hypre/lapack/dgeqrf.c
2006-09-22 22:06:21 +00:00

266 lines
8.0 KiB
C

/*BHEADER**********************************************************************
* Copyright (c) 2006 The Regents of the University of California.
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*
* This file is part of HYPRE (see http://www.llnl.gov/CASC/hypre/).
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* HYPRE is free software; you can redistribute it and/or modify it under the
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* Foundation) version 2.1 dated February 1999.
*
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#include "hypre_lapack.h"
#include "f2c.h"
/* Subroutine */ int dgeqrf_(integer *m, integer *n, doublereal *a, integer *
lda, doublereal *tau, doublereal *work, integer *lwork, integer *info)
{
/* -- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
Purpose
=======
DGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
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.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
WORK (workspace/output) DOUBLE PRECISION array, dimension (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 had an illegal value
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
=====================================================================
Test the input arguments
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
static integer c_n1 = -1;
static integer c__3 = 3;
static integer c__2 = 2;
/* System generated locals */
integer a_dim1, a_offset, i__1, i__2, i__3, i__4;
/* Local variables */
static integer i__, k, nbmin, iinfo;
extern /* Subroutine */ int dgeqr2_(integer *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *);
static integer ib, nb;
extern /* Subroutine */ int dlarfb_(char *, char *, char *, char *,
integer *, integer *, integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *);
static integer nx;
extern /* Subroutine */ int dlarft_(char *, char *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *, ftnlen, ftnlen);
static integer ldwork, lwkopt;
static logical lquery;
static integer iws;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
--tau;
--work;
/* Function Body */
*info = 0;
nb = ilaenv_(&c__1, "DGEQRF", " ", m, n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)
1);
lwkopt = *n * nb;
work[1] = (doublereal) lwkopt;
lquery = *lwork == -1;
if (*m < 0) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*lda < max(1,*m)) {
*info = -4;
} else if (*lwork < max(1,*n) && ! lquery) {
*info = -7;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGEQRF", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
k = min(*m,*n);
if (k == 0) {
work[1] = 1.;
return 0;
}
nbmin = 2;
nx = 0;
iws = *n;
if (nb > 1 && nb < k) {
/* Determine when to cross over from blocked to unblocked code.
Computing MAX */
i__1 = 0, i__2 = ilaenv_(&c__3, "DGEQRF", " ", m, n, &c_n1, &c_n1, (
ftnlen)6, (ftnlen)1);
nx = max(i__1,i__2);
if (nx < k) {
/* Determine if workspace is large enough for blocked code. */
ldwork = *n;
iws = ldwork * nb;
if (*lwork < iws) {
/* Not enough workspace to use optimal NB: reduce NB and
determine the minimum value of NB. */
nb = *lwork / ldwork;
/* Computing MAX */
i__1 = 2, i__2 = ilaenv_(&c__2, "DGEQRF", " ", m, n, &c_n1, &
c_n1, (ftnlen)6, (ftnlen)1);
nbmin = max(i__1,i__2);
}
}
}
if (nb >= nbmin && nb < k && nx < k) {
/* Use blocked code initially */
i__1 = k - nx;
i__2 = nb;
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) {
/* Computing MIN */
i__3 = k - i__ + 1;
ib = min(i__3,nb);
/* Compute the QR factorization of the current block
A(i:m,i:i+ib-1) */
i__3 = *m - i__ + 1;
dgeqr2_(&i__3, &ib, &a_ref(i__, i__), lda, &tau[i__], &work[1], &
iinfo);
if (i__ + ib <= *n) {
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
i__3 = *m - i__ + 1;
dlarft_("Forward", "Columnwise", &i__3, &ib, &a_ref(i__, i__),
lda, &tau[i__], &work[1], &ldwork);
/* Apply H' to A(i:m,i+ib:n) from the left */
i__3 = *m - i__ + 1;
i__4 = *n - i__ - ib + 1;
dlarfb_("Left", "Transpose", "Forward", "Columnwise", &i__3, &
i__4, &ib, &a_ref(i__, i__), lda, &work[1], &ldwork, &
a_ref(i__, i__ + ib), lda, &work[ib + 1], &ldwork);
}
/* L10: */
}
} else {
i__ = 1;
}
/* Use unblocked code to factor the last or only block. */
if (i__ <= k) {
i__2 = *m - i__ + 1;
i__1 = *n - i__ + 1;
dgeqr2_(&i__2, &i__1, &a_ref(i__, i__), lda, &tau[i__], &work[1], &
iinfo);
}
work[1] = (doublereal) iws;
return 0;
/* End of DGEQRF */
} /* dgeqrf_ */
#undef a_ref