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sorgqr.f 8.0 kB

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  1. *> \brief \b SORGQR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SORGQR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sorgqr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sorgqr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sorgqr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SORGQR( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, K, 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. *> SORGQR generates an M-by-N real matrix Q with orthonormal columns,
  37. *> which is defined as the first N columns of a product of K elementary
  38. *> reflectors of order M
  39. *>
  40. *> Q = H(1) H(2) . . . H(k)
  41. *>
  42. *> as returned by SGEQRF.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] M
  49. *> \verbatim
  50. *> M is INTEGER
  51. *> The number of rows of the matrix Q. M >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of columns of the matrix Q. M >= N >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] K
  61. *> \verbatim
  62. *> K is INTEGER
  63. *> The number of elementary reflectors whose product defines the
  64. *> matrix Q. N >= K >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] A
  68. *> \verbatim
  69. *> A is REAL array, dimension (LDA,N)
  70. *> On entry, the i-th column must contain the vector which
  71. *> defines the elementary reflector H(i), for i = 1,2,...,k, as
  72. *> returned by SGEQRF in the first k columns of its array
  73. *> argument A.
  74. *> On exit, the M-by-N matrix Q.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] LDA
  78. *> \verbatim
  79. *> LDA is INTEGER
  80. *> The first dimension of the array A. LDA >= max(1,M).
  81. *> \endverbatim
  82. *>
  83. *> \param[in] TAU
  84. *> \verbatim
  85. *> TAU is REAL array, dimension (K)
  86. *> TAU(i) must contain the scalar factor of the elementary
  87. *> reflector H(i), as returned by SGEQRF.
  88. *> \endverbatim
  89. *>
  90. *> \param[out] WORK
  91. *> \verbatim
  92. *> WORK is REAL array, dimension (MAX(1,LWORK))
  93. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LWORK
  97. *> \verbatim
  98. *> LWORK is INTEGER
  99. *> The dimension of the array WORK. LWORK >= max(1,N).
  100. *> For optimum performance LWORK >= N*NB, where NB is the
  101. *> 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 has 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 realOTHERcomputational
  125. *
  126. * =====================================================================
  127. SUBROUTINE SORGQR( M, N, K, A, LDA, TAU, WORK, LWORK, INFO )
  128. *
  129. * -- LAPACK computational routine --
  130. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  131. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132. *
  133. * .. Scalar Arguments ..
  134. INTEGER INFO, K, LDA, LWORK, M, N
  135. * ..
  136. * .. Array Arguments ..
  137. REAL A( LDA, * ), TAU( * ), WORK( * )
  138. * ..
  139. *
  140. * =====================================================================
  141. *
  142. * .. Parameters ..
  143. REAL ZERO
  144. PARAMETER ( ZERO = 0.0E+0 )
  145. * ..
  146. * .. Local Scalars ..
  147. LOGICAL LQUERY
  148. INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK,
  149. $ LWKOPT, NB, NBMIN, NX
  150. * ..
  151. * .. External Subroutines ..
  152. EXTERNAL SLARFB, SLARFT, SORG2R, XERBLA
  153. * ..
  154. * .. Intrinsic Functions ..
  155. INTRINSIC MAX, MIN
  156. * ..
  157. * .. External Functions ..
  158. INTEGER ILAENV
  159. EXTERNAL ILAENV
  160. * ..
  161. * .. Executable Statements ..
  162. *
  163. * Test the input arguments
  164. *
  165. INFO = 0
  166. NB = ILAENV( 1, 'SORGQR', ' ', M, N, K, -1 )
  167. LWKOPT = MAX( 1, N )*NB
  168. WORK( 1 ) = LWKOPT
  169. LQUERY = ( LWORK.EQ.-1 )
  170. IF( M.LT.0 ) THEN
  171. INFO = -1
  172. ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
  173. INFO = -2
  174. ELSE IF( K.LT.0 .OR. K.GT.N ) THEN
  175. INFO = -3
  176. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  177. INFO = -5
  178. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  179. INFO = -8
  180. END IF
  181. IF( INFO.NE.0 ) THEN
  182. CALL XERBLA( 'SORGQR', -INFO )
  183. RETURN
  184. ELSE IF( LQUERY ) THEN
  185. RETURN
  186. END IF
  187. *
  188. * Quick return if possible
  189. *
  190. IF( N.LE.0 ) THEN
  191. WORK( 1 ) = 1
  192. RETURN
  193. END IF
  194. *
  195. NBMIN = 2
  196. NX = 0
  197. IWS = N
  198. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  199. *
  200. * Determine when to cross over from blocked to unblocked code.
  201. *
  202. NX = MAX( 0, ILAENV( 3, 'SORGQR', ' ', M, N, K, -1 ) )
  203. IF( NX.LT.K ) THEN
  204. *
  205. * Determine if workspace is large enough for blocked code.
  206. *
  207. LDWORK = N
  208. IWS = LDWORK*NB
  209. IF( LWORK.LT.IWS ) THEN
  210. *
  211. * Not enough workspace to use optimal NB: reduce NB and
  212. * determine the minimum value of NB.
  213. *
  214. NB = LWORK / LDWORK
  215. NBMIN = MAX( 2, ILAENV( 2, 'SORGQR', ' ', M, N, K, -1 ) )
  216. END IF
  217. END IF
  218. END IF
  219. *
  220. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  221. *
  222. * Use blocked code after the last block.
  223. * The first kk columns are handled by the block method.
  224. *
  225. KI = ( ( K-NX-1 ) / NB )*NB
  226. KK = MIN( K, KI+NB )
  227. *
  228. * Set A(1:kk,kk+1:n) to zero.
  229. *
  230. DO 20 J = KK + 1, N
  231. DO 10 I = 1, KK
  232. A( I, J ) = ZERO
  233. 10 CONTINUE
  234. 20 CONTINUE
  235. ELSE
  236. KK = 0
  237. END IF
  238. *
  239. * Use unblocked code for the last or only block.
  240. *
  241. IF( KK.LT.N )
  242. $ CALL SORG2R( M-KK, N-KK, K-KK, A( KK+1, KK+1 ), LDA,
  243. $ TAU( KK+1 ), WORK, IINFO )
  244. *
  245. IF( KK.GT.0 ) THEN
  246. *
  247. * Use blocked code
  248. *
  249. DO 50 I = KI + 1, 1, -NB
  250. IB = MIN( NB, K-I+1 )
  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 to A(i:m,i+ib:n) from the left
  260. *
  261. CALL SLARFB( 'Left', 'No 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. *
  267. * Apply H to rows i:m of current block
  268. *
  269. CALL SORG2R( M-I+1, IB, IB, A( I, I ), LDA, TAU( I ), WORK,
  270. $ IINFO )
  271. *
  272. * Set rows 1:i-1 of current block to zero
  273. *
  274. DO 40 J = I, I + IB - 1
  275. DO 30 L = 1, I - 1
  276. A( L, J ) = ZERO
  277. 30 CONTINUE
  278. 40 CONTINUE
  279. 50 CONTINUE
  280. END IF
  281. *
  282. WORK( 1 ) = IWS
  283. RETURN
  284. *
  285. * End of SORGQR
  286. *
  287. END