OpenLibm/slatec/dqrfac.f

*DECK DQRFAC
      SUBROUTINE DQRFAC (M, N, A, LDA, PIVOT, IPVT, LIPVT, SIGMA,
     +   ACNORM, WA)
C***BEGIN PROLOGUE  DQRFAC
C***SUBSIDIARY
C***PURPOSE  Subsidiary to DNLS1, DNLS1E, DNSQ and DNSQE
C***LIBRARY   SLATEC
C***TYPE      DOUBLE PRECISION (QRFAC-S, DQRFAC-D)
C***AUTHOR  (UNKNOWN)
C***DESCRIPTION
C
C   **** Double Precision version of QRFAC ****
C
C     This subroutine uses Householder transformations with column
C     pivoting (optional) to compute a QR factorization of the
C     M by N matrix A. That is, DQRFAC determines an orthogonal
C     matrix Q, a permutation matrix P, and an upper trapezoidal
C     matrix R with diagonal elements of nonincreasing magnitude,
C     such that A*P = Q*R. The Householder transformation for
C     column K, K = 1,2,...,MIN(M,N), is of the form
C
C                           T
C           I - (1/U(K))*U*U
C
C     where U has zeros in the first K-1 positions. The form of
C     this transformation and the method of pivoting first
C     appeared in the corresponding LINPACK subroutine.
C
C     The subroutine statement is
C
C       SUBROUTINE DQRFAC(M,N,A,LDA,PIVOT,IPVT,LIPVT,SIGMA,ACNORM,WA)
C
C     where
C
C       M is a positive integer input variable set to the number
C         of rows of A.
C
C       N is a positive integer input variable set to the number
C         of columns of A.
C
C       A is an M by N array. On input A contains the matrix for
C         which the QR factorization is to be computed. On output
C         the strict upper trapezoidal part of A contains the strict
C         upper trapezoidal part of R, and the lower trapezoidal
C         part of A contains a factored form of Q (the non-trivial
C         elements of the U vectors described above).
C
C       LDA is a positive integer input variable not less than M
C         which specifies the leading dimension of the array A.
C
C       PIVOT is a logical input variable. If pivot is set .TRUE.,
C         then column pivoting is enforced. If pivot is set .FALSE.,
C         then no column pivoting is done.
C
C       IPVT is an integer output array of length LIPVT. IPVT
C         defines the permutation matrix P such that A*P = Q*R.
C         Column J of P is column IPVT(J) of the identity matrix.
C         If pivot is .FALSE., IPVT is not referenced.
C
C       LIPVT is a positive integer input variable. If PIVOT is
C             .FALSE., then LIPVT may be as small as 1. If PIVOT is
C             .TRUE., then LIPVT must be at least N.
C
C       SIGMA is an output array of length N which contains the
C         diagonal elements of R.
C
C       ACNORM is an output array of length N which contains the
C         norms of the corresponding columns of the input matrix A.
C         If this information is not needed, then ACNORM can coincide
C         with SIGMA.
C
C       WA is a work array of length N. If pivot is .FALSE., then WA
C         can coincide with SIGMA.
C
C***SEE ALSO  DNLS1, DNLS1E, DNSQ, DNSQE
C***ROUTINES CALLED  D1MACH, DENORM
C***REVISION HISTORY  (YYMMDD)
C   800301  DATE WRITTEN
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890831  Modified array declarations.  (WRB)
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900326  Removed duplicate information from DESCRIPTION section.
C           (WRB)
C   900328  Added TYPE section.  (WRB)
C***END PROLOGUE  DQRFAC
      INTEGER M,N,LDA,LIPVT
      INTEGER IPVT(*)
      LOGICAL PIVOT
      SAVE ONE, P05, ZERO
      DOUBLE PRECISION A(LDA,*),SIGMA(*),ACNORM(*),WA(*)
      INTEGER I,J,JP1,K,KMAX,MINMN
      DOUBLE PRECISION AJNORM,EPSMCH,ONE,P05,SUM,TEMP,ZERO
      DOUBLE PRECISION D1MACH,DENORM
      DATA ONE,P05,ZERO /1.0D0,5.0D-2,0.0D0/
C***FIRST EXECUTABLE STATEMENT  DQRFAC
      EPSMCH = D1MACH(4)
C
C     COMPUTE THE INITIAL COLUMN NORMS AND INITIALIZE SEVERAL ARRAYS.
C
      DO 10 J = 1, N
         ACNORM(J) = DENORM(M,A(1,J))
         SIGMA(J) = ACNORM(J)
         WA(J) = SIGMA(J)
         IF (PIVOT) IPVT(J) = J
   10    CONTINUE
C
C     REDUCE A TO R WITH HOUSEHOLDER TRANSFORMATIONS.
C
      MINMN = MIN(M,N)
      DO 110 J = 1, MINMN
         IF (.NOT.PIVOT) GO TO 40
C
C        BRING THE COLUMN OF LARGEST NORM INTO THE PIVOT POSITION.
C
         KMAX = J
         DO 20 K = J, N
            IF (SIGMA(K) .GT. SIGMA(KMAX)) KMAX = K
   20       CONTINUE
         IF (KMAX .EQ. J) GO TO 40
         DO 30 I = 1, M
            TEMP = A(I,J)
            A(I,J) = A(I,KMAX)
            A(I,KMAX) = TEMP
   30       CONTINUE
         SIGMA(KMAX) = SIGMA(J)
         WA(KMAX) = WA(J)
         K = IPVT(J)
         IPVT(J) = IPVT(KMAX)
         IPVT(KMAX) = K
   40    CONTINUE
C
C        COMPUTE THE HOUSEHOLDER TRANSFORMATION TO REDUCE THE
C        J-TH COLUMN OF A TO A MULTIPLE OF THE J-TH UNIT VECTOR.
C
         AJNORM = DENORM(M-J+1,A(J,J))
         IF (AJNORM .EQ. ZERO) GO TO 100
         IF (A(J,J) .LT. ZERO) AJNORM = -AJNORM
         DO 50 I = J, M
            A(I,J) = A(I,J)/AJNORM
   50       CONTINUE
         A(J,J) = A(J,J) + ONE
C
C        APPLY THE TRANSFORMATION TO THE REMAINING COLUMNS
C        AND UPDATE THE NORMS.
C
         JP1 = J + 1
         IF (N .LT. JP1) GO TO 100
         DO 90 K = JP1, N
            SUM = ZERO
            DO 60 I = J, M
               SUM = SUM + A(I,J)*A(I,K)
   60          CONTINUE
            TEMP = SUM/A(J,J)
            DO 70 I = J, M
               A(I,K) = A(I,K) - TEMP*A(I,J)
   70          CONTINUE
            IF (.NOT.PIVOT .OR. SIGMA(K) .EQ. ZERO) GO TO 80
            TEMP = A(J,K)/SIGMA(K)
            SIGMA(K) = SIGMA(K)*SQRT(MAX(ZERO,ONE-TEMP**2))
            IF (P05*(SIGMA(K)/WA(K))**2 .GT. EPSMCH) GO TO 80
            SIGMA(K) = DENORM(M-J,A(JP1,K))
            WA(K) = SIGMA(K)
   80       CONTINUE
   90       CONTINUE
  100    CONTINUE
         SIGMA(J) = -AJNORM
  110    CONTINUE
      RETURN
C
C     LAST CARD OF SUBROUTINE DQRFAC.
C
      END