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dlamtsqr.f 12 kB

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  1. *> \brief \b DLAMTSQR
  2. *
  3. * Definition:
  4. * ===========
  5. *
  6. * SUBROUTINE DLAMTSQR( 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. *> DLAMTSQR 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
  29. *> of blocked elementary reflectors computed by tall skinny
  30. *> QR factorization (DLATSQR)
  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 A. 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. M >= K >= 0;
  67. *>
  68. *> \endverbatim
  69. *>
  70. *> \param[in] MB
  71. *> \verbatim
  72. *> MB is INTEGER
  73. *> The block size to be used in the blocked QR.
  74. *> MB > N. (must be the same as DLATSQR)
  75. *> \endverbatim
  76. *>
  77. *> \param[in] NB
  78. *> \verbatim
  79. *> NB is INTEGER
  80. *> The column block size to be used in the blocked QR.
  81. *> N >= NB >= 1.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] A
  85. *> \verbatim
  86. *> A is DOUBLE PRECISION array, dimension (LDA,K)
  87. *> The i-th column must contain the vector which defines the
  88. *> blockedelementary reflector H(i), for i = 1,2,...,k, as
  89. *> returned by DLATSQR in the first k columns of
  90. *> its array argument A.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDA
  94. *> \verbatim
  95. *> LDA is INTEGER
  96. *> The leading dimension of the array A.
  97. *> If SIDE = 'L', LDA >= max(1,M);
  98. *> if SIDE = 'R', LDA >= max(1,N).
  99. *> \endverbatim
  100. *>
  101. *> \param[in] T
  102. *> \verbatim
  103. *> T is DOUBLE PRECISION array, dimension
  104. *> ( N * Number of blocks(CEIL(M-K/MB-K)),
  105. *> The blocked upper triangular block reflectors stored in compact form
  106. *> as a sequence of upper triangular blocks. See below
  107. *> for further details.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDT
  111. *> \verbatim
  112. *> LDT is INTEGER
  113. *> The leading dimension of the array T. LDT >= NB.
  114. *> \endverbatim
  115. *>
  116. *> \param[in,out] C
  117. *> \verbatim
  118. *> C is DOUBLE PRECISION array, dimension (LDC,N)
  119. *> On entry, the M-by-N matrix C.
  120. *> On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
  121. *> \endverbatim
  122. *>
  123. *> \param[in] LDC
  124. *> \verbatim
  125. *> LDC is INTEGER
  126. *> The leading dimension of the array C. LDC >= max(1,M).
  127. *> \endverbatim
  128. *>
  129. *> \param[out] WORK
  130. *> \verbatim
  131. *> (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  132. *> On exit, if INFO = 0, WORK(1) returns the minimal LWORK.
  133. *> \endverbatim
  134. *>
  135. *> \param[in] LWORK
  136. *> \verbatim
  137. *> LWORK is INTEGER
  138. *> The dimension of the array WORK.
  139. *> If MIN(M,N,K) = 0, LWORK >= 1.
  140. *> If SIDE = 'L', LWORK >= max(1,N*NB).
  141. *> If SIDE = 'R', LWORK >= max(1,MB*NB).
  142. *>
  143. *> If LWORK = -1, then a workspace query is assumed; the routine
  144. *> only calculates the minimal size of the WORK array, returns
  145. *> this value as the first entry of the WORK array, and no error
  146. *> message related to LWORK is issued by XERBLA.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] INFO
  150. *> \verbatim
  151. *> INFO is INTEGER
  152. *> = 0: successful exit
  153. *> < 0: if INFO = -i, the i-th argument had an illegal value
  154. *> \endverbatim
  155. *
  156. * Authors:
  157. * ========
  158. *
  159. *> \author Univ. of Tennessee
  160. *> \author Univ. of California Berkeley
  161. *> \author Univ. of Colorado Denver
  162. *> \author NAG Ltd.
