dlaqp2.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLAQP2
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLAQP2 + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqp2.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqp2.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqp2.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
!                          WORK )
!
!       .. Scalar Arguments ..
!       INTEGER            LDA, M, N, OFFSET
!       ..
!       .. Array Arguments ..
!       INTEGER            JPVT( * )
!       DOUBLE PRECISION   A( LDA, * ), TAU( * ), VN1( * ), VN2( * ),
!      $                   WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLAQP2 computes a QR factorization with column pivoting of
!> the block A(OFFSET+1:M,1:N).
!> The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
!> \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] OFFSET
!> \verbatim
!>          OFFSET is INTEGER
!>          The number of rows of the matrix A that must be pivoted
!>          but no factorized. OFFSET >= 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 block A(OFFSET+1:M,1:N) is
!>          the triangular factor obtained; the elements in block
!>          A(OFFSET+1:M,1:N) below the diagonal, together with the
!>          array TAU, represent the orthogonal matrix Q as a product of
!>          elementary reflectors. Block A(1:OFFSET,1:N) has been
!>          accordingly pivoted, but no factorized.
!> \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(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.
!> \endverbatim
!>
!> \param[out] TAU
!> \verbatim
!>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
!>          The scalar factors of the elementary reflectors.
!> \endverbatim
!>
!> \param[in,out] VN1
!> \verbatim
!>          VN1 is DOUBLE PRECISION array, dimension (N)
!>          The vector with the partial column norms.
!> \endverbatim
!>
!> \param[in,out] VN2
!> \verbatim
!>          VN2 is DOUBLE PRECISION array, dimension (N)
!>          The vector with the exact column norms.
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (N)
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup doubleOTHERauxiliary
!
!> \par Contributors:
!  ==================
!>
!>    G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
!>    X. Sun, Computer Science Dept., Duke University, USA
!> \n
!>  Partial column norm updating strategy modified on April 2011
!>    Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
!>    University of Zagreb, Croatia.
!
!> \par References:
!  ================
!>
!> LAPACK Working Note 176
!
!> \htmlonly
!> <a href="http://www.netlib.org/lapack/lawnspdf/lawn176.pdf">[PDF]</a>
!> \endhtmlonly
!
!  =====================================================================
      SUBROUTINE DLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2, &
     &                   WORK )
!
!  -- LAPACK auxiliary 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            LDA, M, N, OFFSET
!     ..
!     .. Array Arguments ..
      INTEGER            JPVT( * )
      DOUBLE PRECISION   A( LDA, * ), TAU( * ), VN1( * ), VN2( * ), &
     &                   WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
!     ..
!     .. Local Scalars ..
      INTEGER            I, ITEMP, J, MN, OFFPI, PVT
      DOUBLE PRECISION   AII, TEMP, TEMP2, TOL3Z
!     ..
!     .. External Subroutines ..
      EXTERNAL           DLARF, DLARFG, DSWAP
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, MIN, SQRT
!     ..
!     .. External Functions ..
      INTEGER            IDAMAX
      DOUBLE PRECISION   DLAMCH, DNRM2
      EXTERNAL           IDAMAX, DLAMCH, DNRM2
!     ..
!     .. Executable Statements ..
!
      MN = MIN( M-OFFSET, N )
      TOL3Z = SQRT(DLAMCH('Epsilon'))
!
!     Compute factorization.
!
      DO 20 I = 1, MN
!
         OFFPI = OFFSET + I
!
!        Determine ith pivot column and swap if necessary.
!
         PVT = ( I-1 ) + IDAMAX( N-I+1, VN1( I ), 1 )
!
         IF( PVT.NE.I ) THEN
            CALL DSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
            ITEMP = JPVT( PVT )
            JPVT( PVT ) = JPVT( I )
            JPVT( I ) = ITEMP
            VN1( PVT ) = VN1( I )
            VN2( PVT ) = VN2( I )
         END IF
!
!        Generate elementary reflector H(i).
!
         IF( OFFPI.LT.M ) THEN
            CALL DLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1, &
     &                   TAU( I ) )
         ELSE
            CALL DLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) )
         END IF
!
         IF( I.LE.N ) THEN
!
!           Apply H(i)**T to A(offset+i:m,i+1:n) from the left.
!
            AII = A( OFFPI, I )
            A( OFFPI, I ) = ONE
            CALL DLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1, &
     &                  TAU( I ), A( OFFPI, I+1 ), LDA, WORK( 1 ) )
            A( OFFPI, I ) = AII
         END IF
!
!        Update partial column norms.
!
         DO 10 J = I + 1, N
            IF( VN1( J ).NE.ZERO ) THEN
!
!              NOTE: The following 4 lines follow from the analysis in
!              Lapack Working Note 176.
!
               TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2
               TEMP = MAX( TEMP, ZERO )
               TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
               IF( TEMP2 .LE. TOL3Z ) THEN
                  IF( OFFPI.LT.M ) THEN
                     VN1( J ) = DNRM2( M-OFFPI, A( OFFPI+1, J ), 1 )
                     VN2( J ) = VN1( J )
                  ELSE
                     VN1( J ) = ZERO
                     VN2( J ) = ZERO
                  END IF
               ELSE
                  VN1( J ) = VN1( J )*SQRT( TEMP )
               END IF
            END IF
   10    CONTINUE
!
   20 CONTINUE
!
      RETURN
!
!     End of DLAQP2
!
      END