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cgeqp3.f 10 kB

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  1. *> \brief \b CGEQP3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEQP3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgeqp3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgeqp3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgeqp3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LWORK, M, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER JPVT( * )
  29. * REAL RWORK( * )
  30. * COMPLEX A( LDA, * ), TAU( * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CGEQP3 computes a QR factorization with column pivoting of a
  40. *> matrix A: A*P = Q*R using Level 3 BLAS.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] M
  47. *> \verbatim
  48. *> M is INTEGER
  49. *> The number of rows of the matrix A. M >= 0.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The number of columns of the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] A
  59. *> \verbatim
  60. *> A is COMPLEX array, dimension (LDA,N)
  61. *> On entry, the M-by-N matrix A.
  62. *> On exit, the upper triangle of the array contains the
  63. *> min(M,N)-by-N upper trapezoidal matrix R; the elements below
  64. *> the diagonal, together with the array TAU, represent the
  65. *> unitary matrix Q as a product of min(M,N) elementary
  66. *> reflectors.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,M).
  73. *> \endverbatim
  74. *>
  75. *> \param[in,out] JPVT
  76. *> \verbatim
  77. *> JPVT is INTEGER array, dimension (N)
  78. *> On entry, if JPVT(J).ne.0, the J-th column of A is permuted
  79. *> to the front of A*P (a leading column); if JPVT(J)=0,
  80. *> the J-th column of A is a free column.
  81. *> On exit, if JPVT(J)=K, then the J-th column of A*P was the
  82. *> the K-th column of A.
  83. *> \endverbatim
  84. *>
  85. *> \param[out] TAU
  86. *> \verbatim
  87. *> TAU is COMPLEX array, dimension (min(M,N))
  88. *> The scalar factors of the elementary reflectors.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] WORK
  92. *> \verbatim
  93. *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
  94. *> On exit, if INFO=0, WORK(1) returns the optimal LWORK.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] LWORK
  98. *> \verbatim
  99. *> LWORK is INTEGER
  100. *> The dimension of the array WORK. LWORK >= N+1.
  101. *> For optimal performance LWORK >= ( N+1 )*NB, where NB
  102. *> is the optimal blocksize.
  103. *>
  104. *> If LWORK = -1, then a workspace query is assumed; the routine
  105. *> only calculates the optimal size of the WORK array, returns
  106. *> this value as the first entry of the WORK array, and no error
  107. *> message related to LWORK is issued by XERBLA.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RWORK
  111. *> \verbatim
  112. *> RWORK is REAL array, dimension (2*N)
  113. *> \endverbatim
  114. *>
  115. *> \param[out] INFO
  116. *> \verbatim
  117. *> INFO is INTEGER
  118. *> = 0: successful exit.
  119. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  120. *> \endverbatim
  121. *
  122. * Authors:
  123. * ========
  124. *
  125. *> \author Univ. of Tennessee
  126. *> \author Univ. of California Berkeley
  127. *> \author Univ. of Colorado Denver
  128. *> \author NAG Ltd.
  129. *
  130. *> \date December 2016
  131. *
  132. *> \ingroup complexGEcomputational
  133. *
  134. *> \par Further Details:
  135. * =====================
  136. *>
  137. *> \verbatim
  138. *>
  139. *> The matrix Q is represented as a product of elementary reflectors
  140. *>
  141. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  142. *>
  143. *> Each H(i) has the form
  144. *>
  145. *> H(i) = I - tau * v * v**H
  146. *>
  147. *> where tau is a complex scalar, and v is a real/complex vector
  148. *> with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
  149. *> A(i+1:m,i), and tau in TAU(i).
  150. *> \endverbatim
  151. *
  152. *> \par Contributors:
  153. * ==================
  154. *>
  155. *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  156. *> X. Sun, Computer Science Dept., Duke University, USA
  157. *>
  158. * =====================================================================
  159. SUBROUTINE CGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
  160. $ INFO )
  161. *
  162. * -- LAPACK computational routine (version 3.7.0) --
  163. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  164. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  165. * December 2016
  166. *
  167. * .. Scalar Arguments ..
  168. INTEGER INFO, LDA, LWORK, M, N
  169. * ..
  170. * .. Array Arguments ..
  171. INTEGER JPVT( * )
  172. REAL RWORK( * )
  173. COMPLEX A( LDA, * ), TAU( * ), WORK( * )
  174. * ..
  175. *
  176. * =====================================================================
  177. *
  178. * .. Parameters ..
  179. INTEGER INB, INBMIN, IXOVER
  180. PARAMETER ( INB = 1, INBMIN = 2, IXOVER = 3 )
  181. * ..
  182. * .. Local Scalars ..
  183. LOGICAL LQUERY
  184. INTEGER FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
  185. $ NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
  186. * ..
  187. * .. External Subroutines ..
  188. EXTERNAL CGEQRF, CLAQP2, CLAQPS, CSWAP, CUNMQR, XERBLA
  189. * ..
  190. * .. External Functions ..
  191. INTEGER ILAENV
  192. REAL SCNRM2
  193. EXTERNAL ILAENV, SCNRM2
  194. * ..
  195. * .. Intrinsic Functions ..
  196. INTRINSIC INT, MAX, MIN
  197. * ..
  198. * .. Executable Statements ..
