root / src / lapack / double / dlaqp2.f @ 10
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SUBROUTINE DLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2, |
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$ WORK ) |
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* |
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* -- LAPACK auxiliary routine (version 3.2.2) -- |
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* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
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* June 2010 |
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* |
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* .. Scalar Arguments .. |
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INTEGER LDA, M, N, OFFSET |
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* .. |
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* .. Array Arguments .. |
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INTEGER JPVT( * ) |
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DOUBLE PRECISION A( LDA, * ), TAU( * ), VN1( * ), VN2( * ), |
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$ WORK( * ) |
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* .. |
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* |
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* Purpose |
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* ======= |
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* |
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* DLAQP2 computes a QR factorization with column pivoting of |
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* the block A(OFFSET+1:M,1:N). |
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* The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized. |
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* |
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* Arguments |
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* ========= |
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* |
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* M (input) INTEGER |
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* The number of rows of the matrix A. M >= 0. |
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* |
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* N (input) INTEGER |
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* The number of columns of the matrix A. N >= 0. |
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* |
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* OFFSET (input) INTEGER |
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* The number of rows of the matrix A that must be pivoted |
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* but no factorized. OFFSET >= 0. |
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* |
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* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) |
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* On entry, the M-by-N matrix A. |
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* On exit, the upper triangle of block A(OFFSET+1:M,1:N) is |
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* the triangular factor obtained; the elements in block |
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* A(OFFSET+1:M,1:N) below the diagonal, together with the |
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* array TAU, represent the orthogonal matrix Q as a product of |
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* elementary reflectors. Block A(1:OFFSET,1:N) has been |
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* accordingly pivoted, but no factorized. |
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* |
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* LDA (input) INTEGER |
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* The leading dimension of the array A. LDA >= max(1,M). |
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* |
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* JPVT (input/output) INTEGER array, dimension (N) |
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* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted |
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* to the front of A*P (a leading column); if JPVT(i) = 0, |
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* the i-th column of A is a free column. |
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* On exit, if JPVT(i) = k, then the i-th column of A*P |
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* was the k-th column of A. |
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* |
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* TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) |
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* The scalar factors of the elementary reflectors. |
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* |
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* VN1 (input/output) DOUBLE PRECISION array, dimension (N) |
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* The vector with the partial column norms. |
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* |
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* VN2 (input/output) DOUBLE PRECISION array, dimension (N) |
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* The vector with the exact column norms. |
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* |
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* WORK (workspace) DOUBLE PRECISION array, dimension (N) |
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* |
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* Further Details |
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* =============== |
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* |
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* Based on contributions by |
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* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain |
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* X. Sun, Computer Science Dept., Duke University, USA |
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* |
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* Partial column norm updating strategy modified by |
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* Z. Drmac and Z. Bujanovic, Dept. of Mathematics, |
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* University of Zagreb, Croatia. |
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* June 2010 |
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* For more details see LAPACK Working Note 176. |
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* ===================================================================== |
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* |
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* .. Parameters .. |
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DOUBLE PRECISION ZERO, ONE |
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) |
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* .. |
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* .. Local Scalars .. |
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INTEGER I, ITEMP, J, MN, OFFPI, PVT |
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DOUBLE PRECISION AII, TEMP, TEMP2, TOL3Z |
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* .. |
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* .. External Subroutines .. |
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EXTERNAL DLARF, DLARFG, DSWAP |
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* .. |
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* .. Intrinsic Functions .. |
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INTRINSIC ABS, MAX, MIN, SQRT |
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* .. |
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* .. External Functions .. |
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INTEGER IDAMAX |
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DOUBLE PRECISION DLAMCH, DNRM2 |
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EXTERNAL IDAMAX, DLAMCH, DNRM2 |
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* .. |
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* .. Executable Statements .. |
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* |
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MN = MIN( M-OFFSET, N ) |
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TOL3Z = SQRT(DLAMCH('Epsilon')) |
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* |
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* Compute factorization. |
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* |
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DO 20 I = 1, MN |
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* |
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OFFPI = OFFSET + I |
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* |
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* Determine ith pivot column and swap if necessary. |
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* |
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PVT = ( I-1 ) + IDAMAX( N-I+1, VN1( I ), 1 ) |
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* |
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IF( PVT.NE.I ) THEN |
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CALL DSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 ) |
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ITEMP = JPVT( PVT ) |
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JPVT( PVT ) = JPVT( I ) |
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JPVT( I ) = ITEMP |
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VN1( PVT ) = VN1( I ) |
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VN2( PVT ) = VN2( I ) |
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END IF |
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* |
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* Generate elementary reflector H(i). |
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* |
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IF( OFFPI.LT.M ) THEN |
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CALL DLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1, |
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$ TAU( I ) ) |
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ELSE |
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CALL DLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) ) |
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END IF |
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* |
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IF( I.LE.N ) THEN |
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* |
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* Apply H(i)' to A(offset+i:m,i+1:n) from the left. |
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* |
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AII = A( OFFPI, I ) |
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A( OFFPI, I ) = ONE |
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CALL DLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1, |
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$ TAU( I ), A( OFFPI, I+1 ), LDA, WORK( 1 ) ) |
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A( OFFPI, I ) = AII |
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END IF |
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* |
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* Update partial column norms. |
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* |
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DO 10 J = I + 1, N |
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IF( VN1( J ).NE.ZERO ) THEN |
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* |
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* NOTE: The following 4 lines follow from the analysis in |
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* Lapack Working Note 176. |
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* |
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TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2 |
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TEMP = MAX( TEMP, ZERO ) |
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TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2 |
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IF( TEMP2 .LE. TOL3Z ) THEN |
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IF( OFFPI.LT.M ) THEN |
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VN1( J ) = DNRM2( M-OFFPI, A( OFFPI+1, J ), 1 ) |
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VN2( J ) = VN1( J ) |
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ELSE |
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VN1( J ) = ZERO |
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VN2( J ) = ZERO |
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END IF |
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ELSE |
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VN1( J ) = VN1( J )*SQRT( TEMP ) |
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END IF |
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END IF |
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10 CONTINUE |
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* |
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20 CONTINUE |
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* |
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RETURN |
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* |
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* End of DLAQP2 |
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* |
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END |