dgeqp3.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DGEQP3
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DGEQP3 + dependencies
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!> [TGZ]</a>
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!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqp3.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            INFO, LDA, LWORK, M, N
!       ..
!       .. Array Arguments ..
!       INTEGER            JPVT( * )
!       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DGEQP3 computes a QR factorization with column pivoting of a
!> matrix A:  A*P = Q*R  using Level 3 BLAS.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] M
!> \verbatim
!>          M is INTEGER
!>          The number of rows of the matrix A. M >= 0.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The number of columns of the matrix A.  N >= 0.
!> \endverbatim
!>
!> \param[in,out] A
!> \verbatim
!>          A is DOUBLE PRECISION 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 trapezoidal 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.
!> \endverbatim
!>
!> \param[in] LDA
!> \verbatim
!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,M).
!> \endverbatim
!>
!> \param[in,out] JPVT
!> \verbatim
!>          JPVT is INTEGER array, dimension (N)
!>          On entry, if JPVT(J).ne.0, the J-th column of A is permuted
!>          to the front of A*P (a leading column); if JPVT(J)=0,
!>          the J-th column of A is a free column.
!>          On exit, if JPVT(J)=K, then the J-th column of A*P was the
!>          the K-th column of A.
!> \endverbatim
!>
!> \param[out] TAU
!> \verbatim
!>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
!>          The scalar factors of the elementary reflectors.
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
!>          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
!> \endverbatim
!>
!> \param[in] LWORK
!> \verbatim
!>          LWORK is INTEGER
!>          The dimension of the array WORK. LWORK >= 3*N+1.
!>          For optimal performance LWORK >= 2*N+( N+1 )*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.
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>          = 0: successful exit.
!>          < 0: if INFO = -i, the i-th argument had an illegal value.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup doubleGEcomputational
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  The matrix Q is represented as a product of elementary reflectors
!>
!>     Q = H(1) H(2) . . . H(k), where k = min(m,n).
!>
!>  Each H(i) has the form
!>
!>     H(i) = I - tau * v * v**T
!>
!>  where tau is a real/complex scalar, and v is a real/complex 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), and tau in TAU(i).
!> \endverbatim
!
!> \par Contributors:
!  ==================
!>
!>    G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
!>    X. Sun, Computer Science Dept., Duke University, USA
!>
!  =====================================================================
      SUBROUTINE DGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO )
!
!  -- LAPACK computational routine (version 3.4.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     November 2011
!
!     .. Scalar Arguments ..
      INTEGER            INFO, LDA, LWORK, M, N
!     ..
!     .. Array Arguments ..
      INTEGER            JPVT( * )
      DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      INTEGER            INB, INBMIN, IXOVER
      PARAMETER          ( INB = 1, INBMIN = 2, IXOVER = 3 )
!     ..
!     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB, &
     &                   NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
!     ..
!     .. External Subroutines ..
      EXTERNAL           DGEQRF, DLAQP2, DLAQPS, DORMQR, DSWAP, XERBLA
!     ..
!     .. External Functions ..
      INTEGER            ILAENV
      DOUBLE PRECISION   DNRM2
      EXTERNAL           ILAENV, DNRM2
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          INT, MAX, MIN
!     ..
!     .. Executable Statements ..
!
!     Test input arguments
!  ====================
!
      INFO = 0
      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
      END IF
!
      IF( INFO.EQ.0 ) THEN
         MINMN = MIN( M, N )
         IF( MINMN.EQ.0 ) THEN
            IWS = 1
            LWKOPT = 1
         ELSE
            IWS = 3*N + 1
            NB = ILAENV( INB, 'DGEQRF', ' ', M, N, -1, -1 )
            LWKOPT = 2*N + ( N + 1 )*NB
         END IF
         WORK( 1 ) = LWKOPT
!
         IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
            INFO = -8
         END IF
      END IF
!
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGEQP3', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
!
!     Quick return if possible.
!
      IF( MINMN.EQ.0 ) THEN
         RETURN
      END IF
!
!     Move initial columns up front.
!
