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dgeqr2p.f 5.3 kB

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  1. *> \brief \b DGEQR2P computes the QR factorization of a general rectangular matrix with non-negative diagonal elements 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 DGEQR2P + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqr2p.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqr2p.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqr2p.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEQR2P( M, N, A, LDA, TAU, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGEQR2P computes a QR factorization of a real m by n matrix A:
  37. *> A = Q * R. The diagonal entries of R are nonnegative.
  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 DOUBLE PRECISION array, dimension (LDA,N)
  58. *> On entry, the m by n matrix A.
  59. *> On exit, the elements on and above the diagonal of the array
  60. *> contain the min(m,n) by n upper trapezoidal matrix R (R is
  61. *> upper triangular if m >= n). The diagonal entries of R are
  62. *> nonnegative; the elements below the diagonal,
  63. *> with the array TAU, represent the orthogonal matrix Q as a
  64. *> product of elementary reflectors (see Further Details).
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDA
  68. *> \verbatim
  69. *> LDA is INTEGER
  70. *> The leading dimension of the array A. LDA >= max(1,M).
  71. *> \endverbatim
  72. *>
  73. *> \param[out] TAU
  74. *> \verbatim
  75. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  76. *> The scalar factors of the elementary reflectors (see Further
  77. *> Details).
  78. *> \endverbatim
  79. *>
  80. *> \param[out] WORK
  81. *> \verbatim
  82. *> WORK is DOUBLE PRECISION array, dimension (N)
  83. *> \endverbatim
  84. *>
  85. *> \param[out] INFO
  86. *> \verbatim
  87. *> INFO is INTEGER
  88. *> = 0: successful exit
  89. *> < 0: if INFO = -i, the i-th argument had an illegal value
  90. *> \endverbatim
  91. *
  92. * Authors:
  93. * ========
  94. *
  95. *> \author Univ. of Tennessee
  96. *> \author Univ. of California Berkeley
  97. *> \author Univ. of Colorado Denver
  98. *> \author NAG Ltd.
  99. *
  100. *> \date December 2016
  101. *
  102. *> \ingroup doubleGEcomputational
  103. *
  104. *> \par Further Details:
  105. * =====================
  106. *>
  107. *> \verbatim
  108. *>
  109. *> The matrix Q is represented as a product of elementary reflectors
  110. *>
  111. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  112. *>
  113. *> Each H(i) has the form
  114. *>
  115. *> H(i) = I - tau * v * v**T
  116. *>
  117. *> where tau is a real scalar, and v is a real vector with
  118. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  119. *> and tau in TAU(i).
  120. *>
  121. *> See Lapack Working Note 203 for details
  122. *> \endverbatim
  123. *>
  124. * =====================================================================
  125. SUBROUTINE DGEQR2P( M, N, A, LDA, TAU, WORK, INFO )
  126. *
  127. * -- LAPACK computational routine (version 3.7.0) --
  128. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  129. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  130. * December 2016
  131. *
  132. * .. Scalar Arguments ..
  133. INTEGER INFO, LDA, M, N
  134. * ..
  135. * .. Array Arguments ..
  136. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  137. * ..
  138. *
  139. * =====================================================================
  140. *
  141. * .. Parameters ..
  142. DOUBLE PRECISION ONE
  143. PARAMETER ( ONE = 1.0D+0 )
  144. * ..
  145. * .. Local Scalars ..
  146. INTEGER I, K
  147. DOUBLE PRECISION AII
  148. * ..
  149. * .. External Subroutines ..
  150. EXTERNAL DLARF, DLARFGP, XERBLA
  151. * ..
  152. * .. Intrinsic Functions ..
  153. INTRINSIC MAX, MIN
  154. * ..
  155. * .. Executable Statements ..
  156. *
  157. * Test the input arguments
  158. *
  159. INFO = 0
  160. IF( M.LT.0 ) THEN
  161. INFO = -1
  162. ELSE IF( N.LT.0 ) THEN
  163. INFO = -2
  164. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  165. INFO = -4
  166. END IF
  167. IF( INFO.NE.0 ) THEN
  168. CALL XERBLA( 'DGEQR2P', -INFO )
  169. RETURN
  170. END IF
  171. *
  172. K = MIN( M, N )
  173. *
  174. DO 10 I = 1, K
  175. *
  176. * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  177. *
  178. CALL DLARFGP( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  179. $ TAU( I ) )
  180. IF( I.LT.N ) THEN
  181. *
  182. * Apply H(i) to A(i:m,i+1:n) from the left
  183. *
  184. AII = A( I, I )
  185. A( I, I ) = ONE
  186. CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ),
  187. $ A( I, I+1 ), LDA, WORK )
  188. A( I, I ) = AII
  189. END IF
  190. 10 CONTINUE
  191. RETURN
  192. *
  193. * End of DGEQR2P
  194. *
  195. END