Exemple #1
0
 int dtzrqf_(int *m, int *n, double *a, int *
	lda, double *tau, int *info)
{
    /* System generated locals */
    int a_dim1, a_offset, i__1, i__2;
    double d__1;

    /* Local variables */
    int i__, k, m1;
    extern  int dger_(int *, int *, double *, 
	    double *, int *, double *, int *, double *, 
	    int *), dgemv_(char *, int *, int *, double *, 
	    double *, int *, double *, int *, double *, 
	    double *, int *), dcopy_(int *, double *, 
	    int *, double *, int *), daxpy_(int *, double 
	    *, double *, int *, double *, int *), dlarfp_(
	    int *, double *, double *, int *, double *), 
	    xerbla_(char *, int *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  This routine is deprecated and has been replaced by routine DTZRZF. */

/*  DTZRQF reduces the M-by-N ( M<=N ) float upper trapezoidal matrix A */
/*  to upper triangular form by means of orthogonal transformations. */

/*  The upper trapezoidal matrix A is factored as */

/*     A = ( R  0 ) * Z, */

/*  where Z is an N-by-N orthogonal matrix and R is an M-by-M upper */
/*  triangular matrix. */

/*  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 >= M. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the leading M-by-N upper trapezoidal part of the */
/*          array A must contain the matrix to be factorized. */
/*          On exit, the leading M-by-M upper triangular part of A */
/*          contains the upper triangular matrix R, and elements M+1 to */
/*          N of the first M rows of A, with the array TAU, represent the */
/*          orthogonal matrix Z as a product of M elementary reflectors. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= MAX(1,M). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (M) */
/*          The scalar factors of the elementary reflectors. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  The factorization is obtained by Householder's method.  The kth */
/*  transformation matrix, Z( k ), which is used to introduce zeros into */
/*  the ( m - k + 1 )th row of A, is given in the form */

/*     Z( k ) = ( I     0   ), */
/*              ( 0  T( k ) ) */

/*  where */

/*     T( k ) = I - tau*u( k )*u( k )',   u( k ) = (   1    ), */
/*                                                 (   0    ) */
/*                                                 ( z( k ) ) */

/*  tau is a scalar and z( k ) is an ( n - m ) element vector. */
/*  tau and z( k ) are chosen to annihilate the elements of the kth row */
/*  of X. */

/*  The scalar tau is returned in the kth element of TAU and the vector */
/*  u( k ) in the kth row of A, such that the elements of z( k ) are */
/*  in  a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in */
/*  the upper triangular part of A. */

/*  Z is given by */

/*     Z =  Z( 1 ) * Z( 2 ) * ... * Z( m ). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < *m) {
	*info = -2;
    } else if (*lda < MAX(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DTZRQF", &i__1);
	return 0;
    }

/*     Perform the factorization. */

    if (*m == 0) {
	return 0;
    }
    if (*m == *n) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tau[i__] = 0.;
/* L10: */
	}
    } else {
/* Computing MIN */
	i__1 = *m + 1;
	m1 = MIN(i__1,*n);
	for (k = *m; k >= 1; --k) {

/*           Use a Householder reflection to zero the kth row of A. */
/*           First set up the reflection. */

	    i__1 = *n - *m + 1;
	    dlarfp_(&i__1, &a[k + k * a_dim1], &a[k + m1 * a_dim1], lda, &tau[
		    k]);

	    if (tau[k] != 0. && k > 1) {

/*              We now perform the operation  A := A*P( k ). */

/*              Use the first ( k - 1 ) elements of TAU to store  a( k ), */
/*              where  a( k ) consists of the first ( k - 1 ) elements of */
/*              the  kth column  of  A.  Also  let  B  denote  the  first */
/*              ( k - 1 ) rows of the last ( n - m ) columns of A. */

		i__1 = k - 1;
		dcopy_(&i__1, &a[k * a_dim1 + 1], &c__1, &tau[1], &c__1);

/*              Form   w = a( k ) + B*z( k )  in TAU. */

		i__1 = k - 1;
		i__2 = *n - *m;
		dgemv_("No transpose", &i__1, &i__2, &c_b8, &a[m1 * a_dim1 + 
			1], lda, &a[k + m1 * a_dim1], lda, &c_b8, &tau[1], &
			c__1);

/*              Now form  a( k ) := a( k ) - tau*w */
/*              and       B      := B      - tau*w*z( k )'. */

		i__1 = k - 1;
		d__1 = -tau[k];
		daxpy_(&i__1, &d__1, &tau[1], &c__1, &a[k * a_dim1 + 1], &
			c__1);
		i__1 = k - 1;
		i__2 = *n - *m;
		d__1 = -tau[k];
		dger_(&i__1, &i__2, &d__1, &tau[1], &c__1, &a[k + m1 * a_dim1]
, lda, &a[m1 * a_dim1 + 1], lda);
	    }
/* L20: */
	}
    }

    return 0;

