#region Translated by Jose Antonio De Santiago-Castillo. //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 // #endregion using System; using DotNumerics.FortranLibrary; namespace DotNumerics.LinearAlgebra.CSLapack { /// /// -- 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. /// /// public class DGEQRF { #region Dependencies DGEQR2 _dgeqr2; DLARFB _dlarfb; DLARFT _dlarft; XERBLA _xerbla; ILAENV _ilaenv; #endregion public DGEQRF(DGEQR2 dgeqr2, DLARFB dlarfb, DLARFT dlarft, XERBLA xerbla, ILAENV ilaenv) { #region Set Dependencies this._dgeqr2 = dgeqr2; this._dlarfb = dlarfb; this._dlarft = dlarft; this._xerbla = xerbla; this._ilaenv = ilaenv; #endregion } public DGEQRF() { #region Dependencies (Initialization) 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); #endregion #region Set Dependencies this._dgeqr2 = dgeqr2; this._dlarfb = dlarfb; this._dlarft = dlarft; this._xerbla = xerbla; this._ilaenv = ilaenv; #endregion } /// /// Purpose /// ======= /// /// DGEQRF computes a QR factorization of a real M-by-N matrix A: /// A = Q * R. /// /// /// /// (input) INTEGER /// The number of rows of the matrix A. M .GE. 0. /// /// /// (input) INTEGER /// The number of columns of the matrix A. N .GE. 0. /// /// /// (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). /// /// /// (input) INTEGER /// The leading dimension of the array A. LDA .GE. max(1,M). /// /// /// (output) DOUBLE PRECISION array, dimension (min(M,N)) /// The scalar factors of the elementary reflectors (see Further /// Details). /// /// /// (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) /// On exit, if INFO = 0, WORK(1) returns the optimal 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. /// /// /// (output) INTEGER /// = 0: successful exit /// .LT. 0: if INFO = -i, the i-th argument had an illegal value /// 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) { #region Variables 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; #endregion #region Array Index Correction int o_a = -1 - LDA + offset_a; int o_tau = -1 + offset_tau; int o_work = -1 + offset_work; #endregion #region Prolog // * // * -- 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 // * #endregion #region Body 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 // * #endregion } } }