gonum.org/v1/gonum@v0.14.0/lapack/gonum/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 gonum
     6  
     7  import (
     8  	"gonum.org/v1/gonum/blas"
     9  	"gonum.org/v1/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  //
    15  //	Q = H_{k-1} * ... * H_1 * H_0.
    16  //
    17  // It must hold that
    18  //
    19  //	0 <= k <= n <= m,
    20  //
    21  // and Dorgql will panic otherwise.
    22  //
    23  // On entry, the (n-k+i)-th column of A must contain the vector which defines
    24  // the elementary reflector H_i, for i=0,...,k-1, and tau[i] must contain its
    25  // scalar factor. On return, a contains the m×n matrix Q.
    26  //
    27  // tau must have length at least k, and Dorgql will panic otherwise.
    28  //
    29  // work must have length at least max(1,lwork), and lwork must be at least
    30  // max(1,n), otherwise Dorgql will panic. For optimum performance lwork must
    31  // be a sufficiently large multiple of n.
    32  //
    33  // If lwork == -1, instead of computing Dorgql the optimal work length is stored
    34  // into work[0].
    35  //
    36  // Dorgql is an internal routine. It is exported for testing purposes.
    37  func (impl Implementation) Dorgql(m, n, k int, a []float64, lda int, tau, work []float64, lwork int) {
    38  	switch {
    39  	case m < 0:
    40  		panic(mLT0)
    41  	case n < 0:
    42  		panic(nLT0)
    43  	case n > m:
    44  		panic(nGTM)
    45  	case k < 0:
    46  		panic(kLT0)
    47  	case k > n:
    48  		panic(kGTN)
    49  	case lda < max(1, n):
    50  		panic(badLdA)
    51  	case lwork < max(1, n) && lwork != -1:
    52  		panic(badLWork)
    53  	case len(work) < max(1, lwork):
    54  		panic(shortWork)
    55  	}
    56  
    57  	// Quick return if possible.
    58  	if n == 0 {
    59  		work[0] = 1
    60  		return
    61  	}
    62  
    63  	nb := impl.Ilaenv(1, "DORGQL", " ", m, n, k, -1)
    64  	if lwork == -1 {
    65  		work[0] = float64(n * nb)
    66  		return
    67  	}
    68  
    69  	switch {
    70  	case len(a) < (m-1)*lda+n:
    71  		panic(shortA)
    72  	case len(tau) < k:
    73  		panic(shortTau)
    74  	}
    75  
    76  	nbmin := 2
    77  	var nx, ldwork int
    78  	iws := n
    79  	if 1 < nb && nb < k {
    80  		// Determine when to cross over from blocked to unblocked code.
    81  		nx = max(0, impl.Ilaenv(3, "DORGQL", " ", m, n, k, -1))
    82  		if nx < k {
    83  			// Determine if workspace is large enough for blocked code.
    84  			iws = n * nb
    85  			if lwork < iws {
    86  				// Not enough workspace to use optimal nb: reduce nb and determine
    87  				// the minimum value of nb.
    88  				nb = lwork / n
    89  				nbmin = max(2, impl.Ilaenv(2, "DORGQL", " ", m, n, k, -1))
    90  			}
    91  			ldwork = nb
    92  		}
    93  	}
    94  
    95  	var kk int
    96  	if nbmin <= nb && nb < k && nx < k {
    97  		// Use blocked code after the first block. The last kk columns are handled
    98  		// by the block method.
    99  		kk = min(k, ((k-nx+nb-1)/nb)*nb)
   100  
   101  		// Set A(m-kk:m, 0:n-kk) to zero.
   102  		for i := m - kk; i < m; i++ {
   103  			for j := 0; j < n-kk; j++ {
   104  				a[i*lda+j] = 0
   105  			}
   106  		}
   107  	}
   108  
   109  	// Use unblocked code for the first or only block.
   110  	impl.Dorg2l(m-kk, n-kk, k-kk, a, lda, tau, work)
   111  	if kk > 0 {
   112  		// Use blocked code.
   113  		for i := k - kk; i < k; i += nb {
   114  			ib := min(nb, k-i)
   115  			if n-k+i > 0 {
   116  				// Form the triangular factor of the block reflector
   117  				// H = H_{i+ib-1} * ... * H_{i+1} * H_i.
   118  				impl.Dlarft(lapack.Backward, lapack.ColumnWise, m-k+i+ib, ib,
   119  					a[n-k+i:], lda, tau[i:], work, ldwork)
   120  
   121  				// Apply H to A[0:m-k+i+ib, 0:n-k+i] from the left.
   122  				impl.Dlarfb(blas.Left, blas.NoTrans, lapack.Backward, lapack.ColumnWise,
   123  					m-k+i+ib, n-k+i, ib, a[n-k+i:], lda, work, ldwork,
   124  					a, lda, work[ib*ldwork:], ldwork)
   125  			}
   126  
   127  			// Apply H to rows 0:m-k+i+ib of current block.
   128  			impl.Dorg2l(m-k+i+ib, ib, ib, a[n-k+i:], lda, tau[i:], work)
   129  
   130  			// Set rows m-k+i+ib:m of current block to zero.
   131  			for j := n - k + i; j < n-k+i+ib; j++ {
   132  				for l := m - k + i + ib; l < m; l++ {
   133  					a[l*lda+j] = 0
   134  				}
   135  			}
   136  		}
   137  	}
   138  	work[0] = float64(iws)
   139  }