// Copyright ©2017 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package gonum import ( "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/lapack" ) // Dgerqf computes an RQ factorization of the m×n matrix A, // A = R * Q. // On exit, if m <= n, the upper triangle of the subarray // A[0:m, n-m:n] contains the m×m upper triangular matrix R. // If m >= n, the elements on and above the (m-n)-th subdiagonal // contain the m×n upper trapezoidal matrix R. // The remaining elements, with tau, represent the // orthogonal matrix Q as a product of min(m,n) elementary // reflectors. // // The matrix Q is represented as a product of elementary reflectors // Q = H_0 H_1 . . . H_{min(m,n)-1}. // Each H(i) has the form // H_i = I - tau_i * v * v^T // where v is a vector with v[0:n-k+i-1] stored in A[m-k+i, 0:n-k+i-1], // v[n-k+i:n] = 0 and v[n-k+i] = 1. // // tau must have length min(m,n), work must have length max(1, lwork), // and lwork must be -1 or at least max(1, m), otherwise Dgerqf will panic. // On exit, work[0] will contain the optimal length for work. // // Dgerqf is an internal routine. It is exported for testing purposes. func (impl Implementation) Dgerqf(m, n int, a []float64, lda int, tau, work []float64, lwork int) { checkMatrix(m, n, a, lda) if len(work) < max(1, lwork) { panic(shortWork) } if lwork != -1 && lwork < max(1, m) { panic(badWork) } k := min(m, n) if len(tau) != k { panic(badTau) } var nb, lwkopt int if k == 0 { lwkopt = 1 } else { nb = impl.Ilaenv(1, "DGERQF", " ", m, n, -1, -1) lwkopt = m * nb } work[0] = float64(lwkopt) if lwork == -1 { return } // Return quickly if possible. if k == 0 { return } nbmin := 2 nx := 1 iws := m var ldwork int if 1 < nb && nb < k { // Determine when to cross over from blocked to unblocked code. nx = max(0, impl.Ilaenv(3, "DGERQF", " ", m, n, -1, -1)) if nx < k { // Determine whether workspace is large enough for blocked code. iws = m * nb if lwork < iws { // Not enough workspace to use optimal nb. Reduce // nb and determine the minimum value of nb. nb = lwork / m nbmin = max(2, impl.Ilaenv(2, "DGERQF", " ", m, n, -1, -1)) } ldwork = nb } } var mu, nu int if nbmin <= nb && nb < k && nx < k { // Use blocked code initially. // The last kk rows are handled by the block method. ki := ((k - nx - 1) / nb) * nb kk := min(k, ki+nb) var i int for i = k - kk + ki; i >= k-kk; i -= nb { ib := min(k-i, nb) // Compute the RQ factorization of the current block // A[m-k+i:m-k+i+ib-1, 0:n-k+i+ib-1]. impl.Dgerq2(ib, n-k+i+ib, a[(m-k+i)*lda:], lda, tau[i:], work) if m-k+i > 0 { // Form the triangular factor of the block reflector // H = H_{i+ib-1} . . . H_{i+1} H_i. impl.Dlarft(lapack.Backward, lapack.RowWise, n-k+i+ib, ib, a[(m-k+i)*lda:], lda, tau[i:], work, ldwork) // Apply H to A[0:m-k+i-1, 0:n-k+i+ib-1] from the right. impl.Dlarfb(blas.Right, blas.NoTrans, lapack.Backward, lapack.RowWise, m-k+i, n-k+i+ib, ib, a[(m-k+i)*lda:], lda, work, ldwork, a, lda, work[ib*ldwork:], ldwork) } } mu = m - k + i + nb nu = n - k + i + nb } else { mu = m nu = n } // Use unblocked code to factor the last or only block. if mu > 0 && nu > 0 { impl.Dgerq2(mu, nu, a, lda, tau, work) } work[0] = float64(iws) }