/*     End of DTZRQF */

} /* dtzrqf_ */
Exemple #2
0
/* Subroutine */ int dgeql2_(integer *m, integer *n, doublereal *a, integer *
	lda, doublereal *tau, doublereal *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;

    /* Local variables */
    integer i__, k;
    doublereal aii;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *), dlarfp_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *), xerbla_(char *, integer *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DGEQL2 computes a QL factorization of a real m by n matrix A: */
/*  A = Q * L. */

/*  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. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the m by n matrix A. */
/*          On exit, if m >= n, the lower triangle of the subarray */
/*          A(m-n+1:m,1:n) contains the n by n lower triangular matrix L; */
/*          if m <= n, the elements on and below the (n-m)-th */
/*          superdiagonal contain the m by n lower trapezoidal matrix L; */
/*          the remaining elements, with the array TAU, represent the */
/*          orthogonal matrix Q as a product of elementary reflectors */
/*          (see Further Details). */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N)) */
/*          The scalar factors of the elementary reflectors (see Further */
/*          Details). */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  The matrix Q is represented as a product of elementary reflectors */

/*     Q = H(k) . . . H(2) H(1), where k = min(m,n). */

/*  Each H(i) has the form */

/*     H(i) = I - tau * v * v' */

/*  where tau is a real scalar, and v is a real vector with */
/*  v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in */
/*  A(1:m-k+i-1,n-k+i), and tau in TAU(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGEQL2", &i__1);
	return 0;
    }

    k = min(*m,*n);

    for (i__ = k; i__ >= 1; --i__) {

/*        Generate elementary reflector H(i) to annihilate */
/*        A(1:m-k+i-1,n-k+i) */

	i__1 = *m - k + i__;
	dlarfp_(&i__1, &a[*m - k + i__ + (*n - k + i__) * a_dim1], &a[(*n - k 
		+ i__) * a_dim1 + 1], &c__1, &tau[i__]);

/*        Apply H(i) to A(1:m-k+i,1:n-k+i-1) from the left */

	aii = a[*m - k + i__ + (*n - k + i__) * a_dim1];
	a[*m - k + i__ + (*n - k + i__) * a_dim1] = 1.;
	i__1 = *m - k + i__;
	i__2 = *n - k + i__ - 1;
	dlarf_("Left", &i__1, &i__2, &a[(*n - k + i__) * a_dim1 + 1], &c__1, &
		tau[i__], &a[a_offset], lda, &work[1]);
	a[*m - k + i__ + (*n - k + i__) * a_dim1] = aii;
/* L10: */
    }
    return 0;

/*     End of DGEQL2 */

} /* dgeql2_ */
Exemple #3
0
 int dlaqps_(int *m, int *n, int *offset, int 
	*nb, int *kb, double *a, int *lda, int *jpvt, 
	double *tau, double *vn1, double *vn2, double *auxv, 
	double *f, int *ldf)
{
    /* System generated locals */
    int a_dim1, a_offset, f_dim1, f_offset, i__1, i__2;
    double d__1, d__2;

    /* Builtin functions */
    double sqrt(double);
    int i_dnnt(double *);

    /* Local variables */
    int j, k, rk;
    double akk;
    int pvt;
    double temp;
    extern double dnrm2_(int *, double *, int *);
    double temp2, tol3z;
    extern  int dgemm_(char *, char *, int *, int *, 
	    int *, double *, double *, int *, double *, 
	    int *, double *, double *, int *),
	     dgemv_(char *, int *, int *, double *, double *, 
	    int *, double *, int *, double *, double *, 
	    int *);
    int itemp;
    extern  int dswap_(int *, double *, int *, 
	    double *, int *);
    extern double dlamch_(char *);
    extern int idamax_(int *, double *, int *);
    extern  int dlarfp_(int *, double *, double *, 
	     int *, double *);
    int lsticc, lastrk;


/*  -- LAPACK auxiliary routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DLAQPS computes a step of QR factorization with column pivoting */
/*  of a float 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 */

/*  Partial column norm updating strategy modified by */
/*    Z. Drmac and Z. Bujanovic, Dept. of Mathematics, */
/*    University of Zagreb, Croatia. */
/*    June 2006. */
/*  For more details see LAPACK Working Note 176. */
/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --jpvt;
    --tau;
    --vn1;
    --vn2;
    --auxv;
    f_dim1 = *ldf;
    f_offset = 1 + f_dim1;
    f -= f_offset;

    /* Function Body */
/* Computing MIN */
    i__1 = *m, i__2 = *n + *offset;
    lastrk = MIN(i__1,i__2);
    lsticc = 0;
    k = 0;
    tol3z = sqrt(dlamch_("Epsilon"));

/*     Beginning of while loop. */

L10:
    if (k < *nb && lsticc == 0) {
	++k;
	rk = *offset + k;

