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来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 291 行 · 第 1/2 页
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</span> INTRINSIC INT, MAX, MIN
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Test the input parameters
</span><span class="comment">*</span><span class="comment">
</span> INFO = 0
MN = MIN( M, N )
LQUERY = ( LWORK.EQ.-1 )
IF( M.LT.0 ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( P.LT.0 .OR. P.GT.N .OR. P.LT.N-M ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
INFO = -5
ELSE IF( LDB.LT.MAX( 1, P ) ) THEN
INFO = -7
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Calculate workspace
</span><span class="comment">*</span><span class="comment">
</span> IF( INFO.EQ.0) THEN
IF( N.EQ.0 ) THEN
LWKMIN = 1
LWKOPT = 1
ELSE
NB1 = <a name="ILAENV.156"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SGEQRF.156"></a><a href="sgeqrf.f.html#SGEQRF.1">SGEQRF</a>'</span>, <span class="string">' '</span>, M, N, -1, -1 )
NB2 = <a name="ILAENV.157"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SGERQF.157"></a><a href="sgerqf.f.html#SGERQF.1">SGERQF</a>'</span>, <span class="string">' '</span>, M, N, -1, -1 )
NB3 = <a name="ILAENV.158"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SORMQR.158"></a><a href="sormqr.f.html#SORMQR.1">SORMQR</a>'</span>, <span class="string">' '</span>, M, N, P, -1 )
NB4 = <a name="ILAENV.159"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SORMRQ.159"></a><a href="sormrq.f.html#SORMRQ.1">SORMRQ</a>'</span>, <span class="string">' '</span>, M, N, P, -1 )
NB = MAX( NB1, NB2, NB3, NB4 )
LWKMIN = M + N + P
LWKOPT = P + MN + MAX( M, N )*NB
END IF
WORK( 1 ) = LWKOPT
<span class="comment">*</span><span class="comment">
</span> IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
INFO = -12
END IF
END IF
<span class="comment">*</span><span class="comment">
</span> IF( INFO.NE.0 ) THEN
CALL <a name="XERBLA.172"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="SGGLSE.172"></a><a href="sgglse.f.html#SGGLSE.1">SGGLSE</a>'</span>, -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span> IF( N.EQ.0 )
$ RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Compute the GRQ factorization of matrices B and A:
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> B*Q' = ( 0 T12 ) P Z'*A*Q' = ( R11 R12 ) N-P
</span><span class="comment">*</span><span class="comment"> N-P P ( 0 R22 ) M+P-N
</span><span class="comment">*</span><span class="comment"> N-P P
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> where T12 and R11 are upper triangular, and Q and Z are
</span><span class="comment">*</span><span class="comment"> orthogonal.
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SGGRQF.192"></a><a href="sggrqf.f.html#SGGRQF.1">SGGRQF</a>( P, M, N, B, LDB, WORK, A, LDA, WORK( P+1 ),
$ WORK( P+MN+1 ), LWORK-P-MN, INFO )
LOPT = WORK( P+MN+1 )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Update c = Z'*c = ( c1 ) N-P
</span><span class="comment">*</span><span class="comment"> ( c2 ) M+P-N
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SORMQR.199"></a><a href="sormqr.f.html#SORMQR.1">SORMQR</a>( <span class="string">'Left'</span>, <span class="string">'Transpose'</span>, M, 1, MN, A, LDA, WORK( P+1 ),
$ C, MAX( 1, M ), WORK( P+MN+1 ), LWORK-P-MN, INFO )
LOPT = MAX( LOPT, INT( WORK( P+MN+1 ) ) )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Solve T12*x2 = d for x2
</span><span class="comment">*</span><span class="comment">
</span> IF( P.GT.0 ) THEN
CALL <a name="STRTRS.206"></a><a href="strtrs.f.html#STRTRS.1">STRTRS</a>( <span class="string">'Upper'</span>, <span class="string">'No transpose'</span>, <span class="string">'Non-unit'</span>, P, 1,
$ B( 1, N-P+1 ), LDB, D, P, INFO )
<span class="comment">*</span><span class="comment">
</span> IF( INFO.GT.0 ) THEN
INFO = 1
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Put the solution in X
</span><span class="comment">*</span><span class="comment">
</span> CALL SCOPY( P, D, 1, X( N-P+1 ), 1 )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Update c1
</span><span class="comment">*</span><span class="comment">
</span> CALL SGEMV( <span class="string">'No transpose'</span>, N-P, P, -ONE, A( 1, N-P+1 ), LDA,
$ D, 1, ONE, C, 1 )
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Solve R11*x1 = c1 for x1
</span><span class="comment">*</span><span class="comment">
</span> IF( N.GT.P ) THEN
CALL <a name="STRTRS.227"></a><a href="strtrs.f.html#STRTRS.1">STRTRS</a>( <span class="string">'Upper'</span>, <span class="string">'No transpose'</span>, <span class="string">'Non-unit'</span>, N-P, 1,
$ A, LDA, C, N-P, INFO )
<span class="comment">*</span><span class="comment">
</span> IF( INFO.GT.0 ) THEN
INFO = 2
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Put the solution in X
</span><span class="comment">*</span><span class="comment">
</span> CALL SCOPY( N-P, C, 1, X, 1 )
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Compute the residual vector:
</span><span class="comment">*</span><span class="comment">
</span> IF( M.LT.N ) THEN
NR = M + P - N
IF( NR.GT.0 )
$ CALL SGEMV( <span class="string">'No transpose'</span>, NR, N-M, -ONE, A( N-P+1, M+1 ),
$ LDA, D( NR+1 ), 1, ONE, C( N-P+1 ), 1 )
ELSE
NR = P
END IF
IF( NR.GT.0 ) THEN
CALL STRMV( <span class="string">'Upper'</span>, <span class="string">'No transpose'</span>, <span class="string">'Non unit'</span>, NR,
$ A( N-P+1, N-P+1 ), LDA, D, 1 )
CALL SAXPY( NR, -ONE, D, 1, C( N-P+1 ), 1 )
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Backward transformation x = Q'*x
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SORMRQ.258"></a><a href="sormrq.f.html#SORMRQ.1">SORMRQ</a>( <span class="string">'Left'</span>, <span class="string">'Transpose'</span>, N, 1, P, B, LDB, WORK( 1 ), X,
$ N, WORK( P+MN+1 ), LWORK-P-MN, INFO )
WORK( 1 ) = P + MN + MAX( LOPT, INT( WORK( P+MN+1 ) ) )
<span class="comment">*</span><span class="comment">
</span> RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> End of <a name="SGGLSE.264"></a><a href="sgglse.f.html#SGGLSE.1">SGGLSE</a>
</span><span class="comment">*</span><span class="comment">
</span> END
</pre>
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