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zgeqr2p.f 5.5 kB

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  1. *> \brief \b ZGEQR2P 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 ZGEQR2P + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeqr2p.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeqr2p.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeqr2p.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEQR2P( M, N, A, LDA, TAU, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> ZGEQR2P computes a QR factorization of a complex 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 with nonnegative diagonal
  45. *> entries;
  46. *> 0 is a (m-n)-by-n zero matrix, if m > n.
  47. *>
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] M
  54. *> \verbatim
  55. *> M is INTEGER
  56. *> The number of rows of the matrix A. M >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The number of columns of the matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in,out] A
  66. *> \verbatim
  67. *> A is COMPLEX*16 array, dimension (LDA,N)
  68. *> On entry, the m by n matrix A.
  69. *> On exit, the elements on and above the diagonal of the array
  70. *> contain the min(m,n) by n upper trapezoidal matrix R (R is
  71. *> upper triangular if m >= n). The diagonal entries of R
  72. *> are real and nonnegative; the elements below the diagonal,
  73. *> with the array TAU, represent the unitary matrix Q as a
  74. *> product of elementary reflectors (see Further Details).
  75. *> \endverbatim
  76. *>
  77. *> \param[in] LDA
  78. *> \verbatim
  79. *> LDA is INTEGER
  80. *> The leading dimension of the array A. LDA >= max(1,M).
  81. *> \endverbatim
  82. *>
  83. *> \param[out] TAU
  84. *> \verbatim
  85. *> TAU is COMPLEX*16 array, dimension (min(M,N))
  86. *> The scalar factors of the elementary reflectors (see Further
  87. *> Details).
  88. *> \endverbatim
  89. *>
  90. *> \param[out] WORK
  91. *> \verbatim
  92. *> WORK is COMPLEX*16 array, dimension (N)
  93. *> \endverbatim
  94. *>
  95. *> \param[out] INFO
  96. *> \verbatim
  97. *> INFO is INTEGER
  98. *> = 0: successful exit
  99. *> < 0: if INFO = -i, the i-th argument had an illegal value
  100. *> \endverbatim
  101. *
  102. * Authors:
  103. * ========
  104. *
  105. *> \author Univ. of Tennessee
  106. *> \author Univ. of California Berkeley
  107. *> \author Univ. of Colorado Denver
  108. *> \author NAG Ltd.
  109. *
  110. *> \ingroup complex16GEcomputational
  111. *
  112. *> \par Further Details:
  113. * =====================
  114. *>
  115. *> \verbatim
  116. *>
  117. *> The matrix Q is represented as a product of elementary reflectors
  118. *>
  119. *> Q = H(1) H(2) . . . H(k), where k = min(m,n).
  120. *>
  121. *> Each H(i) has the form
  122. *>
  123. *> H(i) = I - tau * v * v**H
  124. *>
  125. *> where tau is a complex scalar, and v is a complex vector with
  126. *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  127. *> and tau in TAU(i).
  128. *>
  129. *> See Lapack Working Note 203 for details
  130. *> \endverbatim
  131. *>
  132. * =====================================================================
  133. SUBROUTINE ZGEQR2P( M, N, A, LDA, TAU, WORK, INFO )
  134. *
  135. * -- LAPACK computational routine --
  136. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  137. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  138. *
  139. * .. Scalar Arguments ..
  140. INTEGER INFO, LDA, M, N
  141. * ..
  142. * .. Array Arguments ..
  143. COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
  144. * ..
  145. *
  146. * =====================================================================
  147. *
  148. * .. Parameters ..
  149. COMPLEX*16 ONE
  150. PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
  151. * ..
  152. * .. Local Scalars ..
  153. INTEGER I, K
  154. COMPLEX*16 ALPHA
  155. * ..
  156. * .. External Subroutines ..
  157. EXTERNAL XERBLA, ZLARF, ZLARFGP
  158. * ..
  159. * .. Intrinsic Functions ..
  160. INTRINSIC DCONJG, MAX, MIN
  161. * ..
  162. * .. Executable Statements ..
  163. *
  164. * Test the input arguments
  165. *
  166. INFO = 0
  167. IF( M.LT.0 ) THEN
  168. INFO = -1
  169. ELSE IF( N.LT.0 ) THEN
  170. INFO = -2
  171. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  172. INFO = -4
  173. END IF
  174. IF( INFO.NE.0 ) THEN
  175. CALL XERBLA( 'ZGEQR2P', -INFO )
  176. RETURN
  177. END IF
  178. *
  179. K = MIN( M, N )
  180. *
  181. DO 10 I = 1, K
  182. *
  183. * Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  184. *
  185. CALL ZLARFGP( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  186. $ TAU( I ) )
  187. IF( I.LT.N ) THEN
  188. *
  189. * Apply H(i)**H to A(i:m,i+1:n) from the left
  190. *
  191. ALPHA = A( I, I )
  192. A( I, I ) = ONE
  193. CALL ZLARF( 'Left', M-I+1, N-I, A( I, I ), 1,
  194. $ DCONJG( TAU( I ) ), A( I, I+1 ), LDA, WORK )
  195. A( I, I ) = ALPHA
  196. END IF
  197. 10 CONTINUE
  198. RETURN
  199. *
  200. * End of ZGEQR2P
  201. *
  202. END