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dgerqf.f 8.1 kB

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  1. *> \brief \b DGERQF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGERQF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgerqf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgerqf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgerqf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGERQF computes an RQ factorization of a real M-by-N matrix A:
  37. *> A = R * Q.
  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 DOUBLE PRECISION array, dimension (LDA,N)
  58. *> On entry, the M-by-N matrix A.
  59. *> On exit,
  60. *> if m <= n, the upper triangle of the subarray
  61. *> A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R;
  62. *> if m >= n, the elements on and above the (m-n)-th subdiagonal
  63. *> contain the M-by-N upper trapezoidal matrix R;
  64. *> the remaining elements, with the array TAU, represent the
  65. *> orthogonal matrix Q as a product of min(m,n) elementary
  66. *> reflectors (see Further Details).
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,M).
  73. *> \endverbatim
  74. *>
  75. *> \param[out] TAU
  76. *> \verbatim
  77. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  78. *> The scalar factors of the elementary reflectors (see Further
  79. *> Details).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] WORK
  83. *> \verbatim
  84. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  85. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LWORK
  89. *> \verbatim
  90. *> LWORK is INTEGER
  91. *> The dimension of the array WORK.
  92. *> LWORK >= 1, if MIN(M,N) = 0, and LWORK >= M, otherwise.
  93. *> For optimum performance LWORK >= M*NB, where NB is
  94. *> the optimal blocksize.
  95. *>
  96. *> If LWORK = -1, then a workspace query is assumed; the routine
  97. *> only calculates the optimal size of the WORK array, returns
  98. *> this value as the first entry of the WORK array, and no error
  99. *> message related to LWORK is issued by XERBLA.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] INFO
  103. *> \verbatim
  104. *> INFO is INTEGER
  105. *> = 0: successful exit
  106. *> < 0: if INFO = -i, the i-th argument had an illegal value
  107. *> \endverbatim
  108. *
  109. * Authors:
  110. * ========
  111. *
  112. *> \author Univ. of Tennessee
  113. *> \author Univ. of California Berkeley
  114. *> \author Univ. of Colorado Denver
  115. *> \author NAG Ltd.
  116. *
  117. *> \ingroup gerqf
  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(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
  134. *> A(m-k+i,1:n-k+i-1), and tau in TAU(i).
  135. *> \endverbatim
  136. *>
  137. * =====================================================================
  138. SUBROUTINE DGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  139. *
  140. * -- LAPACK computational routine --
  141. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  142. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  143. *
  144. * .. Scalar Arguments ..
  145. INTEGER INFO, LDA, LWORK, M, N
  146. * ..
  147. * .. Array Arguments ..
  148. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  149. * ..
  150. *
  151. * =====================================================================
  152. *
  153. * .. Local Scalars ..
  154. LOGICAL LQUERY
  155. INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
  156. $ MU, NB, NBMIN, NU, NX
  157. * ..
  158. * .. External Subroutines ..
  159. EXTERNAL DGERQ2, DLARFB, DLARFT, XERBLA
  160. * ..
  161. * .. Intrinsic Functions ..
  162. INTRINSIC MAX, MIN
  163. * ..
  164. * .. External Functions ..
  165. INTEGER ILAENV
  166. EXTERNAL ILAENV
  167. * ..
  168. * .. Executable Statements ..
