Annotation of rpl/lapack/lapack/dgeqrt.f, revision 1.4
1.1 bertrand 1: *> \brief \b DGEQRT
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DGEQRT + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqrt.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqrt.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqrt.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO )
22: *
23: * .. Scalar Arguments ..
24: * INTEGER INFO, LDA, LDT, M, N, NB
25: * ..
26: * .. Array Arguments ..
27: * DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
28: * ..
29: *
30: *
31: *> \par Purpose:
32: * =============
33: *>
34: *> \verbatim
35: *>
36: *> DGEQRT computes a blocked QR factorization of a real M-by-N matrix A
37: *> using the compact WY representation of Q.
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] NB
56: *> \verbatim
57: *> NB is INTEGER
58: *> The block size to be used in the blocked QR. MIN(M,N) >= NB >= 1.
59: *> \endverbatim
60: *>
61: *> \param[in,out] A
62: *> \verbatim
63: *> A is DOUBLE PRECISION array, dimension (LDA,N)
64: *> On entry, the M-by-N matrix A.
65: *> On exit, the elements on and above the diagonal of the array
66: *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is
67: *> upper triangular if M >= N); the elements below the diagonal
68: *> are the columns of V.
69: *> \endverbatim
70: *>
71: *> \param[in] LDA
72: *> \verbatim
73: *> LDA is INTEGER
74: *> The leading dimension of the array A. LDA >= max(1,M).
75: *> \endverbatim
76: *>
77: *> \param[out] T
78: *> \verbatim
79: *> T is DOUBLE PRECISION array, dimension (LDT,MIN(M,N))
80: *> The upper triangular block reflectors stored in compact form
81: *> as a sequence of upper triangular blocks. See below
82: *> for further details.
83: *> \endverbatim
84: *>
85: *> \param[in] LDT
86: *> \verbatim
87: *> LDT is INTEGER
88: *> The leading dimension of the array T. LDT >= NB.
89: *> \endverbatim
90: *>
91: *> \param[out] WORK
92: *> \verbatim
93: *> WORK is DOUBLE PRECISION array, dimension (NB*N)
94: *> \endverbatim
95: *>
96: *> \param[out] INFO
97: *> \verbatim
98: *> INFO is INTEGER
99: *> = 0: successful exit
100: *> < 0: if INFO = -i, the i-th argument had an illegal value
101: *> \endverbatim
102: *
103: * Authors:
104: * ========
105: *
106: *> \author Univ. of Tennessee
107: *> \author Univ. of California Berkeley
108: *> \author Univ. of Colorado Denver
109: *> \author NAG Ltd.
110: *
1.4 ! bertrand 111: *> \date November 2013
1.1 bertrand 112: *
113: *> \ingroup doubleGEcomputational
114: *
115: *> \par Further Details:
116: * =====================
117: *>
118: *> \verbatim
119: *>
120: *> The matrix V stores the elementary reflectors H(i) in the i-th column
121: *> below the diagonal. For example, if M=5 and N=3, the matrix V is
122: *>
123: *> V = ( 1 )
124: *> ( v1 1 )
125: *> ( v1 v2 1 )
126: *> ( v1 v2 v3 )
127: *> ( v1 v2 v3 )
128: *>
129: *> where the vi's represent the vectors which define H(i), which are returned
130: *> in the matrix A. The 1's along the diagonal of V are not stored in A.
131: *>
132: *> Let K=MIN(M,N). The number of blocks is B = ceiling(K/NB), where each
133: *> block is of order NB except for the last block, which is of order
134: *> IB = K - (B-1)*NB. For each of the B blocks, a upper triangular block
135: *> reflector factor is computed: T1, T2, ..., TB. The NB-by-NB (and IB-by-IB
136: *> for the last block) T's are stored in the NB-by-N matrix T as
137: *>
138: *> T = (T1 T2 ... TB).
139: *> \endverbatim
140: *>
141: * =====================================================================
142: SUBROUTINE DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO )
143: *
1.4 ! bertrand 144: * -- LAPACK computational routine (version 3.5.0) --
1.1 bertrand 145: * -- LAPACK is a software package provided by Univ. of Tennessee, --
146: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.4 ! bertrand 147: * November 2013
1.1 bertrand 148: *
149: * .. Scalar Arguments ..
150: INTEGER INFO, LDA, LDT, M, N, NB
151: * ..
152: * .. Array Arguments ..
153: DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
154: * ..
155: *
156: * =====================================================================
157: *
158: * ..
159: * .. Local Scalars ..
160: INTEGER I, IB, IINFO, K
161: LOGICAL USE_RECURSIVE_QR
162: PARAMETER( USE_RECURSIVE_QR=.TRUE. )
163: * ..
164: * .. External Subroutines ..
165: EXTERNAL DGEQRT2, DGEQRT3, DLARFB, XERBLA
166: * ..
167: * .. Executable Statements ..
168: *
169: * Test the input arguments
170: *
171: INFO = 0
172: IF( M.LT.0 ) THEN
173: INFO = -1
174: ELSE IF( N.LT.0 ) THEN
175: INFO = -2
1.4 ! bertrand 176: ELSE IF( NB.LT.1 .OR. ( NB.GT.MIN(M,N) .AND. MIN(M,N).GT.0 ) )THEN
1.1 bertrand 177: INFO = -3
178: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
179: INFO = -5
180: ELSE IF( LDT.LT.NB ) THEN
181: INFO = -7
182: END IF
183: IF( INFO.NE.0 ) THEN
184: CALL XERBLA( 'DGEQRT', -INFO )
185: RETURN
186: END IF
187: *
188: * Quick return if possible
189: *
190: K = MIN( M, N )
191: IF( K.EQ.0 ) RETURN
192: *
193: * Blocked loop of length K
194: *
195: DO I = 1, K, NB
196: IB = MIN( K-I+1, NB )
197: *
198: * Compute the QR factorization of the current block A(I:M,I:I+IB-1)
199: *
200: IF( USE_RECURSIVE_QR ) THEN
201: CALL DGEQRT3( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO )
202: ELSE
203: CALL DGEQRT2( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO )
204: END IF
205: IF( I+IB.LE.N ) THEN
206: *
207: * Update by applying H**T to A(I:M,I+IB:N) from the left
208: *
209: CALL DLARFB( 'L', 'T', 'F', 'C', M-I+1, N-I-IB+1, IB,
210: $ A( I, I ), LDA, T( 1, I ), LDT,
211: $ A( I, I+IB ), LDA, WORK , N-I-IB+1 )
212: END IF
213: END DO
214: RETURN
215: *
216: * End of DGEQRT
217: *
218: END
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