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sgeqrfp.f 7.7 kB

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  1. *> \brief \b SGEQRFP
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGEQRFP + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgeqrfp.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgeqrfp.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgeqrfp.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, 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. *> SGEQRFP computes a QR factorization of a real M-by-N matrix A:
  37. *> A = Q * R. The diagonal entries of R are nonnegative.
  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,out] A
  56. *> \verbatim
  57. *> A is REAL array, dimension (LDA,N)
  58. *> On entry, the M-by-N matrix A.
  59. *> On exit, the elements on and above the diagonal of the array
  60. *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is
  61. *> upper triangular if m >= n). The diagonal entries of R
  62. *> are nonnegative; the elements below the diagonal,
  63. *> with the array TAU, represent the orthogonal matrix Q as a
  64. *> product of min(m,n) elementary reflectors (see Further
  65. *> Details).
  66. *> \endverbatim
  67. *>
  68. *> \param[in] LDA
  69. *> \verbatim
  70. *> LDA is INTEGER
  71. *> The leading dimension of the array A. LDA >= max(1,M).
  72. *> \endverbatim
  73. *>
  74. *> \param[out] TAU
  75. *> \verbatim
  76. *> TAU is REAL array, dimension (min(M,N))
  77. *> The scalar factors of the elementary reflectors (see Further
  78. *> Details).
  79. *> \endverbatim
  80. *>
  81. *> \param[out] WORK
  82. *> \verbatim
  83. *> WORK is REAL array, dimension (MAX(1,LWORK))
  84. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] LWORK
  88. *> \verbatim
  89. *> LWORK is INTEGER
  90. *> The dimension of the array WORK. LWORK >= max(1,N).
  91. *> For optimum performance LWORK >= N*NB, where NB is
  92. *> the optimal blocksize.
  93. *>
  94. *> If LWORK = -1, then a workspace query is assumed; the routine
  95. *> only calculates the optimal size of the WORK array, returns
  96. *> this value as the first entry of the WORK array, and no error
  97. *> message related to LWORK is issued by XERBLA.
  98. *> \endverbatim
  99. *>
  100. *> \param[out] INFO
  101. *> \verbatim
  102. *> INFO is INTEGER
  103. *> = 0: successful exit
  104. *> < 0: if INFO = -i, the i-th argument had an illegal value
  105. *> \endverbatim
  106. *
  107. * Authors:
  108. * ========
  109. *
  110. *> \author Univ. of Tennessee
  111. *> \author Univ. of California Berkeley
  112. *> \author Univ. of Colorado Denver
  113. *> \author NAG Ltd.
  114. *
  115. *> \date December 2016
  116. *
  117. *> \ingroup realGEcomputational
  118. *
  119. *> \par Further Details:
  120. * =====================
  121. *>
  122. *> \verbatim
  123. *>
  124. *> The matrix Q is represented as a product of elementary reflectors
  125. *>
  126. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  127. *>
  128. *> Each H(i) has the form
  129. *>
  130. *> H(i) = I - tau * v * v**T
  131. *>
  132. *> where tau is a real scalar, and v is a real vector with
  133. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  134. *> and tau in TAU(i).
  135. *>
  136. *> See Lapack Working Note 203 for details
  137. *> \endverbatim
  138. *>
  139. * =====================================================================
  140. SUBROUTINE SGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  141. *
  142. * -- LAPACK computational routine (version 3.7.0) --
  143. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  144. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  145. * December 2016
  146. *
  147. * .. Scalar Arguments ..
  148. INTEGER INFO, LDA, LWORK, M, N
  149. * ..
  150. * .. Array Arguments ..
  151. REAL A( LDA, * ), TAU( * ), WORK( * )
  152. * ..
  153. *
  154. * =====================================================================
  155. *
  156. * .. Local Scalars ..
  157. LOGICAL LQUERY
  158. INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
  159. $ NBMIN, NX
  160. * ..
