1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
|
SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO )
*
* -- LAPACK routine (version 3.3.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* -- April 2011 --
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DGEQR2 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) 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).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace) DOUBLE PRECISION 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**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).
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, K
DOUBLE PRECISION AII
* ..
* .. External Subroutines ..
EXTERNAL DLARF, DLARFG, 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( 'DGEQR2', -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 DLARFG( 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 DLARF( '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 DGEQR2
*
END
|