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
|
SUBROUTINE ZLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
$ WORK )
*
* -- 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 LDA, M, N, OFFSET
* ..
* .. Array Arguments ..
INTEGER JPVT( * )
DOUBLE PRECISION VN1( * ), VN2( * )
COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* ZLAQP2 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.
*
* 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 the matrix A that must be pivoted
* but no factorized. OFFSET >= 0.
*
* A (input/output) COMPLEX*16 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.
*
* 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) COMPLEX*16 array, dimension (min(M,N))
* 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.
*
* WORK (workspace) COMPLEX*16 array, dimension (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
COMPLEX*16 CONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
$ CONE = ( 1.0D+0, 0.0D+0 ) )
* ..
* .. Local Scalars ..
INTEGER I, ITEMP, J, MN, OFFPI, PVT
DOUBLE PRECISION TEMP, TEMP2
COMPLEX*16 AII
* ..
* .. External Subroutines ..
EXTERNAL ZLARF, ZLARFG, ZSWAP
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DCONJG, MAX, MIN, SQRT
* ..
* .. External Functions ..
INTEGER IDAMAX
DOUBLE PRECISION DZNRM2
EXTERNAL IDAMAX, DZNRM2
* ..
* .. Executable Statements ..
*
MN = MIN( M-OFFSET, N )
*
* 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 ZSWAP( 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 ZLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1,
$ TAU( I ) )
ELSE
CALL ZLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) )
END IF
*
IF( I.LT.N ) THEN
*
* Apply H(i)' to A(offset+i:m,i+1:n) from the left.
*
AII = A( OFFPI, I )
A( OFFPI, I ) = CONE
CALL ZLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1,
$ DCONJG( 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
TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2
TEMP = MAX( TEMP, ZERO )
TEMP2 = ONE + 0.05D0*TEMP*( VN1( J ) / VN2( J ) )**2
IF( TEMP2.EQ.ONE ) THEN
IF( OFFPI.LT.M ) THEN
VN1( J ) = DZNRM2( 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 ZLAQP2
*
END
|