numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/slaqp3rk.f | 34456B | -rw-r--r-- |
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*> \brief \b SLAQP3RK computes a step of truncated QR factorization with column pivoting of a real m-by-n matrix A using Level 3 BLAS and overwrites a real m-by-nrhs matrix B with Q**T * B. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download SLAQP3RK + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaqp3rk.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaqp3rk.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaqp3rk.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE SLAQP3RK( M, N, NRHS, IOFFSET, NB, ABSTOL, * $ RELTOL, KP1, MAXC2NRM, A, LDA, DONE, KB, * $ MAXC2NRMK, RELMAXC2NRMK, JPIV, TAU, * $ VN1, VN2, AUXV, F, LDF, IWORK, INFO ) * IMPLICIT NONE * LOGICAL DONE * INTEGER INFO, IOFFSET, KB, KP1, LDA, LDF, M, N, * $ NB, NRHS * REAL ABSTOL, MAXC2NRM, MAXC2NRMK, RELMAXC2NRMK, * $ RELTOL * * .. Scalar Arguments .. * LOGICAL DONE * INTEGER KB, LDA, LDF, M, N, NB, NRHS, IOFFSET * REAL ABSTOL, MAXC2NRM, MAXC2NRMK, RELMAXC2NRMK, * $ RELTOL * .. * .. Array Arguments .. * INTEGER IWORK( * ), JPIV( * ) * REAL A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ), * $ VN1( * ), VN2( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> SLAQP3RK computes a step of truncated QR factorization with column *> pivoting of a real M-by-N matrix A block A(IOFFSET+1:M,1:N) *> by using Level 3 BLAS as *> *> A * P(KB) = Q(KB) * R(KB). *> *> The routine tries to factorize NB columns from A starting from *> the row IOFFSET+1 and updates the residual matrix with BLAS 3 *> xGEMM. The number of actually factorized columns is returned *> is smaller than NB. *> *> Block A(1:IOFFSET,1:N) is accordingly pivoted, but not factorized. *> *> The routine also overwrites the right-hand-sides B matrix stored *> in A(IOFFSET+1:M,1:N+1:N+NRHS) with Q(KB)**T * B. *> *> Cases when the number of factorized columns KB < NB: *> *> (1) In some cases, due to catastrophic cancellations, it cannot *> factorize all NB columns and need to update the residual matrix. *> Hence, the actual number of factorized columns in the block returned *> in KB is smaller than NB. The logical DONE is returned as FALSE. *> The factorization of the whole original matrix A_orig must proceed *> with the next block. *> *> (2) Whenever the stopping criterion ABSTOL or RELTOL is satisfied, *> the factorization of the whole original matrix A_orig is stopped, *> the logical DONE is returned as TRUE. The number of factorized *> columns which is smaller than NB is returned in KB. *> *> (3) In case both stopping criteria ABSTOL or RELTOL are not used, *> and when the residual matrix is a zero matrix in some factorization *> step KB, the factorization of the whole original matrix A_orig is *> stopped, the logical DONE is returned as TRUE. The number of *> factorized columns which is smaller than NB is returned in KB. *> *> (4) Whenever NaN is detected in the matrix A or in the array TAU, *> the factorization of the whole original matrix A_orig is stopped, *> the logical DONE is returned as TRUE. The number of factorized *> columns which is smaller than NB is returned in KB. The INFO *> parameter is set to the column index of the first NaN occurrence. *> *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0 *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of *> columns of the matrix B. NRHS >= 0. *> \endverbatim *> *> \param[in] IOFFSET *> \verbatim *> IOFFSET is INTEGER *> The number of rows of the matrix A that must be pivoted *> but not factorized. IOFFSET >= 0. *> *> IOFFSET also represents the number of columns of the whole *> original matrix A_orig that have been factorized *> in the previous steps. *> \endverbatim *> *> \param[in] NB *> \verbatim *> NB is INTEGER *> Factorization block size, i.e the number of columns *> to factorize in the matrix A. 0 <= NB *> *> If NB = 0, then the routine exits immediately. *> This means that the factorization is not performed, *> the matrices A and B and the arrays TAU, IPIV *> are not modified. *> \endverbatim *> *> \param[in] ABSTOL *> \verbatim *> ABSTOL is REAL, cannot be NaN. *> *> The absolute tolerance (stopping threshold) for *> maximum column 2-norm of the residual matrix. *> The algorithm converges (stops the factorization) when *> the maximum column 2-norm of the residual matrix *> is less than or equal to ABSTOL. *> *> a) If ABSTOL < 0.0, then this stopping criterion is not *> used, the routine factorizes columns depending *> on NB and RELTOL. *> This includes the case ABSTOL = -Inf. *> *> b) If 0.0 <= ABSTOL then the input value *> of ABSTOL is used. *> \endverbatim *> *> \param[in] RELTOL *> \verbatim *> RELTOL is REAL, cannot be NaN. *> *> The tolerance (stopping threshold) for the ratio of the *> maximum column 2-norm of the residual matrix to the maximum *> column 2-norm of the original matrix A_orig. The algorithm *> converges (stops the factorization), when this ratio is *> less than or equal to RELTOL. *> *> a) If RELTOL < 0.0, then this stopping criterion is not *> used, the routine factorizes columns depending *> on NB and ABSTOL. *> This includes the case RELTOL = -Inf. *> *> d) If 0.0 <= RELTOL then the input value of RELTOL *> is used. *> \endverbatim *> *> \param[in] KP1 *> \verbatim *> KP1 is INTEGER *> The index of the column with the maximum 2-norm in *> the whole original matrix A_orig determined in the *> main routine SGEQP3RK. 1 <= KP1 <= N_orig. *> \endverbatim *> *> \param[in] MAXC2NRM *> \verbatim *> MAXC2NRM is REAL *> The maximum column 2-norm of the whole original *> matrix A_orig computed in the main routine SGEQP3RK. *> MAXC2NRM >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is REAL array, dimension (LDA,N+NRHS) *> On entry: *> the M-by-N matrix A and M-by-NRHS matrix B, as in *> *> N NRHS *> array_A = M [ mat_A, mat_B ] *> *> On exit: *> 1. The elements in block A(IOFFSET+1:M,1:KB) below *> the diagonal together with the array TAU represent *> the orthogonal matrix Q(KB) as a product of elementary *> reflectors. *> 2. The upper triangular block of the matrix A stored *> in A(IOFFSET+1:M,1:KB) is the triangular factor obtained. *> 3. The block of the matrix A stored in A(1:IOFFSET,1:N) *> has been accordingly pivoted, but not factorized. *> 4. The rest of the array A, block A(IOFFSET+1:M,KB+1:N+NRHS). *> The left part A(IOFFSET+1:M,KB+1:N) of this block *> contains the residual of the matrix A, and, *> if NRHS > 0, the right part of the block *> A(IOFFSET+1:M,N+1:N+NRHS) contains the block of *> the right-hand-side matrix B. Both these blocks have been *> updated by multiplication from the left by Q(KB)**T. