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zgeqp3.f 10 kB

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  1. *> \brief \b ZGEQP3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEQP3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqp3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqp3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqp3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LWORK, M, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER JPVT( * )
  29. * DOUBLE PRECISION RWORK( * )
  30. * COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZGEQP3 computes a QR factorization with column pivoting of a
  40. *> matrix A: A*P = Q*R using Level 3 BLAS.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] M
  47. *> \verbatim
  48. *> M is INTEGER
  49. *> The number of rows of the matrix A. M >= 0.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The number of columns of the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] A
  59. *> \verbatim
  60. *> A is COMPLEX*16 array, dimension (LDA,N)
  61. *> On entry, the M-by-N matrix A.
  62. *> On exit, the upper triangle of the array contains the
  63. *> min(M,N)-by-N upper trapezoidal matrix R; the elements below
  64. *> the diagonal, together with the array TAU, represent the
  65. *> unitary matrix Q as a product of min(M,N) elementary
  66. *> reflectors.
  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[in,out] JPVT
  76. *> \verbatim
  77. *> JPVT is INTEGER array, dimension (N)
  78. *> On entry, if JPVT(J).ne.0, the J-th column of A is permuted
  79. *> to the front of A*P (a leading column); if JPVT(J)=0,
  80. *> the J-th column of A is a free column.
  81. *> On exit, if JPVT(J)=K, then the J-th column of A*P was the
  82. *> the K-th column of A.
  83. *> \endverbatim
  84. *>
  85. *> \param[out] TAU
  86. *> \verbatim
  87. *> TAU is COMPLEX*16 array, dimension (min(M,N))
  88. *> The scalar factors of the elementary reflectors.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] WORK
  92. *> \verbatim
  93. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  94. *> On exit, if INFO=0, WORK(1) returns the optimal LWORK.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] LWORK
  98. *> \verbatim
  99. *> LWORK is INTEGER
  100. *> The dimension of the array WORK. LWORK >= N+1.
  101. *> For optimal performance LWORK >= ( N+1 )*NB, where NB
  102. *> is the optimal blocksize.
  103. *>
  104. *> If LWORK = -1, then a workspace query is assumed; the routine
  105. *> only calculates the optimal size of the WORK array, returns
  106. *> this value as the first entry of the WORK array, and no error
  107. *> message related to LWORK is issued by XERBLA.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RWORK
  111. *> \verbatim
  112. *> RWORK is DOUBLE PRECISION array, dimension (2*N)
  113. *> \endverbatim
  114. *>
  115. *> \param[out] INFO
  116. *> \verbatim
  117. *> INFO is INTEGER
  118. *> = 0: successful exit.
  119. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  120. *> \endverbatim
  121. *
  122. * Authors:
  123. * ========
  124. *
  125. *> \author Univ. of Tennessee
  126. *> \author Univ. of California Berkeley
  127. *> \author Univ. of Colorado Denver
  128. *> \author NAG Ltd.
  129. *
  130. *> \ingroup complex16GEcomputational
  131. *
  132. *> \par Further Details:
  133. * =====================
  134. *>
  135. *> \verbatim
  136. *>
  137. *> The matrix Q is represented as a product of elementary reflectors
  138. *>
  139. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  140. *>
  141. *> Each H(i) has the form
  142. *>
  143. *> H(i) = I - tau * v * v**H
  144. *>
  145. *> where tau is a complex scalar, and v is a real/complex vector
  146. *> with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
  147. *> A(i+1:m,i), and tau in TAU(i).
  148. *> \endverbatim
  149. *
  150. *> \par Contributors:
  151. * ==================
  152. *>
  153. *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  154. *> X. Sun, Computer Science Dept., Duke University, USA
  155. *>
  156. * =====================================================================
  157. SUBROUTINE ZGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
  158. $ INFO )
  159. *
  160. * -- LAPACK computational routine --
  161. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  162. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  163. *
  164. * .. Scalar Arguments ..
  165. INTEGER INFO, LDA, LWORK, M, N
  166. * ..
  167. * .. Array Arguments ..
  168. INTEGER JPVT( * )
  169. DOUBLE PRECISION RWORK( * )
  170. COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  171. * ..
  172. *
  173. * =====================================================================
  174. *
  175. * .. Parameters ..
  176. INTEGER INB, INBMIN, IXOVER
  177. PARAMETER ( INB = 1, INBMIN = 2, IXOVER = 3 )
  178. * ..
  179. * .. Local Scalars ..
  180. LOGICAL LQUERY
  181. INTEGER FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
  182. $ NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
  183. * ..
  184. * .. External Subroutines ..
  185. EXTERNAL XERBLA, ZGEQRF, ZLAQP2, ZLAQPS, ZSWAP, ZUNMQR
  186. * ..
  187. * .. External Functions ..
  188. INTEGER ILAENV
  189. DOUBLE PRECISION DZNRM2
  190. EXTERNAL ILAENV, DZNRM2
  191. * ..
  192. * .. Intrinsic Functions ..
  193. INTRINSIC INT, MAX, MIN
  194. * ..
  195. * .. Executable Statements ..
