LAPACK 3.3.1
Linear Algebra PACKage
|
00001 SUBROUTINE CGEQPF( M, N, A, LDA, JPVT, TAU, WORK, RWORK, 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 REAL RWORK( * ) 00014 COMPLEX A( LDA, * ), TAU( * ), WORK( * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * This routine is deprecated and has been replaced by routine CGEQP3. 00021 * 00022 * CGEQPF computes a QR factorization with column pivoting of a 00023 * complex M-by-N matrix A: A*P = Q*R. 00024 * 00025 * Arguments 00026 * ========= 00027 * 00028 * M (input) INTEGER 00029 * The number of rows of the matrix A. M >= 0. 00030 * 00031 * N (input) INTEGER 00032 * The number of columns of the matrix A. N >= 0 00033 * 00034 * A (input/output) COMPLEX array, dimension (LDA,N) 00035 * On entry, the M-by-N matrix A. 00036 * On exit, the upper triangle of the array contains the 00037 * min(M,N)-by-N upper triangular matrix R; the elements 00038 * below the diagonal, together with the array TAU, 00039 * represent the unitary matrix Q as a product of 00040 * min(m,n) elementary reflectors. 00041 * 00042 * LDA (input) INTEGER 00043 * The leading dimension of the array A. LDA >= max(1,M). 00044 * 00045 * JPVT (input/output) INTEGER array, dimension (N) 00046 * On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted 00047 * to the front of A*P (a leading column); if JPVT(i) = 0, 00048 * the i-th column of A is a free column. 00049 * On exit, if JPVT(i) = k, then the i-th column of A*P 00050 * was the k-th column of A. 00051 * 00052 * TAU (output) COMPLEX array, dimension (min(M,N)) 00053 * The scalar factors of the elementary reflectors. 00054 * 00055 * WORK (workspace) COMPLEX array, dimension (N) 00056 * 00057 * RWORK (workspace) REAL array, dimension (2*N) 00058 * 00059 * INFO (output) INTEGER 00060 * = 0: successful exit 00061 * < 0: if INFO = -i, the i-th argument had an illegal value 00062 * 00063 * Further Details 00064 * =============== 00065 * 00066 * The matrix Q is represented as a product of elementary reflectors 00067 * 00068 * Q = H(1) H(2) . . . H(n) 00069 * 00070 * Each H(i) has the form 00071 * 00072 * H = I - tau * v * v**H 00073 * 00074 * where tau is a complex scalar, and v is a complex vector with 00075 * v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i). 00076 * 00077 * The matrix P is represented in jpvt as follows: If 00078 * jpvt(j) = i 00079 * then the jth column of P is the ith canonical unit vector. 00080 * 00081 * Partial column norm updating strategy modified by 00082 * Z. Drmac and Z. Bujanovic, Dept. of Mathematics, 00083 * University of Zagreb, Croatia. 00084 * -- April 2011 -- 00085 * For more details see LAPACK Working Note 176. 00086 * 00087 * ===================================================================== 00088 * 00089 * .. Parameters .. 00090 REAL ZERO, ONE 00091 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00092 * .. 00093 * .. Local Scalars .. 00094 INTEGER I, ITEMP, J, MA, MN, PVT 00095 REAL TEMP, TEMP2, TOL3Z 00096 COMPLEX AII 00097 * .. 00098 * .. External Subroutines .. 00099 EXTERNAL CGEQR2, CLARF, CLARFG, CSWAP, CUNM2R, XERBLA 00100 * .. 00101 * .. Intrinsic Functions .. 00102 INTRINSIC ABS, CMPLX, CONJG, MAX, MIN, SQRT 00103 * .. 00104 * .. External Functions .. 00105 INTEGER ISAMAX 00106 REAL SCNRM2, SLAMCH 00107 EXTERNAL ISAMAX, SCNRM2, SLAMCH 00108 * .. 