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] DONE *> \verbatim *> DONE is LOGICAL *> TRUE: a) if the factorization completed before processing *> all min(M-IOFFSET,NB,N) columns due to ABSTOL *> or RELTOL criterion, *> b) if the factorization completed before processing *> all min(M-IOFFSET,NB,N) columns due to the *> residual matrix being a ZERO matrix. *> c) when NaN was detected in the matrix A *> or in the array TAU. *> FALSE: otherwise. *> \endverbatim *> *> \param[out] KB *> \verbatim *> KB is INTEGER *> Factorization rank of the matrix A, i.e. the rank of *> the factor R, which is the same as the number of non-zero *> rows of the factor R. 0 <= KB <= min(M-IOFFSET,NB,N). *> *> KB also represents the number of non-zero Householder *> vectors. *> \endverbatim *> *> \param[out] MAXC2NRMK *> \verbatim *> MAXC2NRMK is REAL *> The maximum column 2-norm of the residual matrix, *> when the factorization stopped at rank KB. MAXC2NRMK >= 0. *> \endverbatim *> *> \param[out] RELMAXC2NRMK *> \verbatim *> RELMAXC2NRMK is REAL *> The ratio MAXC2NRMK / MAXC2NRM of the maximum column *> 2-norm of the residual matrix (when the factorization *> stopped at rank KB) to the maximum column 2-norm of the *> original matrix A_orig. RELMAXC2NRMK >= 0. *> \endverbatim *> *> \param[out] JPIV *> \verbatim *> JPIV is INTEGER array, dimension (N) *> Column pivot indices, for 1 <= j <= N, column j *> of the matrix A was interchanged with column JPIV(j). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is REAL array, dimension (min(M-IOFFSET,N)) *> The scalar factors of the elementary reflectors. *> \endverbatim *> *> \param[in,out] VN1 *> \verbatim *> VN1 is REAL array, dimension (N) *> The vector with the partial column norms. *> \endverbatim *> *> \param[in,out] VN2 *> \verbatim *> VN2 is REAL array, dimension (N) *> The vector with the exact column norms. *> \endverbatim *> *> \param[out] AUXV *> \verbatim *> AUXV is REAL array, dimension (NB) *> Auxiliary vector. *> \endverbatim *> *> \param[out] F *> \verbatim *> F is REAL array, dimension (LDF,NB) *> Matrix F**T = L*(Y**T)*A. *> \endverbatim *> *> \param[in] LDF *> \verbatim *> LDF is INTEGER *> The leading dimension of the array F. LDF >= max(1,N+NRHS). *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N-1). *> Is a work array. ( IWORK is used to store indices *> of "bad" columns for norm downdating in the residual *> matrix ). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> 1) INFO = 0: successful exit. *> 2) If INFO = j_1, where 1 <= j_1 <= N, then NaN was *> detected and the routine stops the computation. *> The j_1-th column of the matrix A or the j_1-th *> element of array TAU contains the first occurrence *> of NaN in the factorization step KB+1 ( when KB columns *> have been factorized ). *> *> On exit: *> KB is set to the number of *> factorized columns without *> exception. *> MAXC2NRMK is set to NaN. *> RELMAXC2NRMK is set to NaN. *> TAU(KB+1:min(M,N)) is not set and contains undefined *> elements. If j_1=KB+1, TAU(KB+1) *> may contain NaN. *> 3) If INFO = j_2, where N+1 <= j_2 <= 2*N, then no NaN *> was detected, but +Inf (or -Inf) was detected and *> the routine continues the computation until completion. *> The (j_2-N)-th column of the matrix