|
- *> \brief \b DGEQLF
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DGEQLF + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqlf.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqlf.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqlf.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LWORK, M, N
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DGEQLF computes a QL factorization of a real M-by-N matrix A:
- *> A = Q * L.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix A. 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 lower triangle of the subarray
- *> A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
- *> if m <= n, the elements on and below the (n-m)-th
- *> superdiagonal contain the M-by-N lower trapezoidal matrix L;
- *> the remaining elements, with the array TAU, 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] TAU
- *> \verbatim
- *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
- *> The scalar factors of the elementary reflectors (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).
- *> For optimum performance LWORK >= N*NB, where NB is the
- *> optimal blocksize.
- *>
- *> 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 INFO = -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.
- *
- *> \ingroup doubleGEcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> The matrix Q is represented as a product of elementary reflectors
- *>
- *> Q = H(k) . . . H(2) H(1), where k = min(m,n).
- *>
- *> Each H(i) has the form
- *>
- *> H(i) = I - tau * v * v**T
- *>
- *> where tau is a real scalar, and v is a real vector with
- *> v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
- *> A(1:m-k+i-1,n-k+i), and tau in TAU(i).
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE DGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
- *
- * -- LAPACK computational routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LWORK, M, N
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Local Scalars ..
- LOGICAL LQUERY
- INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
- $ MU, NB, NBMIN, NU, NX
- * ..
- * .. External Subroutines ..
- EXTERNAL DGEQL2, DLARFB, DLARFT, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, MIN
- * ..
- * .. External Functions ..
- INTEGER ILAENV
- EXTERNAL ILAENV
- * ..
- * .. Executable Statements ..
- *
- * Test the input arguments
- *
- INFO = 0
- LQUERY = ( LWORK.EQ.-1 )
- IF( M.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -4
- END IF
- *
- IF( INFO.EQ.0 ) THEN
- K = MIN( M, N )
- IF( K.EQ.0 ) THEN
- LWKOPT = 1
- ELSE
- NB = ILAENV( 1, 'DGEQLF', ' ', M, N, -1, -1 )
- LWKOPT = N*NB
- END IF
- WORK( 1 ) = LWKOPT
- *
- IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
- INFO = -7
- END IF
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DGEQLF', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( K.EQ.0 ) THEN
- RETURN
- END IF
- *
- NBMIN = 2
- NX = 1
- IWS = N
- IF( NB.GT.1 .AND. NB.LT.K ) THEN
- *
- * Determine when to cross over from blocked to unblocked code.
- *
- NX = MAX( 0, ILAENV( 3, 'DGEQLF', ' ', M, N, -1, -1 ) )
- IF( NX.LT.K ) THEN
- *
- * Determine if workspace is large enough for blocked code.
- *
- LDWORK = N
- IWS = LDWORK*NB
- IF( LWORK.LT.IWS ) THEN
- *
- * Not enough workspace to use optimal NB: reduce NB and
- * determine the minimum value of NB.
- *
- NB = LWORK / LDWORK
- NBMIN = MAX( 2, ILAENV( 2, 'DGEQLF', ' ', M, N, -1,
- $ -1 ) )
- END IF
- END IF
- END IF
- *
- IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN
- *
- * Use blocked code initially.
- * The last kk columns are handled by the block method.
- *
- KI = ( ( K-NX-1 ) / NB )*NB
- KK = MIN( K, KI+NB )
- *
- DO 10 I = K - KK + KI + 1, K - KK + 1, -NB
- IB = MIN( K-I+1, NB )
- *
- * Compute the QL factorization of the current block
- * A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1)
- *
- CALL DGEQL2( M-K+I+IB-1, IB, A( 1, N-K+I ), LDA, TAU( I ),
- $ WORK, IINFO )
- IF( N-K+I.GT.1 ) THEN
- *
- * Form the triangular factor of the block reflector
- * H = H(i+ib-1) . . . H(i+1) H(i)
- *
- CALL DLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB,
- $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK )
- *
- * Apply H**T to A(1:m-k+i+ib-1,1:n-k+i-1) from the left
- *
- CALL DLARFB( 'Left', 'Transpose', 'Backward',
- $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB,
- $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA,
- $ WORK( IB+1 ), LDWORK )
- END IF
- 10 CONTINUE
- MU = M - K + I + NB - 1
- NU = N - K + I + NB - 1
- ELSE
- MU = M
- NU = N
- END IF
- *
- * Use unblocked code to factor the last or only block
- *
- IF( MU.GT.0 .AND. NU.GT.0 )
- $ CALL DGEQL2( MU, NU, A, LDA, TAU, WORK, IINFO )
- *
- WORK( 1 ) = IWS
- RETURN
- *
- * End of DGEQLF
- *
- END
|