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.

slatsqr.f 8.2 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287
  1. *> \brief \b SLATSQR
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE SLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  7. * LWORK, INFO)
  8. *
  9. * .. Scalar Arguments ..
  10. * INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  11. * ..
  12. * .. Array Arguments ..
  13. * REAL A( LDA, * ), T( LDT, * ), WORK( * )
  14. * ..
  15. *
  16. *
  17. *> \par Purpose:
  18. * =============
  19. *>
  20. *> \verbatim
  21. *>
  22. *> SLATSQR computes a blocked Tall-Skinny QR factorization of
  23. *> a real M-by-N matrix A for M >= N:
  24. *>
  25. *> A = Q * ( R ),
  26. *> ( 0 )
  27. *>
  28. *> where:
  29. *>
  30. *> Q is a M-by-M orthogonal matrix, stored on exit in an implicit
  31. *> form in the elements below the diagonal of the array A and in
  32. *> the elements of the array T;
  33. *>
  34. *> R is an upper-triangular N-by-N matrix, stored on exit in
  35. *> the elements on and above the diagonal of the array A.
  36. *>
  37. *> 0 is a (M-N)-by-N zero matrix, and is not stored.
  38. *>
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] M
  45. *> \verbatim
  46. *> M is INTEGER
  47. *> The number of rows of the matrix A. M >= 0.
  48. *> \endverbatim
  49. *>
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The number of columns of the matrix A. M >= N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] MB
  57. *> \verbatim
  58. *> MB is INTEGER
  59. *> The row block size to be used in the blocked QR.
  60. *> MB > N.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] NB
  64. *> \verbatim
  65. *> NB is INTEGER
  66. *> The column block size to be used in the blocked QR.
  67. *> N >= NB >= 1.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] A
  71. *> \verbatim
  72. *> A is REAL array, dimension (LDA,N)
  73. *> On entry, the M-by-N matrix A.
  74. *> On exit, the elements on and above the diagonal
  75. *> of the array contain the N-by-N upper triangular matrix R;
  76. *> the elements below the diagonal represent Q by the columns
  77. *> of blocked V (see Further Details).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDA
  81. *> \verbatim
  82. *> LDA is INTEGER
  83. *> The leading dimension of the array A. LDA >= max(1,M).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] T
  87. *> \verbatim
  88. *> T is REAL array,
  89. *> dimension (LDT, N * Number_of_row_blocks)
  90. *> where Number_of_row_blocks = CEIL((M-N)/(MB-N))
  91. *> The blocked upper triangular block reflectors stored in compact form
  92. *> as a sequence of upper triangular blocks.
  93. *> See Further Details below.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDT
  97. *> \verbatim
  98. *> LDT is INTEGER
  99. *> The leading dimension of the array T. LDT >= NB.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> (workspace) REAL array, dimension (MAX(1,LWORK))
  105. *> On exit, if INFO = 0, WORK(1) returns the minimal LWORK.
  106. *> \endverbatim
  107. *>
  108. *> \param[in] LWORK
  109. *> \verbatim
  110. *> LWORK is INTEGER
  111. *> The dimension of the array WORK.
  112. *> LWORK >= 1, if MIN(M,N) = 0, and LWORK >= NB*N, otherwise.
  113. *>
  114. *> If LWORK = -1, then a workspace query is assumed; the routine
  115. *> only calculates the minimal size of the WORK array, returns
  116. *> this value as the first entry of the WORK array, and no error
  117. *> message related to LWORK is issued by XERBLA.
  118. *> \endverbatim
  119. *>
  120. *> \param[out] INFO
  121. *> \verbatim
  122. *> INFO is INTEGER
  123. *> = 0: successful exit
  124. *> < 0: if INFO = -i, the i-th argument had an illegal value
  125. *> \endverbatim
  126. *
  127. * Authors:
  128. * ========
  129. *
  130. *> \author Univ. of Tennessee
  131. *> \author Univ. of California Berkeley
  132. *> \author Univ. of Colorado Denver
  133. *> \author NAG Ltd.
  134. *
  135. *> \par Further Details:
  136. * =====================
  137. *>
  138. *> \verbatim
  139. *> Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations,
  140. *> representing Q as a product of other orthogonal matrices
  141. *> Q = Q(1) * Q(2) * . . . * Q(k)
  142. *> where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
  143. *> Q(1) zeros out the subdiagonal entries of rows 1:MB of A
  144. *> Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
  145. *> Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
  146. *> . . .
  147. *>
  148. *> Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors
  149. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  150. *> block reflectors, stored in array T(1:LDT,1:N).
  151. *> For more information see Further Details in GEQRT.
  152. *>
  153. *> Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors
  154. *> stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular
  155. *> block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N).
  156. *> The last Q(k) may use fewer rows.
