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Diffstat (limited to 'src/fortran/lapack/zungqr.f')
| -rw-r--r-- | src/fortran/lapack/zungqr.f | 216 |
1 files changed, 216 insertions, 0 deletions
diff --git a/src/fortran/lapack/zungqr.f b/src/fortran/lapack/zungqr.f new file mode 100644 index 0000000..bf5c699 --- /dev/null +++ b/src/fortran/lapack/zungqr.f @@ -0,0 +1,216 @@ + SUBROUTINE ZUNGQR( 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 .. + COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* ZUNGQR generates an M-by-N complex matrix Q with orthonormal columns, +* which is defined as the first N columns of a product of K elementary +* reflectors of order M +* +* Q = H(1) H(2) . . . H(k) +* +* as returned by ZGEQRF. +* +* 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. M >= N >= 0. +* +* K (input) INTEGER +* The number of elementary reflectors whose product defines the +* matrix Q. N >= K >= 0. +* +* A (input/output) COMPLEX*16 array, dimension (LDA,N) +* On entry, the i-th column must contain the vector which +* defines the elementary reflector H(i), for i = 1,2,...,k, as +* returned by ZGEQRF in the first k columns 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) COMPLEX*16 array, dimension (K) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by ZGEQRF. +* +* WORK (workspace/output) COMPLEX*16 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,N). +* For optimum performance LWORK >= N*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 .. + COMPLEX*16 ZERO + PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + LOGICAL LQUERY + INTEGER I, IB, IINFO, IWS, J, KI, KK, L, LDWORK, + $ LWKOPT, NB, NBMIN, NX +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZLARFB, ZLARFT, ZUNG2R +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. External Functions .. + INTEGER ILAENV + EXTERNAL ILAENV +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + NB = ILAENV( 1, 'ZUNGQR', ' ', M, N, K, -1 ) + LWKOPT = MAX( 1, N )*NB + WORK( 1 ) = LWKOPT + LQUERY = ( LWORK.EQ.-1 ) + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. N.GT.M ) THEN + INFO = -2 + ELSE IF( K.LT.0 .OR. K.GT.N ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN + INFO = -8 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZUNGQR', -INFO ) + RETURN + ELSE IF( LQUERY ) THEN + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* + NBMIN = 2 + NX = 0 + IWS = N + IF( NB.GT.1 .AND. NB.LT.K ) THEN +* +* Determine when to cross over from blocked to unblocked code. +* + NX = MAX( 0, ILAENV( 3, 'ZUNGQR', ' ', M, N, K, -1 ) ) + IF( NX.LT.K ) THEN +* +* Determine if workspace is large enough for blocked code. +* + LDWORK = N + 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, 'ZUNGQR', ' ', 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 columns are handled by the block method. +* + KI = ( ( K-NX-1 ) / NB )*NB + KK = MIN( K, KI+NB ) +* +* Set A(1:kk,kk+1:n) to zero. +* + DO 20 J = KK + 1, N + DO 10 I = 1, KK + 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.N ) + $ CALL ZUNG2R( 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.N ) THEN +* +* Form the triangular factor of the block reflector +* H = H(i) H(i+1) . . . H(i+ib-1) +* + CALL ZLARFT( 'Forward', 'Columnwise', M-I+1, IB, + $ A( I, I ), LDA, TAU( I ), WORK, LDWORK ) +* +* Apply H to A(i:m,i+ib:n) from the left +* + CALL ZLARFB( 'Left', 'No transpose', 'Forward', + $ 'Columnwise', M-I+1, N-I-IB+1, IB, + $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ), + $ LDA, WORK( IB+1 ), LDWORK ) + END IF +* +* Apply H to rows i:m of current block +* + CALL ZUNG2R( M-I+1, IB, IB, A( I, I ), LDA, TAU( I ), WORK, + $ IINFO ) +* +* Set rows 1:i-1 of current block to zero +* + DO 40 J = I, I + IB - 1 + DO 30 L = 1, I - 1 + A( L, J ) = ZERO + 30 CONTINUE + 40 CONTINUE + 50 CONTINUE + END IF +* + WORK( 1 ) = IWS + RETURN +* +* End of ZUNGQR +* + END |