Пример #1
0
/* Subroutine */ int sgeqr2_(integer *m, integer *n, real *a, integer *lda,
                             real *tau, real *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;

    /* Local variables */
    integer i__, k;
    real aii;
    extern /* Subroutine */ int slarf_(char *, integer *, integer *, real *,
                                       integer *, real *, real *, integer *, real *), xerbla_(
                                           char *, integer *), slarfp_(integer *, real *, real *,
                                                   integer *, real *);


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

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

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

    /*  SGEQR2 computes a QR factorization of a real m by n matrix A: */
    /*  A = Q * R. */

    /*  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) REAL array, dimension (LDA,N) */
    /*          On entry, the m by n matrix A. */
    /*          On exit, the elements on and above the diagonal of the array */
    /*          contain the min(m,n) by n upper trapezoidal matrix R (R is */
    /*          upper triangular if m >= n); the elements below the diagonal, */
    /*          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) REAL array, dimension (min(M,N)) */
    /*          The scalar factors of the elementary reflectors (see Further */
    /*          Details). */

    /*  WORK    (workspace) REAL 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(1) H(2) . . . H(k), 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(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). */

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

    /*     .. 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_("SGEQR2", &i__1);
        return 0;
    }

    k = min(*m,*n);

    i__1 = k;
    for (i__ = 1; i__ <= i__1; ++i__) {

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

        i__2 = *m - i__ + 1;
        /* Computing MIN */
        i__3 = i__ + 1;
        slarfp_(&i__2, &a[i__ + i__ * a_dim1], &a[min(i__3, *m)+ i__ * a_dim1]
                , &c__1, &tau[i__]);
        if (i__ < *n) {

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

            aii = a[i__ + i__ * a_dim1];
            a[i__ + i__ * a_dim1] = 1.f;
            i__2 = *m - i__ + 1;
            i__3 = *n - i__;
            slarf_("Left", &i__2, &i__3, &a[i__ + i__ * a_dim1], &c__1, &tau[
                       i__], &a[i__ + (i__ + 1) * a_dim1], lda, &work[1]);
            a[i__ + i__ * a_dim1] = aii;
        }
        /* L10: */
    }
    return 0;

    /*     End of SGEQR2 */

} /* sgeqr2_ */
Пример #2
0
 int slaqps_(int *m, int *n, int *offset, int 
	*nb, int *kb, float *a, int *lda, int *jpvt, float *tau, 
	float *vn1, float *vn2, float *auxv, float *f, int *ldf)
{
    /* System generated locals */
    int a_dim1, a_offset, f_dim1, f_offset, i__1, i__2;
    float r__1, r__2;

    /* Builtin functions */
    double sqrt(double);
    int i_nint(float *);

    /* Local variables */
    int j, k, rk;
    float akk;
    int pvt;
    float temp, temp2;
    extern double snrm2_(int *, float *, int *);
    float tol3z;
    extern  int sgemm_(char *, char *, int *, int *, 
	    int *, float *, float *, int *, float *, int *, float *, 
	    float *, int *);
    int itemp;
    extern  int sgemv_(char *, int *, int *, float *, 
	    float *, int *, float *, int *, float *, float *, int *), sswap_(int *, float *, int *, float *, int *);
    extern double slamch_(char *);
    int lsticc;
    extern int isamax_(int *, float *, int *);
    extern  int slarfp_(int *, float *, float *, int *, 
	    float *);
    int lastrk;


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

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

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

/*  SLAQPS 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) REAL 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) REAL array, dimension (KB) */
/*          The scalar factors of the elementary reflectors. */

/*  VN1     (input/output) REAL array, dimension (N) */
/*          The vector with the partial column norms. */

/*  VN2     (input/output) REAL array, dimension (N) */
/*          The vector with the exact column norms. */

/*  AUXV    (input/output) REAL array, dimension (NB) */
/*          Auxiliar vector. */

