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dgeqr.f 9.8 kB

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  1. *> \brief \b DGEQR
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE DGEQR( M, N, A, LDA, T, TSIZE, WORK, LWORK,
  7. * INFO )
  8. *
  9. * .. Scalar Arguments ..
  10. * INTEGER INFO, LDA, M, N, TSIZE, LWORK
  11. * ..
  12. * .. Array Arguments ..
  13. * DOUBLE PRECISION A( LDA, * ), T( * ), WORK( * )
  14. * ..
  15. *
  16. *
  17. *> \par Purpose:
  18. * =============
  19. *>
  20. *> \verbatim
  21. *>
  22. *> DGEQR computes a QR factorization of a real M-by-N matrix A:
  23. *>
  24. *> A = Q * ( R ),
  25. *> ( 0 )
  26. *>
  27. *> where:
  28. *>
  29. *> Q is a M-by-M orthogonal matrix;
  30. *> R is an upper-triangular N-by-N matrix;
  31. *> 0 is a (M-N)-by-N zero matrix, if M > N.
  32. *>
  33. *> \endverbatim
  34. *
  35. * Arguments:
  36. * ==========
  37. *
  38. *> \param[in] M
  39. *> \verbatim
  40. *> M is INTEGER
  41. *> The number of rows of the matrix A. M >= 0.
  42. *> \endverbatim
  43. *>
  44. *> \param[in] N
  45. *> \verbatim
  46. *> N is INTEGER
  47. *> The number of columns of the matrix A. N >= 0.
  48. *> \endverbatim
  49. *>
  50. *> \param[in,out] A
  51. *> \verbatim
  52. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  53. *> On entry, the M-by-N matrix A.
  54. *> On exit, the elements on and above the diagonal of the array
  55. *> contain the min(M,N)-by-N upper trapezoidal matrix R
  56. *> (R is upper triangular if M >= N);
  57. *> the elements below the diagonal are used to store part of the
  58. *> data structure to represent Q.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] LDA
  62. *> \verbatim
  63. *> LDA is INTEGER
  64. *> The leading dimension of the array A. LDA >= max(1,M).
  65. *> \endverbatim
  66. *>
  67. *> \param[out] T
  68. *> \verbatim
  69. *> T is DOUBLE PRECISION array, dimension (MAX(5,TSIZE))
  70. *> On exit, if INFO = 0, T(1) returns optimal (or either minimal
  71. *> or optimal, if query is assumed) TSIZE. See TSIZE for details.
  72. *> Remaining T contains part of the data structure used to represent Q.
  73. *> If one wants to apply or construct Q, then one needs to keep T
  74. *> (in addition to A) and pass it to further subroutines.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] TSIZE
  78. *> \verbatim
  79. *> TSIZE is INTEGER
  80. *> If TSIZE >= 5, the dimension of the array T.
  81. *> If TSIZE = -1 or -2, then a workspace query is assumed. The routine
  82. *> only calculates the sizes of the T and WORK arrays, returns these
  83. *> values as the first entries of the T and WORK arrays, and no error
  84. *> message related to T or WORK is issued by XERBLA.
  85. *> If TSIZE = -1, the routine calculates optimal size of T for the
  86. *> optimum performance and returns this value in T(1).
  87. *> If TSIZE = -2, the routine calculates minimal size of T and
  88. *> returns this value in T(1).
  89. *> \endverbatim
  90. *>
  91. *> \param[out] WORK
  92. *> \verbatim
  93. *> (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  94. *> On exit, if INFO = 0, WORK(1) contains optimal (or either minimal
  95. *> or optimal, if query was assumed) LWORK.
  96. *> See LWORK for details.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LWORK
  100. *> \verbatim
  101. *> LWORK is INTEGER
  102. *> The dimension of the array WORK.
  103. *> If LWORK = -1 or -2, then a workspace query is assumed. The routine
  104. *> only calculates the sizes of the T and WORK arrays, returns these
  105. *> values as the first entries of the T and WORK arrays, and no error
  106. *> message related to T or WORK is issued by XERBLA.
  107. *> If LWORK = -1, the routine calculates optimal size of WORK for the
  108. *> optimal performance and returns this value in WORK(1).
  109. *> If LWORK = -2, the routine calculates minimal size of WORK and
  110. *> returns this value in WORK(1).
