1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
|
SUBROUTINE DTZRZF( 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
* =======
*
* DTZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A
* to upper triangular form by means of orthogonal transformations.
*
* The upper trapezoidal matrix A is factored as
*
* A = ( R 0 ) * Z,
*
* where Z is an N-by-N orthogonal matrix and R is an M-by-M upper
* triangular matrix.
*
* 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 >= M.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the leading M-by-N upper trapezoidal part of the
* array A must contain the matrix to be factorized.
* On exit, the leading M-by-M upper triangular part of A
* contains the upper triangular matrix R, and elements M+1 to
* N of the first M rows of A, with the array TAU, represent the
* orthogonal matrix Z as a product of M elementary reflectors.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) DOUBLE PRECISION array, dimension (M)
* The scalar factors of the elementary reflectors.
*
* 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
* ===============
*
* Based on contributions by
* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
*
* The factorization is obtained by Householder's method. The kth
* transformation matrix, Z( k ), which is used to introduce zeros into
* the ( m - k + 1 )th row of A, is given in the form
*
* Z( k ) = ( I 0 ),
* ( 0 T( k ) )
*
* where
*
* T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ),
* ( 0 )
* ( z( k ) )
*
* tau is a scalar and z( k ) is an ( n - m ) element vector.
* tau and z( k ) are chosen to annihilate the elements of the kth row
* of X.
*
* The scalar tau is returned in the kth element of TAU and the vector
* u( k ) in the kth row of A, such that the elements of z( k ) are
* in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in
* the upper triangular part of A.
*
* Z is given by
*
* Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL LQUERY
INTEGER I, IB, IWS, KI, KK, LDWORK, LWKOPT, M1, MU, NB,
$ NBMIN, NX
* ..
* .. External Subroutines ..
EXTERNAL DLARZB, DLARZT, DLATRZ, 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.M ) THEN
INFO = -2
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
INFO = -4
END IF
*
IF( INFO.EQ.0 ) THEN
IF( M.EQ.0 .OR. M.EQ.N ) THEN
LWKOPT = 1
ELSE
*
* Determine the block size.
*
NB = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
LWKOPT = M*NB
END IF
WORK( 1 ) = LWKOPT
*
IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN
INFO = -7
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DTZRZF', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
IF( M.EQ.0 ) THEN
RETURN
ELSE IF( M.EQ.N ) THEN
DO 10 I = 1, N
TAU( I ) = ZERO
10 CONTINUE
RETURN
END IF
*
NBMIN = 2
NX = 1
IWS = M
IF( NB.GT.1 .AND. NB.LT.M ) THEN
*
* Determine when to cross over from blocked to unblocked code.
*
NX = MAX( 0, ILAENV( 3, 'DGERQF', ' ', M, N, -1, -1 ) )
IF( NX.LT.M ) 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, 'DGERQF', ' ', M, N, -1,
$ -1 ) )
END IF
END IF
END IF
*
IF( NB.GE.NBMIN .AND. NB.LT.M .AND. NX.LT.M ) THEN
*
* Use blocked code initially.
* The last kk rows are handled by the block method.
*
M1 = MIN( M+1, N )
KI = ( ( M-NX-1 ) / NB )*NB
KK = MIN( M, KI+NB )
*
DO 20 I = M - KK + KI + 1, M - KK + 1, -NB
IB = MIN( M-I+1, NB )
*
* Compute the TZ factorization of the current block
* A(i:i+ib-1,i:n)
*
CALL DLATRZ( IB, N-I+1, N-M, A( I, I ), LDA, TAU( I ),
$ WORK )
IF( I.GT.1 ) THEN
*
* Form the triangular factor of the block reflector
* H = H(i+ib-1) . . . H(i+1) H(i)
*
CALL DLARZT( 'Backward', 'Rowwise', N-M, IB, A( I, M1 ),
$ LDA, TAU( I ), WORK, LDWORK )
*
* Apply H to A(1:i-1,i:n) from the right
*
CALL DLARZB( 'Right', 'No transpose', 'Backward',
$ 'Rowwise', I-1, N-I+1, IB, N-M, A( I, M1 ),
$ LDA, WORK, LDWORK, A( 1, I ), LDA,
$ WORK( IB+1 ), LDWORK )
END IF
20 CONTINUE
MU = I + NB - 1
ELSE
MU = M
END IF
*
* Use unblocked code to factor the last or only block
*
IF( MU.GT.0 )
$ CALL DLATRZ( MU, N, N-M, A, LDA, TAU, WORK )
*
WORK( 1 ) = LWKOPT
*
RETURN
*
* End of DTZRZF
*
END
|