/*  F       (input/output) REAL 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(slamch_("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 + isamax_(&i__1, &vn1[k], &c__1);
	if (pvt != k) {
	    sswap_(m, &a[pvt * a_dim1 + 1], &c__1, &a[k * a_dim1 + 1], &c__1);
	    i__1 = k - 1;
	    sswap_(&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;
	    sgemv_("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;
	    slarfp_(&i__1, &a[rk + k * a_dim1], &a[rk + 1 + k * a_dim1], &
		    c__1, &tau[k]);
	} else {
	    slarfp_(&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.f;

/*        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;
	    sgemv_("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.f;
/* 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;
	    r__1 = -tau[k];
	    sgemv_("Transpose", &i__1, &i__2, &r__1, &a[rk + a_dim1], lda, &a[
		    rk + k * a_dim1], &c__1, &c_b16, &auxv[1], &c__1);

	    i__1 = k - 1;
	    sgemv_("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;
	    sgemv_("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.f) {

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

		    temp = (r__1 = a[rk + j * a_dim1], ABS(r__1)) / vn1[j];
/* Computing MAX */
		    r__1 = 0.f, r__2 = (temp + 1.f) * (1.f - temp);
		    temp = MAX(r__1,r__2);
/* Computing 2nd power */
		    r__1 = vn1[j] / vn2[j];
		    temp2 = temp * (r__1 * r__1);
		    if (temp2 <= tol3z) {
			vn2[j] = (float) 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;
	sgemm_("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_nint(&vn2[lsticc]);
	i__1 = *m - rk;
	vn1[lsticc] = snrm2_(&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 SLAQPS */

} /* slaqps_ */
Пример #3
0
int stzrqf_(int *m, int *n, float *a, int *lda,
            float *tau, int *info)
{
    /* System generated locals */
    int a_dim1, a_offset, i__1, i__2;
    float r__1;

    /* Local variables */
    int i__, k, m1;
    extern  int sger_(int *, int *, float *, float *,
                      int *, float *, int *, float *, int *), sgemv_(char *,
                              int *, int *, float *, float *, int *, float *, int *
                              , float *, float *, int *), scopy_(int *, float *,
                                      int *, float *, int *), saxpy_(int *, float *, float *,
                                              int *, float *, int *), xerbla_(char *, int *),
                                                  slarfp_(int *, float *, float *, int *, float *);


    /*  -- 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 STZRZF. */

    /*  STZRQF 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) REAL 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) REAL 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_("STZRQF", &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.f;
            /* 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;
            slarfp_(&i__1, &a[k + k * a_dim1], &a[k + m1 * a_dim1], lda, &tau[
                        k]);

            if (tau[k] != 0.f && 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;
                scopy_(&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;
                sgemv_("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;
                r__1 = -tau[k];
                saxpy_(&i__1, &r__1, &tau[1], &c__1, &a[k * a_dim1 + 1], &
                       c__1);
                i__1 = k - 1;
                i__2 = *n - *m;
                r__1 = -tau[k];
                sger_(&i__1, &i__2, &r__1, &tau[1], &c__1, &a[k + m1 * a_dim1]
                      , lda, &a[m1 * a_dim1 + 1], lda);
            }
            /* L20: */
        }
    }

    return 0;

    /*     End of STZRQF */

} /* stzrqf_ */
Пример #4
0
 int slaqp2_(int *m, int *n, int *offset, float *a, 
	 int *lda, int *jpvt, float *tau, float *vn1, float *vn2, float *
	work)
{
    /* System generated locals */
    int a_dim1, a_offset, i__1, i__2, i__3;
    float r__1, r__2;

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

    /* Local variables */
    int i__, j, mn;
    float aii;
    int pvt;
    float temp, temp2;
    extern double snrm2_(int *, float *, int *);
    float tol3z;
    int offpi;
    extern  int slarf_(char *, int *, int *, float *, 
	    int *, float *, float *, int *, float *);
    int itemp;
    extern  int sswap_(int *, float *, int *, float *, 
	    int *);
    extern double slamch_(char *);
    extern int isamax_(int *, float *, int *);
    extern  int slarfp_(int *, float *, float *, int *, 
	    float *);


