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zgeqrf.f 12 kB

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  1. C> \brief \b ZGEQRF VARIANT: left-looking Level 3 BLAS of the algorithm.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE ZGEQRF ( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER INFO, LDA, LWORK, M, N
  15. * ..
  16. * .. Array Arguments ..
  17. * COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  18. * ..
  19. *
  20. * Purpose
  21. * =======
  22. *
  23. C>\details \b Purpose:
  24. C>\verbatim
  25. C>
  26. C> ZGEQRF computes a QR factorization of a complex M-by-N matrix A:
  27. C> A = Q * R.
  28. C>
  29. C> This is the left-looking Level 3 BLAS version of the algorithm.
  30. C>
  31. C>\endverbatim
  32. *
  33. * Arguments:
  34. * ==========
  35. *
  36. C> \param[in] M
  37. C> \verbatim
  38. C> M is INTEGER
  39. C> The number of rows of the matrix A. M >= 0.
  40. C> \endverbatim
  41. C>
  42. C> \param[in] N
  43. C> \verbatim
  44. C> N is INTEGER
  45. C> The number of columns of the matrix A. N >= 0.
  46. C> \endverbatim
  47. C>
  48. C> \param[in,out] A
  49. C> \verbatim
  50. C> A is COMPLEX*16 array, dimension (LDA,N)
  51. C> On entry, the M-by-N matrix A.
  52. C> On exit, the elements on and above the diagonal of the array
  53. C> contain the min(M,N)-by-N upper trapezoidal matrix R (R is
  54. C> upper triangular if m >= n); the elements below the diagonal,
  55. C> with the array TAU, represent the orthogonal matrix Q as a
  56. C> product of min(m,n) elementary reflectors (see Further
  57. C> Details).
  58. C> \endverbatim
  59. C>
  60. C> \param[in] LDA
  61. C> \verbatim
  62. C> LDA is INTEGER
  63. C> The leading dimension of the array A. LDA >= max(1,M).
  64. C> \endverbatim
  65. C>
  66. C> \param[out] TAU
  67. C> \verbatim
  68. C> TAU is COMPLEX*16 array, dimension (min(M,N))
  69. C> The scalar factors of the elementary reflectors (see Further
  70. C> Details).
  71. C> \endverbatim
  72. C>
  73. C> \param[out] WORK
  74. C> \verbatim
  75. C> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  76. C> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  77. C> \endverbatim
  78. C>
  79. C> \param[in] LWORK
  80. C> \verbatim
  81. C> LWORK is INTEGER
  82. C> \endverbatim
  83. C> \verbatim
  84. C> The dimension of the array WORK. LWORK >= 1 if MIN(M,N) = 0,
  85. C> otherwise the dimension can be divided into three parts.
  86. C> \endverbatim
  87. C> \verbatim
  88. C> 1) The part for the triangular factor T. If the very last T is not bigger
  89. C> than any of the rest, then this part is NB x ceiling(K/NB), otherwise,
  90. C> NB x (K-NT), where K = min(M,N) and NT is the dimension of the very last T
  91. C> \endverbatim
  92. C> \verbatim
  93. C> 2) The part for the very last T when T is bigger than any of the rest T.
  94. C> The size of this part is NT x NT, where NT = K - ceiling ((K-NX)/NB) x NB,
  95. C> where K = min(M,N), NX is calculated by
  96. C> NX = MAX( 0, ILAENV( 3, 'ZGEQRF', ' ', M, N, -1, -1 ) )
  97. C> \endverbatim
  98. C> \verbatim
  99. C> 3) The part for dlarfb is of size max((N-M)*K, (N-M)*NB, K*NB, NB*NB)
  100. C> \endverbatim
  101. C> \verbatim
  102. C> So LWORK = part1 + part2 + part3
  103. C> \endverbatim
  104. C> \verbatim
  105. C> If LWORK = -1, then a workspace query is assumed; the routine
  106. C> only calculates the optimal size of the WORK array, returns
  107. C> this value as the first entry of the WORK array, and no error
  108. C> message related to LWORK is issued by XERBLA.
  109. C> \endverbatim
  110. C>
  111. C> \param[out] INFO
  112. C> \verbatim
  113. C> INFO is INTEGER
  114. C> = 0: successful exit
  115. C> < 0: if INFO = -i, the i-th argument had an illegal value
  116. C> \endverbatim
  117. C>
  118. *
  119. * Authors:
  120. * ========
  121. *
  122. C> \author Univ. of Tennessee
  123. C> \author Univ. of California Berkeley
  124. C> \author Univ. of Colorado Denver
  125. C> \author NAG Ltd.
  126. *
  127. C> \date December 2016
  128. *
  129. C> \ingroup variantsGEcomputational
  130. *
  131. * Further Details
  132. * ===============
  133. C>\details \b Further \b Details
  134. C> \verbatim
  135. C>
  136. C> The matrix Q is represented as a product of elementary reflectors
  137. C>
  138. C> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  139. C>
  140. C> Each H(i) has the form
  141. C>
  142. C> H(i) = I - tau * v * v'
  143. C>
  144. C> where tau is a real scalar, and v is a real vector with
  145. C> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  146. C> and tau in TAU(i).
  147. C>
  148. C> \endverbatim
  149. C>
  150. * =====================================================================
  151. SUBROUTINE ZGEQRF ( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  152. *
  153. * -- LAPACK computational routine --
  154. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  155. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  156. *
  157. * .. Scalar Arguments ..
