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sgelq2.f 5.1 kB

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  1. *> \brief \b SGELQ2 computes the LQ 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 SGELQ2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgelq2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgelq2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgelq2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGELQ2( M, N, A, LDA, TAU, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * REAL A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> SGELQ2 computes an LQ factorization of a real m by n matrix A:
  37. *> A = L * 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,out] A
  56. *> \verbatim
  57. *> A is REAL array, dimension (LDA,N)
  58. *> On entry, the m by n matrix A.
  59. *> On exit, the elements on and below the diagonal of the array
  60. *> contain the m by min(m,n) lower trapezoidal matrix L (L is
  61. *> lower triangular if m <= n); the elements above the diagonal,
  62. *> with the array TAU, represent the orthogonal matrix Q as a
  63. *> product of elementary reflectors (see Further Details).
  64. *> \endverbatim
  65. *>
  66. *> \param[in] LDA
  67. *> \verbatim
  68. *> LDA is INTEGER
  69. *> The leading dimension of the array A. LDA >= max(1,M).
  70. *> \endverbatim
  71. *>
  72. *> \param[out] TAU
  73. *> \verbatim
  74. *> TAU is REAL array, dimension (min(M,N))
  75. *> The scalar factors of the elementary reflectors (see Further
  76. *> Details).
  77. *> \endverbatim
  78. *>
  79. *> \param[out] WORK
  80. *> \verbatim
  81. *> WORK is REAL array, dimension (M)
  82. *> \endverbatim
  83. *>
  84. *> \param[out] INFO
  85. *> \verbatim
  86. *> INFO is INTEGER
  87. *> = 0: successful exit
  88. *> < 0: if INFO = -i, the i-th argument had an illegal value
  89. *> \endverbatim
  90. *
  91. * Authors:
  92. * ========
  93. *
  94. *> \author Univ. of Tennessee
  95. *> \author Univ. of California Berkeley
  96. *> \author Univ. of Colorado Denver
  97. *> \author NAG Ltd.
  98. *
  99. *> \date September 2012
  100. *
  101. *> \ingroup realGEcomputational
  102. *
  103. *> \par Further Details:
  104. * =====================
  105. *>
  106. *> \verbatim
  107. *>
  108. *> The matrix Q is represented as a product of elementary reflectors
  109. *>
  110. *> Q = H(k) . . . H(2) H(1), where k = min(m,n).
  111. *>
  112. *> Each H(i) has the form
  113. *>
  114. *> H(i) = I - tau * v * v**T
  115. *>
  116. *> where tau is a real scalar, and v is a real vector with
  117. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),
  118. *> and tau in TAU(i).
  119. *> \endverbatim
  120. *>
  121. * =====================================================================
  122. SUBROUTINE SGELQ2( M, N, A, LDA, TAU, WORK, INFO )
  123. *
  124. * -- LAPACK computational routine (version 3.4.2) --
  125. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  126. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  127. * September 2012
  128. *
  129. * .. Scalar Arguments ..
  130. INTEGER INFO, LDA, M, N
  131. * ..
  132. * .. Array Arguments ..
  133. REAL A( LDA, * ), TAU( * ), WORK( * )
  134. * ..
  135. *
  136. * =====================================================================
  137. *
  138. * .. Parameters ..
  139. REAL ONE
  140. PARAMETER ( ONE = 1.0E+0 )
  141. * ..
  142. * .. Local Scalars ..
  143. INTEGER I, K
  144. REAL AII
  145. * ..
  146. * .. External Subroutines ..
  147. EXTERNAL SLARF, SLARFG, XERBLA
  148. * ..
  149. * .. Intrinsic Functions ..
  150. INTRINSIC MAX, MIN
  151. * ..
  152. * .. Executable Statements ..
  153. *
  154. * Test the input arguments
  155. *
  156. INFO = 0
  157. IF( M.LT.0 ) THEN
  158. INFO = -1
  159. ELSE IF( N.LT.0 ) THEN
  160. INFO = -2
  161. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  162. INFO = -4
  163. END IF
  164. IF( INFO.NE.0 ) THEN
  165. CALL XERBLA( 'SGELQ2', -INFO )
  166. RETURN
  167. END IF
  168. *
  169. K = MIN( M, N )
  170. *
  171. DO 10 I = 1, K
  172. *
  173. * Generate elementary reflector H(i) to annihilate A(i,i+1:n)
  174. *
  175. CALL SLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
  176. $ TAU( I ) )
  177. IF( I.LT.M ) THEN
  178. *
  179. * Apply H(i) to A(i+1:m,i:n) from the right
  180. *
  181. AII = A( I, I )
  182. A( I, I ) = ONE
  183. CALL SLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, TAU( I ),
  184. $ A( I+1, I ), LDA, WORK )
  185. A( I, I ) = AII
  186. END IF
  187. 10 CONTINUE
  188. RETURN
  189. *
  190. * End of SGELQ2
  191. *
  192. END