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sgeqrt.f 6.1 kB

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  1. *> \brief \b SGEQRT
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGEQRT + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgeqrt.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgeqrt.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgeqrt.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LDT, M, N, NB
  25. * ..
  26. * .. Array Arguments ..
  27. * REAL A( LDA, * ), T( LDT, * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> SGEQRT computes a blocked QR factorization of a real M-by-N matrix A
  37. *> using the compact WY representation of Q.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrix A. M >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] NB
  56. *> \verbatim
  57. *> NB is INTEGER
  58. *> The block size to be used in the blocked QR. MIN(M,N) >= NB >= 1.
  59. *> \endverbatim
  60. *>
  61. *> \param[in,out] A
  62. *> \verbatim
  63. *> A is REAL array, dimension (LDA,N)
  64. *> On entry, the M-by-N matrix A.
  65. *> On exit, the elements on and above the diagonal of the array
  66. *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is
  67. *> upper triangular if M >= N); the elements below the diagonal
  68. *> are the columns of V.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] LDA
  72. *> \verbatim
  73. *> LDA is INTEGER
  74. *> The leading dimension of the array A. LDA >= max(1,M).
  75. *> \endverbatim
  76. *>
  77. *> \param[out] T
  78. *> \verbatim
  79. *> T is REAL array, dimension (LDT,MIN(M,N))
  80. *> The upper triangular block reflectors stored in compact form
  81. *> as a sequence of upper triangular blocks. See below
  82. *> for further details.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] LDT
  86. *> \verbatim
  87. *> LDT is INTEGER
  88. *> The leading dimension of the array T. LDT >= NB.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] WORK
  92. *> \verbatim
  93. *> WORK is REAL array, dimension (NB*N)
  94. *> \endverbatim
  95. *>
  96. *> \param[out] INFO
  97. *> \verbatim
  98. *> INFO is INTEGER
  99. *> = 0: successful exit
  100. *> < 0: if INFO = -i, the i-th argument had an illegal value
  101. *> \endverbatim
  102. *
  103. * Authors:
  104. * ========
  105. *
  106. *> \author Univ. of Tennessee
  107. *> \author Univ. of California Berkeley
  108. *> \author Univ. of Colorado Denver
  109. *> \author NAG Ltd.
  110. *
  111. *> \date June 2017
  112. *
  113. *> \ingroup realGEcomputational
  114. *
  115. *> \par Further Details:
  116. * =====================
  117. *>
  118. *> \verbatim
  119. *>
  120. *> The matrix V stores the elementary reflectors H(i) in the i-th column
  121. *> below the diagonal. For example, if M=5 and N=3, the matrix V is
  122. *>
  123. *> V = ( 1 )
  124. *> ( v1 1 )
  125. *> ( v1 v2 1 )
  126. *> ( v1 v2 v3 )
  127. *> ( v1 v2 v3 )
  128. *>
  129. *> where the vi's represent the vectors which define H(i), which are returned
  130. *> in the matrix A. The 1's along the diagonal of V are not stored in A.
  131. *>
  132. *> Let K=MIN(M,N). The number of blocks is B = ceiling(K/NB), where each
  133. *> block is of order NB except for the last block, which is of order
  134. *> IB = K - (B-1)*NB. For each of the B blocks, a upper triangular block
  135. *> reflector factor is computed: T1, T2, ..., TB. The NB-by-NB (and IB-by-IB
  136. *> for the last block) T's are stored in the NB-by-K matrix T as
  137. *>
  138. *> T = (T1 T2 ... TB).
  139. *> \endverbatim
  140. *>
  141. * =====================================================================
  142. SUBROUTINE SGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO )
  143. *
  144. * -- LAPACK computational routine (version 3.7.1) --
  145. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  146. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  147. * June 2017
  148. *
  149. * .. Scalar Arguments ..
  150. INTEGER INFO, LDA, LDT, M, N, NB
  151. * ..
  152. * .. Array Arguments ..
  153. REAL A( LDA, * ), T( LDT, * ), WORK( * )
  154. * ..
  155. *
  156. * =====================================================================
  157. *
  158. * ..
  159. * .. Local Scalars ..
  160. INTEGER I, IB, IINFO, K
  161. LOGICAL USE_RECURSIVE_QR
  162. PARAMETER( USE_RECURSIVE_QR=.TRUE. )
  163. * ..
  164. * .. External Subroutines ..
  165. EXTERNAL SGEQRT2, SGEQRT3, SLARFB, XERBLA
  166. * ..
  167. * .. Executable Statements ..
  168. *
  169. * Test the input arguments
  170. *
  171. INFO = 0
  172. IF( M.LT.0 ) THEN
  173. INFO = -1
  174. ELSE IF( N.LT.0 ) THEN
  175. INFO = -2
  176. ELSE IF( NB.LT.1 .OR. ( NB.GT.MIN(M,N) .AND. MIN(M,N).GT.0 ) )THEN
  177. INFO = -3
  178. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  179. INFO = -5
  180. ELSE IF( LDT.LT.NB ) THEN
  181. INFO = -7
  182. END IF
  183. IF( INFO.NE.0 ) THEN
  184. CALL XERBLA( 'SGEQRT', -INFO )
  185. RETURN
  186. END IF
  187. *
  188. * Quick return if possible
  189. *
  190. K = MIN( M, N )
  191. IF( K.EQ.0 ) RETURN
  192. *
  193. * Blocked loop of length K
  194. *
  195. DO I = 1, K, NB
  196. IB = MIN( K-I+1, NB )
  197. *
  198. * Compute the QR factorization of the current block A(I:M,I:I+IB-1)
  199. *
  200. IF( USE_RECURSIVE_QR ) THEN
  201. CALL SGEQRT3( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO )
  202. ELSE
  203. CALL SGEQRT2( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO )
  204. END IF
  205. IF( I+IB.LE.N ) THEN
  206. *
  207. * Update by applying H**T to A(I:M,I+IB:N) from the left
  208. *
  209. CALL SLARFB( 'L', 'T', 'F', 'C', M-I+1, N-I-IB+1, IB,
  210. $ A( I, I ), LDA, T( 1, I ), LDT,
  211. $ A( I, I+IB ), LDA, WORK , N-I-IB+1 )
  212. END IF
  213. END DO
  214. RETURN
  215. *
  216. * End of SGEQRT
  217. *
  218. END