A contains the first *> occurrence of +Inf (or -Inf) in the actorization *> step KB+1 ( when KB columns have been factorized ). *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup laqp3rk * *> \par References: * ================ *> [1] A Level 3 BLAS QR factorization algorithm with column pivoting developed in 1996. *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain. *> X. Sun, Computer Science Dept., Duke University, USA. *> C. H. Bischof, Math. and Comp. Sci. Div., Argonne National Lab, USA. *> A BLAS-3 version of the QR factorization with column pivoting. *> LAPACK Working Note 114 *> \htmlonly *> <a href="https://www.netlib.org/lapack/lawnspdf/lawn114.pdf">https://www.netlib.org/lapack/lawnspdf/lawn114.pdf</a> *> \endhtmlonly *> and in *> SIAM J. Sci. Comput., 19(5):1486-1494, Sept. 1998. *> \htmlonly *> <a href="https://doi.org/10.1137/S1064827595296732">https://doi.org/10.1137/S1064827595296732</a> *> \endhtmlonly *> *> [2] A partial column norm updating strategy developed in 2006. *> Z. Drmac and Z. Bujanovic, Dept. of Math., University of Zagreb, Croatia. *> On the failure of rank revealing QR factorization software – a case study. *> LAPACK Working Note 176. *> \htmlonly *> <a href="http://www.netlib.org/lapack/lawnspdf/lawn176.pdf">http://www.netlib.org/lapack/lawnspdf/lawn176.pdf</a> *> \endhtmlonly *> and in *> ACM Trans. Math. Softw. 35, 2, Article 12 (July 2008), 28 pages. *> \htmlonly *> <a href="https://doi.org/10.1145/1377612.1377616">https://doi.org/10.1145/1377612.1377616</a> *> \endhtmlonly * *> \par Contributors: * ================== *> *> \verbatim *> *> November 2023, Igor Kozachenko, James Demmel, *> EECS Department, *> University of California, Berkeley, USA. *> *> \endverbatim * * ===================================================================== SUBROUTINE SLAQP3RK( M, N, NRHS, IOFFSET, NB, ABSTOL, $ RELTOL, KP1, MAXC2NRM, A, LDA, DONE, KB, $ MAXC2NRMK, RELMAXC2NRMK, JPIV, TAU, $ VN1, VN2, AUXV, F, LDF, IWORK, INFO ) IMPLICIT NONE * * -- LAPACK auxiliary routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. LOGICAL DONE INTEGER INFO, IOFFSET, KB, KP1, LDA, LDF, M, N, $ NB, NRHS REAL ABSTOL, MAXC2NRM, MAXC2NRMK, RELMAXC2NRMK, $ RELTOL * .. * .. Array Arguments .. INTEGER IWORK( * ), JPIV( * ) REAL A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ), $ VN1( * ), VN2( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) * .. * .. Local Scalars .. INTEGER ITEMP, J, K, MINMNFACT, MINMNUPDT, $ LSTICC, KP, I, IF REAL AIK, HUGEVAL, TEMP, TEMP2, TOL3Z * .. * .. External Subroutines .. EXTERNAL SGEMM, SGEMV, SLARFG, SSWAP * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, SQRT * .. * .. External Functions .. LOGICAL SISNAN INTEGER ISAMAX REAL SLAMCH, SNRM2 EXTERNAL SISNAN, SLAMCH, ISAMAX, SNRM2 * .. * .. Executable Statements .. * * Initialize INFO * INFO = 0 * * MINMNFACT in the smallest dimension of the submatrix * A(IOFFSET+1:M,1:N) to be factorized. * MINMNFACT = MIN( M-IOFFSET, N ) MINMNUPDT = MIN( M-IOFFSET, N+NRHS ) NB = MIN( NB, MINMNFACT ) TOL3Z = SQRT( SLAMCH( 'Epsilon' ) ) HUGEVAL = SLAMCH( 'Overflow' ) * * Compute factorization in a while loop over NB columns, * K is the column index in the block A(1:M,1:N). * K = 0 LSTICC = 0 DONE = .FALSE. * DO WHILE ( K.LT.NB .AND. LSTICC.EQ.0 ) K = K + 1 I = IOFFSET + K * IF( I.EQ.1 ) THEN * * We are at the first column of the original whole matrix A_orig, * therefore we use the computed KP1 and MAXC2NRM from the * main routine. * KP = KP1 * ELSE * * Determine the pivot column in K-th step, i.e. the index * of the column with the maximum 2-norm in the * submatrix A(I:M,K:N). * KP = ( K-1 ) + ISAMAX( N-K+1, VN1( K ), 1 ) * * Determine the maximum column 2-norm and the relative maximum * column 2-norm of the submatrix A(I:M,K:N) in step K. * MAXC2NRMK = VN1( KP ) * * ============================================================ * * Check if the submatrix A(I:M,K:N) contains NaN, set * INFO parameter to the column number, where the first NaN * is found and return from the routine. * We need to check the condition only if the * column index (same as row index) of the original whole * matrix is larger than 1, since the condition for whole * original matrix is checked in the main routine. * IF( SISNAN( MAXC2NRMK ) ) THEN * DONE = .TRUE. * * Set KB, the number of factorized partial columns * that are non-zero in each step in the block, * i.e. the rank of the factor R. * Set IF, the number of processed rows in the block, which * is the same as the number of processed rows in * the original whole matrix A_orig. * KB = K - 1 IF = I - 1 INFO = KB + KP * * Set RELMAXC2NRMK to NaN. * RELMAXC2NRMK = MAXC2NRMK * * There is no need to apply the block reflector to the * residual of the matrix A stored in A(KB+1:M,KB+1:N), * since the submatrix contains NaN and we stop * the computation. * But, we need to apply the block reflector to the residual * right hand sides stored in A(KB+1:M,N+1:N+NRHS), if the * residual right hand sides exist. This occurs * when ( NRHS != 0 AND KB <= (M-IOFFSET) ): * * A(I+1:M,N+1:N+NRHS) := A(I+1:M,N+1:N+NRHS) - * A(I+1:M,1:KB) * F(N+1:N+NRHS,1:KB)**T. IF( NRHS.GT.0 .AND. KB.LT.(M-IOFFSET) ) THEN CALL SGEMM( 'No transpose', 'Transpose', $ M-IF, NRHS, KB, -ONE, A( IF+1, 1 ), LDA, $ F( N+1, 1 ), LDF, ONE, A( IF+1, N+1 ), LDA ) END IF * * There is no need to recompute the 2-norm of the * difficult columns, since we stop the factorization. * * Array TAU(KF+1:MINMNFACT) is not set and contains * undefined elements. * * Return from the routine. * RETURN END IF * * Quick return, if the submatrix A(I:M,K:N) is * a zero matrix. We need to check it only if the column index * (same as row index) is larger than 1, since the condition * for the whole original matrix A_orig is checked in the main * routine. * IF( MAXC2NRMK.EQ.ZERO ) THEN * DONE = .TRUE. * * Set KB, the number of factorized partial columns * that are non-zero in each step in the block, * i.e. the rank of the factor R. * Set IF, the number of processed rows in the block, which * is the same as the number of processed rows in * the original whole matrix A_orig. * KB = K - 1 IF = I - 1 RELMAXC2NRMK = ZERO * * There is no need to apply the block reflector to the * residual of the matrix A stored in A(KB+1:M,KB+1:N), * since the submatrix is zero and we stop the computation. * But, we need to apply the block reflector to the residual * right hand sides stored in A(KB+1:M,N+1:N+NRHS), if the * residual right hand sides exist. This occurs * when ( NRHS != 0 AND KB <= (M-IOFFSET) ): * * A(I+1:M,N+1:N+NRHS) := A(I+1:M,N+1:N+NRHS) - * A(I+1:M,1:KB) * F(N+1:N+NRHS,1:KB)**T. * IF( NRHS.GT.0 .AND. KB.LT.(M-IOFFSET) ) THEN CALL SGEMM( 'No transpose', 'Transpose', $ M-IF, NRHS, KB, -ONE, A( IF+1, 1 ), LDA, $ F( N+1, 1 ), LDF, ONE, A( IF+1, N+1 ), LDA ) END IF * * There is no need to recompute the 2-norm of the * difficult columns, since we stop the factorization. * * Set TAUs corresponding to the columns that were not * factorized to ZERO, i.e. set TAU(KB+1:MINMNFACT) = ZERO, * which is equivalent to seting TAU(K:MINMNFACT) = ZERO. * DO J = K, MINMNFACT TAU( J ) = ZERO END DO * * Return from the routine. * RETURN * END IF * * ============================================================ * * Check if the submatrix A(I:M,K:N) contains Inf, * set INFO parameter to the column number, where * the first Inf is found plus N, and continue * the computation. * We need to check the condition only if the * column index (same as row index) of the original whole * matrix is larger than 1, since the condition for whole * original matrix is checked in the main routine. * IF( INFO.EQ.0 .AND. MAXC2NRMK.GT.HUGEVAL ) THEN INFO = N + K - 1 + KP END IF * * ============================================================ * * Test for the second and third tolerance stopping criteria. * NOTE: There is no need to test for ABSTOL.GE.ZERO, since * MAXC2NRMK is non-negative. Similarly, there is no need * to test for RELTOL.GE.ZERO, since RELMAXC2NRMK is * non-negative. * We need to check the condition only if the * column index (same as row index) of the original whole * matrix is larger than 1, since the condition for whole * original matrix is checked in the main routine. * RELMAXC2NRMK = MAXC2NRMK / MAXC2NRM * IF( MAXC2NRMK.LE.ABSTOL .OR. RELMAXC2NRMK.LE.RELTOL ) THEN * DONE = .TRUE. * * Set KB, the number of factorized partial columns * that are non-zero in each step in the block, * i.e. the rank of the factor R. * Set IF, the number of processed rows in the block, which * is the same as the number of processed rows in * the original whole matrix A_orig; * KB = K - 1 IF = I - 1 * * Apply the block reflector to the residual of the * matrix A and the residual of the right hand sides B, if * the residual matrix and and/or the residual of the right * hand sides exist, i.e. if the submatrix * A(I+1:M,KB+1:N+NRHS) exists. This occurs when * KB < MINMNUPDT = min( M-IOFFSET, N+NRHS ): * * A(IF+1:M,K+1:N+NRHS) := A(IF+1:M,KB+1:N+NRHS) - * A(IF+1:M,1:KB) * F(KB+1:N+NRHS,1:KB)**T. * IF( KB.LT.MINMNUPDT ) THEN CALL SGEMM( 'No transpose', 'Transpose', $ M-IF, N+NRHS-KB, KB,-ONE, A( IF+1, 1 ), LDA, $ F( KB+1, 1 ), LDF, ONE, A( IF+1, KB+1 ), LDA ) END IF * * There is no need to recompute the 2-norm of the * difficult columns, since we stop the factorization. * * Set TAUs corresponding to the columns that were not * factorized to ZERO, i.e. set TAU(KB+1:MINMNFACT) = ZERO, * which is equivalent to seting TAU(K:MINMNFACT) = ZERO. * DO J = K, MINMNFACT TAU( J ) = ZERO END DO * * Return from the routine. * RETURN * END IF * * ============================================================ * * End ELSE of IF(I.EQ.1) * END IF * * =============================================================== * * If the pivot column is not the first column of the * subblock A(1:M,K:N): * 1) swap the K-th column and the KP-th pivot column * in A(1:M,1:N); * 2) swap the K-th row and the KP-th row in F(1:N,1:K-1) * 3) copy the K-th element into the KP-th element of the partial * and exact 2-norm vectors VN1 and VN2. (Swap is not needed * for VN1 and VN2 since we use the element with the index * larger than K in the next loop step.) * 4) Save the pivot interchange with the indices relative to the * the original matrix A_orig, not the block A(1:M,1:N). * IF( KP.NE.K ) THEN CALL SSWAP( M, A( 1, KP ), 1, A( 1, K ), 1 ) CALL SSWAP( K-1, F( KP, 1 ), LDF, F( K, 1 ), LDF ) VN1( KP ) = VN1( K ) VN2( KP ) = VN2( K ) ITEMP = JPIV( KP ) JPIV( KP ) = JPIV( K ) JPIV( K ) = ITEMP END IF * * Apply previous Householder reflectors to column K: * A(I:M,K) := A(I:M,K) - A(I:M,1:K-1)*F(K,1:K-1)**T. * IF( K.GT.1 ) THEN CALL SGEMV( 'No transpose', M-I+1, K-1, -ONE, A( I, 1 ), $ LDA, F( K, 1 ), LDF, ONE, A( I, K ), 1 ) END IF * * Generate elementary reflector H(k) using the column A(I:M,K). * IF( I.LT.M ) THEN CALL SLARFG( M-I+1, A( I, K ), A( I+1, K ), 1, TAU( K ) ) ELSE TAU( K ) = ZERO END IF * * Check if TAU(K) contains NaN, set INFO parameter * to the column number where NaN is found and return from * the routine. * NOTE: There is no need to check TAU(K) for Inf, * since SLARFG cannot produce TAU(K) or Householder vector * below the diagonal containing Inf. Only BETA on the diagonal, * returned by SLARFG can contain Inf, which requires * TAU(K) to contain NaN. Therefore, this case of generating Inf * by SLARFG is covered by checking TAU(K) for NaN. * IF( SISNAN( TAU(K) ) ) THEN * DONE = .TRUE. * * Set KB, the number of factorized partial columns * that are non-zero in each step in the block, * i.e. the rank of the factor R. * Set IF, the number of processed rows in the block, which * is the same as the number of processed rows in * the original whole matrix A_orig. * KB = K - 1 IF = I - 1 INFO = K * * Set MAXC2NRMK and RELMAXC2NRMK to NaN. * MAXC2NRMK = TAU( K ) RELMAXC2NRMK = TAU( K ) * * There is no need to apply the block reflector to the * residual of the matrix A stored in A(KB+1:M,KB+1:N), * since the submatrix contains NaN and we stop * the computation. * But, we need to apply the block reflector to the residual * right hand sides stored in A(KB+1:M,N+1:N+NRHS), if the * residual right hand sides exist. This occurs * when ( NRHS != 0 AND KB <= (M-IOFFSET) ): * * A(I+1:M,N+1:N+NRHS) := A(I+1:M,N+1:N+NRHS) - * A(I+1:M,1:KB) * F(N+1:N+NRHS,1:KB)**T. * IF( NRHS.GT.0 .AND. KB.LT.(M-IOFFSET) ) THEN CALL SGEMM( 'No transpose', 'Transpose', $ M-IF, NRHS, KB, -ONE, A( IF+1, 1 ), LDA, $ F( N+1, 1 ), LDF, ONE, A( IF+1, N+1 ), LDA ) END IF * * There is no need to recompute the 2-norm of the * difficult columns, since we stop the factorization. * * Array TAU(KF+1:MINMNFACT) is not set and contains * undefined elements. * * Return from the routine. * RETURN END IF * * =============================================================== * AIK = A( I, K ) A( I, K ) = ONE * * =============================================================== * * Compute the current K-th column of F: * 1) F(K+1:N,K) := tau(K) * A(I:M,K+1:N)**T * A(I:M,K). * IF( K.LT.N+NRHS ) THEN CALL SGEMV( 'Transpose', M-I+1, N+NRHS-K, $ TAU( K ), A( I, K+1 ), LDA, A( I, K ), 1, $ ZERO, F( K+1, K ), 1 ) END IF * * 2) Zero out elements above and on the diagonal of the * column K in matrix F, i.e elements F(1:K,K). * DO J = 1, K F( J, K ) = ZERO END DO * * 