/*  -- LAPACK auxiliary routine (version 3.2) -- */
/*  -- LAPACK is a software package provided by Univ. of Tennessee,    -- */
/*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
/*     November 2006 */

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

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

/*  SLAQP2 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) REAL 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) REAL array, dimension (MIN(M,N)) */
/*          The scalar factors of the elementary reflectors. */

/*  VN1     (input/output) REAL array, dimension (N) */
/*          The vector with the partial column norms. */

/*  VN2     (input/output) REAL array, dimension (N) */
/*          The vector with the exact column norms. */

/*  WORK    (workspace) REAL 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 */

/*  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;
    --work;

    /* Function Body */
/* Computing MIN */
    i__1 = *m - *offset;
    mn = MIN(i__1,*n);
    tol3z = sqrt(slamch_("Epsilon"));

/*     Compute factorization. */

    i__1 = mn;
    for (i__ = 1; i__ <= i__1; ++i__) {

	offpi = *offset + i__;

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

	i__2 = *n - i__ + 1;
	pvt = i__ - 1 + isamax_(&i__2, &vn1[i__], &c__1);

	if (pvt != i__) {
	    sswap_(m, &a[pvt * a_dim1 + 1], &c__1, &a[i__ * a_dim1 + 1], &
		    c__1);
	    itemp = jpvt[pvt];
	    jpvt[pvt] = jpvt[i__];
	    jpvt[i__] = itemp;
	    vn1[pvt] = vn1[i__];
	    vn2[pvt] = vn2[i__];
	}

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

	if (offpi < *m) {
	    i__2 = *m - offpi + 1;
	    slarfp_(&i__2, &a[offpi + i__ * a_dim1], &a[offpi + 1 + i__ * 
		    a_dim1], &c__1, &tau[i__]);
	} else {
	    slarfp_(&c__1, &a[*m + i__ * a_dim1], &a[*m + i__ * a_dim1], &
		    c__1, &tau[i__]);
	}

	if (i__ < *n) {

/*           Apply H(i)' to A(offset+i:m,i+1:n) from the left. */

	    aii = a[offpi + i__ * a_dim1];
	    a[offpi + i__ * a_dim1] = 1.f;
	    i__2 = *m - offpi + 1;
	    i__3 = *n - i__;
	    slarf_("Left", &i__2, &i__3, &a[offpi + i__ * a_dim1], &c__1, &
		    tau[i__], &a[offpi + (i__ + 1) * a_dim1], lda, &work[1]);
	    a[offpi + i__ * a_dim1] = aii;
	}

/*        Update partial column norms. */

	i__2 = *n;
	for (j = i__ + 1; j <= i__2; ++j) {
	    if (vn1[j] != 0.f) {

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

/* Computing 2nd power */
		r__2 = (r__1 = a[offpi + j * a_dim1], ABS(r__1)) / vn1[j];
		temp = 1.f - r__2 * r__2;
		temp = MAX(temp,0.f);
/* Computing 2nd power */
		r__1 = vn1[j] / vn2[j];
		temp2 = temp * (r__1 * r__1);
		if (temp2 <= tol3z) {
		    if (offpi < *m) {
			i__3 = *m - offpi;
			vn1[j] = snrm2_(&i__3, &a[offpi + 1 + j * a_dim1], &
				c__1);
			vn2[j] = vn1[j];
		    } else {
			vn1[j] = 0.f;
			vn2[j] = 0.f;
		    }
		} else {
		    vn1[j] *= sqrt(temp);
		}
	    }
/* L10: */
	}

/* L20: */
    }

    return 0;

/*     End of SLAQP2 */

} /* slaqp2_ */
Пример #5
0
/* Subroutine */ int sgerq2_(integer *m, integer *n, real *a, integer *lda, 
	real *tau, real *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;

    /* Local variables */
    integer i__, k;
    real aii;

/*  -- LAPACK routine (version 3.2) -- */
/*     November 2006 */

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

/*  SGERQ2 computes an RQ factorization of a real m by n matrix A: */
/*  A = R * Q. */

