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authorSiddhesh Wani2015-05-25 14:46:31 +0530
committerSiddhesh Wani2015-05-25 14:46:31 +0530
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+ SUBROUTINE DLAQPS( M, N, OFFSET, NB, KB, A, LDA, JPVT, TAU, VN1,
+ $ VN2, AUXV, F, LDF )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KB, LDA, LDF, M, N, NB, OFFSET
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ),
+ $ VN1( * ), VN2( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAQPS computes a step of QR factorization with column pivoting
+* of a real 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 ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK
+ DOUBLE PRECISION AKK, TEMP, TEMP2, TOL3Z
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DGEMV, DLARFG, DSWAP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, MAX, MIN, NINT, SQRT
+* ..
+* .. External Functions ..
+ INTEGER IDAMAX
+ DOUBLE PRECISION DLAMCH, DNRM2
+ EXTERNAL IDAMAX, DLAMCH, DNRM2
+* ..
+* .. Executable Statements ..
+*
+ LASTRK = MIN( M, N+OFFSET )
+ LSTICC = 0
+ K = 0
+ TOL3Z = SQRT(DLAMCH('Epsilon'))
+*
+* Beginning of while loop.
+*
+ 10 CONTINUE
+ IF( ( K.LT.NB ) .AND. ( LSTICC.EQ.0 ) ) THEN
+ K = K + 1
+ RK = OFFSET + K
+*
+* Determine ith pivot column and swap if necessary
+*
+ PVT = ( K-1 ) + IDAMAX( N-K+1, VN1( K ), 1 )
+ IF( PVT.NE.K ) THEN
+ CALL DSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 )
+ CALL DSWAP( K-1, F( PVT, 1 ), LDF, F( K, 1 ), LDF )
+ ITEMP = JPVT( PVT )
+ JPVT( PVT ) = JPVT( K )
+ JPVT( K ) = ITEMP
+ VN1( PVT ) = VN1( K )
+ VN2( PVT ) = VN2( K )
+ END IF
+*
+* 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.GT.1 ) THEN
+ CALL DGEMV( 'No transpose', M-RK+1, K-1, -ONE, A( RK, 1 ),
+ $ LDA, F( K, 1 ), LDF, ONE, A( RK, K ), 1 )
+ END IF
+*
+* Generate elementary reflector H(k).
+*
+ IF( RK.LT.M ) THEN
+ CALL DLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) )
+ ELSE
+ CALL DLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) )
+ END IF
+*
+ AKK = A( RK, K )
+ A( RK, K ) = ONE
+*
+* 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.LT.N ) THEN
+ CALL DGEMV( 'Transpose', M-RK+1, N-K, TAU( K ),
+ $ A( RK, K+1 ), LDA, A( RK, K ), 1, ZERO,
+ $ F( K+1, K ), 1 )
+ END IF
+*
+* Padding F(1:K,K) with zeros.
+*
+ DO 20 J = 1, K
+ F( J, K ) = ZERO
+ 20 CONTINUE
+*
+* 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.GT.1 ) THEN
+ CALL DGEMV( 'Transpose', M-RK+1, K-1, -TAU( K ), A( RK, 1 ),
+ $ LDA, A( RK, K ), 1, ZERO, AUXV( 1 ), 1 )
+*
+ CALL DGEMV( 'No transpose', N, K-1, ONE, F( 1, 1 ), LDF,
+ $ AUXV( 1 ), 1, ONE, F( 1, K ), 1 )
+ END IF
+*
+* 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.LT.N ) THEN
+ CALL DGEMV( 'No transpose', N-K, K, -ONE, F( K+1, 1 ), LDF,
+ $ A( RK, 1 ), LDA, ONE, A( RK, K+1 ), LDA )
+ END IF
+*
+* Update partial column norms.
+*
+ IF( RK.LT.LASTRK ) THEN
+ DO 30 J = K + 1, N
+ IF( VN1( J ).NE.ZERO ) THEN
+*
+* NOTE: The following 4 lines follow from the analysis in
+* Lapack Working Note 176.
+*
+ TEMP = ABS( A( RK, J ) ) / VN1( J )
+ TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) )
+ TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
+ IF( TEMP2 .LE. TOL3Z ) THEN
+ VN2( J ) = DBLE( LSTICC )
+ LSTICC = J
+ ELSE
+ VN1( J ) = VN1( J )*SQRT( TEMP )
+ END IF
+ END IF
+ 30 CONTINUE
+ END IF
+*
+ A( RK, K ) = AKK
+*
+* End of while loop.
+*
+ GO TO 10
+ END IF
+ 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)'.
+*
+ IF( KB.LT.MIN( N, M-OFFSET ) ) THEN
+ CALL DGEMM( 'No transpose', 'Transpose', M-RK, N-KB, KB, -ONE,
+ $ A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF, ONE,
+ $ A( RK+1, KB+1 ), LDA )
+ END IF
+*
+* Recomputation of difficult columns.
+*
+ 40 CONTINUE
+ IF( LSTICC.GT.0 ) THEN
+ ITEMP = NINT( VN2( LSTICC ) )
+ VN1( LSTICC ) = DNRM2( M-RK, A( RK+1, LSTICC ), 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
+ GO TO 40
+ END IF
+*
+ RETURN
+*
+* End of DLAQPS
+*
+ END