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cgeqrfp.f 7.9 kB

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  1. *> \brief \b CGEQRFP
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEQRFP + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgeqrfp.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgeqrfp.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgeqrfp.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CGEQR2P computes a QR factorization of a complex M-by-N matrix A:
  37. *>
  38. *> A = Q * ( R ),
  39. *> ( 0 )
  40. *>
  41. *> where:
  42. *>
  43. *> Q is a M-by-M orthogonal matrix;
  44. *> R is an upper-triangular N-by-N matrix with nonnegative diagonal
  45. *> entries;
  46. *> 0 is a (M-N)-by-N zero matrix, if M > N.
  47. *>
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] M
  54. *> \verbatim
  55. *> M is INTEGER
  56. *> The number of rows of the matrix A. M >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The number of columns of the matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in,out] A
  66. *> \verbatim
  67. *> A is COMPLEX array, dimension (LDA,N)
  68. *> On entry, the M-by-N matrix A.
  69. *> On exit, the elements on and above the diagonal of the array
  70. *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is
  71. *> upper triangular if m >= n). The diagonal entries of R
  72. *> are real and nonnegative; the elements below the diagonal,
  73. *> with the array TAU, represent the unitary matrix Q as a
  74. *> product of min(m,n) elementary reflectors (see Further
  75. *> Details).
  76. *> \endverbatim
  77. *>
  78. *> \param[in] LDA
  79. *> \verbatim
  80. *> LDA is INTEGER
  81. *> The leading dimension of the array A. LDA >= max(1,M).
  82. *> \endverbatim
  83. *>
  84. *> \param[out] TAU
  85. *> \verbatim
  86. *> TAU is COMPLEX array, dimension (min(M,N))
  87. *> The scalar factors of the elementary reflectors (see Further
  88. *> Details).
  89. *> \endverbatim
  90. *>
  91. *> \param[out] WORK
  92. *> \verbatim
  93. *> WORK is COMPLEX 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 >= max(1,N).
  101. *> For optimum performance LWORK >= N*NB, where NB is
  102. *> 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] INFO
  111. *> \verbatim
  112. *> INFO is INTEGER
  113. *> = 0: successful exit
  114. *> < 0: if INFO = -i, the i-th argument had an illegal value
  115. *> \endverbatim
  116. *
  117. * Authors:
  118. * ========
  119. *
  120. *> \author Univ. of Tennessee
  121. *> \author Univ. of California Berkeley
  122. *> \author Univ. of Colorado Denver
  123. *> \author NAG Ltd.
  124. *
  125. *> \ingroup geqrfp
  126. *
  127. *> \par Further Details:
  128. * =====================
  129. *>
  130. *> \verbatim
  131. *>
  132. *> The matrix Q is represented as a product of elementary reflectors
  133. *>
  134. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  135. *>
  136. *> Each H(i) has the form
  137. *>
  138. *> H(i) = I - tau * v * v**H
  139. *>
  140. *> where tau is a complex scalar, and v is a complex vector with
  141. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  142. *> and tau in TAU(i).
  143. *>
  144. *> See Lapack Working Note 203 for details
  145. *> \endverbatim
  146. *>
  147. * =====================================================================
  148. SUBROUTINE CGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  149. *
  150. * -- LAPACK computational routine --
  151. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  152. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  153. *
  154. * .. Scalar Arguments ..
  155. INTEGER INFO, LDA, LWORK, M, N
  156. * ..
  157. * .. Array Arguments ..
  158. COMPLEX A( LDA, * ), TAU( * ), WORK( * )
  159. * ..
  160. *
  161. * =====================================================================
  162. *
  163. * .. Local Scalars ..
  164. LOGICAL LQUERY
  165. INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
  166. $ NBMIN, NX
  167. * ..
  168. * .. External Subroutines ..
  169. EXTERNAL CGEQR2P, CLARFB, CLARFT, XERBLA
  170. * ..