  158. INTEGER INFO, LDA, LWORK, M, N
  159. * ..
  160. * .. Array Arguments ..
  161. COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  162. * ..
  163. *
  164. * =====================================================================
  165. *
  166. * .. Local Scalars ..
  167. LOGICAL LQUERY
  168. INTEGER I, IB, IINFO, IWS, J, K, LWKOPT, NB,
  169. $ NBMIN, NX, LBWORK, NT, LLWORK
  170. * ..
  171. * .. External Subroutines ..
  172. EXTERNAL ZGEQR2, ZLARFB, ZLARFT, XERBLA
  173. * ..
  174. * .. Intrinsic Functions ..
  175. INTRINSIC CEILING, MAX, MIN, REAL
  176. * ..
  177. * .. External Functions ..
  178. INTEGER ILAENV
  179. EXTERNAL ILAENV
  180. * ..
  181. * .. Executable Statements ..
  182. INFO = 0
  183. NBMIN = 2
  184. NX = 0
  185. IWS = N
  186. K = MIN( M, N )
  187. NB = ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
  188. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  189. *
  190. * Determine when to cross over from blocked to unblocked code.
  191. *
  192. NX = MAX( 0, ILAENV( 3, 'ZGEQRF', ' ', M, N, -1, -1 ) )
  193. END IF
  194. *
  195. * Get NT, the size of the very last T, which is the left-over from in-between K-NX and K to K, eg.:
  196. *
  197. * NB=3 2NB=6 K=10
  198. * | | |
  199. * 1--2--3--4--5--6--7--8--9--10
  200. * | \________/
  201. * K-NX=5 NT=4
  202. *
  203. * So here 4 x 4 is the last T stored in the workspace
  204. *
  205. NT = K-CEILING(REAL(K-NX)/REAL(NB))*NB
  206. *
  207. * optimal workspace = space for dlarfb + space for normal T's + space for the last T
  208. *
  209. LLWORK = MAX (MAX((N-M)*K, (N-M)*NB), MAX(K*NB, NB*NB))
  210. LLWORK = CEILING(REAL(LLWORK)/REAL(NB))
  211. IF( K.EQ.0 ) THEN
  212. LBWORK = 0
  213. LWKOPT = 1
  214. WORK( 1 ) = LWKOPT
  215. ELSE IF ( NT.GT.NB ) THEN
  216. LBWORK = K-NT
  217. *
  218. * Optimal workspace for dlarfb = MAX(1,N)*NT
  219. *
  220. LWKOPT = (LBWORK+LLWORK)*NB
  221. WORK( 1 ) = (LWKOPT+NT*NT)
  222. ELSE
  223. LBWORK = CEILING(REAL(K)/REAL(NB))*NB
  224. LWKOPT = (LBWORK+LLWORK-NB)*NB
  225. WORK( 1 ) = LWKOPT
  226. END IF
  227. *
  228. * Test the input arguments
  229. *
  230. LQUERY = ( LWORK.EQ.-1 )
  231. IF( M.LT.0 ) THEN
  232. INFO = -1
  233. ELSE IF( N.LT.0 ) THEN
  234. INFO = -2
  235. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  236. INFO = -4
  237. ELSE IF ( .NOT.LQUERY ) THEN
  238. IF( LWORK.LE.0 .OR. ( M.GT.0 .AND. LWORK.LT.MAX( 1, N ) ) )
  239. $ INFO = -7
  240. END IF
  241. IF( INFO.NE.0 ) THEN
  242. CALL XERBLA( 'ZGEQRF', -INFO )
  243. RETURN
  244. ELSE IF( LQUERY ) THEN
  245. RETURN
  246. END IF
  247. *
  248. * Quick return if possible
  249. *
  250. IF( K.EQ.0 ) THEN
  251. RETURN
  252. END IF
  253. *
  254. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  255. IF( NX.LT.K ) THEN
  256. *
  257. * Determine if workspace is large enough for blocked code.
  258. *
  259. IF ( NT.LE.NB ) THEN
  260. IWS = (LBWORK+LLWORK-NB)*NB
  261. ELSE
  262. IWS = (LBWORK+LLWORK)*NB+NT*NT
  263. END IF
  264. IF( LWORK.LT.IWS ) THEN
  265. *
  266. * Not enough workspace to use optimal NB: reduce NB and
  267. * determine the minimum value of NB.