  169. *
  170. * Test the input arguments
  171. *
  172. INFO = 0
  173. LQUERY = ( LWORK.EQ.-1 )
  174. IF( M.LT.0 ) THEN
  175. INFO = -1
  176. ELSE IF( N.LT.0 ) THEN
  177. INFO = -2
  178. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  179. INFO = -4
  180. END IF
  181. *
  182. IF( INFO.EQ.0 ) THEN
  183. K = MIN( M, N )
  184. IF( K.EQ.0 ) THEN
  185. LWKOPT = 1
  186. ELSE
  187. NB = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
  188. LWKOPT = M*NB
  189. END IF
  190. WORK( 1 ) = LWKOPT
  191. *
  192. IF( .NOT.LQUERY ) THEN
  193. IF( LWORK.LE.0 .OR. ( N.GT.0 .AND. LWORK.LT.MAX( 1, M ) ) )
  194. $ INFO = -7
  195. END IF
  196. END IF
  197. *
  198. IF( INFO.NE.0 ) THEN
  199. CALL XERBLA( 'DGERQF', -INFO )
  200. RETURN
  201. ELSE IF( LQUERY ) THEN
  202. RETURN
  203. END IF
  204. *
  205. * Quick return if possible
  206. *
  207. IF( K.EQ.0 ) THEN
  208. RETURN
  209. END IF
  210. *
  211. NBMIN = 2
  212. NX = 1
  213. IWS = M
  214. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  215. *
  216. * Determine when to cross over from blocked to unblocked code.
  217. *
  218. NX = MAX( 0, ILAENV( 3, 'DGERQF', ' ', M, N, -1, -1 ) )
  219. IF( NX.LT.K ) THEN
  220. *
  221. * Determine if workspace is large enough for blocked code.
  222. *
  223. LDWORK = M
  224. IWS = LDWORK*NB
  225. IF( LWORK.LT.IWS ) THEN
  226. *
  227. * Not enough workspace to use optimal NB: reduce NB and
  228. * determine the minimum value of NB.
  229. *
  230. NB = LWORK / LDWORK
  231. NBMIN = MAX( 2, ILAENV( 2, 'DGERQF', ' ', M, N, -1,
  232. $ -1 ) )
  233. END IF
  234. END IF
  235. END IF
  236. *
  237. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  238. *
  239. * Use blocked code initially.
  240. * The last kk rows are handled by the block method.
  241. *
  242. KI = ( ( K-NX-1 ) / NB )*NB
  243. KK = MIN( K, KI+NB )
  244. *
  245. DO 10 I = K - KK + KI + 1, K - KK + 1, -NB
  246. IB = MIN( K-I+1, NB )
  247. *
  248. * Compute the RQ factorization of the current block
  249. * A(m-k+i:m-k+i+ib-1,1:n-k+i+ib-1)
  250. *
  251. CALL DGERQ2( IB, N-K+I+IB-1, A( M-K+I, 1 ), LDA, TAU( I ),
  252. $ WORK, IINFO )
  253. IF( M-K+I.GT.1 ) THEN
  254. *
  255. * Form the triangular factor of the block reflector
  256. * H = H(i+ib-1) . . . H(i+1) H(i)
  257. *
  258. CALL DLARFT( 'Backward', 'Rowwise', N-K+I+IB-1, IB,
  259. $ A( M-K+I, 1 ), LDA, TAU( I ), WORK, LDWORK )
  260. *
  261. * Apply H to A(1:m-k+i-1,1:n-k+i+ib-1) from the right
  262. *
  263. CALL DLARFB( 'Right', 'No transpose', 'Backward',
  264. $ 'Rowwise', M-K+I-1, N-K+I+IB-1, IB,
  265. $ A( M-K+I, 1 ), LDA, WORK, LDWORK, A, LDA,
  266. $ WORK( IB+1 ), LDWORK )
  267. END IF
  268. 10 CONTINUE
  269. MU = M - K + I + NB - 1
  270. NU = N - K + I + NB - 1
  271. ELSE
  272. MU = M
  273. NU = N
  274. END IF
  275. *
  276. * Use unblocked code to factor the last or only block
  277. *
  278. IF( MU.GT.0 .AND. NU.GT.0 )
  279. $ CALL DGERQ2( MU, NU, A, LDA, TAU, WORK, IINFO )
  280. *
  281. WORK( 1 ) = IWS
  282. RETURN
  283. *
  284. * End of DGERQF
  285. *
  286. END