/*  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) REAL array, dimension (LDA,N) */
/*          On entry, the m by n matrix A. */
/*          On exit, if m <= n, the upper triangle of the subarray */
/*          A(1:m,n-m+1:n) contains the m by m upper triangular matrix R; */
/*          if m >= n, the elements on and above the (m-n)-th subdiagonal */
/*          contain the m by n upper trapezoidal matrix R; 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) REAL array, dimension (min(M,N)) */
/*          The scalar factors of the elementary reflectors (see Further */
/*          Details). */

/*  WORK    (workspace) REAL array, dimension (M) */

/*  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(1) H(2) . . . H(k), 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(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in */
/*  A(m-k+i,1:n-k+i-1), and tau in TAU(i). */

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

/*     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_("SGERQ2", &i__1);
	return 0;
    }

    k = min(*m,*n);

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

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

	i__1 = *n - k + i__;
	slarfp_(&i__1, &a[*m - k + i__ + (*n - k + i__) * a_dim1], &a[*m - k 
		+ i__ + a_dim1], lda, &tau[i__]);

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

	aii = a[*m - k + i__ + (*n - k + i__) * a_dim1];
	a[*m - k + i__ + (*n - k + i__) * a_dim1] = 1.f;
	i__1 = *m - k + i__ - 1;
	i__2 = *n - k + i__;
	slarf_("Right", &i__1, &i__2, &a[*m - k + i__ + a_dim1], lda, &tau[
		i__], &a[a_offset], lda, &work[1]);
	a[*m - k + i__ + (*n - k + i__) * a_dim1] = aii;
    }
    return 0;

/*     End of SGERQ2 */

} /* sgerq2_ */
Пример #6
0
/* Subroutine */ int sgeqpf_(integer *m, integer *n, real *a, integer *lda, 
	integer *jpvt, real *tau, real *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;
    real r__1, r__2;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer i__, j, ma, mn;
    real aii;
    integer pvt;
    real temp, temp2;
    extern doublereal snrm2_(integer *, real *, integer *);
    real tol3z;
    extern /* Subroutine */ int slarf_(char *, integer *, integer *, real *, 
	    integer *, real *, real *, integer *, real *);
    integer itemp;
    extern /* Subroutine */ int sswap_(integer *, real *, integer *, real *, 
	    integer *), sgeqr2_(integer *, integer *, real *, integer *, real 
	    *, real *, integer *), sorm2r_(char *, char *, integer *, integer 
	    *, integer *, real *, integer *, real *, real *, integer *, real *
, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    extern integer isamax_(integer *, real *, integer *);
    extern /* Subroutine */ int slarfp_(integer *, real *, real *, integer *, 
	    real *);


/*  -- LAPACK deprecated driver 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 SGEQP3. */

/*  SGEQPF computes a QR factorization with column pivoting of a */
/*  real M-by-N matrix A: A*P = Q*R. */

/*  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) REAL 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 triangular matrix R; the elements */
/*          below the diagonal, together with the array TAU, */
/*          represent the orthogonal matrix Q as a product of */
/*          min(m,n) elementary reflectors. */

/*  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) REAL array, dimension (min(M,N)) */
/*          The scalar factors of the elementary reflectors. */

/*  WORK    (workspace) REAL array, dimension (3*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(1) H(2) . . . H(n) */

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

/*     H = I - tau * v * v' */

/*  where tau is a real scalar, and v is a real 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). */

/*  The matrix P is represented in jpvt as follows: If */
/*     jpvt(j) = i */
/*  then the jth column of P is the ith canonical unit vector. */

/*  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 .. */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --jpvt;
    --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_("SGEQPF", &i__1);
	return 0;
    }

    mn = min(*m,*n);
    tol3z = sqrt(slamch_("Epsilon"));

/*     Move initial columns up front */

    itemp = 1;
    i__1 = *n;
    for (i__ = 1; i__ <= i__1; ++i__) {
	if (jpvt[i__] != 0) {
	    if (i__ != itemp) {
		sswap_(m, &a[i__ * a_dim1 + 1], &c__1, &a[itemp * a_dim1 + 1], 
			 &c__1);
		jpvt[i__] = jpvt[itemp];
		jpvt[itemp] = i__;
	    } else {
		jpvt[i__] = i__;
	    }
	    ++itemp;
	} else {
	    jpvt[i__] = i__;
	}
/* L10: */
    }
    --itemp;