  161. * .. External Subroutines ..
  162. EXTERNAL SGEQR2P, SLARFB, SLARFT, XERBLA
  163. * ..
  164. * .. Intrinsic Functions ..
  165. INTRINSIC MAX, MIN
  166. * ..
  167. * .. External Functions ..
  168. INTEGER ILAENV
  169. EXTERNAL ILAENV
  170. * ..
  171. * .. Executable Statements ..
  172. *
  173. * Test the input arguments
  174. *
  175. INFO = 0
  176. NB = ILAENV( 1, 'SGEQRF', ' ', M, N, -1, -1 )
  177. LWKOPT = N*NB
  178. WORK( 1 ) = LWKOPT
  179. LQUERY = ( LWORK.EQ.-1 )
  180. IF( M.LT.0 ) THEN
  181. INFO = -1
  182. ELSE IF( N.LT.0 ) THEN
  183. INFO = -2
  184. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  185. INFO = -4
  186. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  187. INFO = -7
  188. END IF
  189. IF( INFO.NE.0 ) THEN
  190. CALL XERBLA( 'SGEQRFP', -INFO )
  191. RETURN
  192. ELSE IF( LQUERY ) THEN
  193. RETURN
  194. END IF
  195. *
  196. * Quick return if possible
  197. *
  198. K = MIN( M, N )
  199. IF( K.EQ.0 ) THEN
  200. WORK( 1 ) = 1
  201. RETURN
  202. END IF
  203. *
  204. NBMIN = 2
  205. NX = 0
  206. IWS = N
  207. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  208. *
  209. * Determine when to cross over from blocked to unblocked code.
  210. *
  211. NX = MAX( 0, ILAENV( 3, 'SGEQRF', ' ', M, N, -1, -1 ) )
  212. IF( NX.LT.K ) THEN
  213. *
  214. * Determine if workspace is large enough for blocked code.
  215. *
  216. LDWORK = N
  217. IWS = LDWORK*NB
  218. IF( LWORK.LT.IWS ) THEN
  219. *
  220. * Not enough workspace to use optimal NB: reduce NB and
  221. * determine the minimum value of NB.
  222. *
  223. NB = LWORK / LDWORK
  224. NBMIN = MAX( 2, ILAENV( 2, 'SGEQRF', ' ', M, N, -1,
  225. $ -1 ) )
  226. END IF
  227. END IF
  228. END IF
  229. *
  230. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  231. *
  232. * Use blocked code initially
  233. *
  234. DO 10 I = 1, K - NX, NB
  235. IB = MIN( K-I+1, NB )
  236. *
  237. * Compute the QR factorization of the current block
  238. * A(i:m,i:i+ib-1)
  239. *
  240. CALL SGEQR2P( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
  241. $ IINFO )
  242. IF( I+IB.LE.N ) THEN
  243. *
  244. * Form the triangular factor of the block reflector
  245. * H = H(i) H(i+1) . . . H(i+ib-1)
  246. *
  247. CALL SLARFT( 'Forward', 'Columnwise', M-I+1, IB,
  248. $ A( I, I ), LDA, TAU( I ), WORK, LDWORK )
  249. *
  250. * Apply H**T to A(i:m,i+ib:n) from the left
  251. *
  252. CALL SLARFB( 'Left', 'Transpose', 'Forward',
  253. $ 'Columnwise', M-I+1, N-I-IB+1, IB,
  254. $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
  255. $ LDA, WORK( IB+1 ), LDWORK )
  256. END IF
  257. 10 CONTINUE
  258. ELSE
  259. I = 1
  260. END IF
  261. *
  262. * Use unblocked code to factor the last or only block.
  263. *
  264. IF( I.LE.K )
  265. $ CALL SGEQR2P( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
  266. $ IINFO )
  267. *
  268. WORK( 1 ) = IWS
  269. RETURN
  270. *
  271. * End of SGEQRFP
  272. *
  273. END