numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/zgeqp3.f	10509B	-rw-r--r--

*> \brief \b ZGEQP3
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download ZGEQP3 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqp3.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqp3.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqp3.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE ZGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
*                          INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDA, LWORK, M, N
*       ..
*       .. Array Arguments ..
*       INTEGER            JPVT( * )
*       DOUBLE PRECISION   RWORK( * )
*       COMPLEX*16         A( LDA, * ), TAU( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> ZGEQP3 computes a QR factorization with column pivoting of a
*> matrix A:  A*P = Q*R  using Level 3 BLAS.
*> \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,out] A
*> \verbatim
*>          A is COMPLEX*16 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 trapezoidal matrix R; the elements below
*>          the diagonal, together with the array TAU, represent the
*>          unitary matrix Q as a product of min(M,N) elementary
*>          reflectors.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[in,out] JPVT
*> \verbatim
*>          JPVT is INTEGER array, dimension (N)
*>          On entry, if JPVT(J).ne.0, the J-th column of A is permuted
*>          to the front of A*P (a leading column); if JPVT(J)=0,
*>          the J-th column of A is a free column.
*>          On exit, if JPVT(J)=K, then the J-th column of A*P was the
*>          the K-th column of A.
*> \endverbatim
*>
*> \param[out] TAU
*> \verbatim
*>          TAU is COMPLEX*16 array, dimension (min(M,N))
*>          The scalar factors of the elementary reflectors.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
*>          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK. LWORK >= N+1.
*>          For optimal performance LWORK >= ( N+1 )*NB, where NB
*>          is the optimal blocksize.
*>
*>          If LWORK = -1, then a workspace query is assumed; the routine
*>          only calculates the optimal size of the WORK array, returns
*>          this value as the first entry of the WORK array, and no error
*>          message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (2*N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0: successful exit.
*>          < 0: if INFO = -i, the i-th argument had an illegal value.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup geqp3
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  The matrix Q is represented as a product of elementary reflectors
*>
*>     Q = H(1) H(2) . . . H(k), where k = min(m,n).
*>
*>  Each H(i) has the form
*>
*>     H(i) = I - tau * v * v**H
*>
*>  where tau is a complex scalar, and v is a real/complex 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), and tau in TAU(i).
*> \endverbatim
*
*> \par Contributors:
*  ==================
*>
*>    G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
*>    X. Sun, Computer Science Dept., Duke University, USA
*>
*  =====================================================================
      SUBROUTINE ZGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK,
     $                   INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDA, LWORK, M, N
*     ..
*     .. Array Arguments ..
      INTEGER            JPVT( * )
      DOUBLE PRECISION   RWORK( * )
      COMPLEX*16         A( LDA, * ), TAU( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      INTEGER            INB, INBMIN, IXOVER
      PARAMETER          ( INB = 1, INBMIN = 2, IXOVER = 3 )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB,
     $                   NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA, ZGEQRF, ZLAQP2, ZLAQPS, ZSWAP,
     $                   ZUNMQR
*     ..
*     .. External Functions ..
      INTEGER            ILAENV
      DOUBLE PRECISION   DZNRM2
      EXTERNAL           ILAENV, DZNRM2
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          INT, MAX, MIN
*     ..
*     .. Executable Statements ..
*
*     Test input arguments
*  ====================
*
      INFO = 0
      LQUERY = ( LWORK.EQ.-1 )
      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.EQ.0 ) THEN
         MINMN = MIN( M, N )
         IF( MINMN.EQ.0 ) THEN
            IWS = 1
            LWKOPT = 1
         ELSE
            IWS = N + 1
            NB = ILAENV( INB, 'ZGEQRF', ' ', M, N, -1, -1 )
            LWKOPT = ( N + 1 )*NB
         END IF
         WORK( 1 ) = DCMPLX( LWKOPT )
*
         IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN
            INFO = -8
         END IF
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'ZGEQP3', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Move initial columns up front.
