github.com/gonum/lapack@v0.0.0-20181123203213-e4cdc5a0bff9/native/dorgql.go (about)

     1  // Copyright ©2016 The gonum Authors. All rights reserved.
     2  // Use of this source code is governed by a BSD-style
     3  // license that can be found in the LICENSE file.
     4  
     5  package native
     6  
     7  import (
     8  	"github.com/gonum/blas"
     9  	"github.com/gonum/lapack"
    10  )
    11  
    12  // Dorgql generates the m×n matrix Q with orthonormal columns defined as the
    13  // last n columns of a product of k elementary reflectors of order m
    14  //  Q = H_{k-1} * ... * H_1 * H_0.
    15  //
    16  // It must hold that
    17  //  0 <= k <= n <= m,
    18  // and Dorgql will panic otherwise.
    19  //
    20  // On entry, the (n-k+i)-th column of A must contain the vector which defines
    21  // the elementary reflector H_i, for i=0,...,k-1, and tau[i] must contain its
    22  // scalar factor. On return, a contains the m×n matrix Q.
    23  //
    24  // tau must have length at least k, and Dorgql will panic otherwise.
    25  //
    26  // work must have length at least max(1,lwork), and lwork must be at least
    27  // max(1,n), otherwise Dorgql will panic. For optimum performance lwork must
    28  // be a sufficiently large multiple of n.
    29  //
    30  // If lwork == -1, instead of computing Dorgql the optimal work length is stored
    31  // into work[0].
    32  //
    33  // Dorgql is an internal routine. It is exported for testing purposes.
    34  func (impl Implementation) Dorgql(m, n, k int, a []float64, lda int, tau, work []float64, lwork int) {
    35  	switch {
    36  	case n < 0:
    37  		panic(nLT0)
    38  	case m < n:
    39  		panic(mLTN)
    40  	case k < 0:
    41  		panic(kLT0)
    42  	case k > n:
    43  		panic(kGTN)
    44  	case lwork < max(1, n) && lwork != -1:
    45  		panic(badWork)
    46  	case len(work) < lwork:
    47  		panic(shortWork)
    48  	}
    49  	if lwork != -1 {
    50  		checkMatrix(m, n, a, lda)
    51  		if len(tau) < k {
    52  			panic(badTau)
    53  		}
    54  	}
    55  
    56  	if n == 0 {
    57  		work[0] = 1
    58  		return
    59  	}
    60  
    61  	nb := impl.Ilaenv(1, "DORGQL", " ", m, n, k, -1)
    62  	if lwork == -1 {
    63  		work[0] = float64(n * nb)
    64  		return
    65  	}
    66  
    67  	nbmin := 2
    68  	var nx, ldwork int
    69  	iws := n
    70  	if nb > 1 && nb < k {
    71  		// Determine when to cross over from blocked to unblocked code.
    72  		nx = max(0, impl.Ilaenv(3, "DORGQL", " ", m, n, k, -1))
    73  		if nx < k {
    74  			// Determine if workspace is large enough for blocked code.
    75  			iws = n * nb
    76  			if lwork < iws {
    77  				// Not enough workspace to use optimal nb: reduce nb and determine
    78  				// the minimum value of nb.
    79  				nb = lwork / n
    80  				nbmin = max(2, impl.Ilaenv(2, "DORGQL", " ", m, n, k, -1))
    81  			}
    82  			ldwork = nb
    83  		}
    84  	}
    85  
    86  	var kk int
    87  	if nb >= nbmin && nb < k && nx < k {
    88  		// Use blocked code after the first block. The last kk columns are handled
    89  		// by the block method.
    90  		kk = min(k, ((k-nx+nb-1)/nb)*nb)
    91  
    92  		// Set A(m-kk:m, 0:n-kk) to zero.
    93  		for i := m - kk; i < m; i++ {
    94  			for j := 0; j < n-kk; j++ {
    95  				a[i*lda+j] = 0
    96  			}
    97  		}
    98  	}
    99  
   100  	// Use unblocked code for the first or only block.
   101  	impl.Dorg2l(m-kk, n-kk, k-kk, a, lda, tau, work)
   102  	if kk > 0 {
   103  		// Use blocked code.
   104  		for i := k - kk; i < k; i += nb {
   105  			ib := min(nb, k-i)
   106  			if n-k+i > 0 {
   107  				// Form the triangular factor of the block reflector
   108  				// H = H_{i+ib-1} * ... * H_{i+1} * H_i.
   109  				impl.Dlarft(lapack.Backward, lapack.ColumnWise, m-k+i+ib, ib,
   110  					a[n-k+i:], lda, tau[i:], work, ldwork)
   111  
   112  				// Apply H to A[0:m-k+i+ib, 0:n-k+i] from the left.
   113  				impl.Dlarfb(blas.Left, blas.NoTrans, lapack.Backward, lapack.ColumnWise,
   114  					m-k+i+ib, n-k+i, ib, a[n-k+i:], lda, work, ldwork,
   115  					a, lda, work[ib*ldwork:], ldwork)
   116  			}
   117  
   118  			// Apply H to rows 0:m-k+i+ib of current block.
   119  			impl.Dorg2l(m-k+i+ib, ib, ib, a[n-k+i:], lda, tau[i:], work)
   120  
   121  			// Set rows m-k+i+ib:m of current block to zero.
   122  			for j := n - k + i; j < n-k+i+ib; j++ {
   123  				for l := m - k + i + ib; l < m; l++ {
   124  					a[l*lda+j] = 0
   125  				}
   126  			}
   127  		}
   128  	}
   129  	work[0] = float64(iws)
   130  }