subroutine dgeqrt	(	integer	M,
		integer	N,
		integer	NB,
		double precision, dimension( lda, * )	A,
		integer	LDA,
		double precision, dimension( ldt, * )	T,
		integer	LDT,
		double precision, dimension( * )	WORK,
		integer	INFO
	)

DGEQRT

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

Purpose:

 DGEQRT computes a blocked QR factorization of a real M-by-N matrix A
 using the compact WY representation of Q.  

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]	NB	NB is INTEGER The block size to be used in the blocked QR. MIN(M,N) >= NB >= 1.
[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 are the columns of V.
[in]	LDA	LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
[out]	T	T is DOUBLE PRECISION array, dimension (LDT,MIN(M,N)) The upper triangular block reflectors stored in compact form as a sequence of upper triangular blocks. See below for further details.
[in]	LDT	LDT is INTEGER The leading dimension of the array T. LDT >= NB.
[out]	WORK	WORK is DOUBLE PRECISION array, dimension (NB*N)
[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 2013

Further Details:

  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.

  Let K=MIN(M,N).  The number of blocks is B = ceiling(K/NB), where each
  block is of order NB except for the last block, which is of order 
  IB = K - (B-1)*NB.  For each of the B blocks, a upper triangular block
  reflector factor is computed: T1, T2, ..., TB.  The NB-by-NB (and IB-by-IB 
  for the last block) T's are stored in the NB-by-N matrix T as

               T = (T1 T2 ... TB).

Definition at line 143 of file dgeqrt.f.

*
*  -- LAPACK computational routine (version 3.5.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2013
*
*     .. Scalar Arguments ..
      INTEGER info, lda, ldt, m, n, nb
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION a( lda, * ), t( ldt, * ), work( * )
*     ..
*
* =====================================================================
*
*     ..
*     .. Local Scalars ..
      INTEGER    i, ib, iinfo, k
      LOGICAL    use_recursive_qr
      parameter( use_recursive_qr=.true. )
*     ..
*     .. External Subroutines ..
      EXTERNAL   dgeqrt2, dgeqrt3, dlarfb, xerbla
*     ..
*     .. 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( nb.LT.1 .OR. ( nb.GT.min(m,n) .AND. min(m,n).GT.0 ) )THEN
         info = -3
      ELSE IF( lda.LT.max( 1, m ) ) THEN
         info = -5
      ELSE IF( ldt.LT.nb ) THEN
         info = -7
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'DGEQRT', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      k = min( m, n )
      IF( k.EQ.0 ) RETURN
*
*     Blocked loop of length K
*
      DO i = 1, k,  nb
         ib = min( k-i+1, nb )
*     
*     Compute the QR factorization of the current block A(I:M,I:I+IB-1)
*
         IF( use_recursive_qr ) THEN
            CALL dgeqrt3( m-i+1, ib, a(i,i), lda, t(1,i), ldt, iinfo )
         ELSE
            CALL dgeqrt2( m-i+1, ib, a(i,i), lda, t(1,i), ldt, iinfo )
         END IF
         IF( i+ib.LE.n ) THEN
*
*     Update by applying H**T to A(I:M,I+IB:N) from the left
*
            CALL dlarfb( 'L', 'T', 'F', 'C', m-i+1, n-i-ib+1, ib,
     $                   a( i, i ), lda, t( 1, i ), ldt, 
     $                   a( i, i+ib ), lda, work , n-i-ib+1 )
         END IF
      END DO
      RETURN
*     
*     End of DGEQRT
*

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