*
      NFXD = 1
      DO 10 J = 1, N
         IF( JPVT( J ).NE.0 ) THEN
            IF( J.NE.NFXD ) THEN
               CALL ZSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 )
               JPVT( J ) = JPVT( NFXD )
               JPVT( NFXD ) = J
            ELSE
               JPVT( J ) = J
            END IF
            NFXD = NFXD + 1
         ELSE
            JPVT( J ) = J
         END IF
   10 CONTINUE
      NFXD = NFXD - 1
*
*     Factorize fixed columns
*  =======================
*
*     Compute the QR factorization of fixed columns and update
*     remaining columns.
*
      IF( NFXD.GT.0 ) THEN
         NA = MIN( M, NFXD )
*CC      CALL ZGEQR2( M, NA, A, LDA, TAU, WORK, INFO )
         CALL ZGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO )
         IWS = MAX( IWS, INT( WORK( 1 ) ) )
         IF( NA.LT.N ) THEN
*CC         CALL ZUNM2R( 'Left', 'Conjugate Transpose', M, N-NA,
*CC  $                   NA, A, LDA, TAU, A( 1, NA+1 ), LDA, WORK,
*CC  $                   INFO )
            CALL ZUNMQR( 'Left', 'Conjugate Transpose', M, N-NA, NA,
     $                   A,
     $                   LDA, TAU, A( 1, NA+1 ), LDA, WORK, LWORK,
     $                   INFO )
            IWS = MAX( IWS, INT( WORK( 1 ) ) )
         END IF
      END IF
*
*     Factorize free columns
*  ======================
*
      IF( NFXD.LT.MINMN ) THEN
*
         SM = M - NFXD
         SN = N - NFXD
         SMINMN = MINMN - NFXD
*
*        Determine the block size.
*
         NB = ILAENV( INB, 'ZGEQRF', ' ', SM, SN, -1, -1 )
         NBMIN = 2
         NX = 0
*
         IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN
*
*           Determine when to cross over from blocked to unblocked code.
*
            NX = MAX( 0, ILAENV( IXOVER, 'ZGEQRF', ' ', SM, SN, -1,
     $           -1 ) )
*
*
            IF( NX.LT.SMINMN ) THEN
*
*              Determine if workspace is large enough for blocked code.
*
               MINWS = ( SN+1 )*NB
               IWS = MAX( IWS, MINWS )
               IF( LWORK.LT.MINWS ) THEN
*
*                 Not enough workspace to use optimal NB: Reduce NB and
*                 determine the minimum value of NB.
*
                  NB = LWORK / ( SN+1 )
                  NBMIN = MAX( 2, ILAENV( INBMIN, 'ZGEQRF', ' ', SM,
     $                         SN,
     $                    -1, -1 ) )
*
*
               END IF
            END IF
         END IF
*
*        Initialize partial column norms. The first N elements of work
*        store the exact column norms.
*
         DO 20 J = NFXD + 1, N
            RWORK( J ) = DZNRM2( SM, A( NFXD+1, J ), 1 )
            RWORK( N+J ) = RWORK( J )
   20    CONTINUE
*
         IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND.
     $       ( NX.LT.SMINMN ) ) THEN
*
*           Use blocked code initially.
*
            J = NFXD + 1
*
*           Compute factorization: while loop.
*
*
            TOPBMN = MINMN - NX
   30       CONTINUE
            IF( J.LE.TOPBMN ) THEN
               JB = MIN( NB, TOPBMN-J+1 )
*
*              Factorize JB columns among columns J:N.
*
               CALL ZLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA,
     $                      JPVT( J ), TAU( J ), RWORK( J ),
     $                      RWORK( N+J ), WORK( 1 ), WORK( JB+1 ),
     $                      N-J+1 )
*
               J = J + FJB
               GO TO 30
            END IF
         ELSE
            J = NFXD + 1
         END IF
*
*        Use unblocked code to factor the last or only block.
*
*
         IF( J.LE.MINMN )
     $      CALL ZLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ),
     $                   TAU( J ), RWORK( J ), RWORK( N+J ), WORK( 1 ) )
*
      END IF
*
      WORK( 1 ) = DCMPLX( LWKOPT )
      RETURN
*
*     End of ZGEQP3
*
      END