  163. *
  164. *> \par Further Details:
  165. * =====================
  166. *>
  167. *> \verbatim
  168. *> Tall-Skinny QR (TSQR) performs QR by a sequence of orthogonal transformations,
  169. *> representing Q as a product of other orthogonal matrices
  170. *> Q = Q(1) * Q(2) * . . . * Q(k)
  171. *> where each Q(i) zeros out subdiagonal entries of a block of MB rows of A:
  172. *> Q(1) zeros out the subdiagonal entries of rows 1:MB of A
  173. *> Q(2) zeros out the bottom MB-N rows of rows [1:N,MB+1:2*MB-N] of A
  174. *> Q(3) zeros out the bottom MB-N rows of rows [1:N,2*MB-N+1:3*MB-2*N] of A
  175. *> . . .
  176. *>
  177. *> Q(1) is computed by GEQRT, which represents Q(1) by Householder vectors
  178. *> stored under the diagonal of rows 1:MB of A, and by upper triangular
  179. *> block reflectors, stored in array T(1:LDT,1:N).
  180. *> For more information see Further Details in GEQRT.
  181. *>
  182. *> Q(i) for i>1 is computed by TPQRT, which represents Q(i) by Householder vectors
  183. *> stored in rows [(i-1)*(MB-N)+N+1:i*(MB-N)+N] of A, and by upper triangular
  184. *> block reflectors, stored in array T(1:LDT,(i-1)*N+1:i*N).
  185. *> The last Q(k) may use fewer rows.
  186. *> For more information see Further Details in TPQRT.
  187. *>
  188. *> For more details of the overall algorithm, see the description of
  189. *> Sequential TSQR in Section 2.2 of [1].
  190. *>
  191. *> [1] “Communication-Optimal Parallel and Sequential QR and LU Factorizations,”
  192. *> J. Demmel, L. Grigori, M. Hoemmen, J. Langou,
  193. *> SIAM J. Sci. Comput, vol. 34, no. 1, 2012
  194. *> \endverbatim
  195. *>
  196. *> \ingroup lamtsqr
  197. *>
  198. * =====================================================================
  199. SUBROUTINE DLAMTSQR( SIDE, TRANS, M, N, K, MB, NB, A, LDA, T,
  200. $ LDT, C, LDC, WORK, LWORK, INFO )
  201. *
  202. * -- LAPACK computational routine --
  203. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  204. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  205. *
  206. * .. Scalar Arguments ..
  207. CHARACTER SIDE, TRANS
  208. INTEGER INFO, LDA, M, N, K, MB, NB, LDT, LWORK, LDC
  209. * ..
  210. * .. Array Arguments ..
  211. DOUBLE PRECISION A( LDA, * ), WORK( * ), C( LDC, * ),
  212. $ T( LDT, * )
  213. * ..
  214. *
  215. * =====================================================================
  216. *
  217. * ..
  218. * .. Local Scalars ..
  219. LOGICAL LEFT, RIGHT, TRAN, NOTRAN, LQUERY
  220. INTEGER I, II, KK, LW, CTR, Q, MINMNK, LWMIN
  221. * ..
  222. * .. External Functions ..
  223. LOGICAL LSAME
  224. EXTERNAL LSAME
  225. * .. External Subroutines ..
  226. EXTERNAL DGEMQRT, DTPMQRT, XERBLA
  227. * ..
  228. * .. Executable Statements ..
