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
|
* ======================================================================
SUBROUTINE DGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO )
*
* -- LAPACK test routine (version 2.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* March 31, 1993
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
INTEGER JPVT( * )
DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DGEQPF 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) 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 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) DOUBLE PRECISION array, dimension (min(M,N))
* The scalar factors of the elementary reflectors.
*
* WORK (workspace) DOUBLE PRECISION 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'
*
* 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.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, ITEMP, J, MA, MN, PVT
DOUBLE PRECISION AII, TEMP, TEMP2
* ..
* .. External Subroutines ..
EXTERNAL DGEQR2, DLARF, DLARFG, DORM2R, DSWAP, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. External Functions ..
INTEGER IDAMAX
DOUBLE PRECISION DNRM2
EXTERNAL IDAMAX, DNRM2
* ..
* .. 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( 'DGEQPF', -INFO )
RETURN
END IF
*
MN = MIN( M, N )
*
* Move initial columns up front
*
ITEMP = 1
DO 10 I = 1, N
IF( JPVT( I ).NE.0 ) THEN
IF( I.NE.ITEMP ) THEN
CALL DSWAP( 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 DGEQR2( M, MA, A, LDA, TAU, WORK, INFO )
IF( MA.LT.N ) THEN
CALL DORM2R( '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 ) = DNRM2( 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 ) + IDAMAX( N-I+1, WORK( 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
WORK( PVT ) = WORK( I )
WORK( N+PVT ) = WORK( N+I )
END IF
*
* Generate elementary reflector H(i)
*
IF( I.LT.M ) THEN
CALL DLARFG( M-I+1, A( I, I ), A( I+1, I ), 1, TAU( I ) )
ELSE
CALL DLARFG( 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 DLARF( '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
TEMP = ONE - ( ABS( A( I, J ) ) / WORK( J ) )**2
TEMP = MAX( TEMP, ZERO )
TEMP2 = ONE + 0.05D0*TEMP*
$ ( WORK( J ) / WORK( N+J ) )**2
IF( TEMP2.EQ.ONE ) THEN
IF( M-I.GT.0 ) THEN
WORK( J ) = DNRM2( 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 DGEQPF
*
END
|