// Copyright ©2015 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 native import ( "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/lapack" ) // Dgeqrf computes the QR factorization of the m×n matrix A using a blocked // algorithm. See the documentation for Dgeqr2 for a description of the // parameters at entry and exit. // // work is temporary storage, and lwork specifies the usable memory length. // The length of work must be at least max(1, lwork) and lwork must be -1 // or at least n, otherwise this function will panic. // Dgeqrf is a blocked QR factorization, but the block size is limited // by the temporary space available. If lwork == -1, instead of performing Dgeqrf, // the optimal work length will be stored into work[0]. // // tau must have length at least min(m,n), and this function will panic otherwise. func (impl Implementation) Dgeqrf(m, n int, a []float64, lda int, tau, work []float64, lwork int) { if len(work) < max(1, lwork) { panic(shortWork) } // nb is the optimal blocksize, i.e. the number of columns transformed at a time. nb := impl.Ilaenv(1, "DGEQRF", " ", m, n, -1, -1) lworkopt := n * max(nb, 1) lworkopt = max(n, lworkopt) if lwork == -1 { work[0] = float64(lworkopt) return } checkMatrix(m, n, a, lda) if lwork < n { panic(badWork) } k := min(m, n) if len(tau) < k { panic(badTau) } if k == 0 { work[0] = float64(lworkopt) return } nbmin := 2 // Minimal block size. var nx int // Use unblocked (unless changed in the next for loop) iws := n ldwork := nb // Only consider blocked if the suggested block size is > 1 and the // number of rows or columns is sufficiently large. if 1 < nb && nb < k { // nx is the block size at which the code switches from blocked // to unblocked. nx = max(0, impl.Ilaenv(3, "DGEQRF", " ", m, n, -1, -1)) if k > nx { iws = ldwork * n if lwork < iws { // Not enough workspace to use the optimal block // size. Get the minimum block size instead. nb = lwork / n nbmin = max(2, impl.Ilaenv(2, "DGEQRF", " ", m, n, -1, -1)) } } } for i := range work { work[i] = 0 } // Compute QR using a blocked algorithm. var i int if nbmin <= nb && nb < k && nx < k { for i = 0; i < k-nx; i += nb { ib := min(k-i, nb) // Compute the QR factorization of the current block. impl.Dgeqr2(m-i, ib, a[i*lda+i:], lda, tau[i:], work) if i+ib < n { // Form the triangular factor of the block reflector and apply H^T // In Dlarft, work becomes the T matrix. impl.Dlarft(lapack.Forward, lapack.ColumnWise, m-i, ib, a[i*lda+i:], lda, tau[i:], work, ldwork) impl.Dlarfb(blas.Left, blas.Trans, lapack.Forward, lapack.ColumnWise, m-i, n-i-ib, ib, a[i*lda+i:], lda, work, ldwork, a[i*lda+i+ib:], lda, work[ib*ldwork:], ldwork) } } } // Call unblocked code on the remaining columns. if i < k { impl.Dgeqr2(m-i, n-i, a[i*lda+i:], lda, tau[i:], work) } work[0] = float64(lworkopt) }