LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
|
recursive subroutine sgeqrt3 | ( | integer | M, |
integer | N, | ||
real, dimension( lda, * ) | A, | ||
integer | LDA, | ||
real, dimension( ldt, * ) | T, | ||
integer | LDT, | ||
integer | INFO | ||
) |
SGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.
Download SGEQRT3 + dependencies [TGZ] [ZIP] [TXT]
SGEQRT3 recursively computes a QR factorization of a real M-by-N matrix A, using the compact WY representation of Q. Based on the algorithm of Elmroth and Gustavson, IBM J. Res. Develop. Vol 44 No. 4 July 2000.
[in] | M | M is INTEGER The number of rows of the matrix A. M >= N. |
[in] | N | N is INTEGER The number of columns of the matrix A. N >= 0. |
[in,out] | A | A is REAL array, dimension (LDA,N) On entry, the real M-by-N matrix A. On exit, the elements on and above the diagonal contain the N-by-N upper triangular matrix R; the elements below the diagonal are the columns of V. See below for further details. |
[in] | LDA | LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). |
[out] | T | T is REAL array, dimension (LDT,N) The N-by-N upper triangular factor of the block reflector. The elements on and above the diagonal contain the block reflector T; the elements below the diagonal are not used. See below for further details. |
[in] | LDT | LDT is INTEGER The leading dimension of the array T. LDT >= max(1,N). |
[out] | INFO | INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value |
The matrix V stores the elementary reflectors H(i) in the i-th column below the diagonal. For example, if M=5 and N=3, the matrix V is V = ( 1 ) ( v1 1 ) ( v1 v2 1 ) ( v1 v2 v3 ) ( v1 v2 v3 ) where the vi's represent the vectors which define H(i), which are returned in the matrix A. The 1's along the diagonal of V are not stored in A. The block reflector H is then given by H = I - V * T * V**T where V**T is the transpose of V. For details of the algorithm, see Elmroth and Gustavson (cited above).
Definition at line 134 of file sgeqrt3.f.