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dgerq2.f 5.2 kB

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  1. *> \brief \b DGERQ2 computes the RQ 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 DGERQ2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgerq2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgerq2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgerq2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGERQ2( 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. *> DGERQ2 computes an RQ factorization of a real m by n matrix A:
  37. *> A = R * 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 DOUBLE PRECISION array, dimension (LDA,N)
  58. *> On entry, the m by n matrix A.
  59. *> On exit, if m <= n, the upper triangle of the subarray
  60. *> A(1:m,n-m+1:n) contains the m by m upper triangular matrix R;
  61. *> if m >= n, the elements on and above the (m-n)-th subdiagonal
  62. *> contain the m by n upper trapezoidal matrix R; the remaining
  63. *> elements, with the array TAU, represent the orthogonal matrix
  64. *> Q as a product of elementary reflectors (see Further
  65. *> Details).
  66. *> \endverbatim
  67. *>
  68. *> \param[in] LDA
  69. *> \verbatim
  70. *> LDA is INTEGER
  71. *> The leading dimension of the array A. LDA >= max(1,M).
  72. *> \endverbatim
  73. *>
  74. *> \param[out] TAU
  75. *> \verbatim
  76. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  77. *> The scalar factors of the elementary reflectors (see Further
  78. *> Details).
  79. *> \endverbatim
  80. *>
  81. *> \param[out] WORK
  82. *> \verbatim
  83. *> WORK is DOUBLE PRECISION array, dimension (M)
  84. *> \endverbatim
  85. *>
  86. *> \param[out] INFO
  87. *> \verbatim
  88. *> INFO is INTEGER
  89. *> = 0: successful exit
  90. *> < 0: if INFO = -i, the i-th argument had an illegal value
  91. *> \endverbatim
  92. *
  93. * Authors:
  94. * ========
  95. *
  96. *> \author Univ. of Tennessee
  97. *> \author Univ. of California Berkeley
  98. *> \author Univ. of Colorado Denver
  99. *> \author NAG Ltd.
  100. *
  101. *> \date December 2016
  102. *
  103. *> \ingroup doubleGEcomputational
  104. *
  105. *> \par Further Details:
  106. * =====================
  107. *>
  108. *> \verbatim
  109. *>
  110. *> The matrix Q is represented as a product of elementary reflectors
  111. *>
  112. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  113. *>
  114. *> Each H(i) has the form
  115. *>
  116. *> H(i) = I - tau * v * v**T
  117. *>
  118. *> where tau is a real scalar, and v is a real vector with
  119. *> v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
  120. *> A(m-k+i,1:n-k+i-1), and tau in TAU(i).
  121. *> \endverbatim
  122. *>
  123. * =====================================================================
  124. SUBROUTINE DGERQ2( M, N, A, LDA, TAU, WORK, INFO )
  125. *
  126. * -- LAPACK computational routine (version 3.7.0) --
  127. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  128. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  129. * December 2016
  130. *
  131. * .. Scalar Arguments ..
  132. INTEGER INFO, LDA, M, N
  133. * ..
  134. * .. Array Arguments ..
  135. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  136. * ..
  137. *
  138. * =====================================================================
  139. *
  140. * .. Parameters ..
  141. DOUBLE PRECISION ONE
  142. PARAMETER ( ONE = 1.0D+0 )
  143. * ..
  144. * .. Local Scalars ..
  145. INTEGER I, K
  146. DOUBLE PRECISION AII
  147. * ..
  148. * .. External Subroutines ..
  149. EXTERNAL DLARF, DLARFG, XERBLA
  150. * ..
  151. * .. Intrinsic Functions ..
  152. INTRINSIC MAX, MIN
  153. * ..
  154. * .. Executable Statements ..
  155. *
  156. * Test the input arguments
  157. *
  158. INFO = 0
  159. IF( M.LT.0 ) THEN
  160. INFO = -1
  161. ELSE IF( N.LT.0 ) THEN
  162. INFO = -2
  163. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  164. INFO = -4
  165. END IF
  166. IF( INFO.NE.0 ) THEN
  167. CALL XERBLA( 'DGERQ2', -INFO )
  168. RETURN
  169. END IF
  170. *
  171. K = MIN( M, N )
  172. *
  173. DO 10 I = K, 1, -1
  174. *
  175. * Generate elementary reflector H(i) to annihilate
  176. * A(m-k+i,1:n-k+i-1)
  177. *
  178. CALL DLARFG( N-K+I, A( M-K+I, N-K+I ), A( M-K+I, 1 ), LDA,
  179. $ TAU( I ) )
  180. *
  181. * Apply H(i) to A(1:m-k+i-1,1:n-k+i) from the right
  182. *
  183. AII = A( M-K+I, N-K+I )
  184. A( M-K+I, N-K+I ) = ONE
  185. CALL DLARF( 'Right', M-K+I-1, N-K+I, A( M-K+I, 1 ), LDA,
  186. $ TAU( I ), A, LDA, WORK )
  187. A( M-K+I, N-K+I ) = AII
  188. 10 CONTINUE
  189. RETURN
  190. *
  191. * End of DGERQ2
  192. *
  193. END