      NFXD = 1
      DO 10 J = 1, N
         IF( JPVT( J ).NE.0 ) THEN
            IF( J.NE.NFXD ) THEN
               CALL DSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
               JPVT( J ) = JPVT( NFXD )
               JPVT( NFXD ) = J
            ELSE
               JPVT( J ) = J
            END IF
            NFXD = NFXD + 1
         ELSE
            JPVT( J ) = J
         END IF
   10 CONTINUE
      NFXD = NFXD - 1
!
!     Factorize fixed columns
!  =======================
!
!     Compute the QR factorization of fixed columns and update
!     remaining columns.
!
      IF( NFXD.GT.0 ) THEN
         NA = MIN( M, NFXD )
!CC      CALL DGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
         CALL DGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
         IWS = MAX( IWS, INT( WORK( 1 ) ) )
         IF( NA.LT.N ) THEN
!CC         CALL DORM2R( 'Left', 'Transpose', M, N-NA, NA, A, LDA,
!CC  $                   TAU, A( 1, NA+1 ), LDA, WORK, INFO )
            CALL DORMQR( 'Left', 'Transpose', M, N-NA, NA, A, LDA, TAU, &
     &                   A( 1, NA+1 ), LDA, WORK, LWORK, INFO )
            IWS = MAX( IWS, INT( WORK( 1 ) ) )
         END IF
      END IF
!
!     Factorize free columns
!  ======================
!
      IF( NFXD.LT.MINMN ) THEN
!
         SM = M - NFXD
         SN = N - NFXD
         SMINMN = MINMN - NFXD
!
!        Determine the block size.
!
         NB = ILAENV( INB, 'DGEQRF', ' ', SM, SN, -1, -1 )
         NBMIN = 2
         NX = 0
!
         IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
!
!           Determine when to cross over from blocked to unblocked code.
!
            NX = MAX( 0, ILAENV( IXOVER, 'DGEQRF', ' ', SM, SN, -1, &
     &           -1 ) )
!
!
            IF( NX.LT.SMINMN ) THEN
!
!              Determine if workspace is large enough for blocked code.
!
               MINWS = 2*SN + ( SN+1 )*NB
               IWS = MAX( IWS, MINWS )
               IF( LWORK.LT.MINWS ) THEN
!
!                 Not enough workspace to use optimal NB: Reduce NB and
!                 determine the minimum value of NB.
!
                  NB = ( LWORK-2*SN ) / ( SN+1 )
                  NBMIN = MAX( 2, ILAENV( INBMIN, 'DGEQRF', ' ', SM, SN, &
     &                    -1, -1 ) )
!
!
               END IF
            END IF
         END IF
!
!        Initialize partial column norms. The first N elements of work
!        store the exact column norms.
!
         DO 20 J = NFXD + 1, N
            WORK( J ) = DNRM2( SM, A( NFXD+1, J ), 1 )
            WORK( N+J ) = WORK( J )
   20    CONTINUE
!
         IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND. &
     &       ( NX.LT.SMINMN ) ) THEN
!
!           Use blocked code initially.
!
            J = NFXD + 1
!
!           Compute factorization: while loop.
!
!
            TOPBMN = MINMN - NX
   30       CONTINUE
            IF( J.LE.TOPBMN ) THEN
               JB = MIN( NB, TOPBMN-J+1 )
!
!              Factorize JB columns among columns J:N.
!
               CALL DLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA, &
     &                      JPVT( J ), TAU( J ), WORK( J ), WORK( N+J ), &
     &                      WORK( 2*N+1 ), WORK( 2*N+JB+1 ), N-J+1 )
!
               J = J + FJB
               GO TO 30
            END IF
         ELSE
            J = NFXD + 1
         END IF
!
!        Use unblocked code to factor the last or only block.
!
!
         IF( J.LE.MINMN ) &
     &      CALL DLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ), &
     &                   TAU( J ), WORK( J ), WORK( N+J ), &
     &                   WORK( 2*N+1 ) )
!
      END IF
!
      WORK( 1 ) = IWS
      RETURN
!
!     End of DGEQP3
!
      END