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Diffstat (limited to 'SRC/dgelqf.f')
| -rw-r--r-- | SRC/dgelqf.f | 195 |
1 files changed, 195 insertions, 0 deletions
diff --git a/SRC/dgelqf.f b/SRC/dgelqf.f new file mode 100644 index 00000000..063a38ba --- /dev/null +++ b/SRC/dgelqf.f @@ -0,0 +1,195 @@ + SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, LWORK, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DGELQF computes an LQ factorization of a real M-by-N matrix A: +* A = L * Q. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix A. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix A. N >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the M-by-N matrix A. +* On exit, the elements on and below the diagonal of the array +* contain the m-by-min(m,n) lower trapezoidal matrix L (L is +* lower triangular if m <= n); the elements above the diagonal, +* with the array TAU, represent the orthogonal matrix Q as a +* product of elementary reflectors (see Further Details). +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,M). +* +* TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) +* The scalar factors of the elementary reflectors (see Further +* Details). +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= max(1,M). +* For optimum performance LWORK >= M*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. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* Further Details +* =============== +* +* 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' +* +* where tau is a real scalar, and v is a real vector with +* v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), +* and tau in TAU(i). +* +* ===================================================================== +* +* .. Local Scalars .. + LOGICAL LQUERY + INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB, + $ NBMIN, NX +* .. +* .. External Subroutines .. + EXTERNAL DGELQ2, DLARFB, DLARFT, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. External Functions .. + INTEGER ILAENV + EXTERNAL ILAENV +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 ) + LWKOPT = M*NB + WORK( 1 ) = LWKOPT + 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 + ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN + INFO = -7 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DGELQF', -INFO ) + RETURN + ELSE IF( LQUERY ) THEN + RETURN + END IF +* +* Quick return if possible +* + K = MIN( M, N ) + IF( K.EQ.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* + NBMIN = 2 + NX = 0 + IWS = M + IF( NB.GT.1 .AND. NB.LT.K ) THEN +* +* Determine when to cross over from blocked to unblocked code. +* + NX = MAX( 0, ILAENV( 3, 'DGELQF', ' ', M, N, -1, -1 ) ) + IF( NX.LT.K ) THEN +* +* Determine if workspace is large enough for blocked code. +* + LDWORK = M + 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, 'DGELQF', ' ', 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 +* + DO 10 I = 1, K - NX, NB + IB = MIN( K-I+1, NB ) +* +* Compute the LQ factorization of the current block +* A(i:i+ib-1,i:n) +* + CALL DGELQ2( IB, N-I+1, A( I, I ), LDA, TAU( I ), WORK, + $ IINFO ) + IF( I+IB.LE.M ) THEN +* +* Form the triangular factor of the block reflector +* H = H(i) H(i+1) . . . H(i+ib-1) +* + CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ), + $ LDA, TAU( I ), WORK, LDWORK ) +* +* Apply H to A(i+ib:m,i:n) from the right +* + CALL DLARFB( 'Right', 'No transpose', 'Forward', + $ 'Rowwise', M-I-IB+1, N-I+1, IB, A( I, I ), + $ LDA, WORK, LDWORK, A( I+IB, I ), LDA, + $ WORK( IB+1 ), LDWORK ) + END IF + 10 CONTINUE + ELSE + I = 1 + END IF +* +* Use unblocked code to factor the last or only block. +* + IF( I.LE.K ) + $ CALL DGELQ2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK, + $ IINFO ) +* + WORK( 1 ) = IWS + RETURN +* +* End of DGELQF +* + END |