LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
subroutine dgeqrf ( integer  M,
integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( * )  TAU,
double precision, dimension( * )  WORK,
integer  LWORK,
integer  INFO 
)

DGEQRF

Download DGEQRF + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DGEQRF computes a QR factorization of a real M-by-N matrix A:
 A = Q * R.
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrix A.  M >= 0.
[in]N
          N is INTEGER
          The number of columns of the matrix A.  N >= 0.
[in,out]A
          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 min(m,n) elementary reflectors (see Further
          Details).
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[out]TAU
          TAU is DOUBLE PRECISION array, dimension (min(M,N))
          The scalar factors of the elementary reflectors (see Further
          Details).
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.  LWORK >= max(1,N).
          For optimum performance LWORK >= N*NB, where NB is
          the optimal blocksize.

          If LWORK = -1, then a workspace query is assumed; the routine
          only calculates the optimal size of the WORK array, returns
          this value as the first entry of the WORK array, and no error
          message related to LWORK is issued by XERBLA.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
November 2011
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).

Definition at line 138 of file dgeqrf.f.

138 *
139 * -- LAPACK computational routine (version 3.4.0) --
140 * -- LAPACK is a software package provided by Univ. of Tennessee, --
141 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
142 * November 2011
143 *
144 * .. Scalar Arguments ..
145  INTEGER info, lda, lwork, m, n
146 * ..
147 * .. Array Arguments ..
148  DOUBLE PRECISION a( lda, * ), tau( * ), work( * )
149 * ..
150 *
151 * =====================================================================
152 *
153 * .. Local Scalars ..
154  LOGICAL lquery
155  INTEGER i, ib, iinfo, iws, k, ldwork, lwkopt, nb,
156  $ nbmin, nx
157 * ..
158 * .. External Subroutines ..
159  EXTERNAL dgeqr2, dlarfb, dlarft, xerbla
160 * ..
161 * .. Intrinsic Functions ..
162  INTRINSIC max, min
163 * ..
164 * .. External Functions ..
165  INTEGER ilaenv
166  EXTERNAL ilaenv
167 * ..
168 * .. Executable Statements ..
169 *
170 * Test the input arguments
171 *
172  info = 0
173  nb = ilaenv( 1, 'DGEQRF', ' ', m, n, -1, -1 )
174  lwkopt = n*nb
175  work( 1 ) = lwkopt
176  lquery = ( lwork.EQ.-1 )
177  IF( m.LT.0 ) THEN
178  info = -1
179  ELSE IF( n.LT.0 ) THEN
180  info = -2
181  ELSE IF( lda.LT.max( 1, m ) ) THEN
182  info = -4
183  ELSE IF( lwork.LT.max( 1, n ) .AND. .NOT.lquery ) THEN
184  info = -7
185  END IF
186  IF( info.NE.0 ) THEN
187  CALL xerbla( 'DGEQRF', -info )
188  RETURN
189  ELSE IF( lquery ) THEN
190  RETURN
191  END IF
192 *
193 * Quick return if possible
194 *
195  k = min( m, n )
196  IF( k.EQ.0 ) THEN
197  work( 1 ) = 1
198  RETURN
199  END IF
200 *
201  nbmin = 2
202  nx = 0
203  iws = n
204  IF( nb.GT.1 .AND. nb.LT.k ) THEN
205 *
206 * Determine when to cross over from blocked to unblocked code.
207 *
208  nx = max( 0, ilaenv( 3, 'DGEQRF', ' ', m, n, -1, -1 ) )
209  IF( nx.LT.k ) THEN
210 *
211 * Determine if workspace is large enough for blocked code.
212 *
213  ldwork = n
214  iws = ldwork*nb
215  IF( lwork.LT.iws ) THEN
216 *
217 * Not enough workspace to use optimal NB: reduce NB and
218 * determine the minimum value of NB.
219 *
220  nb = lwork / ldwork
221  nbmin = max( 2, ilaenv( 2, 'DGEQRF', ' ', m, n, -1,
222  $ -1 ) )
223  END IF
224  END IF
225  END IF
226 *
227  IF( nb.GE.nbmin .AND. nb.LT.k .AND. nx.LT.k ) THEN
228 *
229 * Use blocked code initially
230 *
231  DO 10 i = 1, k - nx, nb
232  ib = min( k-i+1, nb )
233 *
234 * Compute the QR factorization of the current block
235 * A(i:m,i:i+ib-1)
236 *
237  CALL dgeqr2( m-i+1, ib, a( i, i ), lda, tau( i ), work,
238  $ iinfo )
239  IF( i+ib.LE.n ) THEN
240 *
241 * Form the triangular factor of the block reflector
242 * H = H(i) H(i+1) . . . H(i+ib-1)
243 *
244  CALL dlarft( 'Forward', 'Columnwise', m-i+1, ib,
245  $ a( i, i ), lda, tau( i ), work, ldwork )
246 *
247 * Apply H**T to A(i:m,i+ib:n) from the left
248 *
249  CALL dlarfb( 'Left', 'Transpose', 'Forward',
250  $ 'Columnwise', m-i+1, n-i-ib+1, ib,
251  $ a( i, i ), lda, work, ldwork, a( i, i+ib ),
252  $ lda, work( ib+1 ), ldwork )
253  END IF
254  10 CONTINUE
255  ELSE
256  i = 1
257  END IF
258 *
259 * Use unblocked code to factor the last or only block.
260 *
261  IF( i.LE.k )
262  $ CALL dgeqr2( m-i+1, n-i+1, a( i, i ), lda, tau( i ), work,
263  $ iinfo )
264 *
265  work( 1 ) = iws
266  RETURN
267 *
268 * End of DGEQRF
269 *
subroutine dlarfb(SIDE, TRANS, DIRECT, STOREV, M, N, K, V, LDV, T, LDT, C, LDC, WORK, LDWORK)
DLARFB applies a block reflector or its transpose to a general rectangular matrix.
Definition: dlarfb.f:197
subroutine dgeqr2(M, N, A, LDA, TAU, WORK, INFO)
DGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm...
Definition: dgeqr2.f:123
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine dlarft(DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT)
DLARFT forms the triangular factor T of a block reflector H = I - vtvH
Definition: dlarft.f:165
integer function ilaenv(ISPEC, NAME, OPTS, N1, N2, N3, N4)
Definition: tstiee.f:83

Here is the call graph for this function:

Here is the caller graph for this function: