|
- *> \brief \b DGGRQF
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DGGRQF + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dggrqf.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dggrqf.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dggrqf.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK,
- * LWORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LDB, LWORK, M, N, P
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ),
- * $ WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DGGRQF computes a generalized RQ factorization of an M-by-N matrix A
- *> and a P-by-N matrix B:
- *>
- *> A = R*Q, B = Z*T*Q,
- *>
- *> where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal
- *> matrix, and R and T assume one of the forms:
- *>
- *> if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N,
- *> N-M M ( R21 ) N
- *> N
- *>
- *> where R12 or R21 is upper triangular, and
- *>
- *> if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P,
- *> ( 0 ) P-N P N-P
- *> N
- *>
- *> where T11 is upper triangular.
- *>
- *> In particular, if B is square and nonsingular, the GRQ factorization
- *> of A and B implicitly gives the RQ factorization of A*inv(B):
- *>
- *> A*inv(B) = (R*inv(T))*Z**T
- *>
- *> where inv(B) denotes the inverse of the matrix B, and Z**T denotes the
- *> transpose of the matrix Z.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] P
- *> \verbatim
- *> P is INTEGER
- *> The number of rows of the matrix B. P >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrices A and B. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA,N)
- *> On entry, the M-by-N matrix A.
- *> On exit, if M <= N, the upper triangle of the subarray
- *> A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R;
- *> if M > N, the elements on and above the (M-N)-th subdiagonal
- *> contain the M-by-N upper trapezoidal matrix R; the remaining
- *> elements, with the array TAUA, represent the orthogonal
- *> matrix Q as a product of elementary reflectors (see Further
- *> Details).
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,M).
- *> \endverbatim
- *>
- *> \param[out] TAUA
- *> \verbatim
- *> TAUA is DOUBLE PRECISION array, dimension (min(M,N))
- *> The scalar factors of the elementary reflectors which
- *> represent the orthogonal matrix Q (see Further Details).
- *> \endverbatim
- *>
- *> \param[in,out] B
- *> \verbatim
- *> B is DOUBLE PRECISION array, dimension (LDB,N)
- *> On entry, the P-by-N matrix B.
- *> On exit, the elements on and above the diagonal of the array
- *> contain the min(P,N)-by-N upper trapezoidal matrix T (T is
- *> upper triangular if P >= N); the elements below the diagonal,
- *> with the array TAUB, represent the orthogonal matrix Z as a
- *> product of elementary reflectors (see Further Details).
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= max(1,P).
- *> \endverbatim
- *>
- *> \param[out] TAUB
- *> \verbatim
- *> TAUB is DOUBLE PRECISION array, dimension (min(P,N))
- *> The scalar factors of the elementary reflectors which
- *> represent the orthogonal matrix Z (see Further Details).
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
- *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK. LWORK >= max(1,N,M,P).
- *> For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
- *> where NB1 is the optimal blocksize for the RQ factorization
- *> of an M-by-N matrix, NB2 is the optimal blocksize for the
- *> QR factorization of a P-by-N matrix, and NB3 is the optimal
- *> blocksize for a call of DORMRQ.
- *>
- *> If LWORK = -1, then a workspace query is assumed; the routine
- *> only calculates the optimal size of the WORK array, returns
- *> this value as the first entry of the WORK array, and no error
- *> message related to LWORK is issued by XERBLA.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INF0= -i, the i-th argument had an illegal value.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup doubleOTHERcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> The matrix Q is represented as a product of elementary reflectors
- *>
- *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
- *>
- *> Each H(i) has the form
- *>
- *> H(i) = I - taua * v * v**T
- *>
- *> where taua is a real scalar, and v is a real vector with
- *> v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
- *> A(m-k+i,1:n-k+i-1), and taua in TAUA(i).
- *> To form Q explicitly, use LAPACK subroutine DORGRQ.
- *> To use Q to update another matrix, use LAPACK subroutine DORMRQ.
- *>
- *> The matrix Z is represented as a product of elementary reflectors
- *>
- *> Z = H(1) H(2) . . . H(k), where k = min(p,n).
- *>
- *> Each H(i) has the form
- *>
- *> H(i) = I - taub * v * v**T
- *>
- *> where taub is a real scalar, and v is a real vector with
- *> v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i),
- *> and taub in TAUB(i).
- *> To form Z explicitly, use LAPACK subroutine DORGQR.
- *> To use Z to update another matrix, use LAPACK subroutine DORMQR.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE DGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK,
- $ LWORK, INFO )
- *
- * -- LAPACK computational routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LDB, LWORK, M, N, P
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ),
- $ WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Local Scalars ..
- LOGICAL LQUERY
- INTEGER LOPT, LWKOPT, NB, NB1, NB2, NB3
- * ..
- * .. External Subroutines ..
- EXTERNAL DGEQRF, DGERQF, DORMRQ, XERBLA
- * ..
- * .. External Functions ..
- INTEGER ILAENV
- EXTERNAL ILAENV
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC INT, MAX, MIN
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters
- *
- INFO = 0
- NB1 = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
- NB2 = ILAENV( 1, 'DGEQRF', ' ', P, N, -1, -1 )
- NB3 = ILAENV( 1, 'DORMRQ', ' ', M, N, P, -1 )
- NB = MAX( NB1, NB2, NB3 )
- LWKOPT = MAX( N, M, P )*NB
- WORK( 1 ) = LWKOPT
- LQUERY = ( LWORK.EQ.-1 )
- IF( M.LT.0 ) THEN
- INFO = -1
- ELSE IF( P.LT.0 ) THEN
- INFO = -2
- ELSE IF( N.LT.0 ) THEN
- INFO = -3
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -5
- ELSE IF( LDB.LT.MAX( 1, P ) ) THEN
- INFO = -8
- ELSE IF( LWORK.LT.MAX( 1, M, P, N ) .AND. .NOT.LQUERY ) THEN
- INFO = -11
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DGGRQF', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * RQ factorization of M-by-N matrix A: A = R*Q
- *
- CALL DGERQF( M, N, A, LDA, TAUA, WORK, LWORK, INFO )
- LOPT = WORK( 1 )
- *
- * Update B := B*Q**T
- *
- CALL DORMRQ( 'Right', 'Transpose', P, N, MIN( M, N ),
- $ A( MAX( 1, M-N+1 ), 1 ), LDA, TAUA, B, LDB, WORK,
- $ LWORK, INFO )
- LOPT = MAX( LOPT, INT( WORK( 1 ) ) )
- *
- * QR factorization of P-by-N matrix B: B = Z*T
- *
- CALL DGEQRF( P, N, B, LDB, TAUB, WORK, LWORK, INFO )
- WORK( 1 ) = MAX( LOPT, INT( WORK( 1 ) ) )
- *
- RETURN
- *
- * End of DGGRQF
- *
- END
|