  199. *
  200. * Test input arguments
  201. * ====================
  202. *
  203. INFO = 0
  204. LQUERY = ( LWORK.EQ.-1 )
  205. IF( M.LT.0 ) THEN
  206. INFO = -1
  207. ELSE IF( N.LT.0 ) THEN
  208. INFO = -2
  209. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  210. INFO = -4
  211. END IF
  212. *
  213. IF( INFO.EQ.0 ) THEN
  214. MINMN = MIN( M, N )
  215. IF( MINMN.EQ.0 ) THEN
  216. IWS = 1
  217. LWKOPT = 1
  218. ELSE
  219. IWS = N + 1
  220. NB = ILAENV( INB, 'CGEQRF', ' ', M, N, -1, -1 )
  221. LWKOPT = ( N + 1 )*NB
  222. END IF
  223. WORK( 1 ) = CMPLX( LWKOPT )
  224. *
  225. IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
  226. INFO = -8
  227. END IF
  228. END IF
  229. *
  230. IF( INFO.NE.0 ) THEN
  231. CALL XERBLA( 'CGEQP3', -INFO )
  232. RETURN
  233. ELSE IF( LQUERY ) THEN
  234. RETURN
  235. END IF
  236. *
  237. * Move initial columns up front.
  238. *
  239. NFXD = 1
  240. DO 10 J = 1, N
  241. IF( JPVT( J ).NE.0 ) THEN
  242. IF( J.NE.NFXD ) THEN
  243. CALL CSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
  244. JPVT( J ) = JPVT( NFXD )
  245. JPVT( NFXD ) = J
  246. ELSE
  247. JPVT( J ) = J
  248. END IF
  249. NFXD = NFXD + 1
  250. ELSE
  251. JPVT( J ) = J
  252. END IF
  253. 10 CONTINUE
  254. NFXD = NFXD - 1
  255. *
  256. * Factorize fixed columns
  257. * =======================
  258. *
  259. * Compute the QR factorization of fixed columns and update
  260. * remaining columns.
  261. *
  262. IF( NFXD.GT.0 ) THEN
  263. NA = MIN( M, NFXD )
  264. *CC CALL CGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
  265. CALL CGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
  266. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  267. IF( NA.LT.N ) THEN
  268. *CC CALL CUNM2R( 'Left', 'Conjugate Transpose', M, N-NA,
  269. *CC $ NA, A, LDA, TAU, A( 1, NA+1 ), LDA, WORK,
  270. *CC $ INFO )
  271. CALL CUNMQR( 'Left', 'Conjugate Transpose', M, N-NA, NA, A,
  272. $ LDA, TAU, A( 1, NA+1 ), LDA, WORK, LWORK,
  273. $ INFO )
  274. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  275. END IF
  276. END IF
  277. *
  278. * Factorize free columns
  279. * ======================
  280. *
  281. IF( NFXD.LT.MINMN ) THEN
  282. *
  283. SM = M - NFXD
  284. SN = N - NFXD
  285. SMINMN = MINMN - NFXD
  286. *
  287. * Determine the block size.
  288. *
  289. NB = ILAENV( INB, 'CGEQRF', ' ', SM, SN, -1, -1 )
  290. NBMIN = 2
  291. NX = 0
  292. *
  293. IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
  294. *
  295. * Determine when to cross over from blocked to unblocked code.
  296. *
  297. NX = MAX( 0, ILAENV( IXOVER, 'CGEQRF', ' ', SM, SN, -1,
  298. $ -1 ) )
  299. *
  300. *
  301. IF( NX.LT.SMINMN ) THEN
  302. *
  303. * Determine if workspace is large enough for blocked code.
  304. *
  305. MINWS = ( SN+1 )*NB
  306. IWS = MAX( IWS, MINWS )
  307. IF( LWORK.LT.MINWS ) THEN
  308. *
  309. * Not enough workspace to use optimal NB: Reduce NB and
  310. * determine the minimum value of NB.
  311. *
  312. NB = LWORK / ( SN+1 )
  313. NBMIN = MAX( 2, ILAENV( INBMIN, 'CGEQRF', ' ', SM, SN,
  314. $ -1, -1 ) )
  315. *
  316. *
  317. END IF
  318. END IF
  319. END IF
  320. *
  321. * Initialize partial column norms. The first N elements of work
  322. * store the exact column norms.
  323. *
  324. DO 20 J = NFXD + 1, N
  325. RWORK( J ) = SCNRM2( SM, A( NFXD+1, J ), 1 )
  326. RWORK( N+J ) = RWORK( J )
  327. 20 CONTINUE
  328. *
  329. IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
  330. $ ( NX.LT.SMINMN ) ) THEN
  331. *
  332. * Use blocked code initially.
  333. *
  334. J = NFXD + 1
  335. *
  336. * Compute factorization: while loop.
  337. *
  338. *
  339. TOPBMN = MINMN - NX
  340. 30 CONTINUE
  341. IF( J.LE.TOPBMN ) THEN
  342. JB = MIN( NB, TOPBMN-J+1 )
  343. *
  344. * Factorize JB columns among columns J:N.
  345. *
  346. CALL CLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
  347. $ JPVT( J ), TAU( J ), RWORK( J ),
  348. $ RWORK( N+J ), WORK( 1 ), WORK( JB+1 ),
  349. $ N-J+1 )
  350. *
  351. J = J + FJB
  352. GO TO 30
  353. END IF
  354. ELSE
  355. J = NFXD + 1
  356. END IF
  357. *
  358. * Use unblocked code to factor the last or only block.
  359. *
  360. *
  361. IF( J.LE.MINMN )
  362. $ CALL CLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
  363. $ TAU( J ), RWORK( J ), RWORK( N+J ), WORK( 1 ) )
  364. *
  365. END IF
  366. *
  367. WORK( 1 ) = CMPLX( LWKOPT )
  368. RETURN
  369. *
  370. * End of CGEQP3
  371. *
  372. END