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dgeqlf.f 8.0 kB

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  1. *> \brief \b DGEQLF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEQLF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqlf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqlf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqlf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGEQLF computes a QL factorization of a real M-by-N matrix A:
  37. *> A = Q * L.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrix A. M >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in,out] A
  56. *> \verbatim
  57. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  58. *> On entry, the M-by-N matrix A.
  59. *> On exit,
  60. *> if m >= n, the lower triangle of the subarray
  61. *> A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
  62. *> if m <= n, the elements on and below the (n-m)-th
  63. *> superdiagonal contain the M-by-N lower trapezoidal matrix L;
  64. *> the remaining elements, with the array TAU, represent the
  65. *> orthogonal matrix Q as a product of elementary reflectors
  66. *> (see Further Details).
  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[out] TAU
  76. *> \verbatim
  77. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  78. *> The scalar factors of the elementary reflectors (see Further
  79. *> Details).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] WORK
  83. *> \verbatim
  84. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  85. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LWORK
  89. *> \verbatim
  90. *> LWORK is INTEGER
  91. *> The dimension of the array WORK. LWORK >= max(1,N).
  92. *> For optimum performance LWORK >= N*NB, where NB is the
  93. *> optimal blocksize.
  94. *>
  95. *> If LWORK = -1, then a workspace query is assumed; the routine
  96. *> only calculates the optimal size of the WORK array, returns
  97. *> this value as the first entry of the WORK array, and no error
  98. *> message related to LWORK is issued by XERBLA.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] INFO
  102. *> \verbatim
  103. *> INFO is INTEGER
  104. *> = 0: successful exit
  105. *> < 0: if INFO = -i, the i-th argument had an illegal value
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \ingroup doubleGEcomputational
  117. *
  118. *> \par Further Details:
  119. * =====================
  120. *>
  121. *> \verbatim
  122. *>
  123. *> The matrix Q is represented as a product of elementary reflectors
  124. *>
  125. *> Q = H(k) . . . H(2) H(1), where k = min(m,n).
  126. *>
  127. *> Each H(i) has the form
  128. *>
  129. *> H(i) = I - tau * v * v**T
  130. *>
  131. *> where tau is a real scalar, and v is a real vector with
  132. *> v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
  133. *> A(1:m-k+i-1,n-k+i), and tau in TAU(i).
  134. *> \endverbatim
  135. *>
  136. * =====================================================================
  137. SUBROUTINE DGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
  138. *
  139. * -- LAPACK computational routine --
  140. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  141. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  142. *
  143. * .. Scalar Arguments ..
  144. INTEGER INFO, LDA, LWORK, M, N
  145. * ..
  146. * .. Array Arguments ..
  147. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Local Scalars ..
  153. LOGICAL LQUERY
  154. INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
  155. $ MU, NB, NBMIN, NU, NX
  156. * ..
  157. * .. External Subroutines ..
  158. EXTERNAL DGEQL2, DLARFB, DLARFT, XERBLA
  159. * ..
  160. * .. Intrinsic Functions ..
  161. INTRINSIC MAX, MIN
  162. * ..
  163. * .. External Functions ..
  164. INTEGER ILAENV
  165. EXTERNAL ILAENV
  166. * ..
  167. * .. Executable Statements ..
  168. *
  169. * Test the input arguments
  170. *
  171. INFO = 0
  172. LQUERY = ( LWORK.EQ.-1 )
  173. IF( M.LT.0 ) THEN
  174. INFO = -1
  175. ELSE IF( N.LT.0 ) THEN
  176. INFO = -2
  177. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  178. INFO = -4
  179. END IF
  180. *
  181. IF( INFO.EQ.0 ) THEN
  182. K = MIN( M, N )
  183. IF( K.EQ.0 ) THEN
  184. LWKOPT = 1
  185. ELSE
  186. NB = ILAENV( 1, 'DGEQLF', ' ', M, N, -1, -1 )
  187. LWKOPT = N*NB
  188. END IF
  189. WORK( 1 ) = LWKOPT
  190. *
  191. IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  192. INFO = -7
  193. END IF
  194. END IF
  195. *
  196. IF( INFO.NE.0 ) THEN
  197. CALL XERBLA( 'DGEQLF', -INFO )
  198. RETURN
  199. ELSE IF( LQUERY ) THEN
  200. RETURN
  201. END IF
  202. *
  203. * Quick return if possible
  204. *
  205. IF( K.EQ.0 ) THEN
  206. RETURN
  207. END IF
  208. *
  209. NBMIN = 2
  210. NX = 1
  211. IWS = N
  212. IF( NB.GT.1 .AND. NB.LT.K ) THEN
  213. *
  214. * Determine when to cross over from blocked to unblocked code.
  215. *
  216. NX = MAX( 0, ILAENV( 3, 'DGEQLF', ' ', M, N, -1, -1 ) )
  217. IF( NX.LT.K ) THEN
  218. *
  219. * Determine if workspace is large enough for blocked code.
  220. *
  221. LDWORK = N
  222. IWS = LDWORK*NB
  223. IF( LWORK.LT.IWS ) THEN
  224. *
  225. * Not enough workspace to use optimal NB: reduce NB and
  226. * determine the minimum value of NB.
  227. *
  228. NB = LWORK / LDWORK
  229. NBMIN = MAX( 2, ILAENV( 2, 'DGEQLF', ' ', M, N, -1,
  230. $ -1 ) )
  231. END IF
  232. END IF
  233. END IF
  234. *
  235. IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
  236. *
  237. * Use blocked code initially.
  238. * The last kk columns are handled by the block method.
  239. *
  240. KI = ( ( K-NX-1 ) / NB )*NB
  241. KK = MIN( K, KI+NB )
  242. *
  243. DO 10 I = K - KK + KI + 1, K - KK + 1, -NB
  244. IB = MIN( K-I+1, NB )
  245. *
  246. * Compute the QL factorization of the current block
  247. * A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1)
  248. *
  249. CALL DGEQL2( M-K+I+IB-1, IB, A( 1, N-K+I ), LDA, TAU( I ),
  250. $ WORK, IINFO )
  251. IF( N-K+I.GT.1 ) THEN
  252. *
  253. * Form the triangular factor of the block reflector
  254. * H = H(i+ib-1) . . . H(i+1) H(i)
  255. *
  256. CALL DLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB,
  257. $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK )
  258. *
  259. * Apply H**T to A(1:m-k+i+ib-1,1:n-k+i-1) from the left
  260. *
  261. CALL DLARFB( 'Left', 'Transpose', 'Backward',
  262. $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB,
  263. $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA,
  264. $ WORK( IB+1 ), LDWORK )
  265. END IF
  266. 10 CONTINUE
  267. MU = M - K + I + NB - 1
  268. NU = N - K + I + NB - 1
  269. ELSE
  270. MU = M
  271. NU = N
  272. END IF
  273. *
  274. * Use unblocked code to factor the last or only block
  275. *
  276. IF( MU.GT.0 .AND. NU.GT.0 )
  277. $ CALL DGEQL2( MU, NU, A, LDA, TAU, WORK, IINFO )
  278. *
  279. WORK( 1 ) = IWS
  280. RETURN
  281. *
  282. * End of DGEQLF
  283. *
  284. END