File:  [local] / rpl / lapack / lapack / dgeqr2.f
Revision 1.9: download - view: text, annotated - select for diffs - revision graph
Fri Jul 22 07:38:05 2011 UTC (12 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_3, rpl-4_1_2, rpl-4_1_1, HEAD
En route vers la 4.4.1.

    1:       SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.3.1) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *  -- April 2011                                                      --
    7: *
    8: *     .. Scalar Arguments ..
    9:       INTEGER            INFO, LDA, M, N
   10: *     ..
   11: *     .. Array Arguments ..
   12:       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
   13: *     ..
   14: *
   15: *  Purpose
   16: *  =======
   17: *
   18: *  DGEQR2 computes a QR factorization of a real m by n matrix A:
   19: *  A = Q * R.
   20: *
   21: *  Arguments
   22: *  =========
   23: *
   24: *  M       (input) INTEGER
   25: *          The number of rows of the matrix A.  M >= 0.
   26: *
   27: *  N       (input) INTEGER
   28: *          The number of columns of the matrix A.  N >= 0.
   29: *
   30: *  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
   31: *          On entry, the m by n matrix A.
   32: *          On exit, the elements on and above the diagonal of the array
   33: *          contain the min(m,n) by n upper trapezoidal matrix R (R is
   34: *          upper triangular if m >= n); the elements below the diagonal,
   35: *          with the array TAU, represent the orthogonal matrix Q as a
   36: *          product of elementary reflectors (see Further Details).
   37: *
   38: *  LDA     (input) INTEGER
   39: *          The leading dimension of the array A.  LDA >= max(1,M).
   40: *
   41: *  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N))
   42: *          The scalar factors of the elementary reflectors (see Further
   43: *          Details).
   44: *
   45: *  WORK    (workspace) DOUBLE PRECISION array, dimension (N)
   46: *
   47: *  INFO    (output) INTEGER
   48: *          = 0: successful exit
   49: *          < 0: if INFO = -i, the i-th argument had an illegal value
   50: *
   51: *  Further Details
   52: *  ===============
   53: *
   54: *  The matrix Q is represented as a product of elementary reflectors
   55: *
   56: *     Q = H(1) H(2) . . . H(k), where k = min(m,n).
   57: *
   58: *  Each H(i) has the form
   59: *
   60: *     H(i) = I - tau * v * v**T
   61: *
   62: *  where tau is a real scalar, and v is a real vector with
   63: *  v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
   64: *  and tau in TAU(i).
   65: *
   66: *  =====================================================================
   67: *
   68: *     .. Parameters ..
   69:       DOUBLE PRECISION   ONE
   70:       PARAMETER          ( ONE = 1.0D+0 )
   71: *     ..
   72: *     .. Local Scalars ..
   73:       INTEGER            I, K
   74:       DOUBLE PRECISION   AII
   75: *     ..
   76: *     .. External Subroutines ..
   77:       EXTERNAL           DLARF, DLARFG, XERBLA
   78: *     ..
   79: *     .. Intrinsic Functions ..
   80:       INTRINSIC          MAX, MIN
   81: *     ..
   82: *     .. Executable Statements ..
   83: *
   84: *     Test the input arguments
   85: *
   86:       INFO = 0
   87:       IF( M.LT.0 ) THEN
   88:          INFO = -1
   89:       ELSE IF( N.LT.0 ) THEN
   90:          INFO = -2
   91:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
   92:          INFO = -4
   93:       END IF
   94:       IF( INFO.NE.0 ) THEN
   95:          CALL XERBLA( 'DGEQR2', -INFO )
   96:          RETURN
   97:       END IF
   98: *
   99:       K = MIN( M, N )
  100: *
  101:       DO 10 I = 1, K
  102: *
  103: *        Generate elementary reflector H(i) to annihilate A(i+1:m,i)
  104: *
  105:          CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
  106:      $                TAU( I ) )
  107:          IF( I.LT.N ) THEN
  108: *
  109: *           Apply H(i) to A(i:m,i+1:n) from the left
  110: *
  111:             AII = A( I, I )
  112:             A( I, I ) = ONE
  113:             CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ),
  114:      $                  A( I, I+1 ), LDA, WORK )
  115:             A( I, I ) = AII
  116:          END IF
  117:    10 CONTINUE
  118:       RETURN
  119: *
  120: *     End of DGEQR2
  121: *
  122:       END

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