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
|
SUBROUTINE SGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO )
*
* -- LAPACK deprecated computational routine (version 3.3.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* -- April 2011 --
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
INTEGER JPVT( * )
REAL A( LDA, * ), TAU( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* This routine is deprecated and has been replaced by routine SGEQP3.
*
* SGEQPF computes a QR factorization with column pivoting of a
* real M-by-N matrix A: A*P = Q*R.
*
* 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) REAL array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, the upper triangle of the array contains the
* min(M,N)-by-N upper triangular matrix R; the elements
* below the diagonal, together with the array TAU,
* represent the orthogonal matrix Q as a product of
* min(m,n) elementary reflectors.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* JPVT (input/output) INTEGER array, dimension (N)
* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
* to the front of A*P (a leading column); if JPVT(i) = 0,
* the i-th column of A is a free column.
* On exit, if JPVT(i) = k, then the i-th column of A*P
* was the k-th column of A.
*
* TAU (output) REAL array, dimension (min(M,N))
* The scalar factors of the elementary reflectors.
*
* WORK (workspace) REAL array, dimension (3*N)
*
* 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(1) H(2) . . . H(n)
*
* Each H(i) has the form
*
* H = I - tau * v * v**T
*
* 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:m) is stored on exit in A(i+1:m,i).
*
* The matrix P is represented in jpvt as follows: If
* jpvt(j) = i
* then the jth column of P is the ith canonical unit vector.
*
* Partial column norm updating strategy modified by
* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
* University of Zagreb, Croatia.
* -- April 2011 --
* For more details see LAPACK Working Note 176.
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
INTEGER I, ITEMP, J, MA, MN, PVT
REAL AII, TEMP, TEMP2, TOL3Z
* ..
* .. External Subroutines ..
EXTERNAL SGEQR2, SLARF, SLARFG, SORM2R, SSWAP, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. External Functions ..
INTEGER ISAMAX
REAL SLAMCH, SNRM2
EXTERNAL ISAMAX, SLAMCH, SNRM2
* ..
* .. Executable Statements ..
*
* Test the input arguments
*
INFO = 0
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.NE.0 ) THEN
CALL XERBLA( 'SGEQPF', -INFO )
RETURN
END IF
*
MN = MIN( M, N )
TOL3Z = SQRT(SLAMCH('Epsilon'))
*
* Move initial columns up front
*
ITEMP = 1
DO 10 I = 1, N
IF( JPVT( I ).NE.0 ) THEN
IF( I.NE.ITEMP ) THEN
CALL SSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 )
JPVT( I ) = JPVT( ITEMP )
JPVT( ITEMP ) = I
ELSE
JPVT( I ) = I
END IF
ITEMP = ITEMP + 1
ELSE
JPVT( I ) = I
END IF
10 CONTINUE
ITEMP = ITEMP - 1
*
* Compute the QR factorization and update remaining columns
*
IF( ITEMP.GT.0 ) THEN
MA = MIN( ITEMP, M )
CALL SGEQR2( M, MA, A, LDA, TAU, WORK, INFO )
IF( MA.LT.N ) THEN
CALL SORM2R( 'Left', 'Transpose', M, N-MA, MA, A, LDA, TAU,
$ A( 1, MA+1 ), LDA, WORK, INFO )
END IF
END IF
*
IF( ITEMP.LT.MN ) THEN
*
* Initialize partial column norms. The first n elements of
* work store the exact column norms.
*
DO 20 I = ITEMP + 1, N
WORK( I ) = SNRM2( M-ITEMP, A( ITEMP+1, I ), 1 )
WORK( N+I ) = WORK( I )
20 CONTINUE
*
* Compute factorization
*
DO 40 I = ITEMP + 1, MN
*
* Determine ith pivot column and swap if necessary
*
PVT = ( I-1 ) + ISAMAX( N-I+1, WORK( I ), 1 )
*
IF( PVT.NE.I ) THEN
CALL SSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
ITEMP = JPVT( PVT )
JPVT( PVT ) = JPVT( I )
JPVT( I ) = ITEMP
WORK( PVT ) = WORK( I )
WORK( N+PVT ) = WORK( N+I )
END IF
*
* Generate elementary reflector H(i)
*
IF( I.LT.M ) THEN
CALL SLARFG( M-I+1, A( I, I ), A( I+1, I ), 1, TAU( I ) )
ELSE
CALL SLARFG( 1, A( M, M ), A( M, M ), 1, TAU( M ) )
END IF
*
IF( I.LT.N ) THEN
*
* Apply H(i) to A(i:m,i+1:n) from the left
*
AII = A( I, I )
A( I, I ) = ONE
CALL SLARF( 'LEFT', M-I+1, N-I, A( I, I ), 1, TAU( I ),
$ A( I, I+1 ), LDA, WORK( 2*N+1 ) )
A( I, I ) = AII
END IF
*
* Update partial column norms
*
DO 30 J = I + 1, N
IF( WORK( J ).NE.ZERO ) THEN
*
* NOTE: The following 4 lines follow from the analysis in
* Lapack Working Note 176.
*
TEMP = ABS( A( I, J ) ) / WORK( J )
TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
TEMP2 = TEMP*( WORK( J ) / WORK( N+J ) )**2
IF( TEMP2 .LE. TOL3Z ) THEN
IF( M-I.GT.0 ) THEN
WORK( J ) = SNRM2( M-I, A( I+1, J ), 1 )
WORK( N+J ) = WORK( J )
ELSE
WORK( J ) = ZERO
WORK( N+J ) = ZERO
END IF
ELSE
WORK( J ) = WORK( J )*SQRT( TEMP )
END IF
END IF
30 CONTINUE
*
40 CONTINUE
END IF
RETURN
*
* End of SGEQPF
*
END
|