180 lines
5.5 KiB
FortranFixed
180 lines
5.5 KiB
FortranFixed
SUBROUTINE CLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
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$ WORK )
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*
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* -- LAPACK auxiliary routine (version 3.1) --
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* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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* November 2006
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*
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* .. Scalar Arguments ..
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INTEGER LDA, M, N, OFFSET
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* ..
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* .. Array Arguments ..
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INTEGER JPVT( * )
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REAL VN1( * ), VN2( * )
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COMPLEX A( LDA, * ), TAU( * ), WORK( * )
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* ..
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*
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* Purpose
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* =======
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*
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* CLAQP2 computes a QR factorization with column pivoting of
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* the block A(OFFSET+1:M,1:N).
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* The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
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*
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* Arguments
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* =========
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*
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* M (input) INTEGER
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* The number of rows of the matrix A. M >= 0.
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*
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* N (input) INTEGER
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* The number of columns of the matrix A. N >= 0.
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*
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* OFFSET (input) INTEGER
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* The number of rows of the matrix A that must be pivoted
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* but no factorized. OFFSET >= 0.
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*
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* A (input/output) COMPLEX array, dimension (LDA,N)
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* On entry, the M-by-N matrix A.
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* On exit, the upper triangle of block A(OFFSET+1:M,1:N) is
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* the triangular factor obtained; the elements in block
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* A(OFFSET+1:M,1:N) below the diagonal, together with the
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* array TAU, represent the orthogonal matrix Q as a product of
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* elementary reflectors. Block A(1:OFFSET,1:N) has been
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* accordingly pivoted, but no factorized.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,M).
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*
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* JPVT (input/output) INTEGER array, dimension (N)
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* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
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* to the front of A*P (a leading column); if JPVT(i) = 0,
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* the i-th column of A is a free column.
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* On exit, if JPVT(i) = k, then the i-th column of A*P
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* was the k-th column of A.
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*
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* TAU (output) COMPLEX array, dimension (min(M,N))
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* The scalar factors of the elementary reflectors.
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*
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* VN1 (input/output) REAL array, dimension (N)
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* The vector with the partial column norms.
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*
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* VN2 (input/output) REAL array, dimension (N)
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* The vector with the exact column norms.
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*
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* WORK (workspace) COMPLEX array, dimension (N)
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*
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* Further Details
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* ===============
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*
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* Based on contributions by
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* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
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* X. Sun, Computer Science Dept., Duke University, USA
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*
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* Partial column norm updating strategy modified by
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* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
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* University of Zagreb, Croatia.
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* June 2006.
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* For more details see LAPACK Working Note 176.
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* =====================================================================
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*
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* .. Parameters ..
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REAL ZERO, ONE
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COMPLEX CONE
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PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0,
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$ CONE = ( 1.0E+0, 0.0E+0 ) )
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* ..
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* .. Local Scalars ..
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INTEGER I, ITEMP, J, MN, OFFPI, PVT
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REAL TEMP, TEMP2, TOL3Z
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COMPLEX AII
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* ..
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* .. External Subroutines ..
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EXTERNAL CLARF, CLARFG, CSWAP
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, CONJG, MAX, MIN, SQRT
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* ..
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* .. External Functions ..
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INTEGER ISAMAX
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REAL SCNRM2, SLAMCH
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EXTERNAL ISAMAX, SCNRM2, SLAMCH
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* ..
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* .. Executable Statements ..
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*
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MN = MIN( M-OFFSET, N )
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TOL3Z = SQRT(SLAMCH('Epsilon'))
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*
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* Compute factorization.
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*
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DO 20 I = 1, MN
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*
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OFFPI = OFFSET + I
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*
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* Determine ith pivot column and swap if necessary.
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*
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PVT = ( I-1 ) + ISAMAX( N-I+1, VN1( I ), 1 )
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*
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IF( PVT.NE.I ) THEN
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CALL CSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 )
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ITEMP = JPVT( PVT )
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JPVT( PVT ) = JPVT( I )
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JPVT( I ) = ITEMP
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VN1( PVT ) = VN1( I )
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VN2( PVT ) = VN2( I )
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END IF
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*
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* Generate elementary reflector H(i).
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*
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IF( OFFPI.LT.M ) THEN
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CALL CLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1,
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$ TAU( I ) )
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ELSE
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CALL CLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) )
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END IF
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*
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IF( I.LT.N ) THEN
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*
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* Apply H(i)' to A(offset+i:m,i+1:n) from the left.
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*
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AII = A( OFFPI, I )
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A( OFFPI, I ) = CONE
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CALL CLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1,
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$ CONJG( TAU( I ) ), A( OFFPI, I+1 ), LDA,
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$ WORK( 1 ) )
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A( OFFPI, I ) = AII
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END IF
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*
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* Update partial column norms.
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*
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DO 10 J = I + 1, N
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IF( VN1( J ).NE.ZERO ) THEN
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*
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* NOTE: The following 4 lines follow from the analysis in
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* Lapack Working Note 176.
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*
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TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2
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TEMP = MAX( TEMP, ZERO )
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TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2
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IF( TEMP2 .LE. TOL3Z ) THEN
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IF( OFFPI.LT.M ) THEN
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VN1( J ) = SCNRM2( M-OFFPI, A( OFFPI+1, J ), 1 )
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VN2( J ) = VN1( J )
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ELSE
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VN1( J ) = ZERO
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VN2( J ) = ZERO
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END IF
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ELSE
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VN1( J ) = VN1( J )*SQRT( TEMP )
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END IF
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END IF
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10 CONTINUE
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*
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20 CONTINUE
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*
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RETURN
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*
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* End of CLAQP2
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*
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END
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