root / src / lapack / double / dgelqf.f @ 9
Historique | Voir | Annoter | Télécharger (5,72 ko)
1 |
SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) |
---|---|
2 |
* |
3 |
* -- LAPACK routine (version 3.2) -- |
4 |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
5 |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
6 |
* November 2006 |
7 |
* |
8 |
* .. Scalar Arguments .. |
9 |
INTEGER INFO, LDA, LWORK, M, N |
10 |
* .. |
11 |
* .. Array Arguments .. |
12 |
DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) |
13 |
* .. |
14 |
* |
15 |
* Purpose |
16 |
* ======= |
17 |
* |
18 |
* DGELQF computes an LQ factorization of a real M-by-N matrix A: |
19 |
* A = L * Q. |
20 |
* |
21 |
* Arguments |
22 |
* ========= |
23 |
* |
24 |
* M (input) INTEGER |
25 |
* The number of rows of the matrix A. M >= 0. |
26 |
* |
27 |
* N (input) INTEGER |
28 |
* The number of columns of the matrix A. N >= 0. |
29 |
* |
30 |
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) |
31 |
* On entry, the M-by-N matrix A. |
32 |
* On exit, the elements on and below the diagonal of the array |
33 |
* contain the m-by-min(m,n) lower trapezoidal matrix L (L is |
34 |
* lower triangular if m <= n); the elements above the diagonal, |
35 |
* with the array TAU, represent the orthogonal matrix Q as a |
36 |
* product of elementary reflectors (see Further Details). |
37 |
* |
38 |
* LDA (input) INTEGER |
39 |
* The leading dimension of the array A. LDA >= max(1,M). |
40 |
* |
41 |
* TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) |
42 |
* The scalar factors of the elementary reflectors (see Further |
43 |
* Details). |
44 |
* |
45 |
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) |
46 |
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
47 |
* |
48 |
* LWORK (input) INTEGER |
49 |
* The dimension of the array WORK. LWORK >= max(1,M). |
50 |
* For optimum performance LWORK >= M*NB, where NB is the |
51 |
* optimal blocksize. |
52 |
* |
53 |
* If LWORK = -1, then a workspace query is assumed; the routine |
54 |
* only calculates the optimal size of the WORK array, returns |
55 |
* this value as the first entry of the WORK array, and no error |
56 |
* message related to LWORK is issued by XERBLA. |
57 |
* |
58 |
* INFO (output) INTEGER |
59 |
* = 0: successful exit |
60 |
* < 0: if INFO = -i, the i-th argument had an illegal value |
61 |
* |
62 |
* Further Details |
63 |
* =============== |
64 |
* |
65 |
* The matrix Q is represented as a product of elementary reflectors |
66 |
* |
67 |
* Q = H(k) . . . H(2) H(1), where k = min(m,n). |
68 |
* |
69 |
* Each H(i) has the form |
70 |
* |
71 |
* H(i) = I - tau * v * v' |
72 |
* |
73 |
* where tau is a real scalar, and v is a real vector with |
74 |
* v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), |
75 |
* and tau in TAU(i). |
76 |
* |
77 |
* ===================================================================== |
78 |
* |
79 |
* .. Local Scalars .. |
80 |
LOGICAL LQUERY |
81 |
INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB, |
82 |
$ NBMIN, NX |
83 |
* .. |
84 |
