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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245
|
SUBROUTINE DLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
$ VN2, AUXV, F, LDF )
*
* -- LAPACK auxiliary routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* June 30, 1999
*
* .. Scalar Arguments ..
INTEGER KB, LDA, LDF, M, N, NB, OFFSET
* ..
* .. Array Arguments ..
INTEGER JPVT( * )
DOUBLE PRECISION A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ),
$ VN1( * ), VN2( * )
* ..
*
* Purpose
* =======
*
* DLAQPS computes a step of QR factorization with column pivoting
* of a real M-by-N matrix A by using Blas-3. It tries to factorize
* NB columns from A starting from the row OFFSET+1, and updates all
* of the matrix with Blas-3 xGEMM.
*
* In some cases, due to catastrophic cancellations, it cannot
* factorize NB columns. Hence, the actual number of factorized
* columns is returned in KB.
*
* Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
*
* 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
*
* OFFSET (input) INTEGER
* The number of rows of A that have been factorized in
* previous steps.
*
* NB (input) INTEGER
* The number of columns to factorize.
*
* KB (output) INTEGER
* The number of columns actually factorized.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, block A(OFFSET+1:M,1:KB) is the triangular
* factor obtained and block A(1:OFFSET,1:N) has been
* accordingly pivoted, but no factorized.
* The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
* been updated.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* JPVT (input/output) INTEGER array, dimension (N)
* JPVT(I) = K <==> Column K of the full matrix A has been
* permuted into position I in AP.
*
* TAU (output) DOUBLE PRECISION array, dimension (KB)
* The scalar factors of the elementary reflectors.
*
* VN1 (input/output) DOUBLE PRECISION array, dimension (N)
* The vector with the partial column norms.
*
* VN2 (input/output) DOUBLE PRECISION array, dimension (N)
* The vector with the exact column norms.
*
* AUXV (input/output) DOUBLE PRECISION array, dimension (NB)
* Auxiliar vector.
*
* F (input/output) DOUBLE PRECISION array, dimension (LDF,NB)
* Matrix F' = L*Y'*A.
*
* LDF (input) INTEGER
* The leading dimension of the array F. LDF >= max(1,N).
*
* Further Details
* ===============
*
* Based on contributions by
* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
* X. Sun, Computer Science Dept., Duke University, USA
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK
DOUBLE PRECISION AKK, TEMP, TEMP2
* ..
* .. External Subroutines ..
EXTERNAL DGEMM, DGEMV, DLARFG, DSWAP
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, MAX, MIN, NINT, SQRT
* ..
* .. External Functions ..
INTEGER IDAMAX
DOUBLE PRECISION DNRM2
EXTERNAL IDAMAX, DNRM2
* ..
* .. Executable Statements ..
*
LASTRK = MIN( M, N+OFFSET )
LSTICC = 0
K = 0
*
* Beginning of while loop.
*
10 CONTINUE
IF( ( K.LT.NB ) .AND. ( LSTICC.EQ.0 ) ) THEN
K = K + 1
RK = OFFSET + K
*
* Determine ith pivot column and swap if necessary
*
PVT = ( K-1 ) + IDAMAX( N-K+1, VN1( K ), 1 )
IF( PVT.NE.K ) THEN
CALL DSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 )
CALL DSWAP( K-1, F( PVT, 1 ), LDF, F( K, 1 ), LDF )
ITEMP = JPVT( PVT )
JPVT( PVT ) = JPVT( K )
JPVT( K ) = ITEMP
VN1( PVT ) = VN1( K )
VN2( PVT ) = VN2( K )
END IF
*
* Apply previous Householder reflectors to column K:
* A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
*
IF( K.GT.1 ) THEN
CALL DGEMV( 'No transpose', M-RK+1, K-1, -ONE, A( RK, 1 ),
$ LDA, F( K, 1 ), LDF, ONE, A( RK, K ), 1 )
END IF
*
* Generate elementary reflector H(k).
*
IF( RK.LT.M ) THEN
CALL DLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) )
ELSE
CALL DLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) )
END IF
*
AKK = A( RK, K )
A( RK, K ) = ONE
*
* Compute Kth column of F:
*
* Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K).
*
IF( K.LT.N ) THEN
CALL DGEMV( 'Transpose', M-RK+1, N-K, TAU( K ),
$ A( RK, K+1 ), LDA, A( RK, K ), 1, ZERO,
$ F( K+1, K ), 1 )
END IF
*
* Padding F(1:K,K) with zeros.
*
DO 20 J = 1, K
F( J, K ) = ZERO
20 CONTINUE
*
* Incremental updating of F:
* F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'
* *A(RK:M,K).
*
IF( K.GT.1 ) THEN
CALL DGEMV( 'Transpose', M-RK+1, K-1, -TAU( K ), A( RK, 1 ),
$ LDA, A( RK, K ), 1, ZERO, AUXV( 1 ), 1 )
*
CALL DGEMV( 'No transpose', N, K-1, ONE, F( 1, 1 ), LDF,
$ AUXV( 1 ), 1, ONE, F( 1, K ), 1 )
END IF
*
* Update the current row of A:
* A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'.
*
IF( K.LT.N ) THEN
CALL DGEMV( 'No transpose', N-K, K, -ONE, F( K+1, 1 ), LDF,
$ A( RK, 1 ), LDA, ONE, A( RK, K+1 ), LDA )
END IF
*
* Update partial column norms.
*
IF( RK.LT.LASTRK ) THEN
DO 30 J = K + 1, N
IF( VN1( J ).NE.ZERO ) THEN
TEMP = ABS( A( RK, J ) ) / VN1( J )
TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
TEMP2 = ONE + 0.05D0*TEMP*( VN1( J ) / VN2( J ) )**2
IF( TEMP2.EQ.ONE ) THEN
VN2( J ) = DBLE( LSTICC )
LSTICC = J
ELSE
VN1( J ) = VN1( J )*SQRT( TEMP )
END IF
END IF
30 CONTINUE
END IF
*
A( RK, K ) = AKK
*
* End of while loop.
*
GO TO 10
END IF
KB = K
RK = OFFSET + KB
*
* Apply the block reflector to the rest of the matrix:
* A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) -
* A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)'.
*
IF( KB.LT.MIN( N, M-OFFSET ) ) THEN
CALL DGEMM( 'No transpose', 'Transpose', M-RK, N-KB, KB, -ONE,
$ A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF, ONE,
$ A( RK+1, KB+1 ), LDA )
END IF
*
* Recomputation of difficult columns.
*
40 CONTINUE
IF( LSTICC.GT.0 ) THEN
ITEMP = NINT( VN2( LSTICC ) )
VN1( LSTICC ) = DNRM2( M-RK, A( RK+1, LSTICC ), 1 )
VN2( LSTICC ) = VN1( LSTICC )
LSTICC = ITEMP
GO TO 40
END IF
*
RETURN
*
* End of DLAQPS
*
END
|