  111. *> \endverbatim
  112. *>
  113. *> \param[out] INFO
  114. *> \verbatim
  115. *> INFO is INTEGER
  116. *> = 0: successful exit
  117. *> < 0: if INFO = -i, the i-th argument had an illegal value
  118. *> \endverbatim
  119. *
  120. * Authors:
  121. * ========
  122. *
  123. *> \author Univ. of Tennessee
  124. *> \author Univ. of California Berkeley
  125. *> \author Univ. of Colorado Denver
  126. *> \author NAG Ltd.
  127. *
  128. *> \par Further Details
  129. * ====================
  130. *>
  131. *> \verbatim
  132. *>
  133. *> The goal of the interface is to give maximum freedom to the developers for
  134. *> creating any QR factorization algorithm they wish. The triangular
  135. *> (trapezoidal) R has to be stored in the upper part of A. The lower part of A
  136. *> and the array T can be used to store any relevant information for applying or
  137. *> constructing the Q factor. The WORK array can safely be discarded after exit.
  138. *>
  139. *> Caution: One should not expect the sizes of T and WORK to be the same from one
  140. *> LAPACK implementation to the other, or even from one execution to the other.
  141. *> A workspace query (for T and WORK) is needed at each execution. However,
  142. *> for a given execution, the size of T and WORK are fixed and will not change
  143. *> from one query to the next.
  144. *>
  145. *> \endverbatim
  146. *>
  147. *> \par Further Details particular to this LAPACK implementation:
  148. * ==============================================================
  149. *>
  150. *> \verbatim
  151. *>
  152. *> These details are particular for this LAPACK implementation. Users should not
  153. *> take them for granted. These details may change in the future, and are not likely
  154. *> true for another LAPACK implementation. These details are relevant if one wants
  155. *> to try to understand the code. They are not part of the interface.
  156. *>
  157. *> In this version,
  158. *>
  159. *> T(2): row block size (MB)
  160. *> T(3): column block size (NB)
  161. *> T(6:TSIZE): data structure needed for Q, computed by
  162. *> DLATSQR or DGEQRT
  163. *>
  164. *> Depending on the matrix dimensions M and N, and row and column
  165. *> block sizes MB and NB returned by ILAENV, DGEQR will use either
  166. *> DLATSQR (if the matrix is tall-and-skinny) or DGEQRT to compute
  167. *> the QR factorization.
  168. *>
  169. *> \endverbatim
  170. *>
  171. * =====================================================================
  172. SUBROUTINE DGEQR( M, N, A, LDA, T, TSIZE, WORK, LWORK,
  173. $ INFO )
  174. *
  175. * -- LAPACK computational routine --
  176. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  177. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. --
  178. *
  179. * .. Scalar Arguments ..
  180. INTEGER INFO, LDA, M, N, TSIZE, LWORK
  181. * ..
  182. * .. Array Arguments ..
  183. DOUBLE PRECISION A( LDA, * ), T( * ), WORK( * )
  184. * ..
  185. *
  186. * =====================================================================
  187. *
  188. * ..
  189. * .. Local Scalars ..
  190. LOGICAL LQUERY, LMINWS, MINT, MINW
  191. INTEGER MB, NB, MINTSZ, NBLCKS
  192. * ..
  193. * .. External Functions ..
  194. LOGICAL LSAME
  195. EXTERNAL LSAME
  196. * ..
  197. * .. External Subroutines ..
  198. EXTERNAL DLATSQR, DGEQRT, XERBLA
  199. * ..
  200. * .. Intrinsic Functions ..
  201. INTRINSIC MAX, MIN, MOD
  202. * ..
  203. * .. External Functions ..
  204. INTEGER ILAENV
  205. EXTERNAL ILAENV
  206. * ..
  207. * .. Executable Statements ..
