LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE DGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO ) 00002 * 00003 * -- LAPACK deprecated computational routine (version 3.3.1) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * -- April 2011 -- 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER INFO, LDA, M, N 00010 * .. 00011 * .. Array Arguments .. 00012 INTEGER JPVT( * ) 00013 DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) 00014 * .. 00015 * 00016 * Purpose 00017 * ======= 00018 * 00019 * This routine is deprecated and has been replaced by routine DGEQP3. 00020 * 00021 * DGEQPF computes a QR factorization with column pivoting of a 00022 * real M-by-N matrix A: A*P = Q*R. 00023 * 00024 * Arguments 00025 * ========= 00026 * 00027 * M (input) INTEGER 00028 * The number of rows of the matrix A. M >= 0. 00029 * 00030 * N (input) INTEGER 00031 * The number of columns of the matrix A. N >= 0 00032 * 00033 * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) 00034 * On entry, the M-by-N matrix A. 00035 * On exit, the upper triangle of the array contains the 00036 * min(M,N)-by-N upper triangular matrix R; the elements 00037 * below the diagonal, together with the array TAU, 00038 * represent the orthogonal matrix Q as a product of 00039 * min(m,n) elementary reflectors. 00040 * 00041 * LDA (input) INTEGER 00042 * The leading dimension of the array A. LDA >= max(1,M). 00043 * 00044 * JPVT (input/output) INTEGER array, dimension (N) 00045 * On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted 00046 * to the front of A*P (a leading column); if JPVT(i) = 0, 00047 * the i-th column of A is a free column. 00048 * On exit, if JPVT(i) = k, then the i-th column of A*P 00049 * was the k-th column of A. 00050 * 00051 * TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) 00052 * The scalar factors of the elementary reflectors. 00053 * 00054 * WORK (workspace) DOUBLE PRECISION array, dimension (3*N) 00055 * 00056 * INFO (output) INTEGER 00057 * = 0: successful exit 00058 * < 0: if INFO = -i, the i-th argument had an illegal value 00059 * 00060 * Further Details 00061 * =============== 00062 * 00063 * The matrix Q is represented as a product of elementary reflectors 00064 * 00065 * Q = H(1) H(2) . . . H(n) 00066 * 00067 * Each H(i) has the form 00068 * 00069 * H = I - tau * v * v**T 00070 * 00071 * where tau is a real scalar, and v is a real vector with 00072 * v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i). 00073 * 00074 * The matrix P is represented in jpvt as follows: If 00075 * jpvt(j) = i 00076 * then the jth column of P is the ith canonical unit vector. 00077 * 00078 * Partial column norm updating strategy modified by 00079 * Z. Drmac and Z. Bujanovic, Dept. of Mathematics, 00080 * University of Zagreb, Croatia. 00081 * -- April 2011 -- 00082 * For more details see LAPACK Working Note 176. 00083 * 00084 * ===================================================================== 00085 * 00086 * .. Parameters .. 00087 DOUBLE PRECISION ZERO, ONE 00088 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00089 * .. 00090 * .. Local Scalars .. 00091 INTEGER I, ITEMP, J, MA, MN, PVT 00092 DOUBLE PRECISION AII, TEMP, TEMP2, TOL3Z 00093 * .. 00094 * .. External Subroutines .. 00095 EXTERNAL DGEQR2, DLARF, DLARFG, DORM2R, DSWAP, XERBLA 00096 * .. 00097 * .. Intrinsic Functions .. 00098 INTRINSIC ABS, MAX, MIN, SQRT 00099 * .. 