  229. *
  230. * Test the input arguments
  231. *
  232. INFO = 0
  233. LQUERY = ( LWORK.EQ.-1 )
  234. NOTRAN = LSAME( TRANS, 'N' )
  235. TRAN = LSAME( TRANS, 'T' )
  236. LEFT = LSAME( SIDE, 'L' )
  237. RIGHT = LSAME( SIDE, 'R' )
  238. IF( LEFT ) THEN
  239. LW = N * NB
  240. Q = M
  241. ELSE
  242. LW = MB * NB
  243. Q = N
  244. END IF
  245. *
  246. MINMNK = MIN( M, N, K )
  247. IF( MINMNK.EQ.0 ) THEN
  248. LWMIN = 1
  249. ELSE
  250. LWMIN = MAX( 1, LW )
  251. END IF
  252. *
  253. IF( .NOT.LEFT .AND. .NOT.RIGHT ) THEN
  254. INFO = -1
  255. ELSE IF( .NOT.TRAN .AND. .NOT.NOTRAN ) THEN
  256. INFO = -2
  257. ELSE IF( M.LT.K ) THEN
  258. INFO = -3
  259. ELSE IF( N.LT.0 ) THEN
  260. INFO = -4
  261. ELSE IF( K.LT.0 ) THEN
  262. INFO = -5
  263. ELSE IF( K.LT.NB .OR. NB.LT.1 ) THEN
  264. INFO = -7
  265. ELSE IF( LDA.LT.MAX( 1, Q ) ) THEN
  266. INFO = -9
  267. ELSE IF( LDT.LT.MAX( 1, NB ) ) THEN
  268. INFO = -11
  269. ELSE IF( LDC.LT.MAX( 1, M ) ) THEN
  270. INFO = -13
  271. ELSE IF( LWORK.LT.LWMIN .AND. (.NOT.LQUERY) ) THEN
  272. INFO = -15
  273. END IF
  274. *
  275. IF( INFO.EQ.0 ) THEN
  276. WORK( 1 ) = LWMIN
  277. END IF
  278. *
  279. IF( INFO.NE.0 ) THEN
  280. CALL XERBLA( 'DLAMTSQR', -INFO )
  281. RETURN
  282. ELSE IF( LQUERY ) THEN
  283. RETURN
  284. END IF
  285. *
  286. * Quick return if possible
  287. *
  288. IF( MINMNK.EQ.0 ) THEN
  289. RETURN
  290. END IF
  291. *
  292. * Determine the block size if it is tall skinny or short and wide
  293. *
  294. IF((MB.LE.K).OR.(MB.GE.MAX(M,N,K))) THEN
  295. CALL DGEMQRT( SIDE, TRANS, M, N, K, NB, A, LDA,
  296. $ T, LDT, C, LDC, WORK, INFO )
  297. RETURN
  298. END IF
  299. *
  300. IF(LEFT.AND.NOTRAN) THEN
  301. *
  302. * Multiply Q to the last block of C
  303. *
  304. KK = MOD((M-K),(MB-K))
  305. CTR = (M-K)/(MB-K)
  306. IF (KK.GT.0) THEN
  307. II=M-KK+1
  308. CALL DTPMQRT('L','N',KK , N, K, 0, NB, A(II,1), LDA,
  309. $ T(1,CTR*K+1),LDT , C(1,1), LDC,
  310. $ C(II,1), LDC, WORK, INFO )
  311. ELSE
  312. II=M+1
  313. END IF
  314. *
  315. DO I=II-(MB-K),MB+1,-(MB-K)
  316. *
  317. * Multiply Q to the current block of C (I:I+MB,1:N)
  318. *
  319. CTR = CTR - 1
  320. CALL DTPMQRT('L','N',MB-K , N, K, 0,NB, A(I,1), LDA,
  321. $ T(1,CTR*K+1),LDT, C(1,1), LDC,
  322. $ C(I,1), LDC, WORK, INFO )
  323. *
  324. END DO
  325. *
  326. * Multiply Q to the first block of C (1:MB,1:N)
  327. *
  328. CALL DGEMQRT('L','N',MB , N, K, NB, A(1,1), LDA, T
  329. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  330. *
  331. ELSE IF (LEFT.AND.TRAN) THEN
  332. *
