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dorgtsqr.f 9.2 kB

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  1. *> \brief \b DORGTSQR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DORGTSQR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dorgtsqr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dorgtsqr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dorgtsqr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK,
  22. * $ INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
  29. * ..
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DORGTSQR generates an M-by-N real matrix Q_out with orthonormal columns,
  37. *> which are the first N columns of a product of real orthogonal
  38. *> matrices of order M which are returned by DLATSQR
  39. *>
  40. *> Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ).
  41. *>
  42. *> See the documentation for DLATSQR.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] M
  49. *> \verbatim
  50. *> M is INTEGER
  51. *> The number of rows of the matrix A. M >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of columns of the matrix A. M >= N >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] MB
  61. *> \verbatim
  62. *> MB is INTEGER
  63. *> The row block size used by DLATSQR to return
  64. *> arrays A and T. MB > N.
  65. *> (Note that if MB > M, then M is used instead of MB
  66. *> as the row block size).
  67. *> \endverbatim
  68. *>
  69. *> \param[in] NB
  70. *> \verbatim
  71. *> NB is INTEGER
  72. *> The column block size used by DLATSQR to return
  73. *> arrays A and T. NB >= 1.
  74. *> (Note that if NB > N, then N is used instead of NB
  75. *> as the column block size).
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] A
  79. *> \verbatim
  80. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  81. *>
  82. *> On entry:
  83. *>
  84. *> The elements on and above the diagonal are not accessed.
  85. *> The elements below the diagonal represent the unit
  86. *> lower-trapezoidal blocked matrix V computed by DLATSQR
  87. *> that defines the input matrices Q_in(k) (ones on the
  88. *> diagonal are not stored) (same format as the output A
  89. *> below the diagonal in DLATSQR).
  90. *>
  91. *> On exit:
  92. *>
  93. *> The array A contains an M-by-N orthonormal matrix Q_out,
  94. *> i.e the columns of A are orthogonal unit vectors.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] LDA
  98. *> \verbatim
  99. *> LDA is INTEGER
  100. *> The leading dimension of the array A. LDA >= max(1,M).
  101. *> \endverbatim
  102. *>
  103. *> \param[in] T
  104. *> \verbatim
  105. *> T is DOUBLE PRECISION array,
  106. *> dimension (LDT, N * NIRB)
  107. *> where NIRB = Number_of_input_row_blocks
  108. *> = MAX( 1, CEIL((M-N)/(MB-N)) )
  109. *> Let NICB = Number_of_input_col_blocks
  110. *> = CEIL(N/NB)
  111. *>
  112. *> The upper-triangular block reflectors used to define the
  113. *> input matrices Q_in(k), k=(1:NIRB*NICB). The block
  114. *> reflectors are stored in compact form in NIRB block
  115. *> reflector sequences. Each of NIRB block reflector sequences
  116. *> is stored in a larger NB-by-N column block of T and consists
  117. *> of NICB smaller NB-by-NB upper-triangular column blocks.
  118. *> (same format as the output T in DLATSQR).
  119. *> \endverbatim
  120. *>
  121. *> \param[in] LDT
  122. *> \verbatim
  123. *> LDT is INTEGER
  124. *> The leading dimension of the array T.
  125. *> LDT >= max(1,min(NB1,N)).
  126. *> \endverbatim
  127. *>
  128. *> \param[out] WORK
  129. *> \verbatim
  130. *> (workspace) DOUBLE PRECISION array, dimension (MAX(2,LWORK))
  131. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  132. *> \endverbatim
  133. *>
  134. *> \param[in] LWORK
  135. *> \verbatim
  136. *> LWORK is INTEGER
  137. *> The dimension of the array WORK. LWORK >= (M+NB)*N.
  138. *> If LWORK = -1, then a workspace query is assumed.
  139. *> The routine only calculates the optimal size of the WORK
  140. *> array, returns this value as the first entry of the WORK
  141. *> array, and no error message related to LWORK is issued
  142. *> by XERBLA.
  143. *> \endverbatim
  144. *>
  145. *> \param[out] INFO
  146. *> \verbatim
  147. *> INFO is INTEGER
  148. *> = 0: successful exit
  149. *> < 0: if INFO = -i, the i-th argument had an illegal value
  150. *> \endverbatim
  151. *>
  152. * Authors:
  153. * ========
  154. *
  155. *> \author Univ. of Tennessee
  156. *> \author Univ. of California Berkeley
  157. *> \author Univ. of Colorado Denver
  158. *> \author NAG Ltd.
  159. *
  160. *> \ingroup doubleOTHERcomputational
  161. *
  162. *> \par Contributors:
  163. * ==================
  164. *>
  165. *> \verbatim
  166. *>
  167. *> November 2019, Igor Kozachenko,
  168. *> Computer Science Division,
  169. *> University of California, Berkeley
  170. *>
  171. *> \endverbatim
  172. *
  173. * =====================================================================
  174. SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK,
  175. $ INFO )
  176. IMPLICIT NONE
  177. *
  178. * -- LAPACK computational routine --
  179. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  180. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  181. *
  182. * .. Scalar Arguments ..