* .. External Subroutines .. |
85 |
EXTERNAL DGELQ2, DLARFB, DLARFT, XERBLA |
86 |
* .. |
87 |
* .. Intrinsic Functions .. |
88 |
INTRINSIC MAX, MIN |
89 |
* .. |
90 |
* .. External Functions .. |
91 |
INTEGER ILAENV |
92 |
EXTERNAL ILAENV |
93 |
* .. |
94 |
* .. Executable Statements .. |
95 |
* |
96 |
* Test the input arguments |
97 |
* |
98 |
INFO = 0 |
99 |
NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 ) |
100 |
LWKOPT = M*NB |
101 |
WORK( 1 ) = LWKOPT |
102 |
LQUERY = ( LWORK.EQ.-1 ) |
103 |
IF( M.LT.0 ) THEN |
104 |
INFO = -1 |
105 |
ELSE IF( N.LT.0 ) THEN |
106 |
INFO = -2 |
107 |
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN |
108 |
INFO = -4 |
109 |
ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN |
110 |
INFO = -7 |
111 |
END IF |
112 |
IF( INFO.NE.0 ) THEN |
113 |
CALL XERBLA( 'DGELQF', -INFO ) |
114 |
RETURN |
115 |
ELSE IF( LQUERY ) THEN |
116 |
RETURN |
117 |
END IF |
118 |
* |
119 |
* Quick return if possible |
120 |
* |
121 |
K = MIN( M, N ) |
122 |
IF( K.EQ.0 ) THEN |
123 |
WORK( 1 ) = 1 |
124 |
RETURN |
125 |
END IF |
126 |
* |
127 |
NBMIN = 2 |
128 |
NX = 0 |
129 |
IWS = M |
130 |
IF( NB.GT.1 .AND. NB.LT.K ) THEN |
131 |
* |
132 |
* Determine when to cross over from blocked to unblocked code. |
133 |
* |
134 |
NX = MAX( 0, ILAENV( 3, 'DGELQF', ' ', M, N, -1, -1 ) ) |
135 |
IF( NX.LT.K ) THEN |
136 |
* |
137 |
* Determine if workspace is large enough for blocked code. |
138 |
* |
139 |
LDWORK = M |
140 |
IWS = LDWORK*NB |
141 |
IF( LWORK.LT.IWS ) THEN |
142 |
* |
143 |
* Not enough workspace to use optimal NB: reduce NB and |
144 |
* determine the minimum value of NB. |
145 |
* |
146 |
NB = LWORK / LDWORK |
147 |
NBMIN = MAX( 2, ILAENV( 2, 'DGELQF', ' ', M, N, -1, |
148 |
$ -1 ) ) |
149 |
END IF |
150 |
END IF |
151 |
END IF |
152 |
* |
153 |
IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN |
154 |
* |
155 |
* Use blocked code initially |
156 |
* |
157 |
DO 10 I = 1, K - NX, NB |
158 |
IB = MIN( K-I+1, NB ) |
159 |
* |
160 |
* Compute the LQ factorization of the current block |
161 |
* A(i:i+ib-1,i:n) |
162 |
* |
163 |
CALL DGELQ2( IB, N-I+1, A( I, I ), LDA, TAU( I ), WORK, |
164 |
$ IINFO ) |
165 |
IF( I+IB.LE.M ) THEN |
166 |
* |
167 |
* Form the triangular factor of the block reflector |
168 |
* H = H(i) H(i+1) . . . H(i+ib-1) |
169 |
* |
170 |
CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ), |
171 |
$ LDA, TAU( I ), WORK, LDWORK ) |
172 |
* |
173 |
* Apply H to A(i+ib:m,i:n) from the right |
174 |
* |
175 |
CALL DLARFB( 'Right', 'No transpose', 'Forward', |
176 |
$ 'Rowwise', M-I-IB+1, N-I+1, IB, A( I, I ), |
177 |
$ LDA, WORK, LDWORK, A( I+IB, I ), LDA, |
178 |
$ WORK( IB+1 ), LDWORK ) |
179 |
END IF |
180 |
10 CONTINUE |
181 |
ELSE |
182 |
I = 1 |
183 |
END IF |
184 |
* |
185 |
* Use unblocked code to factor the last or only block. |
186 |
* |
187 |
IF( I.LE.K ) |
188 |
$ CALL DGELQ2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK, |
189 |
$ IINFO ) |
190 |
* |
191 |
WORK( 1 ) = IWS |
192 |
RETURN |
193 |
* |
194 |
* End of DGELQF |
195 |
* |
196 |
END |