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.

sgeqrf.f 7.8 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282
  1. *> \brief \b SGEQRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGEQRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgeqrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgeqrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgeqrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * REAL A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> SGEQRF computes a QR factorization of a real M-by-N matrix A:
  37. *>
  38. *> A = Q * ( R ),
  39. *> ( 0 )
  40. *>
  41. *> where:
  42. *>
  43. *> Q is a M-by-M orthogonal matrix;
  44. *> R is an upper-triangular N-by-N matrix;
  45. *> 0 is a (M-N)-by-N zero matrix, if M > N.
  46. *>
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] M
  53. *> \verbatim
  54. *> M is INTEGER
  55. *> The number of rows of the matrix A. M >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The number of columns of the matrix A. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in,out] A
  65. *> \verbatim
  66. *> A is REAL array, dimension (LDA,N)
  67. *> On entry, the M-by-N matrix A.
  68. *> On exit, the elements on and above the diagonal of the array
  69. *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is
  70. *> upper triangular if m >= n); the elements below the diagonal,
  71. *> with the array TAU, represent the orthogonal matrix Q as a
  72. *> product of min(m,n) elementary reflectors (see Further
  73. *> Details).
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDA
  77. *> \verbatim
  78. *> LDA is INTEGER
  79. *> The leading dimension of the array A. LDA >= max(1,M).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] TAU
  83. *> \verbatim
  84. *> TAU is REAL array, dimension (min(M,N))
  85. *> The scalar factors of the elementary reflectors (see Further
  86. *> Details).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is REAL 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.
  99. *> LWORK >= 1, if MIN(M,N) = 0, and LWORK >= N, otherwise.
  100. *> For optimum performance LWORK >= N*NB, where NB is
  101. *> the optimal blocksize.
  102. *>
  103. *> If LWORK = -1, then a workspace query is assumed; the routine
  104. *> only calculates the optimal size of the WORK array, returns
  105. *> this value as the first entry of the WORK array, and no error
  106. *> message related to LWORK is issued by XERBLA.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] INFO
  110. *> \verbatim
  111. *> INFO is INTEGER
  112. *> = 0: successful exit
  113. *> < 0: if INFO = -i, the i-th argument had an illegal value
  114. *> \endverbatim
  115. *
  116. * Authors:
  117. * ========
  118. *
  119. *> \author Univ. of Tennessee
  120. *> \author Univ. of California Berkeley
  121. *> \author Univ. of Colorado Denver
  122. *> \author NAG Ltd.
  123. *
  124. *> \ingroup realGEcomputational
  125. *
  126. *> \par Further Details:
  127. * =====================
  128. *>
  129. *> \verbatim
  130. *>
  131. *> The matrix Q is represented as a product of elementary reflectors
  132. *>
  133. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  134. *>
  135. *> Each H(i) has the form
  136. *>
  137. *> H(i) = I - tau * v * v**T
  138. *>
  139. *> where tau is a real scalar, and v is a real vector with
  140. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  141. *> and tau in TAU(i).
  142. *> \endverbatim
  143. *>
  144. * =====================================================================
  145. SUBROUTINE SGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  146. *
  147. * -- LAPACK computational routine --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. *
  151. * .. Scalar Arguments ..
  152. INTEGER INFO, LDA, LWORK, M, N
  153. * ..
  154. * .. Array Arguments ..
  155. REAL A( LDA, * ), TAU( * ), WORK( * )
  156. * ..
  157. *
  158. * =====================================================================
  159. *
  160. * .. Local Scalars ..
  161. LOGICAL LQUERY
  162. INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
  163. $ NBMIN, NX
  164. * ..
  165. * .. External Subroutines ..
  166. EXTERNAL SGEQR2, SLARFB, SLARFT, XERBLA
  167. * ..
  168. * .. Intrinsic Functions ..
  169. INTRINSIC MAX, MIN
  170. * ..
  171. * .. External Functions ..
