Mercurial > hg > octave-lyh
comparison libcruft/lapack/sgeqrf.f @ 7789:82be108cc558
First attempt at single precision tyeps
* * *
corrections to qrupdate single precision routines
* * *
prefer demotion to single over promotion to double
* * *
Add single precision support to log2 function
* * *
Trivial PROJECT file update
* * *
Cache optimized hermitian/transpose methods
* * *
Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
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date | Sun, 27 Apr 2008 22:34:17 +0200 |
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7788:45f5faba05a2 | 7789:82be108cc558 |
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1 SUBROUTINE SGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) | |
2 * | |
3 * -- LAPACK routine (version 3.1) -- | |
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. | |
5 * November 2006 | |
6 * | |
7 * .. Scalar Arguments .. | |
8 INTEGER INFO, LDA, LWORK, M, N | |
9 * .. | |
10 * .. Array Arguments .. | |
11 REAL A( LDA, * ), TAU( * ), WORK( * ) | |
12 * .. | |
13 * | |
14 * Purpose | |
15 * ======= | |
16 * | |
17 * SGEQRF computes a QR factorization of a real M-by-N matrix A: | |
18 * A = Q * R. | |
19 * | |
20 * Arguments | |
21 * ========= | |
22 * | |
23 * M (input) INTEGER | |
24 * The number of rows of the matrix A. M >= 0. | |
25 * | |
26 * N (input) INTEGER | |
27 * The number of columns of the matrix A. N >= 0. | |
28 * | |
29 * A (input/output) REAL array, dimension (LDA,N) | |
30 * On entry, the M-by-N matrix A. | |
31 * On exit, the elements on and above the diagonal of the array | |
32 * contain the min(M,N)-by-N upper trapezoidal matrix R (R is | |
33 * upper triangular if m >= n); the elements below the diagonal, | |
34 * with the array TAU, represent the orthogonal matrix Q as a | |
35 * product of min(m,n) elementary reflectors (see Further | |
36 * Details). | |
37 * | |
38 * LDA (input) INTEGER | |
39 * The leading dimension of the array A. LDA >= max(1,M). | |
40 * | |
41 * TAU (output) REAL array, dimension (min(M,N)) | |
42 * The scalar factors of the elementary reflectors (see Further | |
43 * Details). | |
44 * | |
45 * WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) | |
46 * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. | |
47 * | |
48 * LWORK (input) INTEGER | |
49 * The dimension of the array WORK. LWORK >= max(1,N). | |
50 * For optimum performance LWORK >= N*NB, where NB is | |
51 * the optimal blocksize. | |
52 * | |
53 * If LWORK = -1, then a workspace query is assumed; the routine | |
54 * only calculates the optimal size of the WORK array, returns | |
55 * this value as the first entry of the WORK array, and no error | |
56 * message related to LWORK is issued by XERBLA. | |
57 * | |
58 * INFO (output) INTEGER | |
59 * = 0: successful exit | |
60 * < 0: if INFO = -i, the i-th argument had an illegal value | |
61 * | |
62 * Further Details | |
63 * =============== | |
64 * | |
65 * The matrix Q is represented as a product of elementary reflectors | |
66 * | |
67 * Q = H(1) H(2) . . . H(k), where k = min(m,n). | |
68 * | |
69 * Each H(i) has the form | |
70 * | |
71 * H(i) = I - tau * v * v' | |
72 * | |
73 * where tau is a real scalar, and v is a real vector with | |
74 * v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), | |
75 * and tau in TAU(i). | |
