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slaqp2.f 7.6 kB

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  1. *> \brief \b SLAQP2 computes a QR factorization with column pivoting of the matrix block.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLAQP2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaqp2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaqp2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaqp2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
  22. * WORK )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER LDA, M, N, OFFSET
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER JPVT( * )
  29. * REAL A( LDA, * ), TAU( * ), VN1( * ), VN2( * ),
  30. * $ WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SLAQP2 computes a QR factorization with column pivoting of
  40. *> the block A(OFFSET+1:M,1:N).
  41. *> The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] M
  48. *> \verbatim
  49. *> M is INTEGER
  50. *> The number of rows of the matrix A. M >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The number of columns of the matrix A. N >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] OFFSET
  60. *> \verbatim
  61. *> OFFSET is INTEGER
  62. *> The number of rows of the matrix A that must be pivoted
  63. *> but no factorized. OFFSET >= 0.
  64. *> \endverbatim
  65. *>
  66. *> \param[in,out] A
  67. *> \verbatim
  68. *> A is REAL array, dimension (LDA,N)
  69. *> On entry, the M-by-N matrix A.
  70. *> On exit, the upper triangle of block A(OFFSET+1:M,1:N) is
  71. *> the triangular factor obtained; the elements in block
  72. *> A(OFFSET+1:M,1:N) below the diagonal, together with the
  73. *> array TAU, represent the orthogonal matrix Q as a product of
  74. *> elementary reflectors. Block A(1:OFFSET,1:N) has been
  75. *> accordingly pivoted, but no factorized.
  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[in,out] JPVT
  85. *> \verbatim
  86. *> JPVT is INTEGER array, dimension (N)
  87. *> On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
  88. *> to the front of A*P (a leading column); if JPVT(i) = 0,
  89. *> the i-th column of A is a free column.
  90. *> On exit, if JPVT(i) = k, then the i-th column of A*P
  91. *> was the k-th column of A.
  92. *> \endverbatim
  93. *>
  94. *> \param[out] TAU
  95. *> \verbatim
  96. *> TAU is REAL array, dimension (min(M,N))
  97. *> The scalar factors of the elementary reflectors.
  98. *> \endverbatim
  99. *>
  100. *> \param[in,out] VN1
  101. *> \verbatim
  102. *> VN1 is REAL array, dimension (N)
  103. *> The vector with the partial column norms.
  104. *> \endverbatim
  105. *>
  106. *> \param[in,out] VN2
  107. *> \verbatim
  108. *> VN2 is REAL array, dimension (N)
  109. *> The vector with the exact column norms.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] WORK
  113. *> \verbatim
  114. *> WORK is REAL array, dimension (N)
  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 realOTHERauxiliary
  126. *
  127. *> \par Contributors:
  128. * ==================
  129. *>
  130. *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  131. *> X. Sun, Computer Science Dept., Duke University, USA
  132. *> \n
  133. *> Partial column norm updating strategy modified on April 2011
  134. *> Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
  135. *> University of Zagreb, Croatia.
  136. *
  137. *> \par References:
  138. * ================
  139. *>
  140. *> LAPACK Working Note 176
  141. *
  142. *> \htmlonly
  143. *> <a href="http://www.netlib.org/lapack/lawnspdf/lawn176.pdf">[PDF]</a>
  144. *> \endhtmlonly
  145. *
  146. * =====================================================================
  147. SUBROUTINE SLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
  148. $ WORK )
  149. *
  150. * -- LAPACK auxiliary 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 LDA, M, N, OFFSET
  156. * ..
  157. * .. Array Arguments ..
  158. INTEGER JPVT( * )
  159. REAL A( LDA, * ), TAU( * ), VN1( * ), VN2( * ),
  160. $ WORK( * )
  161. * ..
  162. *
  163. * =====================================================================
  164. *
  165. * .. Parameters ..
  166. REAL ZERO, ONE
  167. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  168. * ..
  169. * .. Local Scalars ..
  170. INTEGER I, ITEMP, J, MN, OFFPI, PVT
  171. REAL AII, TEMP, TEMP2, TOL3Z
  172. * ..
  173. * .. External Subroutines ..
  174. EXTERNAL SLARF, SLARFG, SSWAP
  175. * ..
  176. * .. Intrinsic Functions ..
  177. INTRINSIC ABS, MAX, MIN, SQRT
  178. * ..
  179. * .. External Functions ..
  180. INTEGER ISAMAX
  181. REAL SLAMCH, SNRM2
  182. EXTERNAL ISAMAX, SLAMCH, SNRM2
  183. * ..
  184. * .. Executable Statements ..
  185. *
  186. MN = MIN( M-OFFSET, N )
  187. TOL3Z = SQRT(SLAMCH('Epsilon'))
  188. *
  189. * Compute factorization.
  190. *
  191. DO 20 I = 1, MN
  192. *
  193. OFFPI = OFFSET + I
  194. *
  195. * Determine ith pivot column and swap if necessary.
  196. *
  197. PVT = ( I-1 ) + ISAMAX( N-I+1, VN1( I ), 1 )
  198. *
  199. IF( PVT.NE.I ) THEN
  200. CALL SSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
  201. ITEMP = JPVT( PVT )
  202. JPVT( PVT ) = JPVT( I )
  203. JPVT( I ) = ITEMP
  204. VN1( PVT ) = VN1( I )
  205. VN2( PVT ) = VN2( I )
  206. END IF
  207. *
  208. * Generate elementary reflector H(i).
  209. *
  210. IF( OFFPI.LT.M ) THEN
  211. CALL SLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1,
  212. $ TAU( I ) )
  213. ELSE
  214. CALL SLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) )
  215. END IF
  216. *
  217. IF( I.LT.N ) THEN
  218. *
  219. * Apply H(i)**T to A(offset+i:m,i+1:n) from the left.
  220. *
  221. AII = A( OFFPI, I )
  222. A( OFFPI, I ) = ONE
  223. CALL SLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1,
  224. $ TAU( I ), A( OFFPI, I+1 ), LDA, WORK( 1 ) )
  225. A( OFFPI, I ) = AII
  226. END IF
  227. *
  228. * Update partial column norms.
  229. *
  230. DO 10 J = I + 1, N
  231. IF( VN1( J ).NE.ZERO ) THEN
  232. *
  233. * NOTE: The following 4 lines follow from the analysis in
  234. * Lapack Working Note 176.
  235. *
  236. TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2
  237. TEMP = MAX( TEMP, ZERO )
  238. TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
  239. IF( TEMP2 .LE. TOL3Z ) THEN
  240. IF( OFFPI.LT.M ) THEN
  241. VN1( J ) = SNRM2( M-OFFPI, A( OFFPI+1, J ), 1 )
  242. VN2( J ) = VN1( J )
  243. ELSE
  244. VN1( J ) = ZERO
  245. VN2( J ) = ZERO
  246. END IF
  247. ELSE
  248. VN1( J ) = VN1( J )*SQRT( TEMP )
  249. END IF
  250. END IF
  251. 10 CONTINUE
  252. *
  253. 20 CONTINUE
  254. *
  255. RETURN
  256. *
  257. * End of SLAQP2
  258. *
  259. END