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dlaswlq.f 8.1 kB

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