3) Incremental updating of the K-th column of F: * F(1:N,K) := F(1:N,K) - tau(K) * F(1:N,1:K-1) * A(I:M,1:K-1)**T * * A(I:M,K). * IF( K.GT.1 ) THEN CALL SGEMV( 'Transpose', M-I+1, K-1, -TAU( K ), $ A( I, 1 ), LDA, A( I, K ), 1, ZERO, $ AUXV( 1 ), 1 ) * CALL SGEMV( 'No transpose', N+NRHS, K-1, ONE, $ F( 1, 1 ), LDF, AUXV( 1 ), 1, ONE, $ F( 1, K ), 1 ) END IF * * =============================================================== * * Update the current I-th row of A: * A(I,K+1:N+NRHS) := A(I,K+1:N+NRHS) * - A(I,1:K)*F(K+1:N+NRHS,1:K)**T. * IF( K.LT.N+NRHS ) THEN CALL SGEMV( 'No transpose', N+NRHS-K, K, -ONE, $ F( K+1, 1 ), LDF, A( I, 1 ), LDA, ONE, $ A( I, K+1 ), LDA ) END IF * A( I, K ) = AIK * * Update the partial column 2-norms for the residual matrix, * only if the residual matrix A(I+1:M,K+1:N) exists, i.e. * when K < MINMNFACT = min( M-IOFFSET, N ). * IF( K.LT.MINMNFACT ) THEN * DO J = K + 1, N IF( VN1( J ).NE.ZERO ) THEN * * NOTE: The following lines follow from the analysis in * Lapack Working Note 176. * TEMP = ABS( A( I, J ) ) / VN1( J ) TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) ) TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2 IF( TEMP2.LE.TOL3Z ) THEN * * At J-index, we have a difficult column for the * update of the 2-norm. Save the index of the previous * difficult column in IWORK(J-1). * NOTE: ILSTCC > 1, threfore we can use IWORK only * with N-1 elements, where the elements are * shifted by 1 to the left. * IWORK( J-1 ) = LSTICC * * Set the index of the last difficult column LSTICC. * LSTICC = J * ELSE VN1( J ) = VN1( J )*SQRT( TEMP ) END IF END IF END DO * END IF * * End of while loop. * END DO * * Now, afler the loop: * Set KB, the number of factorized columns in the block; * Set IF, the number of processed rows in the block, which * is the same as the number of processed rows in * the original whole matrix A_orig, IF = IOFFSET + KB. * KB = K IF = I * * Apply the block reflector to the residual of the matrix A * and the residual of the right hand sides B, if the residual * matrix and and/or the residual of the right hand sides * exist, i.e. if the submatrix A(I+1:M,KB+1:N+NRHS) exists. * This occurs when KB < MINMNUPDT = min( M-IOFFSET, N+NRHS ): * * A(IF+1:M,K+1:N+NRHS) := A(IF+1:M,KB+1:N+NRHS) - * A(IF+1:M,1:KB) * F(KB+1:N+NRHS,1:KB)**T. * IF( KB.LT.MINMNUPDT ) THEN CALL SGEMM( 'No transpose', 'Transpose', $ M-IF, N+NRHS-KB, KB, -ONE, A( IF+1, 1 ), LDA, $ F( KB+1, 1 ), LDF, ONE, A( IF+1, KB+1 ), LDA ) END IF * * Recompute the 2-norm of the difficult columns. * Loop over the index of the difficult columns from the largest * to the smallest index. * DO WHILE( LSTICC.GT.0 ) * * LSTICC is the index of the last difficult column is greater * than 1. * ITEMP is the index of the previous difficult column. * ITEMP = IWORK( LSTICC-1 ) * * Compute the 2-norm explicilty for the last difficult column and * save it in the partial and exact 2-norm vectors VN1 and VN2. * * NOTE: The computation of VN1( LSTICC ) relies on the fact that * SNRM2 does not fail on vectors with norm below the value of * SQRT(SLAMCH('S')) * VN1( LSTICC ) = SNRM2( M-IF, A( IF+1, LSTICC ), 1 ) VN2( LSTICC ) = VN1( LSTICC ) * * Downdate the index of the last difficult column to * the index of the previous difficult column. * LSTICC = ITEMP * END DO * RETURN * * End of SLAQP3RK * END