--- rpl/lapack/lapack/dggrqf.f 2011/07/22 07:38:05 1.8 +++ rpl/lapack/lapack/dggrqf.f 2011/11/21 20:42:52 1.9 @@ -1,10 +1,223 @@ +*> \brief \b DGGRQF +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGGRQF + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, +* LWORK, INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, LDB, LWORK, M, N, P +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ), +* $ WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DGGRQF computes a generalized RQ factorization of an M-by-N matrix A +*> and a P-by-N matrix B: +*> +*> A = R*Q, B = Z*T*Q, +*> +*> where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal +*> matrix, and R and T assume one of the forms: +*> +*> if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N, +*> N-M M ( R21 ) N +*> N +*> +*> where R12 or R21 is upper triangular, and +*> +*> if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P, +*> ( 0 ) P-N P N-P +*> N +*> +*> where T11 is upper triangular. +*> +*> In particular, if B is square and nonsingular, the GRQ factorization +*> of A and B implicitly gives the RQ factorization of A*inv(B): +*> +*> A*inv(B) = (R*inv(T))*Z**T +*> +*> where inv(B) denotes the inverse of the matrix B, and Z**T denotes the +*> transpose of the matrix Z. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] P +*> \verbatim +*> P is INTEGER +*> The number of rows of the matrix B. P >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the matrices A and B. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> On entry, the M-by-N matrix A. +*> On exit, if M <= N, the upper triangle of the subarray +*> A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R; +*> if M > N, the elements on and above the (M-N)-th subdiagonal +*> contain the M-by-N upper trapezoidal matrix R; the remaining +*> elements, with the array TAUA, represent the orthogonal +*> matrix Q as a product of elementary reflectors (see Further +*> Details). +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[out] TAUA +*> \verbatim +*> TAUA is DOUBLE PRECISION array, dimension (min(M,N)) +*> The scalar factors of the elementary reflectors which +*> represent the orthogonal matrix Q (see Further Details). +*> \endverbatim +*> +*> \param[in,out] B +*> \verbatim +*> B is DOUBLE PRECISION array, dimension (LDB,N) +*> On entry, the P-by-N matrix B. +*> On exit, the elements on and above the diagonal of the array +*> contain the min(P,N)-by-N upper trapezoidal matrix T (T is +*> upper triangular if P >= N); the elements below the diagonal, +*> with the array TAUB, represent the orthogonal matrix Z as a +*> product of elementary reflectors (see Further Details). +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the array B. LDB >= max(1,P). +*> \endverbatim +*> +*> \param[out] TAUB +*> \verbatim +*> TAUB is DOUBLE PRECISION array, dimension (min(P,N)) +*> The scalar factors of the elementary reflectors which +*> represent the orthogonal matrix Z (see Further Details). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,N,M,P). +*> For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), +*> where NB1 is the optimal blocksize for the RQ factorization +*> of an M-by-N matrix, NB2 is the optimal blocksize for the +*> QR factorization of a P-by-N matrix, and NB3 is the optimal +*> blocksize for a call of DORMRQ. +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal size of the WORK array, returns +*> this value as the first entry of the WORK array, and no error +*> message related to LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INF0= -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 doubleOTHERcomputational +* +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> The matrix Q is represented as a product of elementary reflectors +*> +*> Q = H(1) H(2) . . . H(k), where k = min(m,n). +*> +*> Each H(i) has the form +*> +*> H(i) = I - taua * v * v**T +*> +*> where taua is a real scalar, and v is a real vector with +*> v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in +*> A(m-k+i,1:n-k+i-1), and taua in TAUA(i). +*> To form Q explicitly, use LAPACK subroutine DORGRQ. +*> To use Q to update another matrix, use LAPACK subroutine DORMRQ. +*> +*> The matrix Z is represented as a product of elementary reflectors +*> +*> Z = H(1) H(2) . . . H(k), where k = min(p,n). +*> +*> Each H(i) has the form +*> +*> H(i) = I - taub * v * v**T +*> +*> where taub is a real scalar, and v is a real vector with +*> v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i), +*> and taub in TAUB(i). +*> To form Z explicitly, use LAPACK subroutine DORGQR. +*> To use Z to update another matrix, use LAPACK subroutine DORMQR. +*> \endverbatim +*> +* ===================================================================== SUBROUTINE DGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, $ LWORK, INFO ) * -* -- LAPACK routine (version 3.3.1) -- +* -- LAPACK computational 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..