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slamswlq.f 12 kB

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  1. *> \brief \b SLAMSWLQ
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE SLAMSWLQ( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  7. * $ LDT, C, LDC, WORK, LWORK, INFO )
  8. *
  9. *
  10. * .. Scalar Arguments ..
  11. * CHARACTER SIDE, TRANS
  12. * INTEGER INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  13. * ..
  14. * .. Array Arguments ..
  15. * DOUBLE A( LDA, * ), WORK( * ), C(LDC, * ),
  16. * $ T( LDT, * )
  17. *> \par Purpose:
  18. * =============
  19. *>
  20. *> \verbatim
  21. *>
  22. *> SLAMSWLQ overwrites the general real M-by-N matrix C with
  23. *>
  24. *>
  25. *> SIDE = 'L' SIDE = 'R'
  26. *> TRANS = 'N': Q * C C * Q
  27. *> TRANS = 'T': Q**T * C C * Q**T
  28. *> where Q is a real orthogonal matrix defined as the product of blocked
  29. *> elementary reflectors computed by short wide LQ
  30. *> factorization (SLASWLQ)
  31. *> \endverbatim
  32. *
  33. * Arguments:
  34. * ==========
  35. *
  36. *> \param[in] SIDE
  37. *> \verbatim
  38. *> SIDE is CHARACTER*1
  39. *> = 'L': apply Q or Q**T from the Left;
  40. *> = 'R': apply Q or Q**T from the Right.
  41. *> \endverbatim
  42. *>
  43. *> \param[in] TRANS
  44. *> \verbatim
  45. *> TRANS is CHARACTER*1
  46. *> = 'N': No transpose, apply Q;
  47. *> = 'T': Transpose, apply Q**T.
  48. *> \endverbatim
  49. *>
  50. *> \param[in] M
  51. *> \verbatim
  52. *> M is INTEGER
  53. *> The number of rows of the matrix C. M >=0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The number of columns of the matrix C. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] K
  63. *> \verbatim
  64. *> K is INTEGER
  65. *> The number of elementary reflectors whose product defines
  66. *> the matrix Q.
  67. *> M >= K >= 0;
  68. *>
  69. *> \endverbatim
  70. *> \param[in] MB
  71. *> \verbatim
  72. *> MB is INTEGER
  73. *> The row block size to be used in the blocked LQ.
  74. *> M >= MB >= 1
  75. *> \endverbatim
  76. *>
  77. *> \param[in] NB
  78. *> \verbatim
  79. *> NB is INTEGER
  80. *> The column block size to be used in the blocked LQ.
  81. *> NB > M.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] A
  85. *> \verbatim
  86. *> A is REAL array, dimension
  87. *> (LDA,M) if SIDE = 'L',
  88. *> (LDA,N) if SIDE = 'R'
  89. *> The i-th row must contain the vector which defines the blocked
  90. *> elementary reflector H(i), for i = 1,2,...,k, as returned by
  91. *> SLASWLQ in the first k rows of its array argument A.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] LDA
  95. *> \verbatim
  96. *> LDA is INTEGER
  97. *> The leading dimension of the array A. LDA >= max(1,K).
  98. *> \endverbatim
  99. *>
  100. *> \param[in] T
  101. *> \verbatim
  102. *> T is REAL array, dimension
  103. *> ( M * Number of blocks(CEIL(N-K/NB-K)),
  104. *> The blocked upper triangular block reflectors stored in compact form
  105. *> as a sequence of upper triangular blocks. See below
  106. *> for further details.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDT
  110. *> \verbatim
  111. *> LDT is INTEGER
  112. *> The leading dimension of the array T. LDT >= MB.
  113. *> \endverbatim
  114. *>
  115. *> \param[in,out] C
  116. *> \verbatim
  117. *> C is REAL array, dimension (LDC,N)
  118. *> On entry, the M-by-N matrix C.
