175. *
  176. INFO = 0
  177. NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
  178. LWKOPT = M*NB
  179. WORK( 1 ) = LWKOPT
  180. LQUERY = ( LWORK.EQ.-1 )
  181. IF( M.LT.0 ) THEN
  182. INFO = -1
  183. ELSE IF( N.LT.0 ) THEN
  184. INFO = -2
  185. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  186. INFO = -4
  187. ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
  188. INFO = -7
  189. END IF
  190. IF( INFO.NE.0 ) THEN
  191. CALL XERBLA( 'DGELQF', -INFO )
  192. RETURN
  193. ELSE IF( LQUERY ) THEN
  194. RETURN
  195. END IF
  196. *
  197. * Quick return if possible
  198. *
  199. K = MIN( M, N )
  200. IF( K.EQ.0 ) THEN
  201. WORK( 1 ) = 1
  202. RETURN
  203. END IF
  204. *
  205. NBMIN = 2
  206. NX = 0
  207. IWS = M
  208. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  209. *
  210. * Determine when to cross over from blocked to unblocked code.
  211. *
  212. NX = MAX( 0, ILAENV( 3, 'DGELQF', ' ', M, N, -1, -1 ) )
  213. IF( NX.LT.K ) THEN
  214. *
  215. * Determine if workspace is large enough for blocked code.
  216. *
  217. LDWORK = M
  218. IWS = LDWORK*NB
  219. IF( LWORK.LT.IWS ) THEN
  220. *
  221. * Not enough workspace to use optimal NB: reduce NB and
  222. * determine the minimum value of NB.
  223. *
  224. NB = LWORK / LDWORK
  225. NBMIN = MAX( 2, ILAENV( 2, 'DGELQF', ' ', M, N, -1,
  226. $ -1 ) )
  227. END IF
  228. END IF
  229. END IF
  230. *
  231. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  232. *
  233. * Use blocked code initially
  234. *
  235. DO 10 I = 1, K - NX, NB
  236. IB = MIN( K-I+1, NB )
  237. *
  238. * Compute the LQ factorization of the current block
  239. * A(i:i+ib-1,i:n)
  240. *
  241. CALL DGELQ2( IB, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
  242. $ IINFO )
  243. IF( I+IB.LE.M ) THEN
  244. *
  245. * Form the triangular factor of the block reflector
  246. * H = H(i) H(i+1) . . . H(i+ib-1)
  247. *
  248. CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ),
  249. $ LDA, TAU( I ), WORK, LDWORK )
  250. *
  251. * Apply H to A(i+ib:m,i:n) from the right
  252. *
  253. CALL DLARFB( 'Right', 'No transpose', 'Forward',
  254. $ 'Rowwise', M-I-IB+1, N-I+1, IB, A( I, I ),
  255. $ LDA, WORK, LDWORK, A( I+IB, I ), LDA,
  256. $ WORK( IB+1 ), LDWORK )
  257. END IF
  258. 10 CONTINUE
  259. ELSE
  260. I = 1
  261. END IF
  262. *
  263. * Use unblocked code to factor the last or only block.
  264. *
  265. IF( I.LE.K )
  266. $ CALL DGELQ2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
  267. $ IINFO )
  268. *
  269. WORK( 1 ) = IWS
  270. RETURN
  271. *
  272. * End of DGELQF
  273. *
  274. END