/*        Determine ith pivot column and swap if necessary */

	i__1 = *n - k + 1;
	pvt = k - 1 + idamax_(&i__1, &vn1[k], &c__1);
	if (pvt != k) {
	    dswap_(m, &a[pvt * a_dim1 + 1], &c__1, &a[k * a_dim1 + 1], &c__1);
	    i__1 = k - 1;
	    dswap_(&i__1, &f[pvt + f_dim1], ldf, &f[k + f_dim1], ldf);
	    itemp = jpvt[pvt];
	    jpvt[pvt] = jpvt[k];
	    jpvt[k] = itemp;
	    vn1[pvt] = vn1[k];
	    vn2[pvt] = vn2[k];
	}

/*        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 > 1) {
	    i__1 = *m - rk + 1;
	    i__2 = k - 1;
	    dgemv_("No transpose", &i__1, &i__2, &c_b8, &a[rk + a_dim1], lda, 
		    &f[k + f_dim1], ldf, &c_b9, &a[rk + k * a_dim1], &c__1);
	}

/*        Generate elementary reflector H(k). */

	if (rk < *m) {
	    i__1 = *m - rk + 1;
	    dlarfp_(&i__1, &a[rk + k * a_dim1], &a[rk + 1 + k * a_dim1], &
		    c__1, &tau[k]);
	} else {
	    dlarfp_(&c__1, &a[rk + k * a_dim1], &a[rk + k * a_dim1], &c__1, &
		    tau[k]);
	}

	akk = a[rk + k * a_dim1];
	a[rk + k * a_dim1] = 1.;

/*        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 < *n) {
	    i__1 = *m - rk + 1;
	    i__2 = *n - k;
	    dgemv_("Transpose", &i__1, &i__2, &tau[k], &a[rk + (k + 1) * 
		    a_dim1], lda, &a[rk + k * a_dim1], &c__1, &c_b16, &f[k + 
		    1 + k * f_dim1], &c__1);
	}

/*        Padding F(1:K,K) with zeros. */

	i__1 = k;
	for (j = 1; j <= i__1; ++j) {
	    f[j + k * f_dim1] = 0.;
/* L20: */
	}

/*        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 > 1) {
	    i__1 = *m - rk + 1;
	    i__2 = k - 1;
	    d__1 = -tau[k];
	    dgemv_("Transpose", &i__1, &i__2, &d__1, &a[rk + a_dim1], lda, &a[
		    rk + k * a_dim1], &c__1, &c_b16, &auxv[1], &c__1);

	    i__1 = k - 1;
	    dgemv_("No transpose", n, &i__1, &c_b9, &f[f_dim1 + 1], ldf, &
		    auxv[1], &c__1, &c_b9, &f[k * f_dim1 + 1], &c__1);
	}

/*        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 < *n) {
	    i__1 = *n - k;
	    dgemv_("No transpose", &i__1, &k, &c_b8, &f[k + 1 + f_dim1], ldf, 
		    &a[rk + a_dim1], lda, &c_b9, &a[rk + (k + 1) * a_dim1], 
		    lda);
	}

/*        Update partial column norms. */

	if (rk < lastrk) {
	    i__1 = *n;
	    for (j = k + 1; j <= i__1; ++j) {
		if (vn1[j] != 0.) {

/*                 NOTE: The following 4 lines follow from the analysis in */
/*                 Lapack Working Note 176. */

		    temp = (d__1 = a[rk + j * a_dim1], ABS(d__1)) / vn1[j];
/* Computing MAX */
		    d__1 = 0., d__2 = (temp + 1.) * (1. - temp);
		    temp = MAX(d__1,d__2);
/* Computing 2nd power */
		    d__1 = vn1[j] / vn2[j];
		    temp2 = temp * (d__1 * d__1);
		    if (temp2 <= tol3z) {
			vn2[j] = (double) lsticc;
			lsticc = j;
		    } else {
			vn1[j] *= sqrt(temp);
		    }
		}
/* L30: */
	    }
	}

	a[rk + k * a_dim1] = akk;

/*        End of while loop. */

	goto L10;
    }
    *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)'. */

/* Computing MIN */
    i__1 = *n, i__2 = *m - *offset;
    if (*kb < MIN(i__1,i__2)) {
	i__1 = *m - rk;
	i__2 = *n - *kb;
	dgemm_("No transpose", "Transpose", &i__1, &i__2, kb, &c_b8, &a[rk + 
		1 + a_dim1], lda, &f[*kb + 1 + f_dim1], ldf, &c_b9, &a[rk + 1 
		+ (*kb + 1) * a_dim1], lda);
    }

/*     Recomputation of difficult columns. */

L40:
    if (lsticc > 0) {
	itemp = i_dnnt(&vn2[lsticc]);
	i__1 = *m - rk;
	vn1[lsticc] = dnrm2_(&i__1, &a[rk + 1 + lsticc * a_dim1], &c__1);

/*        NOTE: The computation of VN1( LSTICC ) relies on the fact that */
/*        SNRM2 does not fail on vectors with norm below the value of */
/*        SQRT(DLAMCH('S')) */

	vn2[lsticc] = vn1[lsticc];
	lsticc = itemp;
	goto L40;
    }

    return 0;

/*     End of DLAQPS */

} /* dlaqps_ */