  196. *
  197. * Test input arguments
  198. * ====================
  199. *
  200. INFO = 0
  201. LQUERY = ( LWORK.EQ.-1 )
  202. IF( M.LT.0 ) THEN
  203. INFO = -1
  204. ELSE IF( N.LT.0 ) THEN
  205. INFO = -2
  206. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  207. INFO = -4
  208. END IF
  209. *
  210. IF( INFO.EQ.0 ) THEN
  211. MINMN = MIN( M, N )
  212. IF( MINMN.EQ.0 ) THEN
  213. IWS = 1
  214. LWKOPT = 1
  215. ELSE
  216. IWS = N + 1
  217. NB = ILAENV( INB, 'ZGEQRF', ' ', M, N, -1, -1 )
  218. LWKOPT = ( N + 1 )*NB
  219. END IF
  220. WORK( 1 ) = DCMPLX( LWKOPT )
  221. *
  222. IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
  223. INFO = -8
  224. END IF
  225. END IF
  226. *
  227. IF( INFO.NE.0 ) THEN
  228. CALL XERBLA( 'ZGEQP3', -INFO )
  229. RETURN
  230. ELSE IF( LQUERY ) THEN
  231. RETURN
  232. END IF
  233. *
  234. * Move initial columns up front.
  235. *
  236. NFXD = 1
  237. DO 10 J = 1, N
  238. IF( JPVT( J ).NE.0 ) THEN
  239. IF( J.NE.NFXD ) THEN
  240. CALL ZSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
  241. JPVT( J ) = JPVT( NFXD )
  242. JPVT( NFXD ) = J
  243. ELSE
  244. JPVT( J ) = J
  245. END IF
  246. NFXD = NFXD + 1
  247. ELSE
  248. JPVT( J ) = J
  249. END IF
  250. 10 CONTINUE
  251. NFXD = NFXD - 1
  252. *
  253. * Factorize fixed columns
  254. * =======================
  255. *
  256. * Compute the QR factorization of fixed columns and update
  257. * remaining columns.
  258. *
  259. IF( NFXD.GT.0 ) THEN
  260. NA = MIN( M, NFXD )
  261. *CC CALL ZGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
  262. CALL ZGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
  263. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  264. IF( NA.LT.N ) THEN
  265. *CC CALL ZUNM2R( 'Left', 'Conjugate Transpose', M, N-NA,
  266. *CC $ NA, A, LDA, TAU, A( 1, NA+1 ), LDA, WORK,
  267. *CC $ INFO )
  268. CALL ZUNMQR( 'Left', 'Conjugate Transpose', M, N-NA, NA, A,
  269. $ LDA, TAU, A( 1, NA+1 ), LDA, WORK, LWORK,
  270. $ INFO )
  271. IWS = MAX( IWS, INT( WORK( 1 ) ) )
  272. END IF
  273. END IF
  274. *
  275. * Factorize free columns
  276. * ======================
  277. *
  278. IF( NFXD.LT.MINMN ) THEN
  279. *
  280. SM = M - NFXD
  281. SN = N - NFXD
  282. SMINMN = MINMN - NFXD
  283. *
  284. * Determine the block size.
  285. *
  286. NB = ILAENV( INB, 'ZGEQRF', ' ', SM, SN, -1, -1 )
  287. NBMIN = 2
  288. NX = 0
  289. *
  290. IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
  291. *
  292. * Determine when to cross over from blocked to unblocked code.
  293. *
  294. NX = MAX( 0, ILAENV( IXOVER, 'ZGEQRF', ' ', SM, SN, -1,
  295. $ -1 ) )
  296. *
  297. *
  298. IF( NX.LT.SMINMN ) THEN
  299. *
  300. * Determine if workspace is large enough for blocked code.
  301. *
  302. MINWS = ( SN+1 )*NB
  303. IWS = MAX( IWS, MINWS )
  304. IF( LWORK.LT.MINWS ) THEN
  305. *
  306. * Not enough workspace to use optimal NB: Reduce NB and
  307. * determine the minimum value of NB.
  308. *
  309. NB = LWORK / ( SN+1 )
  310. NBMIN = MAX( 2, ILAENV( INBMIN, 'ZGEQRF', ' ', SM, SN,
  311. $ -1, -1 ) )
  312. *
  313. *
  314. END IF
  315. END IF
  316. END IF
  317. *
  318. * Initialize partial column norms. The first N elements of work
  319. * store the exact column norms.
  320. *
  321. DO 20 J = NFXD + 1, N
  322. RWORK( J ) = DZNRM2( SM, A( NFXD+1, J ), 1 )
  323. RWORK( N+J ) = RWORK( J )
  324. 20 CONTINUE
  325. *
  326. IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
  327. $ ( NX.LT.SMINMN ) ) THEN
  328. *
  329. * Use blocked code initially.
  330. *
  331. J = NFXD + 1
  332. *
  333. * Compute factorization: while loop.
  334. *
  335. *
  336. TOPBMN = MINMN - NX
  337. 30 CONTINUE
  338. IF( J.LE.TOPBMN ) THEN
  339. JB = MIN( NB, TOPBMN-J+1 )
  340. *
  341. * Factorize JB columns among columns J:N.
  342. *
  343. CALL ZLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
  344. $ JPVT( J ), TAU( J ), RWORK( J ),
  345. $ RWORK( N+J ), WORK( 1 ), WORK( JB+1 ),
  346. $ N-J+1 )
  347. *
  348. J = J + FJB
  349. GO TO 30
  350. END IF
  351. ELSE
  352. J = NFXD + 1
  353. END IF
  354. *
  355. * Use unblocked code to factor the last or only block.
  356. *
  357. *
  358. IF( J.LE.MINMN )
  359. $ CALL ZLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
  360. $ TAU( J ), RWORK( J ), RWORK( N+J ), WORK( 1 ) )
  361. *
  362. END IF
  363. *
  364. WORK( 1 ) = DCMPLX( LWKOPT )
  365. RETURN
  366. *
  367. * End of ZGEQP3
  368. *
  369. END