| //Translated by Jose Antonio De Santiago-Castillo. | |
| //E-mail:JAntonioDeSantiago@gmail.com | |
| //Website: www.DotNumerics.com | |
| // | |
| //Fortran to C# Translation. | |
| //Translated by: | |
| //F2CSharp Version 0.72 (Dicember 7, 2009) | |
| //Code Optimizations: , assignment operator, for-loop: array indexes | |
| // | |
| using System; | |
| using DotNumerics.FortranLibrary; | |
| namespace DotNumerics.LinearAlgebra.CSLapack | |
| { | |
| /// <summary> | |
| /// -- LAPACK routine (version 3.1) -- | |
| /// Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. | |
| /// November 2006 | |
| /// Purpose | |
| /// ======= | |
| /// | |
| /// DGEQRF computes a QR factorization of a real M-by-N matrix A: | |
| /// A = Q * R. | |
| /// | |
| ///</summary> | |
| public class DGEQRF | |
| { | |
| DGEQR2 _dgeqr2; DLARFB _dlarfb; DLARFT _dlarft; XERBLA _xerbla; ILAENV _ilaenv; | |
| public DGEQRF(DGEQR2 dgeqr2, DLARFB dlarfb, DLARFT dlarft, XERBLA xerbla, ILAENV ilaenv) | |
| { | |
| this._dgeqr2 = dgeqr2; this._dlarfb = dlarfb; this._dlarft = dlarft; this._xerbla = xerbla; this._ilaenv = ilaenv; | |
| } | |
| public DGEQRF() | |
| { | |
| LSAME lsame = new LSAME(); | |
| XERBLA xerbla = new XERBLA(); | |
| DLAMC3 dlamc3 = new DLAMC3(); | |
| DLAPY2 dlapy2 = new DLAPY2(); | |
| DNRM2 dnrm2 = new DNRM2(); | |
| DSCAL dscal = new DSCAL(); | |
| DCOPY dcopy = new DCOPY(); | |
| IEEECK ieeeck = new IEEECK(); | |
| IPARMQ iparmq = new IPARMQ(); | |
| DGEMV dgemv = new DGEMV(lsame, xerbla); | |
| DGER dger = new DGER(xerbla); | |
| DLARF dlarf = new DLARF(dgemv, dger, lsame); | |
| DLAMC1 dlamc1 = new DLAMC1(dlamc3); | |
| DLAMC4 dlamc4 = new DLAMC4(dlamc3); | |
| DLAMC5 dlamc5 = new DLAMC5(dlamc3); | |
| DLAMC2 dlamc2 = new DLAMC2(dlamc3, dlamc1, dlamc4, dlamc5); | |
| DLAMCH dlamch = new DLAMCH(lsame, dlamc2); | |
| DLARFG dlarfg = new DLARFG(dlamch, dlapy2, dnrm2, dscal); | |
| DGEQR2 dgeqr2 = new DGEQR2(dlarf, dlarfg, xerbla); | |
| DGEMM dgemm = new DGEMM(lsame, xerbla); | |
| DTRMM dtrmm = new DTRMM(lsame, xerbla); | |
| DLARFB dlarfb = new DLARFB(lsame, dcopy, dgemm, dtrmm); | |
| DTRMV dtrmv = new DTRMV(lsame, xerbla); | |
| DLARFT dlarft = new DLARFT(dgemv, dtrmv, lsame); | |
| ILAENV ilaenv = new ILAENV(ieeeck, iparmq); | |
| this._dgeqr2 = dgeqr2; this._dlarfb = dlarfb; this._dlarft = dlarft; this._xerbla = xerbla; this._ilaenv = ilaenv; | |
| } | |
| /// <summary> | |
| /// Purpose | |
| /// ======= | |
| /// | |
| /// DGEQRF computes a QR factorization of a real M-by-N matrix A: | |
| /// A = Q * R. | |
| /// | |
| ///</summary> | |
| /// <param name="M"> | |
| /// (input) INTEGER | |
| /// The number of rows of the matrix A. M .GE. 0. | |
| ///</param> | |
| /// <param name="N"> | |
| /// (input) INTEGER | |
| /// The number of columns of the matrix A. N .GE. 0. | |
| ///</param> | |
| /// <param name="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 .GE. 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). | |
| ///</param> | |
| /// <param name="LDA"> | |
| /// (input) INTEGER | |
| /// The leading dimension of the array A. LDA .GE. max(1,M). | |
| ///</param> | |
| /// <param name="TAU"> | |
| /// (output) DOUBLE PRECISION array, dimension (min(M,N)) | |
| /// The scalar factors of the elementary reflectors (see Further | |
| /// Details). | |
| ///</param> | |
| /// <param name="WORK"> | |
| /// (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) | |
| /// On exit, if INFO = 0, WORK(1) returns the optimal LWORK. | |
| ///</param> | |
| /// <param name="LWORK"> | |
| /// (input) INTEGER | |
| /// The dimension of the array WORK. LWORK .GE. max(1,N). | |
| /// For optimum performance LWORK .GE. 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. | |
| ///</param> | |
| /// <param name="INFO"> | |
| /// (output) INTEGER | |
| /// = 0: successful exit | |
| /// .LT. 0: if INFO = -i, the i-th argument had an illegal value | |
| ///</param> | |
| public void Run(int M, int N, ref double[] A, int offset_a, int LDA, ref double[] TAU, int offset_tau, ref double[] WORK, int offset_work | |