  268. *
  269. IF ( NT.LE.NB ) THEN
  270. NB = LWORK / (LLWORK+(LBWORK-NB))
  271. ELSE
  272. NB = (LWORK-NT*NT)/(LBWORK+LLWORK)
  273. END IF
  274. NBMIN = MAX( 2, ILAENV( 2, 'ZGEQRF', ' ', M, N, -1,
  275. $ -1 ) )
  276. END IF
  277. END IF
  278. END IF
  279. *
  280. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  281. *
  282. * Use blocked code initially
  283. *
  284. DO 10 I = 1, K - NX, NB
  285. IB = MIN( K-I+1, NB )
  286. *
  287. * Update the current column using old T's
  288. *
  289. DO 20 J = 1, I - NB, NB
  290. *
  291. * Apply H' to A(J:M,I:I+IB-1) from the left
  292. *
  293. CALL ZLARFB( 'Left', 'Transpose', 'Forward',
  294. $ 'Columnwise', M-J+1, IB, NB,
  295. $ A( J, J ), LDA, WORK(J), LBWORK,
  296. $ A( J, I ), LDA, WORK(LBWORK*NB+NT*NT+1),
  297. $ IB)
  298. 20 CONTINUE
  299. *
  300. * Compute the QR factorization of the current block
  301. * A(I:M,I:I+IB-1)
  302. *
  303. CALL ZGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ),
  304. $ WORK(LBWORK*NB+NT*NT+1), IINFO )
  305. IF( I+IB.LE.N ) THEN
  306. *
  307. * Form the triangular factor of the block reflector
  308. * H = H(i) H(i+1) . . . H(i+ib-1)
  309. *
  310. CALL ZLARFT( 'Forward', 'Columnwise', M-I+1, IB,
  311. $ A( I, I ), LDA, TAU( I ),
  312. $ WORK(I), LBWORK )
  313. *
  314. END IF
  315. 10 CONTINUE
  316. ELSE
  317. I = 1
  318. END IF
  319. *
  320. * Use unblocked code to factor the last or only block.
  321. *
  322. IF( I.LE.K ) THEN
  323. IF ( I .NE. 1 ) THEN
  324. DO 30 J = 1, I - NB, NB
  325. *
  326. * Apply H' to A(J:M,I:K) from the left
  327. *
  328. CALL ZLARFB( 'Left', 'Transpose', 'Forward',
  329. $ 'Columnwise', M-J+1, K-I+1, NB,
  330. $ A( J, J ), LDA, WORK(J), LBWORK,
  331. $ A( J, I ), LDA, WORK(LBWORK*NB+NT*NT+1),
  332. $ K-I+1)
  333. 30 CONTINUE
  334. CALL ZGEQR2( M-I+1, K-I+1, A( I, I ), LDA, TAU( I ),
  335. $ WORK(LBWORK*NB+NT*NT+1),IINFO )
  336. ELSE
  337. *
  338. * Use unblocked code to factor the last or only block.
  339. *
  340. CALL ZGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ),
  341. $ WORK,IINFO )
  342. END IF
  343. END IF
  344. *
  345. * Apply update to the column M+1:N when N > M
  346. *
  347. IF ( M.LT.N .AND. I.NE.1) THEN
  348. *
  349. * Form the last triangular factor of the block reflector
  350. * H = H(i) H(i+1) . . . H(i+ib-1)
  351. *
  352. IF ( NT .LE. NB ) THEN
  353. CALL ZLARFT( 'Forward', 'Columnwise', M-I+1, K-I+1,
  354. $ A( I, I ), LDA, TAU( I ), WORK(I), LBWORK )
  355. ELSE
  356. CALL ZLARFT( 'Forward', 'Columnwise', M-I+1, K-I+1,
  357. $ A( I, I ), LDA, TAU( I ),
  358. $ WORK(LBWORK*NB+1), NT )
  359. END IF
  360. *
  361. * Apply H' to A(1:M,M+1:N) from the left
  362. *
  363. DO 40 J = 1, K-NX, NB
  364. IB = MIN( K-J+1, NB )
  365. CALL ZLARFB( 'Left', 'Transpose', 'Forward',
  366. $ 'Columnwise', M-J+1, N-M, IB,
  367. $ A( J, J ), LDA, WORK(J), LBWORK,
  368. $ A( J, M+1 ), LDA, WORK(LBWORK*NB+NT*NT+1),
  369. $ N-M)
  370. 40 CONTINUE
  371. IF ( NT.LE.NB ) THEN
  372. CALL ZLARFB( 'Left', 'Transpose', 'Forward',
  373. $ 'Columnwise', M-J+1, N-M, K-J+1,
  374. $ A( J, J ), LDA, WORK(J), LBWORK,
  375. $ A( J, M+1 ), LDA, WORK(LBWORK*NB+NT*NT+1),
  376. $ N-M)
  377. ELSE
  378. CALL ZLARFB( 'Left', 'Transpose', 'Forward',
  379. $ 'Columnwise', M-J+1, N-M, K-J+1,
  380. $ A( J, J ), LDA,
  381. $ WORK(LBWORK*NB+1),
  382. $ NT, A( J, M+1 ), LDA, WORK(LBWORK*NB+NT*NT+1),
  383. $ N-M)
  384. END IF
  385. END IF
  386. WORK( 1 ) = IWS
  387. RETURN
  388. *
  389. * End of ZGEQRF
  390. *
  391. END