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cgeqr2.f 5.3 kB

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  1. *> \brief \b CGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEQR2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgeqr2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgeqr2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgeqr2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGEQR2( M, N, A, LDA, TAU, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CGEQR2 computes a QR factorization of a complex m-by-n matrix A:
  37. *>
  38. *> A = Q * ( R ),
  39. *> ( 0 )
  40. *>
  41. *> where:
  42. *>
  43. *> Q is a m-by-m orthogonal matrix;
  44. *> R is an upper-triangular n-by-n matrix;
  45. *> 0 is a (m-n)-by-n zero matrix, if m > n.
  46. *>
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] M
  53. *> \verbatim
  54. *> M is INTEGER
  55. *> The number of rows of the matrix A. M >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The number of columns of the matrix A. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in,out] A
  65. *> \verbatim
  66. *> A is COMPLEX array, dimension (LDA,N)
  67. *> On entry, the m by n matrix A.
  68. *> On exit, the elements on and above the diagonal of the array
  69. *> contain the min(m,n) by n upper trapezoidal matrix R (R is
  70. *> upper triangular if m >= n); the elements below the diagonal,
  71. *> with the array TAU, represent the unitary matrix Q as a
  72. *> product of elementary reflectors (see Further Details).
  73. *> \endverbatim
  74. *>
  75. *> \param[in] LDA
  76. *> \verbatim
  77. *> LDA is INTEGER
  78. *> The leading dimension of the array A. LDA >= max(1,M).
  79. *> \endverbatim
  80. *>
  81. *> \param[out] TAU
  82. *> \verbatim
  83. *> TAU is COMPLEX array, dimension (min(M,N))
  84. *> The scalar factors of the elementary reflectors (see Further
  85. *> Details).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] WORK
  89. *> \verbatim
  90. *> WORK is COMPLEX array, dimension (N)
  91. *> \endverbatim
  92. *>
  93. *> \param[out] INFO
  94. *> \verbatim
  95. *> INFO is INTEGER
  96. *> = 0: successful exit
  97. *> < 0: if INFO = -i, the i-th argument had an illegal value
  98. *> \endverbatim
  99. *
  100. * Authors:
  101. * ========
  102. *
  103. *> \author Univ. of Tennessee
  104. *> \author Univ. of California Berkeley
  105. *> \author Univ. of Colorado Denver
  106. *> \author NAG Ltd.
  107. *
  108. *> \date November 2019
  109. *
  110. *> \ingroup complexGEcomputational
  111. *
  112. *> \par Further Details:
  113. * =====================
  114. *>
  115. *> \verbatim
  116. *>
  117. *> The matrix Q is represented as a product of elementary reflectors
  118. *>
  119. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  120. *>
  121. *> Each H(i) has the form
  122. *>
  123. *> H(i) = I - tau * v * v**H
  124. *>
  125. *> where tau is a complex scalar, and v is a complex vector with
  126. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  127. *> and tau in TAU(i).
  128. *> \endverbatim
  129. *>
  130. * =====================================================================
  131. SUBROUTINE CGEQR2( M, N, A, LDA, TAU, WORK, INFO )
  132. *
  133. * -- LAPACK computational routine (version 3.9.0) --
  134. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  135. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  136. * November 2019
  137. *
  138. * .. Scalar Arguments ..
  139. INTEGER INFO, LDA, M, N
  140. * ..
  141. * .. Array Arguments ..
  142. COMPLEX A( LDA, * ), TAU( * ), WORK( * )
  143. * ..
  144. *
  145. * =====================================================================
  146. *
  147. * .. Parameters ..
  148. COMPLEX ONE
  149. PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ) )
  150. * ..
  151. * .. Local Scalars ..
  152. INTEGER I, K
  153. COMPLEX ALPHA
  154. * ..
  155. * .. External Subroutines ..
  156. EXTERNAL CLARF, CLARFG, XERBLA
  157. * ..
  158. * .. Intrinsic Functions ..
  159. INTRINSIC CONJG, MAX, MIN
  160. * ..
  161. * .. Executable Statements ..
  162. *
  163. * Test the input arguments
  164. *
  165. INFO = 0
  166. IF( M.LT.0 ) THEN
  167. INFO = -1
  168. ELSE IF( N.LT.0 ) THEN
  169. INFO = -2
  170. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  171. INFO = -4
  172. END IF
  173. IF( INFO.NE.0 ) THEN
  174. CALL XERBLA( 'CGEQR2', -INFO )
  175. RETURN
  176. END IF
  177. *
  178. K = MIN( M, N )
  179. *
  180. DO 10 I = 1, K
  181. *
  182. * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  183. *
  184. CALL CLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  185. $ TAU( I ) )
  186. IF( I.LT.N ) THEN
  187. *
  188. * Apply H(i)**H to A(i:m,i+1:n) from the left
  189. *
  190. ALPHA = A( I, I )
  191. A( I, I ) = ONE
  192. CALL CLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
  193. $ CONJG( TAU( I ) ), A( I, I+1 ), LDA, WORK )
  194. A( I, I ) = ALPHA
  195. END IF
  196. 10 CONTINUE
  197. RETURN
  198. *
  199. * End of CGEQR2
  200. *
  201. END