76 * | |
77 * ===================================================================== | |
78 * | |
79 * .. Local Scalars .. | |
80 LOGICAL LQUERY | |
81 INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB, | |
82 $ NBMIN, NX | |
83 * .. | |
84 * .. External Subroutines .. | |
85 EXTERNAL SGEQR2, SLARFB, SLARFT, XERBLA | |
86 * .. | |
87 * .. Intrinsic Functions .. | |
88 INTRINSIC MAX, MIN | |
89 * .. | |
90 * .. External Functions .. | |
91 INTEGER ILAENV | |
92 EXTERNAL ILAENV | |
93 * .. | |
94 * .. Executable Statements .. | |
95 * | |
96 * Test the input arguments | |
97 * | |
98 INFO = 0 | |
99 NB = ILAENV( 1, 'SGEQRF', ' ', M, N, -1, -1 ) | |
100 LWKOPT = N*NB | |
101 WORK( 1 ) = LWKOPT | |
102 LQUERY = ( LWORK.EQ.-1 ) | |
103 IF( M.LT.0 ) THEN | |
104 INFO = -1 | |
105 ELSE IF( N.LT.0 ) THEN | |
106 INFO = -2 | |
107 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN | |
108 INFO = -4 | |
109 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN | |
110 INFO = -7 | |
111 END IF | |
112 IF( INFO.NE.0 ) THEN | |
113 CALL XERBLA( 'SGEQRF', -INFO ) | |
114 RETURN | |
115 ELSE IF( LQUERY ) THEN | |
116 RETURN | |
117 END IF | |
118 * | |
119 * Quick return if possible | |
120 * | |
121 K = MIN( M, N ) | |
122 IF( K.EQ.0 ) THEN | |
123 WORK( 1 ) = 1 | |
124 RETURN | |
125 END IF | |
126 * | |
127 NBMIN = 2 | |
128 NX = 0 | |
129 IWS = N | |
130 IF( NB.GT.1 .AND. NB.LT.K ) THEN | |
131 * | |
132 * Determine when to cross over from blocked to unblocked code. | |
133 * | |
134 NX = MAX( 0, ILAENV( 3, 'SGEQRF', ' ', M, N, -1, -1 ) ) | |
135 IF( NX.LT.K ) THEN | |
136 * | |
137 * Determine if workspace is large enough for blocked code. | |
138 * | |
139 LDWORK = N | |
140 IWS = LDWORK*NB | |
141 IF( LWORK.LT.IWS ) THEN | |
142 * | |
143 * Not enough workspace to use optimal NB: reduce NB and | |
144 * determine the minimum value of NB. | |
145 * | |
146 NB = LWORK / LDWORK | |
147 NBMIN = MAX( 2, ILAENV( 2, 'SGEQRF', ' ', M, N, -1, | |
148 $ -1 ) ) | |
149 END IF | |
150 END IF | |
151 END IF | |
152 * | |
153 IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN | |
154 * | |
155 * Use blocked code initially | |
156 * | |
157 DO 10 I = 1, K - NX, NB | |
158 IB = MIN( K-I+1, NB ) | |
159 * | |
160 * Compute the QR factorization of the current block | |
161 * A(i:m,i:i+ib-1) | |
162 * | |
163 CALL SGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK, | |
164 $ IINFO ) | |
165 IF( I+IB.LE.N ) THEN | |
166 * | |
167 * Form the triangular factor of the block reflector | |
168 * H = H(i) H(i+1) . . . H(i+ib-1) | |
169 * | |
170 CALL SLARFT( 'Forward', 'Columnwise', M-I+1, IB, | |
171 $ A( I, I ), LDA, TAU( I ), WORK, LDWORK ) | |
172 * | |
173 * Apply H' to A(i:m,i+ib:n) from the left | |
174 * | |
175 CALL SLARFB( 'Left', 'Transpose', 'Forward', | |
176 $ 'Columnwise', M-I+1, N-I-IB+1, IB, | |
177 $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ), | |
178 $ LDA, WORK( IB+1 ), LDWORK ) | |
179 END IF | |
180 10 CONTINUE | |
181 ELSE | |
182 I = 1 | |
183 END IF | |
184 * | |
185 * Use unblocked code to factor the last or only block. | |
186 * | |
187 IF( I.LE.K ) | |
188 $ CALL SGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK, | |
189 $ IINFO ) | |
190 * | |
191 WORK( 1 ) = IWS | |
192 RETURN | |
193 * | |
194 * End of SGEQRF | |
195 * | |
196 END |