  183. INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB
  184. * ..
  185. * .. Array Arguments ..
  186. DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
  187. * ..
  188. *
  189. * =====================================================================
  190. *
  191. * .. Parameters ..
  192. DOUBLE PRECISION ONE, ZERO
  193. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  194. * ..
  195. * .. Local Scalars ..
  196. LOGICAL LQUERY
  197. INTEGER IINFO, LDC, LWORKOPT, LC, LW, NBLOCAL, J
  198. * ..
  199. * .. External Subroutines ..
  200. EXTERNAL DCOPY, DLAMTSQR, DLASET, XERBLA
  201. * ..
  202. * .. Intrinsic Functions ..
  203. INTRINSIC DBLE, MAX, MIN
  204. * ..
  205. * .. Executable Statements ..
  206. *
  207. * Test the input parameters
  208. *
  209. LQUERY = LWORK.EQ.-1
  210. INFO = 0
  211. IF( M.LT.0 ) THEN
  212. INFO = -1
  213. ELSE IF( N.LT.0 .OR. M.LT.N ) THEN
  214. INFO = -2
  215. ELSE IF( MB.LE.N ) THEN
  216. INFO = -3
  217. ELSE IF( NB.LT.1 ) THEN
  218. INFO = -4
  219. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  220. INFO = -6
  221. ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN
  222. INFO = -8
  223. ELSE
  224. *
  225. * Test the input LWORK for the dimension of the array WORK.
  226. * This workspace is used to store array C(LDC, N) and WORK(LWORK)
  227. * in the call to DLAMTSQR. See the documentation for DLAMTSQR.
  228. *
  229. IF( LWORK.LT.2 .AND. (.NOT.LQUERY) ) THEN
  230. INFO = -10
  231. ELSE
  232. *
  233. * Set block size for column blocks
  234. *
  235. NBLOCAL = MIN( NB, N )
  236. *
  237. * LWORK = -1, then set the size for the array C(LDC,N)
  238. * in DLAMTSQR call and set the optimal size of the work array
  239. * WORK(LWORK) in DLAMTSQR call.
  240. *
  241. LDC = M
  242. LC = LDC*N
  243. LW = N * NBLOCAL
  244. *
  245. LWORKOPT = LC+LW
  246. *
  247. IF( ( LWORK.LT.MAX( 1, LWORKOPT ) ).AND.(.NOT.LQUERY) ) THEN
  248. INFO = -10
  249. END IF
  250. END IF
  251. *
  252. END IF
  253. *
  254. * Handle error in the input parameters and return workspace query.
  255. *
  256. IF( INFO.NE.0 ) THEN
  257. CALL XERBLA( 'DORGTSQR', -INFO )
  258. RETURN
  259. ELSE IF ( LQUERY ) THEN
  260. WORK( 1 ) = DBLE( LWORKOPT )
  261. RETURN
  262. END IF
  263. *
  264. * Quick return if possible
  265. *
  266. IF( MIN( M, N ).EQ.0 ) THEN
  267. WORK( 1 ) = DBLE( LWORKOPT )
  268. RETURN
  269. END IF
  270. *
  271. * (1) Form explicitly the tall-skinny M-by-N left submatrix Q1_in
  272. * of M-by-M orthogonal matrix Q_in, which is implicitly stored in
  273. * the subdiagonal part of input array A and in the input array T.
  274. * Perform by the following operation using the routine DLAMTSQR.
  275. *
  276. * Q1_in = Q_in * ( I ), where I is a N-by-N identity matrix,
  277. * ( 0 ) 0 is a (M-N)-by-N zero matrix.
  278. *
  279. * (1a) Form M-by-N matrix in the array WORK(1:LDC*N) with ones
  280. * on the diagonal and zeros elsewhere.
  281. *
  282. CALL DLASET( 'F', M, N, ZERO, ONE, WORK, LDC )
  283. *
  284. * (1b) On input, WORK(1:LDC*N) stores ( I );
  285. * ( 0 )
  286. *
  287. * On output, WORK(1:LDC*N) stores Q1_in.
  288. *
  289. CALL DLAMTSQR( 'L', 'N', M, N, N, MB, NBLOCAL, A, LDA, T, LDT,
  290. $ WORK, LDC, WORK( LC+1 ), LW, IINFO )
  291. *
  292. * (2) Copy the result from the part of the work array (1:M,1:N)
  293. * with the leading dimension LDC that starts at WORK(1) into
  294. * the output array A(1:M,1:N) column-by-column.
  295. *
  296. DO J = 1, N
  297. CALL DCOPY( M, WORK( (J-1)*LDC + 1 ), 1, A( 1, J ), 1 )
  298. END DO
  299. *
  300. WORK( 1 ) = DBLE( LWORKOPT )
  301. RETURN
  302. *
  303. * End of DORGTSQR
  304. *
  305. END