  119. *> On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
  120. *> \endverbatim
  121. *>
  122. *> \param[in] LDC
  123. *> \verbatim
  124. *> LDC is INTEGER
  125. *> The leading dimension of the array C. LDC >= max(1,M).
  126. *> \endverbatim
  127. *>
  128. *> \param[out] WORK
  129. *> \verbatim
  130. *> (workspace) REAL array, dimension (MAX(1,LWORK))
  131. *> \endverbatim
  132. *>
  133. *> \param[in] LWORK
  134. *> \verbatim
  135. *> LWORK is INTEGER
  136. *> The dimension of the array WORK.
  137. *> If SIDE = 'L', LWORK >= max(1,NB) * MB;
  138. *> if SIDE = 'R', LWORK >= max(1,M) * MB.
  139. *> If LWORK = -1, then a workspace query is assumed; the routine
  140. *> only calculates the optimal size of the WORK array, returns
  141. *> this value as the first entry of the WORK array, and no error
  142. *> message related to LWORK is issued by XERBLA.
  143. *> \endverbatim
  144. *>
  145. *> \param[out] INFO
  146. *> \verbatim
  147. *> INFO is INTEGER
  148. *> = 0: successful exit
  149. *> < 0: if INFO = -i, the i-th argument had an illegal value
  150. *> \endverbatim
  151. *
  152. * Authors:
  153. * ========
  154. *
  155. *> \author Univ. of Tennessee
  156. *> \author Univ. of California Berkeley
  157. *> \author Univ. of Colorado Denver
  158. *> \author NAG Ltd.
  159. *
  160. *> \par Further Details:
  161. * =====================
  162. *>
  163. *> \verbatim
  164. *> Short-Wide LQ (SWLQ) performs LQ by a sequence of orthogonal transformations,
  165. *> representing Q as a product of other orthogonal matrices
  166. *> Q = Q(1) * Q(2) * . . . * Q(k)
  167. *> where each Q(i) zeros out upper diagonal entries of a block of NB rows of A:
  168. *> Q(1) zeros out the upper diagonal entries of rows 1:NB of A
  169. *> Q(2) zeros out the bottom MB-N rows of rows [1:M,NB+1:2*NB-M] of A
  170. *> Q(3) zeros out the bottom MB-N rows of rows [1:M,2*NB-M+1:3*NB-2*M] of A
  171. *> . . .
  172. *>
  173. *> Q(1) is computed by GELQT, which represents Q(1) by Householder vectors
  174. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  175. *> block reflectors, stored in array T(1:LDT,1:N).
  176. *> For more information see Further Details in GELQT.
  177. *>
  178. *> Q(i) for i>1 is computed by TPLQT, which represents Q(i) by Householder vectors
  179. *> stored in columns [(i-1)*(NB-M)+M+1:i*(NB-M)+M] of A, and by upper triangular
  180. *> block reflectors, stored in array T(1:LDT,(i-1)*M+1:i*M).
  181. *> The last Q(k) may use fewer rows.
  182. *> For more information see Further Details in TPLQT.
  183. *>
  184. *> For more details of the overall algorithm, see the description of
  185. *> Sequential TSQR in Section 2.2 of [1].
  186. *>
  187. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  188. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  189. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  190. *> \endverbatim
  191. *>
  192. * =====================================================================
  193. SUBROUTINE SLAMSWLQ( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  194. $ LDT, C, LDC, WORK, LWORK, INFO )
  195. *
  196. * -- LAPACK computational routine --
  197. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  198. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  199. *
  200. * .. Scalar Arguments ..
  201. CHARACTER SIDE, TRANS
  202. INTEGER INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  203. * ..
  204. * .. Array Arguments ..
  205. REAL A( LDA, * ), WORK( * ), C(LDC, * ),
  206. $ T( LDT, * )
  207. * ..
  208. *
  209. * =====================================================================
  210. *
  211. * ..
  212. * .. Local Scalars ..
