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Sat Jun 17 10:53:48 2017 UTC (6 years, 10 months ago) by bertrand
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Mise à jour de lapack.

    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: *> A = Q * R.
   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, the elements on and above the diagonal of the array
   60: *>          contain the min(m,n) by n upper trapezoidal matrix R (R is
   61: *>          upper triangular if m >= n); the elements below the diagonal,
   62: *>          with the array TAU, represent the orthogonal matrix Q as a
   63: *>          product of elementary reflectors (see Further Details).
   64: *> \endverbatim
   65: *>
   66: *> \param[in] LDA
   67: *> \verbatim
   68: *>          LDA is INTEGER
   69: *>          The leading dimension of the array A.  LDA >= max(1,M).
   70: *> \endverbatim
   71: *>
   72: *> \param[out] TAU
   73: *> \verbatim
   74: *>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
   75: *>          The scalar factors of the elementary reflectors (see Further
   76: *>          Details).
   77: *> \endverbatim
   78: *>
   79: *> \param[out] WORK
   80: *> \verbatim
   81: *>          WORK is DOUBLE PRECISION array, dimension (N)
   82: *> \endverbatim
   83: *>
   84: *> \param[out] INFO
   85: *> \verbatim
   86: *>          INFO is INTEGER
   87: *>          = 0: successful exit
   88: *>          < 0: if INFO = -i, the i-th argument had an illegal value
   89: *> \endverbatim
   90: *
   91: *  Authors:
   92: *  ========
   93: *
   94: *> \author Univ. of Tennessee
   95: *> \author Univ. of California Berkeley
   96: *> \author Univ. of Colorado Denver
   97: *> \author NAG Ltd.
   98: *
   99: *> \date December 2016
  100: *
  101: *> \ingroup doubleGEcomputational
  102: *
  103: *> \par Further Details:
  104: *  =====================
  105: *>
  106: *> \verbatim
  107: *>
  108: *>  The matrix Q is represented as a product of elementary reflectors
  109: *>
  110: *>     Q = H(1) H(2) . . . H(k), where k = min(m,n).
  111: *>
  112: *>  Each H(i) has the form
  113: *>
  114: *>     H(i) = I - tau * v * v**T
  115: *>
  116: *>  where tau is a real scalar, and v is a real vector with
  117: *>  v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
  118: *>  and tau in TAU(i).
  119: *> \endverbatim
  120: *>
  121: *  =====================================================================
  122:       SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO )
  123: *
  124: *  -- LAPACK computational routine (version 3.7.0) --
  125: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  126: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  127: *     December 2016
  128: *
  129: *     .. Scalar Arguments ..
  130:       INTEGER            INFO, LDA, M, N
  131: *     ..
  132: *     .. Array Arguments ..
  133:       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
  134: *     ..
  135: *
  136: *  =====================================================================
  137: *
  138: *     .. Parameters ..
  139:       DOUBLE PRECISION   ONE
  140:       PARAMETER          ( ONE = 1.0D+0 )
  141: *     ..
  142: *     .. Local Scalars ..
  143:       INTEGER            I, K
  144:       DOUBLE PRECISION   AII
  145: *     ..
  146: *     .. External Subroutines ..
  147:       EXTERNAL           DLARF, DLARFG, XERBLA
  148: *     ..
  149: *     .. Intrinsic Functions ..
  150:       INTRINSIC          MAX, MIN
  151: *     ..
  152: *     .. Executable Statements ..
  153: *
  154: *     Test the input arguments
  155: *
  156:       INFO = 0
  157:       IF( M.LT.0 ) THEN
  158:          INFO = -1
  159:       ELSE IF( N.LT.0 ) THEN
  160:          INFO = -2
  161:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  162:          INFO = -4
  163:       END IF
  164:       IF( INFO.NE.0 ) THEN
  165:          CALL XERBLA( 'DGEQR2', -INFO )
  166:          RETURN
  167:       END IF
  168: *
  169:       K = MIN( M, N )
  170: *
  171:       DO 10 I = 1, K
  172: *
  173: *        Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  174: *
  175:          CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  176:      $                TAU( I ) )
  177:          IF( I.LT.N ) THEN
  178: *
  179: *           Apply H(i) to A(i:m,i+1:n) from the left
  180: *
  181:             AII = A( I, I )
  182:             A( I, I ) = ONE
  183:             CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ),
  184:      $                  A( I, I+1 ), LDA, WORK )
  185:             A( I, I ) = AII
  186:          END IF
  187:    10 CONTINUE
  188:       RETURN
  189: *
  190: *     End of DGEQR2
  191: *
  192:       END

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