root / src / lapack / double / dgeqr2.f @ 2
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SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO ) |
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* |
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* -- LAPACK routine (version 3.2.2) -- |
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* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
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* June 2010 |
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* |
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* .. Scalar Arguments .. |
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INTEGER INFO, LDA, M, N |
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* .. |
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* .. Array Arguments .. |
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DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) |
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* .. |
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* |
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* Purpose |
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* ======= |
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* |
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* DGEQR2 computes a QR factorization of a real m by n matrix A: |
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* A = Q * R. |
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* |
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* Arguments |
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* ========= |
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* |
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* M (input) INTEGER |
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* The number of rows of the matrix A. M >= 0. |
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* |
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* N (input) INTEGER |
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* The number of columns of the matrix A. N >= 0. |
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* |
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* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) |
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* On entry, the m by n matrix A. |
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* On exit, the elements on and above the diagonal of the array |
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* contain the min(m,n) by n upper trapezoidal matrix R (R is |
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* upper triangular if m >= n); the elements below the diagonal, |
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* with the array TAU, represent the orthogonal matrix Q as a |
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* product of elementary reflectors (see Further Details). |
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* |
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* LDA (input) INTEGER |
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* The leading dimension of the array A. LDA >= max(1,M). |
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* |
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* TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) |
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* The scalar factors of the elementary reflectors (see Further |
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* Details). |
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* |
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* WORK (workspace) DOUBLE PRECISION array, dimension (N) |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit |
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* < 0: if INFO = -i, the i-th argument had an illegal value |
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* |
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* Further Details |
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* =============== |
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* |
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* The matrix Q is represented as a product of elementary reflectors |
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* |
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* Q = H(1) H(2) . . . H(k), where k = min(m,n). |
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* |
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* Each H(i) has the form |
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* |
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* H(i) = I - tau * v * v' |
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* |
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* where tau is a real scalar, and v is a real vector with |
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* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), |
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* and tau in TAU(i). |
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* |
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* ===================================================================== |
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* |
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* .. Parameters .. |
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DOUBLE PRECISION ONE |
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PARAMETER ( ONE = 1.0D+0 ) |
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* .. |
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* .. Local Scalars .. |
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INTEGER I, K |
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DOUBLE PRECISION AII |
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* .. |
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* .. External Subroutines .. |
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EXTERNAL DLARF, DLARFG, XERBLA |
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* .. |
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* .. Intrinsic Functions .. |
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INTRINSIC MAX, MIN |
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* .. |
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* .. Executable Statements .. |
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* |
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* Test the input arguments |
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* |
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INFO = 0 |
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IF( M.LT.0 ) THEN |
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INFO = -1 |
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ELSE IF( N.LT.0 ) THEN |
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INFO = -2 |
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ELSE IF( LDA.LT.MAX( 1, M ) ) THEN |
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INFO = -4 |
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END IF |
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IF( INFO.NE.0 ) THEN |
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CALL XERBLA( 'DGEQR2', -INFO ) |
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RETURN |
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END IF |
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* |
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K = MIN( M, N ) |
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* |
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DO 10 I = 1, K |
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* |
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* Generate elementary reflector H(i) to annihilate A(i+1:m,i) |
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* |
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CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, |
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$ TAU( I ) ) |
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IF( I.LT.N ) THEN |
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* |
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* Apply H(i) to A(i:m,i+1:n) from the left |
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* |
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AII = A( I, I ) |
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A( I, I ) = ONE |
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CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ), |
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$ A( I, I+1 ), LDA, WORK ) |
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A( I, I ) = AII |
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END IF |
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10 CONTINUE |
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RETURN |
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* |
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* End of DGEQR2 |
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* |
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END |