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dgeqr2.f 5.3 kB

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  1. *> \brief \b DGEQR2 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 DGEQR2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqr2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqr2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqr2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEQR2( 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. *> DGEQR2 computes a QR factorization of a real 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 DOUBLE PRECISION 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 orthogonal 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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. *> \ingroup doubleGEcomputational
  109. *
  110. *> \par Further Details:
  111. * =====================
  112. *>
  113. *> \verbatim
  114. *>
  115. *> The matrix Q is represented as a product of elementary reflectors
  116. *>
  117. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  118. *>
  119. *> Each H(i) has the form
  120. *>
  121. *> H(i) = I - tau * v * v**T
  122. *>
  123. *> where tau is a real scalar, and v is a real vector with
  124. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  125. *> and tau in TAU(i).
  126. *> \endverbatim
  127. *>
  128. * =====================================================================
  129. SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO )
  130. *
  131. * -- LAPACK computational routine --
  132. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  133. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  134. *
  135. * .. Scalar Arguments ..
  136. INTEGER INFO, LDA, M, N
  137. * ..
  138. * .. Array Arguments ..
  139. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  140. * ..
  141. *
  142. * =====================================================================
  143. *
  144. * .. Parameters ..
  145. DOUBLE PRECISION ONE
  146. PARAMETER ( ONE = 1.0D+0 )
  147. * ..
  148. * .. Local Scalars ..
  149. INTEGER I, K
  150. DOUBLE PRECISION AII
  151. * ..
  152. * .. External Subroutines ..
  153. EXTERNAL DLARF, DLARFG, XERBLA
  154. * ..
  155. * .. Intrinsic Functions ..
  156. INTRINSIC MAX, MIN
  157. * ..
  158. * .. Executable Statements ..
  159. *
  160. * Test the input arguments
  161. *
  162. INFO = 0
  163. IF( M.LT.0 ) THEN
  164. INFO = -1
  165. ELSE IF( N.LT.0 ) THEN
  166. INFO = -2
  167. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  168. INFO = -4
  169. END IF
  170. IF( INFO.NE.0 ) THEN
  171. CALL XERBLA( 'DGEQR2', -INFO )
  172. RETURN
  173. END IF
  174. *
  175. K = MIN( M, N )
  176. *
  177. DO 10 I = 1, K
  178. *
  179. * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  180. *
  181. CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  182. $ TAU( I ) )
  183. IF( I.LT.N ) THEN
  184. *
  185. * Apply H(i) to A(i:m,i+1:n) from the left
  186. *
  187. AII = A( I, I )
  188. A( I, I ) = ONE
  189. CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ),
  190. $ A( I, I+1 ), LDA, WORK )
  191. A( I, I ) = AII
  192. END IF
  193. 10 CONTINUE
  194. RETURN
  195. *
  196. * End of DGEQR2
  197. *
  198. END