Mercurial > octave-nkf
diff libcruft/lapack/claqps.f @ 7789:82be108cc558
First attempt at single precision tyeps
* * *
corrections to qrupdate single precision routines
* * *
prefer demotion to single over promotion to double
* * *
Add single precision support to log2 function
* * *
Trivial PROJECT file update
* * *
Cache optimized hermitian/transpose methods
* * *
Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
| author | David Bateman <dbateman@free.fr> |
|---|---|
| date | Sun, 27 Apr 2008 22:34:17 +0200 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/libcruft/lapack/claqps.f Sun Apr 27 22:34:17 2008 +0200 @@ -0,0 +1,271 @@ + SUBROUTINE CLAQPS( 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( * ) + REAL VN1( * ), VN2( * ) + COMPLEX A( LDA, * ), AUXV( * ), F( LDF, * ), TAU( * ) +* .. +* +* Purpose +* ======= +* +* CLAQPS computes a step of QR factorization with column pivoting +* of a complex 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) COMPLEX 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) COMPLEX array, dimension (KB) +* The scalar factors of the elementary reflectors. +* +* VN1 (input/output) REAL array, dimension (N) +* The vector with the partial column norms. +* +* VN2 (input/output) REAL array, dimension (N) +* The vector with the exact column norms. +* +* AUXV (input/output) COMPLEX array, dimension (NB) +* Auxiliar vector. +* +* F (input/output) COMPLEX 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 .. + REAL ZERO, ONE + COMPLEX CZERO, CONE + PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0, + $ CZERO = ( 0.0E+0, 0.0E+0 ), + $ CONE = ( 1.0E+0, 0.0E+0 ) ) +* .. +* .. Local Scalars .. + INTEGER ITEMP, J, K, LASTRK, LSTICC, PVT, RK + REAL TEMP, TEMP2, TOL3Z + COMPLEX AKK +* .. +* .. External Subroutines .. + EXTERNAL CGEMM, CGEMV, CLARFG, CSWAP +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, CONJG, MAX, MIN, NINT, REAL, SQRT +* .. +* .. External Functions .. + INTEGER ISAMAX + REAL SCNRM2, SLAMCH + EXTERNAL ISAMAX, SCNRM2, SLAMCH +* .. +* .. Executable Statements .. +* + LASTRK = MIN( M, N+OFFSET ) + LSTICC = 0 + K = 0 + TOL3Z = SQRT(SLAMCH('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 ) + ISAMAX( N-K+1, VN1( K ), 1 ) + IF( PVT.NE.K ) THEN + CALL CSWAP( M, A( 1, PVT ), 1, A( 1, K ), 1 ) + CALL CSWAP( 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 + DO 20 J = 1, K - 1 + F( K, J ) = CONJG( F( K, J ) ) + 20 CONTINUE + CALL CGEMV( 'No transpose', M-RK+1, K-1, -CONE, A( RK, 1 ), + $ LDA, F( K, 1 ), LDF, CONE, A( RK, K ), 1 ) + DO 30 J = 1, K - 1 + F( K, J ) = CONJG( F( K, J ) ) + 30 CONTINUE + END IF +* +* Generate elementary reflector H(k). +* + IF( RK.LT.M ) THEN + CALL CLARFG( M-RK+1, A( RK, K ), A( RK+1, K ), 1, TAU( K ) ) + ELSE + CALL CLARFG( 1, A( RK, K ), A( RK, K ), 1, TAU( K ) ) + END IF +* + AKK = A( RK, K ) + A( RK, K ) = CONE +* +* 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 CGEMV( 'Conjugate transpose', M-RK+1, N-K, TAU( K ), + $ A( RK, K+1 ), LDA, A( RK, K ), 1, CZERO, + $ F( K+1, K ), 1 ) + END IF +* +* Padding F(1:K,K) with zeros. +* + DO 40 J = 1, K + F( J, K ) = CZERO + 40 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 CGEMV( 'Conjugate transpose', M-RK+1, K-1, -TAU( K ), + $ A( RK, 1 ), LDA, A( RK, K ), 1, CZERO, + $ AUXV( 1 ), 1 ) +* + CALL CGEMV( 'No transpose', N, K-1, CONE, F( 1, 1 ), LDF, + $ AUXV( 1 ), 1, CONE, 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 CGEMM( 'No transpose', 'Conjugate transpose', 1, N-K, + $ K, -CONE, A( RK, 1 ), LDA, F( K+1, 1 ), LDF, + $ CONE, A( RK, K+1 ), LDA ) + END IF +* +* Update partial column norms. +* + IF( RK.LT.LASTRK ) THEN + DO 50 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 ) = REAL( LSTICC ) + LSTICC = J + ELSE + VN1( J ) = VN1( J )*SQRT( TEMP ) + END IF + END IF + 50 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 CGEMM( 'No transpose', 'Conjugate transpose', M-RK, N-KB, + $ KB, -CONE, A( RK+1, 1 ), LDA, F( KB+1, 1 ), LDF, + $ CONE, A( RK+1, KB+1 ), LDA ) + END IF +* +* Recomputation of difficult columns. +* + 60 CONTINUE + IF( LSTICC.GT.0 ) THEN + ITEMP = NINT( VN2( LSTICC ) ) + VN1( LSTICC ) = SCNRM2( 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 60 + END IF +* + RETURN +* +* End of CLAQPS +* + END