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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/sgeqr2.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/sgeqr2.f')
-rw-r--r-- | SRC/sgeqr2.f | 121 |
1 files changed, 121 insertions, 0 deletions
diff --git a/SRC/sgeqr2.f b/SRC/sgeqr2.f new file mode 100644 index 00000000..6c1ad935 --- /dev/null +++ b/SRC/sgeqr2.f @@ -0,0 +1,121 @@ + SUBROUTINE SGEQR2( M, N, A, LDA, TAU, WORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, M, N +* .. +* .. Array Arguments .. + REAL A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* SGEQR2 computes a QR factorization of a real m by n matrix A: +* A = Q * R. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix A. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix A. N >= 0. +* +* A (input/output) REAL 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). +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,M). +* +* TAU (output) REAL array, dimension (min(M,N)) +* The scalar factors of the elementary reflectors (see Further +* Details). +* +* WORK (workspace) REAL array, dimension (N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -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 - tau * v * v' +* +* 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). +* +* ===================================================================== +* +* .. Parameters .. + REAL ONE + PARAMETER ( ONE = 1.0E+0 ) +* .. +* .. Local Scalars .. + INTEGER I, K + REAL AII +* .. +* .. External Subroutines .. + EXTERNAL SLARF, SLARFP, XERBLA +* .. +* .. 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 + CALL XERBLA( 'SGEQR2', -INFO ) + RETURN + END IF +* + K = MIN( M, N ) +* + DO 10 I = 1, K +* +* Generate elementary reflector H(i) to annihilate A(i+1:m,i) +* + CALL SLARFP( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, + $ 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 + CALL SLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ), + $ A( I, I+1 ), LDA, WORK ) + A( I, I ) = AII + END IF + 10 CONTINUE + RETURN +* +* End of SGEQR2 +* + END |