00100 * .. External Functions .. 00101 INTEGER IDAMAX 00102 DOUBLE PRECISION DLAMCH, DNRM2 00103 EXTERNAL IDAMAX, DLAMCH, DNRM2 00104 * .. 00105 * .. Executable Statements .. 00106 * 00107 * Test the input arguments 00108 * 00109 INFO = 0 00110 IF( M.LT.0 ) THEN 00111 INFO = -1 00112 ELSE IF( N.LT.0 ) THEN 00113 INFO = -2 00114 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN 00115 INFO = -4 00116 END IF 00117 IF( INFO.NE.0 ) THEN 00118 CALL XERBLA( 'DGEQPF', -INFO ) 00119 RETURN 00120 END IF 00121 * 00122 MN = MIN( M, N ) 00123 TOL3Z = SQRT(DLAMCH('Epsilon')) 00124 * 00125 * Move initial columns up front 00126 * 00127 ITEMP = 1 00128 DO 10 I = 1, N 00129 IF( JPVT( I ).NE.0 ) THEN 00130 IF( I.NE.ITEMP ) THEN 00131 CALL DSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 ) 00132 JPVT( I ) = JPVT( ITEMP ) 00133 JPVT( ITEMP ) = I 00134 ELSE 00135 JPVT( I ) = I 00136 END IF 00137 ITEMP = ITEMP + 1 00138 ELSE 00139 JPVT( I ) = I 00140 END IF 00141 10 CONTINUE 00142 ITEMP = ITEMP - 1 00143 * 00144 * Compute the QR factorization and update remaining columns 00145 * 00146 IF( ITEMP.GT.0 ) THEN 00147 MA = MIN( ITEMP, M ) 00148 CALL DGEQR2( M, MA, A, LDA, TAU, WORK, INFO ) 00149 IF( MA.LT.N ) THEN 00150 CALL DORM2R( 'Left', 'Transpose', M, N-MA, MA, A, LDA, TAU, 00151 $ A( 1, MA+1 ), LDA, WORK, INFO ) 00152 END IF 00153 END IF 00154 * 00155 IF( ITEMP.LT.MN ) THEN 00156 * 00157 * Initialize partial column norms. The first n elements of 00158 * work store the exact column norms. 00159 * 00160 DO 20 I = ITEMP + 1, N 00161 WORK( I ) = DNRM2( M-ITEMP, A( ITEMP+1, I ), 1 ) 00162 WORK( N+I ) = WORK( I ) 00163 20 CONTINUE 00164 * 00165 * Compute factorization 00166 * 00167 DO 40 I = ITEMP + 1, MN 00168 * 00169 * Determine ith pivot column and swap if necessary 00170 * 00171 PVT = ( I-1 ) + IDAMAX( N-I+1, WORK( I ), 1 ) 00172 * 00173 IF( PVT.NE.I ) THEN 00174 CALL DSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 ) 00175 ITEMP = JPVT( PVT ) 00176 JPVT( PVT ) = JPVT( I ) 00177 JPVT( I ) = ITEMP 00178 WORK( PVT ) = WORK( I ) 00179 WORK( N+PVT ) = WORK( N+I ) 00180 END IF 00181 * 00182 * Generate elementary reflector H(i) 00183 * 00184 IF( I.LT.M ) THEN 00185 CALL DLARFG( M-I+1, A( I, I ), A( I+1, I ), 1, TAU( I ) ) 00186 ELSE 00187 CALL DLARFG( 1, A( M, M ), A( M, M ), 1, TAU( M ) ) 00188 END IF 00189 * 00190 IF( I.LT.N ) THEN 00191 * 00192 * Apply H(i) to A(i:m,i+1:n) from the left 00193 * 00194 AII = A( I, I ) 00195 A( I, I ) = ONE 00196 CALL DLARF( 'LEFT', M-I+1, N-I, A( I, I ), 1, TAU( I ), 00197 $ A( I, I+1 ), LDA, WORK( 2*N+1 ) ) 00198 A( I, I ) = AII 00199 END IF 00200 * 00201 * Update partial column norms 00202 * 00203 DO 30 J = I + 1, N 00204 IF( WORK( J ).NE.ZERO ) THEN 00205 * 00206 * NOTE: The following 4 lines follow from the analysis in 00207 * Lapack Working Note 176. 00208 * 00209 TEMP = ABS( A( I, J ) ) / WORK( J ) 00210 TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) ) 00211 TEMP2 = TEMP*( WORK( J ) / WORK( N+J ) )**2 00212 IF( TEMP2 .LE. TOL3Z ) THEN 00213 IF( M-I.GT.0 ) THEN 00214 WORK( J ) = DNRM2( M-I, A( I+1, J ), 1 ) 00215 WORK( N+J ) = WORK( J ) 00216 ELSE 00217 WORK( J ) = ZERO 00218 WORK( N+J ) = ZERO 00219 END IF 00220 ELSE 00221 WORK( J ) = WORK( J )*SQRT( TEMP ) 00222 END IF 00223 END IF 00224 30 CONTINUE 00225 * 00226 40 CONTINUE 00227 END IF 00228 RETURN 00229 * 00230 * End of DGEQPF 00231 * 00232 END