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dgelq2.f 5.3 kB

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  1. *> \brief \b DGELQ2 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 DGELQ2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelq2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelq2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelq2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGELQ2( 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. *> DGELQ2 computes an LQ factorization of a real m-by-n matrix A:
  37. *>
  38. *> A = ( L 0 ) * Q
  39. *>
  40. *> where:
  41. *>
  42. *> Q is a n-by-n orthogonal matrix;
  43. *> L is an lower-triangular m-by-m matrix;
  44. *> 0 is a m-by-(n-m) zero matrix, if m < n.
  45. *>
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] M
  52. *> \verbatim
  53. *> M is INTEGER
  54. *> The number of rows of the matrix A. M >= 0.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] N
  58. *> \verbatim
  59. *> N is INTEGER
  60. *> The number of columns of the matrix A. N >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in,out] A
  64. *> \verbatim
  65. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  66. *> On entry, the m by n matrix A.
  67. *> On exit, the elements on and below the diagonal of the array
  68. *> contain the m by min(m,n) lower trapezoidal matrix L (L is
  69. *> lower triangular if m <= n); the elements above the diagonal,
  70. *> with the array TAU, represent the orthogonal matrix Q as a
  71. *> product of elementary reflectors (see Further Details).
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,M).
  78. *> \endverbatim
  79. *>
  80. *> \param[out] TAU
  81. *> \verbatim
  82. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  83. *> The scalar factors of the elementary reflectors (see Further
  84. *> Details).
  85. *> \endverbatim
  86. *>
  87. *> \param[out] WORK
  88. *> \verbatim
  89. *> WORK is DOUBLE PRECISION array, dimension (M)
  90. *> \endverbatim
  91. *>
  92. *> \param[out] INFO
  93. *> \verbatim
  94. *> INFO is INTEGER
  95. *> = 0: successful exit
  96. *> < 0: if INFO = -i, the i-th argument had an illegal value
  97. *> \endverbatim
  98. *
  99. * Authors:
  100. * ========
  101. *
  102. *> \author Univ. of Tennessee
  103. *> \author Univ. of California Berkeley
  104. *> \author Univ. of Colorado Denver
  105. *> \author NAG Ltd.
  106. *
  107. *> \date November 2019
  108. *
  109. *> \ingroup doubleGEcomputational
  110. *
  111. *> \par Further Details:
  112. * =====================
  113. *>
  114. *> \verbatim
  115. *>
  116. *> The matrix Q is represented as a product of elementary reflectors
  117. *>
  118. *> Q = H(k) . . . H(2) H(1), where k = min(m,n).
  119. *>
  120. *> Each H(i) has the form
  121. *>
  122. *> H(i) = I - tau * v * v**T
  123. *>
  124. *> where tau is a real scalar, and v is a real vector with
  125. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),
  126. *> and tau in TAU(i).
  127. *> \endverbatim
  128. *>
  129. * =====================================================================
  130. SUBROUTINE DGELQ2( M, N, A, LDA, TAU, WORK, INFO )
  131. *
  132. * -- LAPACK computational routine (version 3.9.0) --
  133. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  134. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  135. * November 2019
  136. *
  137. * .. Scalar Arguments ..
  138. INTEGER INFO, LDA, M, N
  139. * ..
  140. * .. Array Arguments ..
  141. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  142. * ..
  143. *
  144. * =====================================================================
  145. *
  146. * .. Parameters ..
  147. DOUBLE PRECISION ONE
  148. PARAMETER ( ONE = 1.0D+0 )
  149. * ..
  150. * .. Local Scalars ..
  151. INTEGER I, K
  152. DOUBLE PRECISION AII
  153. * ..
  154. * .. External Subroutines ..
  155. EXTERNAL DLARF, DLARFG, XERBLA
  156. * ..
  157. * .. Intrinsic Functions ..
  158. INTRINSIC MAX, MIN
  159. * ..
  160. * .. Executable Statements ..
  161. *
  162. * Test the input arguments
  163. *
  164. INFO = 0
  165. IF( M.LT.0 ) THEN
  166. INFO = -1
  167. ELSE IF( N.LT.0 ) THEN
  168. INFO = -2
  169. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  170. INFO = -4
  171. END IF
  172. IF( INFO.NE.0 ) THEN
  173. CALL XERBLA( 'DGELQ2', -INFO )
  174. RETURN
  175. END IF
  176. *
  177. K = MIN( M, N )
  178. *
  179. DO 10 I = 1, K
  180. *
  181. * Generate elementary reflector H(i) to annihilate A(i,i+1:n)
  182. *
  183. CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA,
  184. $ TAU( I ) )
  185. IF( I.LT.M ) THEN
  186. *
  187. * Apply H(i) to A(i+1:m,i:n) from the right
  188. *
  189. AII = A( I, I )
  190. A( I, I ) = ONE
  191. CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, TAU( I ),
  192. $ A( I+1, I ), LDA, WORK )
  193. A( I, I ) = AII
  194. END IF
  195. 10 CONTINUE
  196. RETURN
  197. *
  198. * End of DGELQ2
  199. *
  200. END