dgeqr2
C DGEQR2 SOURCE BP208322 18/07/10 21:15:01 9872 *> \brief \b DGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQR2 + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqr2.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqr2.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqr2.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * REAL*8 A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQR2 computes a QR factorization of a real m by n matrix A: *> A = Q * R. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. 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, the elements on and above the diagonal of the array *> contain the min(m,n) by n upper trapezoidal matrix R (R is *> upper triangular if m >= n); the elements below the diagonal, *> with the array TAU, 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] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -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 December 2016 * *> \ingroup doubleGEcomputational * *> \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 - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), *> and tau in TAU(i). *> \endverbatim *> * ===================================================================== * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * .. * * ===================================================================== * * .. Parameters .. REAL*8 ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, K REAL*8 AII * .. * .. External Subroutines .. * .. ** .. Intrinsic Functions .. * INTRINSIC MAX, MIN ** .. ** .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN RETURN END IF * K = MIN( M, N ) * DO 10 I = 1, K * * Generate elementary reflector H(i) to annihilate A(i+1:m,i) * $ TAU( I ) ) IF( I.LT.N ) THEN * * Apply H(i) to A(i:m,i+1:n) from the left * AII = A( I, I ) A( I, I ) = ONE A( I, I ) = AII END IF 10 CONTINUE RETURN * * End of DGEQR2 * END
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