  208. *
  209. * Test the input arguments
  210. *
  211. INFO = 0
  212. *
  213. LQUERY = ( TSIZE.EQ.-1 .OR. TSIZE.EQ.-2 .OR.
  214. $ LWORK.EQ.-1 .OR. LWORK.EQ.-2 )
  215. *
  216. MINT = .FALSE.
  217. MINW = .FALSE.
  218. IF( TSIZE.EQ.-2 .OR. LWORK.EQ.-2 ) THEN
  219. IF( TSIZE.NE.-1 ) MINT = .TRUE.
  220. IF( LWORK.NE.-1 ) MINW = .TRUE.
  221. END IF
  222. *
  223. * Determine the block size
  224. *
  225. IF( MIN( M, N ).GT.0 ) THEN
  226. MB = ILAENV( 1, 'DGEQR ', ' ', M, N, 1, -1 )
  227. NB = ILAENV( 1, 'DGEQR ', ' ', M, N, 2, -1 )
  228. ELSE
  229. MB = M
  230. NB = 1
  231. END IF
  232. IF( MB.GT.M .OR. MB.LE.N ) MB = M
  233. IF( NB.GT.MIN( M, N ) .OR. NB.LT.1 ) NB = 1
  234. MINTSZ = N + 5
  235. IF( MB.GT.N .AND. M.GT.N ) THEN
  236. IF( MOD( M - N, MB - N ).EQ.0 ) THEN
  237. NBLCKS = ( M - N ) / ( MB - N )
  238. ELSE
  239. NBLCKS = ( M - N ) / ( MB - N ) + 1
  240. END IF
  241. ELSE
  242. NBLCKS = 1
  243. END IF
  244. *
  245. * Determine if the workspace size satisfies minimal size
  246. *
  247. LMINWS = .FALSE.
  248. IF( ( TSIZE.LT.MAX( 1, NB*N*NBLCKS + 5 ) .OR. LWORK.LT.NB*N )
  249. $ .AND. ( LWORK.GE.N ) .AND. ( TSIZE.GE.MINTSZ )
  250. $ .AND. ( .NOT.LQUERY ) ) THEN
  251. IF( TSIZE.LT.MAX( 1, NB*N*NBLCKS + 5 ) ) THEN
  252. LMINWS = .TRUE.
  253. NB = 1
  254. MB = M
  255. END IF
  256. IF( LWORK.LT.NB*N ) THEN
  257. LMINWS = .TRUE.
  258. NB = 1
  259. END IF
  260. END IF
  261. *
  262. IF( M.LT.0 ) THEN
  263. INFO = -1
  264. ELSE IF( N.LT.0 ) THEN
  265. INFO = -2
  266. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  267. INFO = -4
  268. ELSE IF( TSIZE.LT.MAX( 1, NB*N*NBLCKS + 5 )
  269. $ .AND. ( .NOT.LQUERY ) .AND. ( .NOT.LMINWS ) ) THEN
  270. INFO = -6
  271. ELSE IF( ( LWORK.LT.MAX( 1, N*NB ) ) .AND. ( .NOT.LQUERY )
  272. $ .AND. ( .NOT.LMINWS ) ) THEN
  273. INFO = -8
  274. END IF
  275. *
  276. IF( INFO.EQ.0 ) THEN
  277. IF( MINT ) THEN
  278. T( 1 ) = MINTSZ
  279. ELSE
  280. T( 1 ) = NB*N*NBLCKS + 5
  281. END IF
  282. T( 2 ) = MB
  283. T( 3 ) = NB
  284. IF( MINW ) THEN
  285. WORK( 1 ) = MAX( 1, N )
  286. ELSE
  287. WORK( 1 ) = MAX( 1, NB*N )
  288. END IF
  289. END IF
  290. IF( INFO.NE.0 ) THEN
  291. CALL XERBLA( 'DGEQR', -INFO )
  292. RETURN
  293. ELSE IF( LQUERY ) THEN
  294. RETURN
  295. END IF
  296. *
  297. * Quick return if possible
  298. *
  299. IF( MIN( M, N ).EQ.0 ) THEN
  300. RETURN
  301. END IF
  302. *
  303. * The QR Decomposition
  304. *
  305. IF( ( M.LE.N ) .OR. ( MB.LE.N ) .OR. ( MB.GE.M ) ) THEN
  306. CALL DGEQRT( M, N, NB, A, LDA, T( 6 ), NB, WORK, INFO )
  307. ELSE
  308. CALL DLATSQR( M, N, MB, NB, A, LDA, T( 6 ), NB, WORK,
  309. $ LWORK, INFO )
  310. END IF
  311. *
  312. WORK( 1 ) = MAX( 1, NB*N )
  313. *
  314. RETURN
  315. *
  316. * End of DGEQR
  317. *
  318. END