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- *> \brief \b DGEQRS
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DGEQRS( M, N, NRHS, A, LDA, TAU, B, LDB, WORK, LWORK,
- * INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), TAU( * ),
- * $ WORK( LWORK )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> Solve the least squares problem
- *> min || A*X - B ||
- *> using the QR factorization
- *> A = Q*R
- *> computed by DGEQRF.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix A. M >= N >= 0.
- *> \endverbatim
- *>
- *> \param[in] NRHS
- *> \verbatim
- *> NRHS is INTEGER
- *> The number of columns of B. NRHS >= 0.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA,N)
- *> Details of the QR factorization of the original matrix A as
- *> returned by DGEQRF.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= M.
- *> \endverbatim
- *>
- *> \param[in] TAU
- *> \verbatim
- *> TAU is DOUBLE PRECISION array, dimension (N)
- *> Details of the orthogonal matrix Q.
- *> \endverbatim
- *>
- *> \param[in,out] B
- *> \verbatim
- *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
- *> On entry, the m-by-nrhs right hand side matrix B.
- *> On exit, the n-by-nrhs solution matrix X.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= M.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (LWORK)
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The length of the array WORK. LWORK must be at least NRHS,
- *> and should be at least NRHS*NB, where NB is the block size
- *> for this environment.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date November 2011
- *
- *> \ingroup double_lin
- *
- * =====================================================================
- SUBROUTINE DGEQRS( M, N, NRHS, A, LDA, TAU, B, LDB, WORK, LWORK,
- $ INFO )
- *
- * -- LAPACK test routine (version 3.4.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * November 2011
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), B( LDB, * ), TAU( * ),
- $ WORK( LWORK )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ONE
- PARAMETER ( ONE = 1.0D+0 )
- * ..
- * .. External Subroutines ..
- EXTERNAL DORMQR, DTRSM, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX
- * ..
- * .. Executable Statements ..
- *
- * Test the input arguments.
- *
- INFO = 0
- IF( M.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
- INFO = -2
- ELSE IF( NRHS.LT.0 ) THEN
- INFO = -3
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -5
- ELSE IF( LDB.LT.MAX( 1, M ) ) THEN
- INFO = -8
- ELSE IF( LWORK.LT.1 .OR. LWORK.LT.NRHS .AND. M.GT.0 .AND. N.GT.0 )
- $ THEN
- INFO = -10
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DGEQRS', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 .OR. NRHS.EQ.0 .OR. M.EQ.0 )
- $ RETURN
- *
- * B := Q' * B
- *
- CALL DORMQR( 'Left', 'Transpose', M, NRHS, N, A, LDA, TAU, B, LDB,
- $ WORK, LWORK, INFO )
- *
- * Solve R*X = B(1:n,:)
- *
- CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N, NRHS,
- $ ONE, A, LDA, B, LDB )
- *
- RETURN
- *
- * End of DGEQRS
- *
- END
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