/*     Compute the QR factorization and update remaining columns */

    if (itemp > 0) {
	ma = min(itemp,*m);
	sgeqr2_(m, &ma, &a[a_offset], lda, &tau[1], &work[1], info);
	if (ma < *n) {
	    i__1 = *n - ma;
	    sorm2r_("Left", "Transpose", m, &i__1, &ma, &a[a_offset], lda, &
		    tau[1], &a[(ma + 1) * a_dim1 + 1], lda, &work[1], info);
	}
    }

    if (itemp < mn) {

/*        Initialize partial column norms. The first n elements of */
/*        work store the exact column norms. */

	i__1 = *n;
	for (i__ = itemp + 1; i__ <= i__1; ++i__) {
	    i__2 = *m - itemp;
	    work[i__] = snrm2_(&i__2, &a[itemp + 1 + i__ * a_dim1], &c__1);
	    work[*n + i__] = work[i__];
/* L20: */
	}

/*        Compute factorization */

	i__1 = mn;
	for (i__ = itemp + 1; i__ <= i__1; ++i__) {

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

	    i__2 = *n - i__ + 1;
	    pvt = i__ - 1 + isamax_(&i__2, &work[i__], &c__1);

	    if (pvt != i__) {
		sswap_(m, &a[pvt * a_dim1 + 1], &c__1, &a[i__ * a_dim1 + 1], &
			c__1);
		itemp = jpvt[pvt];
		jpvt[pvt] = jpvt[i__];
		jpvt[i__] = itemp;
		work[pvt] = work[i__];
		work[*n + pvt] = work[*n + i__];
	    }

/*           Generate elementary reflector H(i) */

	    if (i__ < *m) {
		i__2 = *m - i__ + 1;
		slarfp_(&i__2, &a[i__ + i__ * a_dim1], &a[i__ + 1 + i__ * 
			a_dim1], &c__1, &tau[i__]);
	    } else {
		slarfp_(&c__1, &a[*m + *m * a_dim1], &a[*m + *m * a_dim1], &
			c__1, &tau[*m]);
	    }

	    if (i__ < *n) {

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

		aii = a[i__ + i__ * a_dim1];
		a[i__ + i__ * a_dim1] = 1.f;
		i__2 = *m - i__ + 1;
		i__3 = *n - i__;
		slarf_("LEFT", &i__2, &i__3, &a[i__ + i__ * a_dim1], &c__1, &
			tau[i__], &a[i__ + (i__ + 1) * a_dim1], lda, &work[(*
			n << 1) + 1]);
		a[i__ + i__ * a_dim1] = aii;
	    }

/*           Update partial column norms */

	    i__2 = *n;
	    for (j = i__ + 1; j <= i__2; ++j) {
		if (work[j] != 0.f) {

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

		    temp = (r__1 = a[i__ + j * a_dim1], dabs(r__1)) / work[j];
/* Computing MAX */
		    r__1 = 0.f, r__2 = (temp + 1.f) * (1.f - temp);
		    temp = dmax(r__1,r__2);
/* Computing 2nd power */
		    r__1 = work[j] / work[*n + j];
		    temp2 = temp * (r__1 * r__1);
		    if (temp2 <= tol3z) {
			if (*m - i__ > 0) {
			    i__3 = *m - i__;
			    work[j] = snrm2_(&i__3, &a[i__ + 1 + j * a_dim1], 
				    &c__1);
			    work[*n + j] = work[j];
			} else {
			    work[j] = 0.f;
			    work[*n + j] = 0.f;
			}
		    } else {
			work[j] *= sqrt(temp);
		    }
		}
/* L30: */
	    }

/* L40: */
	}
    }
    return 0;

/*     End of SGEQPF */

} /* sgeqpf_ */