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Diffstat (limited to 'src/fortran/lapack/dorglq.f')
| -rw-r--r-- | src/fortran/lapack/dorglq.f | 215 |
1 files changed, 215 insertions, 0 deletions
diff --git a/src/fortran/lapack/dorglq.f b/src/fortran/lapack/dorglq.f new file mode 100644 index 0000000..e4f58c9 --- /dev/null +++ b/src/fortran/lapack/dorglq.f @@ -0,0 +1,215 @@ + SUBROUTINE DORGLQ( M, N, K, A, LDA, TAU, WORK, LWORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, K, LDA, LWORK, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DORGLQ generates an M-by-N real matrix Q with orthonormal rows, +* which is defined as the first M rows of a product of K elementary +* reflectors of order N +* +* Q = H(k) . . . H(2) H(1) +* +* as returned by DGELQF. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix Q. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix Q. N >= M. +* +* K (input) INTEGER +* The number of elementary reflectors whose product defines the +* matrix Q. M >= K >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the i-th row must contain the vector which defines +* the elementary reflector H(i), for i = 1,2,...,k, as returned +* by DGELQF in the first k rows of its array argument A. +* On exit, the M-by-N matrix Q. +* +* LDA (input) INTEGER +* The first dimension of the array A. LDA >= max(1,M). +* +* TAU (input) DOUBLE PRECISION array, dimension (K) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by DGELQF. +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= max(1,M). +* For optimum performance LWORK >= M*NB, where NB is +* the optimal blocksize. +* +* 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. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument has an illegal value +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO + PARAMETER ( ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL LQUERY + INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK, + $ LWKOPT, NB, NBMIN, NX +* .. +* .. External Subroutines .. + EXTERNAL DLARFB, DLARFT, DORGL2, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. External Functions .. + INTEGER ILAENV + EXTERNAL ILAENV +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + NB = ILAENV( 1, 'DORGLQ', ' ', M, N, K, -1 ) + LWKOPT = MAX( 1, M )*NB + WORK( 1 ) = LWKOPT + LQUERY = ( LWORK.EQ.-1 ) + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.M ) THEN + INFO = -2 + ELSE IF( K.LT.0 .OR. K.GT.M ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN + INFO = -8 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DORGLQ', -INFO ) + RETURN + ELSE IF( LQUERY ) THEN + RETURN + END IF +* +* Quick return if possible +* + IF( M.LE.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* + NBMIN = 2 + NX = 0 + IWS = M + IF( NB.GT.1 .AND. NB.LT.K ) THEN +* +* Determine when to cross over from blocked to unblocked code. +* + NX = MAX( 0, ILAENV( 3, 'DORGLQ', ' ', M, N, K, -1 ) ) + IF( NX.LT.K ) THEN +* +* Determine if workspace is large enough for blocked code. +* + LDWORK = M + IWS = LDWORK*NB + IF( LWORK.LT.IWS ) THEN +* +* Not enough workspace to use optimal NB: reduce NB and +* determine the minimum value of NB. +* + NB = LWORK / LDWORK + NBMIN = MAX( 2, ILAENV( 2, 'DORGLQ', ' ', M, N, K, -1 ) ) + END IF + END IF + END IF +* + IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN +* +* Use blocked code after the last block. +* The first kk rows are handled by the block method. +* + KI = ( ( K-NX-1 ) / NB )*NB + KK = MIN( K, KI+NB ) +* +* Set A(kk+1:m,1:kk) to zero. +* + DO 20 J = 1, KK + DO 10 I = KK + 1, M + A( I, J ) = ZERO + 10 CONTINUE + 20 CONTINUE + ELSE + KK = 0 + END IF +* +* Use unblocked code for the last or only block. +* + IF( KK.LT.M ) + $ CALL DORGL2( M-KK, N-KK, K-KK, A( KK+1, KK+1 ), LDA, + $ TAU( KK+1 ), WORK, IINFO ) +* + IF( KK.GT.0 ) THEN +* +* Use blocked code +* + DO 50 I = KI + 1, 1, -NB + IB = MIN( NB, K-I+1 ) + IF( I+IB.LE.M ) THEN +* +* Form the triangular factor of the block reflector +* H = H(i) H(i+1) . . . H(i+ib-1) +* + CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ), + $ LDA, TAU( I ), WORK, LDWORK ) +* +* Apply H' to A(i+ib:m,i:n) from the right +* + CALL DLARFB( 'Right', 'Transpose', 'Forward', 'Rowwise', + $ M-I-IB+1, N-I+1, IB, A( I, I ), LDA, WORK, + $ LDWORK, A( I+IB, I ), LDA, WORK( IB+1 ), + $ LDWORK ) + END IF +* +* Apply H' to columns i:n of current block +* + CALL DORGL2( IB, N-I+1, IB, A( I, I ), LDA, TAU( I ), WORK, + $ IINFO ) +* +* Set columns 1:i-1 of current block to zero +* + DO 40 J = 1, I - 1 + DO 30 L = I, I + IB - 1 + A( L, J ) = ZERO + 30 CONTINUE + 40 CONTINUE + 50 CONTINUE + END IF +* + WORK( 1 ) = IWS + RETURN +* +* End of DORGLQ +* + END |