| , int LWORK, ref int INFO) | |
| { | |
| bool LQUERY = false; int I = 0; int IB = 0; int IINFO = 0; int IWS = 0; int K = 0; int LDWORK = 0; int LWKOPT = 0; | |
| int NB = 0;int NBMIN = 0; int NX = 0; | |
| int o_a = -1 - LDA + offset_a; int o_tau = -1 + offset_tau; int o_work = -1 + offset_work; | |
| // * | |
| // * -- LAPACK routine (version 3.1) -- | |
| // * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. | |
| // * November 2006 | |
| // * | |
| // * .. Scalar Arguments .. | |
| // * .. | |
| // * .. Array Arguments .. | |
| // * .. | |
| // * | |
| // * 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 (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 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). | |
| // * | |
| // * ===================================================================== | |
| // * | |
| // * .. Local Scalars .. | |
| // * .. | |
| // * .. External Subroutines .. | |
| // * .. | |
| // * .. Intrinsic Functions .. | |
| // INTRINSIC MAX, MIN; | |
| // * .. | |
| // * .. External Functions .. | |
| // * .. | |
| // * .. Executable Statements .. | |
| // * | |
| // * Test the input arguments | |
| // * | |
| INFO = 0; | |
| NB = this._ilaenv.Run(1, "DGEQRF", " ", M, N, - 1, - 1); | |
| LWKOPT = N * NB; | |
| WORK[1 + o_work] = LWKOPT; | |
| LQUERY = (LWORK == - 1); | |
| if (M < 0) | |
| { | |
| INFO = - 1; | |
| } | |
| else | |
| { | |
| if (N < 0) | |
| { | |
| INFO = - 2; | |
| } | |
| else | |
| { | |
| if (LDA < Math.Max(1, M)) | |
| { | |
| INFO = - 4; | |
| } | |
| else | |
| { | |
| if (LWORK < Math.Max(1, N) && !LQUERY) | |
| { | |
| INFO = - 7; | |
| } | |
| } | |
| } | |
| } | |
| if (INFO != 0) | |
| { | |
| this._xerbla.Run("DGEQRF", - INFO); | |
| return; | |
| } | |
| else | |
| { | |
| if (LQUERY) | |
| { | |
| return; | |
| } | |
| } | |
| // * | |
| // * Quick return if possible | |
| // * | |
| K = Math.Min(M, N); | |
| if (K == 0) | |
| { | |
| WORK[1 + o_work] = 1; | |
| return; | |
| } | |
| // * | |
| NBMIN = 2; | |
| NX = 0; | |
| IWS = N; | |
| if (NB > 1 && NB < K) | |
| { | |
| // * | |
| // * Determine when to cross over from blocked to unblocked code. | |
| // * | |
| NX = Math.Max(0, this._ilaenv.Run(3, "DGEQRF", " ", M, N, - 1, - 1)); | |
| 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; | |
| NBMIN = Math.Max(2, this._ilaenv.Run(2, "DGEQRF", " ", M, N, - 1, - 1)); | |
| } | |
| } | |
| } | |
| // * | |
| if (NB >= NBMIN && NB < K && NX < K) | |
| { | |
| // * | |
| // * Use blocked code initially | |
| // * | |
| for (I = 1; (NB >= 0) ? (I <= K - NX) : (I >= K - NX); I += NB) | |
| { | |
| IB = Math.Min(K - I + 1, NB); | |
| // * | |
| // * Compute the QR factorization of the current block | |
| // * A(i:m,i:i+ib-1) | |
| // * | |
| this._dgeqr2.Run(M - I + 1, IB, ref A, I+I * LDA + o_a, LDA, ref TAU, I + o_tau, ref WORK, offset_work | |
| , ref IINFO); | |
| if (I + IB <= N) | |
| { | |
| // * | |
| // * Form the triangular factor of the block reflector | |
| // * H = H(i) H(i+1) . . . H(i+ib-1) | |
| // * | |
| this._dlarft.Run("Forward", "Columnwise", M - I + 1, IB, ref A, I+I * LDA + o_a, LDA | |
| , TAU, I + o_tau, ref WORK, offset_work, LDWORK); | |
| // * | |
| // * Apply H' to A(i:m,i+ib:n) from the left | |
| // * | |
| this._dlarfb.Run("Left", "Transpose", "Forward", "Columnwise", M - I + 1, N - I - IB + 1 | |
| , IB, A, I+I * LDA + o_a, LDA, WORK, offset_work, LDWORK, ref A, I+(I + IB) * LDA + o_a | |
| , LDA, ref WORK, IB + 1 + o_work, LDWORK); | |
| } | |
| } | |
| } | |
| else | |
| { | |
| I = 1; | |
| } | |
| // * | |
| // * Use unblocked code to factor the last or only block. | |
| // * | |
| if (I <= K) | |
| { | |
| this._dgeqr2.Run(M - I + 1, N - I + 1, ref A, I+I * LDA + o_a, LDA, ref TAU, I + o_tau, ref WORK, offset_work | |
| , ref IINFO); | |
| } | |
| // * | |
| WORK[1 + o_work] = IWS; | |
| return; | |
| // * | |
| // * End of DGEQRF | |
| // * | |
| } | |
| } | |
| } | |