  333. * Multiply Q to the first block of C
  334. *
  335. KK = MOD((M-K),(MB-K))
  336. II=M-KK+1
  337. CTR = 1
  338. CALL DGEMQRT('L','T',MB , N, K, NB, A(1,1), LDA, T
  339. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  340. *
  341. DO I=MB+1,II-MB+K,(MB-K)
  342. *
  343. * Multiply Q to the current block of C (I:I+MB,1:N)
  344. *
  345. CALL DTPMQRT('L','T',MB-K , N, K, 0,NB, A(I,1), LDA,
  346. $ T(1,CTR * K + 1),LDT, C(1,1), LDC,
  347. $ C(I,1), LDC, WORK, INFO )
  348. CTR = CTR + 1
  349. *
  350. END DO
  351. IF(II.LE.M) THEN
  352. *
  353. * Multiply Q to the last block of C
  354. *
  355. CALL DTPMQRT('L','T',KK , N, K, 0,NB, A(II,1), LDA,
  356. $ T(1,CTR * K + 1), LDT, C(1,1), LDC,
  357. $ C(II,1), LDC, WORK, INFO )
  358. *
  359. END IF
  360. *
  361. ELSE IF(RIGHT.AND.TRAN) THEN
  362. *
  363. * Multiply Q to the last block of C
  364. *
  365. KK = MOD((N-K),(MB-K))
  366. CTR = (N-K)/(MB-K)
  367. IF (KK.GT.0) THEN
  368. II=N-KK+1
  369. CALL DTPMQRT('R','T',M , KK, K, 0, NB, A(II,1), LDA,
  370. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  371. $ C(1,II), LDC, WORK, INFO )
  372. ELSE
  373. II=N+1
  374. END IF
  375. *
  376. DO I=II-(MB-K),MB+1,-(MB-K)
  377. *
  378. * Multiply Q to the current block of C (1:M,I:I+MB)
  379. *
  380. CTR = CTR - 1
  381. CALL DTPMQRT('R','T',M , MB-K, K, 0,NB, A(I,1), LDA,
  382. $ T(1,CTR*K+1), LDT, C(1,1), LDC,
  383. $ C(1,I), LDC, WORK, INFO )
  384. *
  385. END DO
  386. *
  387. * Multiply Q to the first block of C (1:M,1:MB)
  388. *
  389. CALL DGEMQRT('R','T',M , MB, K, NB, A(1,1), LDA, T
  390. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  391. *
  392. ELSE IF (RIGHT.AND.NOTRAN) THEN
  393. *
  394. * Multiply Q to the first block of C
  395. *
  396. KK = MOD((N-K),(MB-K))
  397. II=N-KK+1
  398. CTR = 1
  399. CALL DGEMQRT('R','N', M, MB , K, NB, A(1,1), LDA, T
  400. $ ,LDT ,C(1,1), LDC, WORK, INFO )
  401. *
  402. DO I=MB+1,II-MB+K,(MB-K)
  403. *
  404. * Multiply Q to the current block of C (1:M,I:I+MB)
  405. *
  406. CALL DTPMQRT('R','N', M, MB-K, K, 0,NB, A(I,1), LDA,
  407. $ T(1, CTR * K + 1),LDT, C(1,1), LDC,
  408. $ C(1,I), LDC, WORK, INFO )
  409. CTR = CTR + 1
  410. *
  411. END DO
  412. IF(II.LE.N) THEN
  413. *
  414. * Multiply Q to the last block of C
  415. *
  416. CALL DTPMQRT('R','N', M, KK , K, 0,NB, A(II,1), LDA,
  417. $ T(1, CTR * K + 1),LDT, C(1,1), LDC,
  418. $ C(1,II), LDC, WORK, INFO )
  419. *
  420. END IF
  421. *
  422. END IF
  423. *
  424. WORK( 1 ) = LWMIN
  425. *
  426. RETURN
  427. *
  428. * End of DLAMTSQR
  429. *
  430. END