  213. LOGICAL LEFT, RIGHT, TRAN, NOTRAN, LQUERY
  214. INTEGER I, II, KK, LW, CTR
  215. * ..
  216. * .. External Functions ..
  217. LOGICAL LSAME
  218. EXTERNAL LSAME
  219. * .. External Subroutines ..
  220. EXTERNAL STPMLQT, SGEMLQT, XERBLA
  221. * ..
  222. * .. Executable Statements ..
  223. *
  224. * Test the input arguments
  225. *
  226. LQUERY = LWORK.LT.0
  227. NOTRAN = LSAME( TRANS, 'N' )
  228. TRAN = LSAME( TRANS, 'T' )
  229. LEFT = LSAME( SIDE, 'L' )
  230. RIGHT = LSAME( SIDE, 'R' )
  231. IF (LEFT) THEN
  232. LW = N * MB
  233. ELSE
  234. LW = M * MB
  235. END IF
  236. *
  237. INFO = 0
  238. IF( .NOT.LEFT .AND. .NOT.RIGHT ) THEN
  239. INFO = -1
  240. ELSE IF( .NOT.TRAN .AND. .NOT.NOTRAN ) THEN
  241. INFO = -2
  242. ELSE IF( K.LT.0 ) THEN
  243. INFO = -5
  244. ELSE IF( M.LT.K ) THEN
  245. INFO = -3
  246. ELSE IF( N.LT.0 ) THEN
  247. INFO = -4
  248. ELSE IF( K.LT.MB .OR. MB.LT.1) THEN
  249. INFO = -6
  250. ELSE IF( LDA.LT.MAX( 1, K ) ) THEN
  251. INFO = -9
  252. ELSE IF( LDT.LT.MAX( 1, MB) ) THEN
  253. INFO = -11
  254. ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
  255. INFO = -13
  256. ELSE IF(( LWORK.LT.MAX(1,LW)).AND.(.NOT.LQUERY)) THEN
  257. INFO = -15
  258. END IF
  259. *
  260. IF( INFO.NE.0 ) THEN
  261. CALL XERBLA( 'SLAMSWLQ', -INFO )
  262. WORK(1) = LW
  263. RETURN
  264. ELSE IF (LQUERY) THEN
  265. WORK(1) = LW
  266. RETURN
  267. END IF
  268. *
  269. * Quick return if possible
  270. *
  271. IF( MIN(M,N,K).EQ.0 ) THEN
  272. RETURN
  273. END IF
  274. *
  275. IF((NB.LE.K).OR.(NB.GE.MAX(M,N,K))) THEN
  276. CALL SGEMLQT( SIDE, TRANS, M, N, K, MB, A, LDA,
  277. $ T, LDT, C, LDC, WORK, INFO)
  278. RETURN
  279. END IF
  280. *
  281. IF(LEFT.AND.TRAN) THEN
  282. *
  283. * Multiply Q to the last block of C
  284. *
  285. KK = MOD((M-K),(NB-K))
  286. CTR = (M-K)/(NB-K)
  287. *
  288. IF (KK.GT.0) THEN
  289. II=M-KK+1
  290. CALL STPMLQT('L','T',KK , N, K, 0, MB, A(1,II), LDA,
  291. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  292. $ C(II,1), LDC, WORK, INFO )
  293. ELSE
  294. II=M+1
  295. END IF
  296. *
  297. DO I=II-(NB-K),NB+1,-(NB-K)
  298. *
  299. * Multiply Q to the current block of C (1:M,I:I+NB)
  300. *
  301. CTR = CTR - 1
  302. CALL STPMLQT('L','T',NB-K , N, K, 0,MB, A(1,I), LDA,
  303. $ T(1,CTR*K+1),LDT, C(1,1), LDC,
  304. $ C(I,1), LDC, WORK, INFO )
  305. END DO
  306. *
  307. * Multiply Q to the first block of C (1:M,1:NB)
  308. *
  309. CALL SGEMLQT('L','T',NB , N, K, MB, A(1,1), LDA, T
  310. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  311. *
  312. ELSE IF (LEFT.AND.NOTRAN) THEN