-- -* -- April 2011 -- +* November 2011 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, LWORK, M, N, P @@ -14,132 +227,6 @@ $ WORK( * ) * .. * -* Purpose -* ======= -* -* DGGRQF computes a generalized RQ factorization of an M-by-N matrix A -* and a P-by-N matrix B: -* -* A = R*Q, B = Z*T*Q, -* -* where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal -* matrix, and R and T assume one of the forms: -* -* if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N, -* N-M M ( R21 ) N -* N -* -* where R12 or R21 is upper triangular, and -* -* if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P, -* ( 0 ) P-N P N-P -* N -* -* where T11 is upper triangular. -* -* In particular, if B is square and nonsingular, the GRQ factorization -* of A and B implicitly gives the RQ factorization of A*inv(B): -* -* A*inv(B) = (R*inv(T))*Z**T -* -* where inv(B) denotes the inverse of the matrix B, and Z**T denotes the -* transpose of the matrix Z. -* -* Arguments -* ========= -* -* M (input) INTEGER -* The number of rows of the matrix A. M >= 0. -* -* P (input) INTEGER -* The number of rows of the matrix B. P >= 0. -* -* N (input) INTEGER -* The number of columns of the matrices A and B. N >= 0. -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) -* On entry, the M-by-N matrix A. -* On exit, if M <= N, the upper triangle of the subarray -* A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R; -* if M > N, the elements on and above the (M-N)-th subdiagonal -* contain the M-by-N upper trapezoidal matrix R; the remaining -* elements, with the array TAUA, represent the orthogonal -* matrix Q as a product of elementary reflectors (see Further -* Details). -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,M). -* -* TAUA (output) DOUBLE PRECISION array, dimension (min(M,N)) -* The scalar factors of the elementary reflectors which -* represent the orthogonal matrix Q (see Further Details). -* -* B (input/output) DOUBLE PRECISION array, dimension (LDB,N) -* On entry, the P-by-N matrix B. -* On exit, the elements on and above the diagonal of the array -* contain the min(P,N)-by-N upper trapezoidal matrix T (T is -* upper triangular if P >= N); the elements below the diagonal, -* with the array TAUB, represent the orthogonal matrix Z as a -* product of elementary reflectors (see Further Details). -* -* LDB (input) INTEGER -* The leading dimension of the array B. LDB >= max(1,P). -* -* TAUB (output) DOUBLE PRECISION array, dimension (min(P,N)) -* The scalar factors of the elementary reflectors which -* represent the orthogonal matrix Z (see Further Details). -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. LWORK >= max(1,N,M,P). -* For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), -* where NB1 is the optimal blocksize for the RQ factorization -* of an M-by-N matrix, NB2 is the optimal blocksize for the -* QR factorization of a P-by-N matrix, and NB3 is the optimal -* blocksize for a call of DORMRQ. -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates the optimal size of the WORK array, returns -* this value as the first entry of the WORK array, and no error -* message related to LWORK is issued by XERBLA. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INF0= -i, the i-th argument had an illegal value. -* -* Further Details -* =============== -* -* The matrix Q is represented as a product of elementary reflectors -* -* Q = H(1) H(2) . . . H(k), where k = min(m,n). -* -* Each H(i) has the form -* -* H(i) = I - taua * v * v**T -* -* where taua is a real scalar, and v is a real vector with -* v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in -* A(m-k+i,1:n-k+i-1), and taua in TAUA(i). -* To form Q explicitly, use LAPACK subroutine DORGRQ. -* To use Q to update another matrix, use LAPACK subroutine DORMRQ. -* -* The matrix Z is represented as a product of elementary reflectors -* -* Z = H(1) H(2) . . . H(k), where k = min(p,n). -* -* Each H(i) has the form -* -* H(i) = I - taub * v * v**T -* -* where taub is a real scalar, and v is a real vector with -* v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i), -* and taub in TAUB(i). -* To form Z explicitly, use LAPACK subroutine DORGQR. -* To use Z to update another matrix, use LAPACK subroutine DORMQR. -* * ===================================================================== * * .. Local Scalars ..