00109 * .. Executable Statements .. 00110 * 00111 * Test the input arguments 00112 * 00113 INFO = 0 00114 IF( M.LT.0 ) THEN 00115 INFO = -1 00116 ELSE IF( N.LT.0 ) THEN 00117 INFO = -2 00118 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN 00119 INFO = -4 00120 END IF 00121 IF( INFO.NE.0 ) THEN 00122 CALL XERBLA( 'CGEQPF', -INFO ) 00123 RETURN 00124 END IF 00125 * 00126 MN = MIN( M, N ) 00127 TOL3Z = SQRT(SLAMCH('Epsilon')) 00128 * 00129 * Move initial columns up front 00130 * 00131 ITEMP = 1 00132 DO 10 I = 1, N 00133 IF( JPVT( I ).NE.0 ) THEN 00134 IF( I.NE.ITEMP ) THEN 00135 CALL CSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 ) 00136 JPVT( I ) = JPVT( ITEMP ) 00137 JPVT( ITEMP ) = I 00138 ELSE 00139 JPVT( I ) = I 00140 END IF 00141 ITEMP = ITEMP + 1 00142 ELSE 00143 JPVT( I ) = I 00144 END IF 00145 10 CONTINUE 00146 ITEMP = ITEMP - 1 00147 * 00148 * Compute the QR factorization and update remaining columns 00149 * 00150 IF( ITEMP.GT.0 ) THEN 00151 MA = MIN( ITEMP, M ) 00152 CALL CGEQR2( M, MA, A, LDA, TAU, WORK, INFO ) 00153 IF( MA.LT.N ) THEN 00154 CALL CUNM2R( 'Left', 'Conjugate transpose', M, N-MA, MA, A, 00155 $ LDA, TAU, A( 1, MA+1 ), LDA, WORK, INFO ) 00156 END IF 00157 END IF 00158 * 00159 IF( ITEMP.LT.MN ) THEN 00160 * 00161 * Initialize partial column norms. The first n elements of 00162 * work store the exact column norms. 00163 * 00164 DO 20 I = ITEMP + 1, N 00165 RWORK( I ) = SCNRM2( M-ITEMP, A( ITEMP+1, I ), 1 ) 00166 RWORK( N+I ) = RWORK( I ) 00167 20 CONTINUE 00168 * 00169 * Compute factorization 00170 * 00171 DO 40 I = ITEMP + 1, MN 00172 * 00173 * Determine ith pivot column and swap if necessary 00174 * 00175 PVT = ( I-1 ) + ISAMAX( N-I+1, RWORK( I ), 1 ) 00176 * 00177 IF( PVT.NE.I ) THEN 00178 CALL CSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 ) 00179 ITEMP = JPVT( PVT ) 00180 JPVT( PVT ) = JPVT( I ) 00181 JPVT( I ) = ITEMP 00182 RWORK( PVT ) = RWORK( I ) 00183 RWORK( N+PVT ) = RWORK( N+I ) 00184 END IF 00185 * 00186 * Generate elementary reflector H(i) 00187 * 00188 AII = A( I, I ) 00189 CALL CLARFG( M-I+1, AII, A( MIN( I+1, M ), I ), 1, 00190 $ TAU( I ) ) 00191 A( I, I ) = AII 00192 * 00193 IF( I.LT.N ) THEN 00194 * 00195 * Apply H(i) to A(i:m,i+1:n) from the left 00196 * 00197 AII = A( I, I ) 00198 A( I, I ) = CMPLX( ONE ) 00199 CALL CLARF( 'Left', M-I+1, N-I, A( I, I ), 1, 00200 $ CONJG( TAU( I ) ), A( I, I+1 ), LDA, WORK ) 00201 A( I, I ) = AII 00202 END IF 00203 * 00204 * Update partial column norms 00205 * 00206 DO 30 J = I + 1, N 00207 IF( RWORK( J ).NE.ZERO ) THEN 00208 * 00209 * NOTE: The following 4 lines follow from the analysis in 00210 * Lapack Working Note 176. 00211 * 00212 TEMP = ABS( A( I, J ) ) / RWORK( J ) 00213 TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) ) 00214 TEMP2 = TEMP*( RWORK( J ) / RWORK( N+J ) )**2 00215 IF( TEMP2 .LE. TOL3Z ) THEN 00216 IF( M-I.GT.0 ) THEN 00217 RWORK( J ) = SCNRM2( M-I, A( I+1, J ), 1 ) 00218 RWORK( N+J ) = RWORK( J ) 00219 ELSE 00220 RWORK( J ) = ZERO 00221 RWORK( N+J ) = ZERO 00222 END IF 00223 ELSE 00224 RWORK( J ) = RWORK( J )*SQRT( TEMP ) 00225 END IF 00226 END IF 00227 30 CONTINUE 00228 * 00229 40 CONTINUE 00230 END IF 00231 RETURN 00232 * 00233 * End of CGEQPF 00234 * 00235 END