LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dgetsqrhrt()

subroutine dgetsqrhrt ( integer  m,
integer  n,
integer  mb1,
integer  nb1,
integer  nb2,
double precision, dimension( lda, * )  a,
integer  lda,
double precision, dimension( ldt, * )  t,
integer  ldt,
double precision, dimension( * )  work,
integer  lwork,
integer  info 
)

DGETSQRHRT

Download DGETSQRHRT + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DGETSQRHRT computes a NB2-sized column blocked QR-factorization
 of a real M-by-N matrix A with M >= N,

    A = Q * R.

 The routine uses internally a NB1-sized column blocked and MB1-sized
 row blocked TSQR-factorization and perfors the reconstruction
 of the Householder vectors from the TSQR output. The routine also
 converts the R_tsqr factor from the TSQR-factorization output into
 the R factor that corresponds to the Householder QR-factorization,

    A = Q_tsqr * R_tsqr = Q * R.

 The output Q and R factors are stored in the same format as in DGEQRT
 (Q is in blocked compact WY-representation). See the documentation
 of DGEQRT for more details on the format.
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrix A.  M >= 0.
[in]N
          N is INTEGER
          The number of columns of the matrix A. M >= N >= 0.
[in]MB1
          MB1 is INTEGER
          The row block size to be used in the blocked TSQR.
          MB1 > N.
[in]NB1
          NB1 is INTEGER
          The column block size to be used in the blocked TSQR.
          N >= NB1 >= 1.
[in]NB2
          NB2 is INTEGER
          The block size to be used in the blocked QR that is
          output. NB2 >= 1.
[in,out]A
          A is DOUBLE PRECISION array, dimension (LDA,N)

          On entry: an M-by-N matrix A.

          On exit:
           a) the elements on and above the diagonal
              of the array contain the N-by-N upper-triangular
              matrix R corresponding to the Householder QR;
           b) the elements below the diagonal represent Q by
              the columns of blocked V (compact WY-representation).
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[out]T
          T is DOUBLE PRECISION array, dimension (LDT,N))
          The upper triangular block reflectors stored in compact form
          as a sequence of upper triangular blocks.
[in]LDT
          LDT is INTEGER
          The leading dimension of the array T.  LDT >= NB2.
[out]WORK
          (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          The dimension of the array WORK.
          LWORK >= MAX( LWT + LW1, MAX( LWT+N*N+LW2, LWT+N*N+N ) ),
          where
             NUM_ALL_ROW_BLOCKS = CEIL((M-N)/(MB1-N)),
             NB1LOCAL = MIN(NB1,N).
             LWT = NUM_ALL_ROW_BLOCKS * N * NB1LOCAL,
             LW1 = NB1LOCAL * N,
             LW2 = NB1LOCAL * MAX( NB1LOCAL, ( N - NB1LOCAL ) ),
          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.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
 November 2020, Igor Kozachenko,
                Computer Science Division,
                University of California, Berkeley

Definition at line 177 of file dgetsqrhrt.f.

