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dgelqt.f 5.9 kB

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  1. *> \brief \b DGELQT
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEQRT + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelqt.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelqt.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelqt.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGELQT( M, N, MB, A, LDA, T, LDT, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LDT, M, N, MB
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGELQT computes a blocked LQ factorization of a real M-by-N matrix A
  37. *> using the compact WY representation of Q.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrix A. M >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] MB
  56. *> \verbatim
  57. *> MB is INTEGER
  58. *> The block size to be used in the blocked QR. MIN(M,N) >= MB >= 1.
  59. *> \endverbatim
  60. *>
  61. *> \param[in,out] A
  62. *> \verbatim
  63. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  64. *> On entry, the M-by-N matrix A.
  65. *> On exit, the elements on and below the diagonal of the array
  66. *> contain the M-by-MIN(M,N) lower trapezoidal matrix L (L is
  67. *> lower triangular if M <= N); the elements above the diagonal
  68. *> are the rows of V.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] LDA
  72. *> \verbatim
  73. *> LDA is INTEGER
  74. *> The leading dimension of the array A. LDA >= max(1,M).
  75. *> \endverbatim
  76. *>
  77. *> \param[out] T
  78. *> \verbatim
  79. *> T is DOUBLE PRECISION array, dimension (LDT,MIN(M,N))
  80. *> The upper triangular block reflectors stored in compact form
  81. *> as a sequence of upper triangular blocks. See below
  82. *> for further details.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] LDT
  86. *> \verbatim
  87. *> LDT is INTEGER
  88. *> The leading dimension of the array T. LDT >= MB.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] WORK
  92. *> \verbatim
  93. *> WORK is DOUBLE PRECISION array, dimension (MB*N)
  94. *> \endverbatim
  95. *>
  96. *> \param[out] INFO
  97. *> \verbatim
  98. *> INFO is INTEGER
  99. *> = 0: successful exit
  100. *> < 0: if INFO = -i, the i-th argument had an illegal value
  101. *> \endverbatim
  102. *
  103. * Authors:
  104. * ========
  105. *
  106. *> \author Univ. of Tennessee
  107. *> \author Univ. of California Berkeley
  108. *> \author Univ. of Colorado Denver
  109. *> \author NAG Ltd.
  110. *
  111. *> \date November 2017
  112. *
  113. *> \ingroup doubleGEcomputational
  114. *
  115. *> \par Further Details:
  116. * =====================
  117. *>
  118. *> \verbatim
  119. *>
  120. *> The matrix V stores the elementary reflectors H(i) in the i-th row
  121. *> above the diagonal. For example, if M=5 and N=3, the matrix V is
  122. *>
  123. *> V = ( 1 v1 v1 v1 v1 )
  124. *> ( 1 v2 v2 v2 )
  125. *> ( 1 v3 v3 )
  126. *>
  127. *>
  128. *> where the vi's represent the vectors which define H(i), which are returned
  129. *> in the matrix A. The 1's along the diagonal of V are not stored in A.
  130. *> Let K=MIN(M,N). The number of blocks is B = ceiling(K/MB), where each
  131. *> block is of order MB except for the last block, which is of order
  132. *> IB = K - (B-1)*MB. For each of the B blocks, a upper triangular block
  133. *> reflector factor is computed: T1, T2, ..., TB. The MB-by-MB (and IB-by-IB
  134. *> for the last block) T's are stored in the MB-by-K matrix T as
  135. *>
  136. *> T = (T1 T2 ... TB).
  137. *> \endverbatim
  138. *>
  139. * =====================================================================
  140. SUBROUTINE DGELQT( M, N, MB, A, LDA, T, LDT, WORK, INFO )
  141. *
  142. * -- LAPACK computational routine (version 3.8.0) --
  143. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  144. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  145. * November 2017
  146. *
  147. * .. Scalar Arguments ..
  148. INTEGER INFO, LDA, LDT, M, N, MB
  149. * ..
  150. * .. Array Arguments ..
  151. DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
  152. * ..
  153. *
  154. * =====================================================================
  155. *
  156. * ..
  157. * .. Local Scalars ..
  158. INTEGER I, IB, IINFO, K
  159. * ..
  160. * .. External Subroutines ..
  161. EXTERNAL DGELQT3, DLARFB, XERBLA
  162. * ..
  163. * .. Executable Statements ..
  164. *
  165. * Test the input arguments
  166. *
  167. INFO = 0
  168. IF( M.LT.0 ) THEN
  169. INFO = -1
  170. ELSE IF( N.LT.0 ) THEN
  171. INFO = -2
  172. ELSE IF( MB.LT.1 .OR. ( MB.GT.MIN(M,N) .AND. MIN(M,N).GT.0 ) )THEN
  173. INFO = -3
  174. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  175. INFO = -5
  176. ELSE IF( LDT.LT.MB ) THEN
  177. INFO = -7
  178. END IF
  179. IF( INFO.NE.0 ) THEN
  180. CALL XERBLA( 'DGELQT', -INFO )
  181. RETURN
  182. END IF
  183. *
  184. * Quick return if possible
  185. *
  186. K = MIN( M, N )
  187. IF( K.EQ.0 ) RETURN
  188. *
  189. * Blocked loop of length K
  190. *
  191. DO I = 1, K, MB
  192. IB = MIN( K-I+1, MB )
  193. *
  194. * Compute the LQ factorization of the current block A(I:M,I:I+IB-1)
  195. *
  196. CALL DGELQT3( IB, N-I+1, A(I,I), LDA, T(1,I), LDT, IINFO )
  197. IF( I+IB.LE.M ) THEN
  198. *
  199. * Update by applying H**T to A(I:M,I+IB:N) from the right
  200. *
  201. CALL DLARFB( 'R', 'N', 'F', 'R', M-I-IB+1, N-I+1, IB,
  202. $ A( I, I ), LDA, T( 1, I ), LDT,
  203. $ A( I+IB, I ), LDA, WORK , M-I-IB+1 )
  204. END IF
  205. END DO
  206. RETURN
  207. *
  208. * End of DGELQT
  209. *
  210. END