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SUBROUTINE MB04GD( M, N, A, LDA, JPVT, TAU, DWORK, INFO )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To compute an RQ factorization with row pivoting of a
C real m-by-n matrix A: P*A = R*Q.
C
C ARGUMENTS
C
C Input/Output Parameters
C
C M (input) INTEGER
C The number of rows of the matrix A. M >= 0.
C
C N (input) INTEGER
C The number of columns of the matrix A. N >= 0.
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the m-by-n matrix A.
C On exit,
C if m <= n, the upper triangle of the subarray
C A(1:m,n-m+1:n) contains the m-by-m upper triangular
C matrix R;
C if m >= n, the elements on and above the (m-n)-th
C subdiagonal contain the m-by-n upper trapezoidal matrix R;
C the remaining elements, with the array TAU, represent the
C orthogonal matrix Q as a product of min(m,n) elementary
C reflectors (see METHOD).
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= max(1,M).
C
C JPVT (input/output) INTEGER array, dimension (M)
C On entry, if JPVT(i) .ne. 0, the i-th row of A is permuted
C to the bottom of P*A (a trailing row); if JPVT(i) = 0,
C the i-th row of A is a free row.
C On exit, if JPVT(i) = k, then the i-th row of P*A
C was the k-th row of A.
C
C TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
C The scalar factors of the elementary reflectors.
C
C Workspace
C
C DWORK DOUBLE PRECISION array, dimension (3*M)
C
C Error Indicator
C
C INFO INTEGER
C = 0: successful exit
C < 0: if INFO = -i, the i-th argument had an illegal
C value.
C
C METHOD
C
C The matrix Q is represented as a product of elementary reflectors
C
C Q = H(1) H(2) . . . H(k), where k = min(m,n).
C
C Each H(i) has the form
C
C H = I - tau * v * v'
C
C where tau is a real scalar, and v is a real vector with
C v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit
C in A(m-k+i,1:n-k+i-1), and tau in TAU(i).
C
C The matrix P is represented in jpvt as follows: If
C jpvt(j) = i
C then the jth row of P is the ith canonical unit vector.
C
C REFERENCES
C
C [1] Anderson, E., Bai, Z., Bischof, C., Demmel, J., Dongarra, J.,
C Du Croz, J., Greenbaum, A., Hammarling, S., McKenney, A.,
C Ostrouchov, S., and Sorensen, D.
C LAPACK Users' Guide: Second Edition.
C SIAM, Philadelphia, 1995.
C
C NUMERICAL ASPECTS
C
C The algorithm is backward stable.
C
C CONTRIBUTOR
C
C V. Sima, Katholieke Univ. Leuven, Belgium, Sep. 1997.
C Based on LAPACK Library routines DGEQPF and DGERQ2.
C
C REVISIONS
C
C -
C
C KEYWORDS
C
C Factorization, matrix algebra, matrix operations, orthogonal
C transformation, triangular form.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE, P05
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, P05 = 0.05D+0 )
C ..
C .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
C ..
C .. Array Arguments ..
INTEGER JPVT( * )
DOUBLE PRECISION A( LDA, * ), DWORK( * ), TAU( * )
C ..
C .. Local Scalars ..
INTEGER I, ITEMP, J, K, MA, MKI, NFREE, NKI, PVT
DOUBLE PRECISION AII, TEMP, TEMP2
C ..
C .. External Functions ..
INTEGER IDAMAX
DOUBLE PRECISION DNRM2
EXTERNAL DNRM2, IDAMAX
C ..
C .. External Subroutines ..
EXTERNAL DGERQ2, DLARF, DLARFG, DORMR2, DSWAP, XERBLA
C ..
C .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
C ..
C .. Executable Statements ..
C
C Test the input scalar arguments.
C
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( 'MB04GD', -INFO )
RETURN
END IF
C
K = MIN( M, N )
C
C Move non-free rows bottom.
C
ITEMP = M
DO 10 I = M, 1, -1
IF( JPVT( I ).NE.0 ) THEN
IF( I.NE.ITEMP ) THEN
CALL DSWAP( N, A( I, 1 ), LDA, A( ITEMP, 1 ), LDA )
JPVT( I ) = JPVT( ITEMP )
JPVT( ITEMP ) = I
ELSE
JPVT( I ) = I
END IF
ITEMP = ITEMP - 1
ELSE
JPVT( I ) = I
END IF
10 CONTINUE
NFREE = M - ITEMP
C
C Compute the RQ factorization and update remaining rows.
C
IF( NFREE.GT.0 ) THEN
MA = MIN( NFREE, N )
CALL DGERQ2( MA, N, A(M-MA+1,1), LDA, TAU(K-MA+1), DWORK,
$ INFO )
CALL DORMR2( 'Right', 'Transpose', M-MA, N, MA, A(M-MA+1,1),
$ LDA, TAU(K-MA+1), A, LDA, DWORK, INFO )
END IF
C
IF( NFREE.LT.K ) THEN
C
C Initialize partial row norms. The first ITEMP elements of
C DWORK store the exact row norms. (Here, ITEMP is the number of
C free rows, which have been permuted to be the first ones.)
C
DO 20 I = 1, ITEMP
DWORK( I ) = DNRM2( N-NFREE, A( I, 1 ), LDA )
DWORK( M+I ) = DWORK( I )
20 CONTINUE
C
C Compute factorization.
C
DO 40 I = K-NFREE, 1, -1
C
C Determine ith pivot row and swap if necessary.
C
MKI = M - K + I
NKI = N - K + I
PVT = IDAMAX( MKI, DWORK, 1 )
C
IF( PVT.NE.MKI ) THEN
CALL DSWAP( N, A( PVT, 1 ), LDA, A( MKI, 1 ), LDA )
ITEMP = JPVT( PVT )
JPVT( PVT ) = JPVT( MKI )
JPVT( MKI ) = ITEMP
DWORK( PVT ) = DWORK( MKI )
DWORK( M+PVT ) = DWORK( M+MKI )
END IF
C
C Generate elementary reflector H(i) to annihilate
C A(m-k+i,1:n-k+i-1), k = min(m,n).
C
CALL DLARFG( NKI, A( MKI, NKI ), A( MKI, 1 ), LDA, TAU( I )
$ )
C
C Apply H(i) to A(1:m-k+i-1,1:n-k+i) from the right.
C
AII = A( MKI, NKI )
A( MKI, NKI ) = ONE
CALL DLARF( 'Right', MKI-1, NKI, A( MKI, 1 ), LDA,
$ TAU( I ), A, LDA, DWORK( 2*M+1 ) )
A( MKI, NKI ) = AII
C
C Update partial row norms.
C
DO 30 J = 1, MKI - 1
IF( DWORK( J ).NE.ZERO ) THEN
TEMP = ONE - ( ABS( A( J, NKI ) ) / DWORK( J ) )**2
TEMP = MAX( TEMP, ZERO )
TEMP2 = ONE + P05*TEMP*
$ ( DWORK( J ) / DWORK( M+J ) )**2
IF( TEMP2.EQ.ONE ) THEN
DWORK( J ) = DNRM2( NKI-1, A( J, 1 ), LDA )
DWORK( M+J ) = DWORK( J )
ELSE
DWORK( J ) = DWORK( J )*SQRT( TEMP )
END IF
END IF
30 CONTINUE
C
40 CONTINUE
END IF
C
RETURN
C *** Last line of MB04GD ***
END
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