  172. INTEGER ILAENV
  173. EXTERNAL ILAENV
  174. * ..
  175. * .. Executable Statements ..
  176. *
  177. * Test the input arguments
  178. *
  179. K = MIN( M, N )
  180. INFO = 0
  181. NB = ILAENV( 1, 'SGEQRF', ' ', M, N, -1, -1 )
  182. LQUERY = ( LWORK.EQ.-1 )
  183. IF( M.LT.0 ) THEN
  184. INFO = -1
  185. ELSE IF( N.LT.0 ) THEN
  186. INFO = -2
  187. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  188. INFO = -4
  189. ELSE IF( .NOT.LQUERY ) THEN
  190. IF( LWORK.LE.0 .OR. ( M.GT.0 .AND. LWORK.LT.MAX( 1, N ) ) )
  191. $ INFO = -7
  192. END IF
  193. IF( INFO.NE.0 ) THEN
  194. CALL XERBLA( 'SGEQRF', -INFO )
  195. RETURN
  196. ELSE IF( LQUERY ) THEN
  197. IF( K.EQ.0 ) THEN
  198. LWKOPT = 1
  199. ELSE
  200. LWKOPT = N*NB
  201. END IF
  202. WORK( 1 ) = LWKOPT
  203. RETURN
  204. END IF
  205. *
  206. * Quick return if possible
  207. *
  208. IF( K.EQ.0 ) THEN
  209. WORK( 1 ) = 1
  210. RETURN
  211. END IF
  212. *
  213. NBMIN = 2
  214. NX = 0
  215. IWS = N
  216. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  217. *
  218. * Determine when to cross over from blocked to unblocked code.
  219. *
  220. NX = MAX( 0, ILAENV( 3, 'SGEQRF', ' ', M, N, -1, -1 ) )
  221. IF( NX.LT.K ) THEN
  222. *
  223. * Determine if workspace is large enough for blocked code.
  224. *
  225. LDWORK = N
  226. IWS = LDWORK*NB
  227. IF( LWORK.LT.IWS ) THEN
  228. *
  229. * Not enough workspace to use optimal NB: reduce NB and
  230. * determine the minimum value of NB.
  231. *
  232. NB = LWORK / LDWORK
  233. NBMIN = MAX( 2, ILAENV( 2, 'SGEQRF', ' ', M, N, -1,
  234. $ -1 ) )
  235. END IF
  236. END IF
  237. END IF
  238. *
  239. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  240. *
  241. * Use blocked code initially
  242. *
  243. DO 10 I = 1, K - NX, NB
  244. IB = MIN( K-I+1, NB )
  245. *
  246. * Compute the QR factorization of the current block
  247. * A(i:m,i:i+ib-1)
  248. *
  249. CALL SGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
  250. $ IINFO )
  251. IF( I+IB.LE.N ) THEN
  252. *
  253. * Form the triangular factor of the block reflector
  254. * H = H(i) H(i+1) . . . H(i+ib-1)
  255. *
  256. CALL SLARFT( 'Forward', 'Columnwise', M-I+1, IB,
  257. $ A( I, I ), LDA, TAU( I ), WORK, LDWORK )
  258. *
  259. * Apply H**T to A(i:m,i+ib:n) from the left
  260. *
  261. CALL SLARFB( 'Left', 'Transpose', 'Forward',
  262. $ 'Columnwise', M-I+1, N-I-IB+1, IB,
  263. $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
  264. $ LDA, WORK( IB+1 ), LDWORK )
  265. END IF
  266. 10 CONTINUE
  267. ELSE
  268. I = 1
  269. END IF
  270. *
  271. * Use unblocked code to factor the last or only block.
  272. *
  273. IF( I.LE.K )
  274. $ CALL SGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
  275. $ IINFO )
  276. *
  277. WORK( 1 ) = IWS
  278. RETURN
  279. *
  280. * End of SGEQRF
  281. *
  282. END