  313. *
  314. * Multiply Q to the first block of C
  315. *
  316. KK = MOD((M-K),(NB-K))
  317. II=M-KK+1
  318. CTR = 1
  319. CALL SGEMLQT('L','N',NB , N, K, MB, A(1,1), LDA, T
  320. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  321. *
  322. DO I=NB+1,II-NB+K,(NB-K)
  323. *
  324. * Multiply Q to the current block of C (I:I+NB,1:N)
  325. *
  326. CALL STPMLQT('L','N',NB-K , N, K, 0,MB, A(1,I), LDA,
  327. $ T(1,CTR * K+1), LDT, C(1,1), LDC,
  328. $ C(I,1), LDC, WORK, INFO )
  329. CTR = CTR + 1
  330. *
  331. END DO
  332. IF(II.LE.M) THEN
  333. *
  334. * Multiply Q to the last block of C
  335. *
  336. CALL STPMLQT('L','N',KK , N, K, 0, MB, A(1,II), LDA,
  337. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  338. $ C(II,1), LDC, WORK, INFO )
  339. *
  340. END IF
  341. *
  342. ELSE IF(RIGHT.AND.NOTRAN) THEN
  343. *
  344. * Multiply Q to the last block of C
  345. *
  346. KK = MOD((N-K),(NB-K))
  347. CTR = (N-K)/(NB-K)
  348. IF (KK.GT.0) THEN
  349. II=N-KK+1
  350. CALL STPMLQT('R','N',M , KK, K, 0, MB, A(1, II), LDA,
  351. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  352. $ C(1,II), LDC, WORK, INFO )
  353. ELSE
  354. II=N+1
  355. END IF
  356. *
  357. DO I=II-(NB-K),NB+1,-(NB-K)
  358. *
  359. * Multiply Q to the current block of C (1:M,I:I+MB)
  360. *
  361. CTR = CTR - 1
  362. CALL STPMLQT('R','N', M, NB-K, K, 0, MB, A(1, I), LDA,
  363. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  364. $ C(1,I), LDC, WORK, INFO )
  365. END DO
  366. *
  367. * Multiply Q to the first block of C (1:M,1:MB)
  368. *
  369. CALL SGEMLQT('R','N',M , NB, K, MB, A(1,1), LDA, T
  370. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  371. *
  372. ELSE IF (RIGHT.AND.TRAN) THEN
  373. *
  374. * Multiply Q to the first block of C
  375. *
  376. KK = MOD((N-K),(NB-K))
  377. II=N-KK+1
  378. CTR = 1
  379. CALL SGEMLQT('R','T',M , NB, K, MB, A(1,1), LDA, T
  380. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  381. *
  382. DO I=NB+1,II-NB+K,(NB-K)
  383. *
  384. * Multiply Q to the current block of C (1:M,I:I+MB)
  385. *
  386. CALL STPMLQT('R','T',M , NB-K, K, 0,MB, A(1,I), LDA,
  387. $ T(1, CTR*K+1), LDT, C(1,1), LDC,
  388. $ C(1,I), LDC, WORK, INFO )
  389. CTR = CTR + 1
  390. *
  391. END DO
  392. IF(II.LE.N) THEN
  393. *
  394. * Multiply Q to the last block of C
  395. *
  396. CALL STPMLQT('R','T',M , KK, K, 0,MB, A(1,II), LDA,
  397. $ T(1,CTR*K+1),LDT, C(1,1), LDC,
  398. $ C(1,II), LDC, WORK, INFO )
  399. *
  400. END IF
  401. *
  402. END IF
  403. *
  404. WORK(1) = LW
  405. RETURN
  406. *
  407. * End of SLAMSWLQ
  408. *
  409. END