File:  [local] / rpl / lapack / lapack / dgerq2.f
Revision 1.14: download - view: text, annotated - select for diffs - revision graph
Fri Dec 14 14:22:29 2012 UTC (11 years, 5 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_16, rpl-4_1_15, rpl-4_1_14, rpl-4_1_13, rpl-4_1_12, rpl-4_1_11, HEAD
Mise à jour de lapack.

    1: *> \brief \b DGERQ2 computes the RQ 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 DGERQ2 + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgerq2.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgerq2.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgerq2.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DGERQ2( 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: *> DGERQ2 computes an RQ factorization of a real m by n matrix A:
   37: *> A = R * 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,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, if m <= n, the upper triangle of the subarray
   60: *>          A(1:m,n-m+1:n) contains the m by m upper triangular matrix R;
   61: *>          if m >= n, the elements on and above the (m-n)-th subdiagonal
   62: *>          contain the m by n upper trapezoidal matrix R; the remaining
   63: *>          elements, with the array TAU, represent the orthogonal matrix
   64: *>          Q as a product of elementary reflectors (see Further
   65: *>          Details).
   66: *> \endverbatim
   67: *>
   68: *> \param[in] LDA
   69: *> \verbatim
   70: *>          LDA is INTEGER
   71: *>          The leading dimension of the array A.  LDA >= max(1,M).
   72: *> \endverbatim
   73: *>
   74: *> \param[out] TAU
   75: *> \verbatim
   76: *>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
   77: *>          The scalar factors of the elementary reflectors (see Further
   78: *>          Details).
   79: *> \endverbatim
   80: *>
   81: *> \param[out] WORK
   82: *> \verbatim
   83: *>          WORK is DOUBLE PRECISION array, dimension (M)
   84: *> \endverbatim
   85: *>
   86: *> \param[out] INFO
   87: *> \verbatim
   88: *>          INFO is INTEGER
   89: *>          = 0: successful exit
   90: *>          < 0: if INFO = -i, the i-th argument had an illegal value
   91: *> \endverbatim
   92: *
   93: *  Authors:
   94: *  ========
   95: *
   96: *> \author Univ. of Tennessee 
   97: *> \author Univ. of California Berkeley 
   98: *> \author Univ. of Colorado Denver 
   99: *> \author NAG Ltd. 
  100: *
  101: *> \date September 2012
  102: *
  103: *> \ingroup doubleGEcomputational
  104: *
  105: *> \par Further Details:
  106: *  =====================
  107: *>
  108: *> \verbatim
  109: *>
  110: *>  The matrix Q is represented as a product of elementary reflectors
  111: *>
  112: *>     Q = H(1) H(2) . . . H(k), where k = min(m,n).
  113: *>
  114: *>  Each H(i) has the form
  115: *>
  116: *>     H(i) = I - tau * v * v**T
  117: *>
  118: *>  where tau is a real scalar, and v is a real vector with
  119: *>  v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
  120: *>  A(m-k+i,1:n-k+i-1), and tau in TAU(i).
  121: *> \endverbatim
  122: *>
  123: *  =====================================================================
  124:       SUBROUTINE DGERQ2( M, N, A, LDA, TAU, WORK, INFO )
  125: *
  126: *  -- LAPACK computational routine (version 3.4.2) --
  127: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  128: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  129: *     September 2012
  130: *
  131: *     .. Scalar Arguments ..
  132:       INTEGER            INFO, LDA, M, N
  133: *     ..
  134: *     .. Array Arguments ..
  135:       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
  136: *     ..
  137: *
  138: *  =====================================================================
  139: *
  140: *     .. Parameters ..
  141:       DOUBLE PRECISION   ONE
  142:       PARAMETER          ( ONE = 1.0D+0 )
  143: *     ..
  144: *     .. Local Scalars ..
  145:       INTEGER            I, K
  146:       DOUBLE PRECISION   AII
  147: *     ..
  148: *     .. External Subroutines ..
  149:       EXTERNAL           DLARF, DLARFG, XERBLA
  150: *     ..
  151: *     .. Intrinsic Functions ..
  152:       INTRINSIC          MAX, MIN
  153: *     ..
  154: *     .. Executable Statements ..
  155: *
  156: *     Test the input arguments
  157: *
  158:       INFO = 0
  159:       IF( M.LT.0 ) THEN
  160:          INFO = -1
  161:       ELSE IF( N.LT.0 ) THEN
  162:          INFO = -2
  163:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  164:          INFO = -4
  165:       END IF
  166:       IF( INFO.NE.0 ) THEN
  167:          CALL XERBLA( 'DGERQ2', -INFO )
  168:          RETURN
  169:       END IF
  170: *
  171:       K = MIN( M, N )
  172: *
  173:       DO 10 I = K, 1, -1
  174: *
  175: *        Generate elementary reflector H(i) to annihilate
  176: *        A(m-k+i,1:n-k+i-1)
  177: *
  178:          CALL DLARFG( N-K+I, A( M-K+I, N-K+I ), A( M-K+I, 1 ), LDA,
  179:      $                TAU( I ) )
  180: *
  181: *        Apply H(i) to A(1:m-k+i-1,1:n-k+i) from the right
  182: *
  183:          AII = A( M-K+I, N-K+I )
  184:          A( M-K+I, N-K+I ) = ONE
  185:          CALL DLARF( 'Right', M-K+I-1, N-K+I, A( M-K+I, 1 ), LDA,
  186:      $               TAU( I ), A, LDA, WORK )
  187:          A( M-K+I, N-K+I ) = AII
  188:    10 CONTINUE
  189:       RETURN
  190: *
  191: *     End of DGERQ2
  192: *
  193:       END

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