  171. * .. Intrinsic Functions ..
  172. INTRINSIC MAX, MIN
  173. * ..
  174. * .. External Functions ..
  175. INTEGER ILAENV
  176. REAL SROUNDUP_LWORK
  177. EXTERNAL ILAENV, SROUNDUP_LWORK
  178. * ..
  179. * .. Executable Statements ..
  180. *
  181. * Test the input arguments
  182. *
  183. INFO = 0
  184. NB = ILAENV( 1, 'CGEQRF', ' ', M, N, -1, -1 )
  185. LWKOPT = N*NB
  186. WORK( 1 ) = SROUNDUP_LWORK(LWKOPT)
  187. LQUERY = ( LWORK.EQ.-1 )
  188. IF( M.LT.0 ) THEN
  189. INFO = -1
  190. ELSE IF( N.LT.0 ) THEN
  191. INFO = -2
  192. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  193. INFO = -4
  194. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  195. INFO = -7
  196. END IF
  197. IF( INFO.NE.0 ) THEN
  198. CALL XERBLA( 'CGEQRFP', -INFO )
  199. RETURN
  200. ELSE IF( LQUERY ) THEN
  201. RETURN
  202. END IF
  203. *
  204. * Quick return if possible
  205. *
  206. K = MIN( M, N )
  207. IF( K.EQ.0 ) THEN
  208. WORK( 1 ) = 1
  209. RETURN
  210. END IF
  211. *
  212. NBMIN = 2
  213. NX = 0
  214. IWS = N
  215. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  216. *
  217. * Determine when to cross over from blocked to unblocked code.
  218. *
  219. NX = MAX( 0, ILAENV( 3, 'CGEQRF', ' ', M, N, -1, -1 ) )
  220. IF( NX.LT.K ) THEN
  221. *
  222. * Determine if workspace is large enough for blocked code.
  223. *
  224. LDWORK = N
  225. IWS = LDWORK*NB
  226. IF( LWORK.LT.IWS ) THEN
  227. *
  228. * Not enough workspace to use optimal NB: reduce NB and
  229. * determine the minimum value of NB.
  230. *
  231. NB = LWORK / LDWORK
  232. NBMIN = MAX( 2, ILAENV( 2, 'CGEQRF', ' ', M, N, -1,
  233. $ -1 ) )
  234. END IF
  235. END IF
  236. END IF
  237. *
  238. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  239. *
  240. * Use blocked code initially
  241. *
  242. DO 10 I = 1, K - NX, NB
  243. IB = MIN( K-I+1, NB )
  244. *
  245. * Compute the QR factorization of the current block
  246. * A(i:m,i:i+ib-1)
  247. *
  248. CALL CGEQR2P( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK,
  249. $ IINFO )
  250. IF( I+IB.LE.N ) THEN
  251. *
  252. * Form the triangular factor of the block reflector
  253. * H = H(i) H(i+1) . . . H(i+ib-1)
  254. *
  255. CALL CLARFT( 'Forward', 'Columnwise', M-I+1, IB,
  256. $ A( I, I ), LDA, TAU( I ), WORK, LDWORK )
  257. *
  258. * Apply H**H to A(i:m,i+ib:n) from the left
  259. *
  260. CALL CLARFB( 'Left', 'Conjugate transpose', 'Forward',
  261. $ 'Columnwise', M-I+1, N-I-IB+1, IB,
  262. $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ),
  263. $ LDA, WORK( IB+1 ), LDWORK )
  264. END IF
  265. 10 CONTINUE
  266. ELSE
  267. I = 1
  268. END IF
  269. *
  270. * Use unblocked code to factor the last or only block.
  271. *
  272. IF( I.LE.K )
  273. $ CALL CGEQR2P( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
  274. $ IINFO )
  275. *
  276. WORK( 1 ) = SROUNDUP_LWORK(IWS)
  277. RETURN
  278. *
  279. * End of CGEQRFP
  280. *
  281. END