  157. *> For more information see Further Details in TPQRT.
  158. *>
  159. *> For more details of the overall algorithm, see the description of
  160. *> Sequential TSQR in Section 2.2 of [1].
  161. *>
  162. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  163. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  164. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  165. *> \endverbatim
  166. *>
  167. *> \ingroup latsqr
  168. *>
  169. * =====================================================================
  170. SUBROUTINE SLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK,
  171. $ LWORK, INFO )
  172. *
  173. * -- LAPACK computational routine --
  174. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  175. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. --
  176. *
  177. * .. Scalar Arguments ..
  178. INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK
  179. * ..
  180. * .. Array Arguments ..
  181. REAL A( LDA, * ), WORK( * ), T( LDT, * )
  182. * ..
  183. *
  184. * =====================================================================
  185. *
  186. * ..
  187. * .. Local Scalars ..
  188. LOGICAL LQUERY
  189. INTEGER I, II, KK, CTR, MINMN, LWMIN
  190. * ..
  191. * .. EXTERNAL FUNCTIONS ..
  192. LOGICAL LSAME
  193. EXTERNAL LSAME
  194. REAL SROUNDUP_LWORK
  195. EXTERNAL SROUNDUP_LWORK
  196. * ..
  197. * .. EXTERNAL SUBROUTINES ..
  198. EXTERNAL SGEQRT, STPQRT, XERBLA
  199. * ..
  200. * .. INTRINSIC FUNCTIONS ..
  201. INTRINSIC MAX, MIN, MOD
  202. * ..
  203. * .. EXECUTABLE STATEMENTS ..
  204. *
  205. * TEST THE INPUT ARGUMENTS
  206. *
  207. INFO = 0
  208. *
  209. LQUERY = ( LWORK.EQ.-1 )
  210. *
  211. MINMN = MIN( M, N )
  212. IF( MINMN.EQ.0 ) THEN
  213. LWMIN = 1
  214. ELSE
  215. LWMIN = N*NB
  216. END IF
  217. *
  218. IF( M.LT.0 ) THEN
  219. INFO = -1
  220. ELSE IF( N.LT.0 .OR. M.LT.N ) THEN
  221. INFO = -2
  222. ELSE IF( MB.LT.1 ) THEN
  223. INFO = -3
  224. ELSE IF( NB.LT.1 .OR. ( NB.GT.N .AND. N.GT.0 ) ) THEN
  225. INFO = -4
  226. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  227. INFO = -6
  228. ELSE IF( LDT.LT.NB ) THEN
  229. INFO = -8
  230. ELSE IF( LWORK.LT.LWMIN .AND. (.NOT.LQUERY) ) THEN
  231. INFO = -10
  232. END IF
  233. *
  234. IF( INFO.EQ.0 ) THEN
  235. WORK( 1 ) = SROUNDUP_LWORK( LWMIN )
  236. END IF
  237. IF( INFO.NE.0 ) THEN
  238. CALL XERBLA( 'SLATSQR', -INFO )
  239. RETURN
  240. ELSE IF( LQUERY ) THEN
  241. RETURN
  242. END IF
  243. *
  244. * Quick return if possible
  245. *
  246. IF( MINMN.EQ.0 ) THEN
  247. RETURN
  248. END IF
  249. *
  250. * The QR Decomposition
  251. *
  252. IF( (MB.LE.N) .OR. (MB.GE.M) ) THEN
  253. CALL SGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO )
  254. RETURN
  255. END IF
  256. KK = MOD((M-N),(MB-N))
  257. II = M-KK+1
  258. *
  259. * Compute the QR factorization of the first block A(1:MB,1:N)
  260. *
  261. CALL SGEQRT( MB, N, NB, A(1,1), LDA, T, LDT, WORK, INFO )
  262. *
  263. CTR = 1
  264. DO I = MB+1, II-MB+N, (MB-N)
  265. *
  266. * Compute the QR factorization of the current block A(I:I+MB-N,1:N)
  267. *
  268. CALL STPQRT( MB-N, N, 0, NB, A(1,1), LDA, A( I, 1 ), LDA,
  269. $ T(1, CTR * N + 1),
  270. $ LDT, WORK, INFO )
  271. CTR = CTR + 1
  272. END DO
  273. *
  274. * Compute the QR factorization of the last block A(II:M,1:N)
  275. *
  276. IF( II.LE.M ) THEN
  277. CALL STPQRT( KK, N, 0, NB, A(1,1), LDA, A( II, 1 ), LDA,
  278. $ T(1, CTR * N + 1), LDT,
  279. $ WORK, INFO )
  280. END IF
  281. *
  282. WORK( 1 ) = SROUNDUP_LWORK( LWMIN )
  283. RETURN
  284. *
  285. * End of SLATSQR
  286. *
  287. END