179 IMPLICIT NONE
180*
181* -- LAPACK computational routine --
182* -- LAPACK is a software package provided by Univ. of Tennessee, --
183* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
184*
185* .. Scalar Arguments ..
186 INTEGER INFO, LDA, LDT, LWORK, M, N, NB1, NB2, MB1
187* ..
188* .. Array Arguments ..
189 DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
190* ..
191*
192* =====================================================================
193*
194* .. Parameters ..
195 DOUBLE PRECISION ONE
196 parameter( one = 1.0d+0 )
197* ..
198* .. Local Scalars ..
199 LOGICAL LQUERY
200 INTEGER I, IINFO, J, LW1, LW2, LWT, LDWT, LWORKOPT,
201 $ NB1LOCAL, NB2LOCAL, NUM_ALL_ROW_BLOCKS
202* ..
203* .. External Subroutines ..
205 $ xerbla
206* ..
207* .. Intrinsic Functions ..
208 INTRINSIC ceiling, dble, max, min
209* ..
210* .. Executable Statements ..
211*
212* Test the input arguments
213*
214 info = 0
215 lquery = lwork.EQ.-1
216 IF( m.LT.0 ) THEN
217 info = -1
218 ELSE IF( n.LT.0 .OR. m.LT.n ) THEN
219 info = -2
220 ELSE IF( mb1.LE.n ) THEN
221 info = -3
222 ELSE IF( nb1.LT.1 ) THEN
223 info = -4
224 ELSE IF( nb2.LT.1 ) THEN
225 info = -5
226 ELSE IF( lda.LT.max( 1, m ) ) THEN
227 info = -7
228 ELSE IF( ldt.LT.max( 1, min( nb2, n ) ) ) THEN
229 info = -9
230 ELSE
231*
232* Test the input LWORK for the dimension of the array WORK.
233* This workspace is used to store array:
234* a) Matrix T and WORK for DLATSQR;
235* b) N-by-N upper-triangular factor R_tsqr;
236* c) Matrix T and array WORK for DORGTSQR_ROW;
237* d) Diagonal D for DORHR_COL.
238*
239 IF( lwork.LT.n*n+1 .AND. .NOT.lquery ) THEN
240 info = -11
241 ELSE
242*
243* Set block size for column blocks
244*
245 nb1local = min( nb1, n )
246*
247 num_all_row_blocks = max( 1,
248 $ ceiling( dble( m - n ) / dble( mb1 - n ) ) )
249*
250* Length and leading dimension of WORK array to place
251* T array in TSQR.
252*
253 lwt = num_all_row_blocks * n * nb1local
254
255 ldwt = nb1local
256*
257* Length of TSQR work array
258*
259 lw1 = nb1local * n
260*
261* Length of DORGTSQR_ROW work array.
262*
263 lw2 = nb1local * max( nb1local, ( n - nb1local ) )
264*
265 lworkopt = max( lwt + lw1, max( lwt+n*n+lw2, lwt+n*n+n ) )
266*
267 IF( ( lwork.LT.max( 1, lworkopt ) ).AND.(.NOT.lquery) ) THEN
268 info = -11
269 END IF
270*
271 END IF
272 END IF
273*
274* Handle error in the input parameters and return workspace query.
275*
276 IF( info.NE.0 ) THEN
277 CALL xerbla( 'DGETSQRHRT', -info )
278 RETURN
279 ELSE IF ( lquery ) THEN
280 work( 1 ) = dble( lworkopt )
281 RETURN
282 END IF
283*
284* Quick return if possible
285*
286 IF( min( m, n ).EQ.0 ) THEN
287 work( 1 ) = dble( lworkopt )
288 RETURN
289 END IF
290*
291 nb2local = min( nb2, n )
292*
293*
294* (1) Perform TSQR-factorization of the M-by-N matrix A.
295*
296 CALL dlatsqr( m, n, mb1, nb1local, a, lda, work, ldwt,
297 $ work(lwt+1), lw1, iinfo )
298*
299* (2) Copy the factor R_tsqr stored in the upper-triangular part
300* of A into the square matrix in the work array
301* WORK(LWT+1:LWT+N*N) column-by-column.
302*
303 DO j = 1, n
304 CALL dcopy( j, a( 1, j ), 1, work( lwt + n*(j-1)+1 ), 1 )
305 END DO
306*
307* (3) Generate a M-by-N matrix Q with orthonormal columns from
308* the result stored below the diagonal in the array A in place.
309*
310
311 CALL dorgtsqr_row( m, n, mb1, nb1local, a, lda, work, ldwt,
312 $ work( lwt+n*n+1 ), lw2, iinfo )
313*
314* (4) Perform the reconstruction of Householder vectors from
315* the matrix Q (stored in A) in place.
316*
317 CALL dorhr_col( m, n, nb2local, a, lda, t, ldt,
318 $ work( lwt+n*n+1 ), iinfo )
319*
320* (5) Copy the factor R_tsqr stored in the square matrix in the
321* work array WORK(LWT+1:LWT+N*N) into the upper-triangular
322* part of A.
323*
324* (6) Compute from R_tsqr the factor R_hr corresponding to
325* the reconstructed Householder vectors, i.e. R_hr = S * R_tsqr.
326* This multiplication by the sign matrix S on the left means
327* changing the sign of I-th row of the matrix R_tsqr according
328* to sign of the I-th diagonal element DIAG(I) of the matrix S.
329* DIAG is stored in WORK( LWT+N*N+1 ) from the DORHR_COL output.
330*
331* (5) and (6) can be combined in a single loop, so the rows in A
332* are accessed only once.
333*
334 DO i = 1, n
335 IF( work( lwt+n*n+i ).EQ.-one ) THEN
336 DO j = i, n
337 a( i, j ) = -one * work( lwt+n*(j-1)+i )
338 END DO
339 ELSE
340 CALL dcopy( n-i+1, work(lwt+n*(i-1)+i), n, a( i, i ), lda )
341 END IF
342 END DO
343*
344 work( 1 ) = dble( lworkopt )
345 RETURN
346*
347* End of DGETSQRHRT
348*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dcopy(n, dx, incx, dy, incy)
DCOPY
Definition dcopy.f:82
subroutine dlatsqr(m, n, mb, nb, a, lda, t, ldt, work, lwork, info)
DLATSQR
Definition dlatsqr.f:169
subroutine dorgtsqr_row(m, n, mb, nb, a, lda, t, ldt, work, lwork, info)
DORGTSQR_ROW
subroutine dorhr_col(m, n, nb, a, lda, t, ldt, d, info)
DORHR_COL
Definition dorhr_col.f:259
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