LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ sgeqr2()

subroutine sgeqr2 ( integer m,
integer n,
real, dimension( lda, * ) a,
integer lda,
real, dimension( * ) tau,
real, dimension( * ) work,
integer info )

SGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm.

Download SGEQR2 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!> !> SGEQR2 computes a QR factorization of a real m-by-n matrix A: !> !> A = Q * ( R ), !> ( 0 ) !> !> where: !> !> Q is a m-by-m orthogonal matrix; !> R is an upper-triangular n-by-n matrix; !> 0 is a (m-n)-by-n zero matrix, if m > n. !> !>
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 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). !>
[in]LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !>
[out]TAU
!> TAU is REAL array, dimension (min(M,N)) !> The scalar factors of the elementary reflectors (see Further !> Details). !>
[out]WORK
!> WORK is REAL array, dimension (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.
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 127 of file sgeqr2.f.

128*
129* -- LAPACK computational routine --
130* -- LAPACK is a software package provided by Univ. of Tennessee, --
131* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
132*
133* .. Scalar Arguments ..
134 INTEGER INFO, LDA, M, N
135* ..
136* .. Array Arguments ..
137 REAL A( LDA, * ), TAU( * ), WORK( * )
138* ..
139*
140* =====================================================================
141*
142* .. Local Scalars ..
143 INTEGER I, K
144* ..
145* .. External Subroutines ..
146 EXTERNAL slarf1f, slarfg, xerbla
147* ..
148* .. Intrinsic Functions ..
149 INTRINSIC max, min
150* ..
151* .. Executable Statements ..
152*
153* Test the input arguments
154*
155 info = 0
156 IF( m.LT.0 ) THEN
157 info = -1
158 ELSE IF( n.LT.0 ) THEN
159 info = -2
160 ELSE IF( lda.LT.max( 1, m ) ) THEN
161 info = -4
162 END IF
163 IF( info.NE.0 ) THEN
164 CALL xerbla( 'SGEQR2', -info )
165 RETURN
166 END IF
167*
168 k = min( m, n )
169*
170 DO 10 i = 1, k
171*
172* Generate elementary reflector H(i) to annihilate A(i+1:m,i)
173*
174 CALL slarfg( m-i+1, a( i, i ), a( min( i+1, m ), i ), 1,
175 $ tau( i ) )
176 IF( i.LT.n ) THEN
177*
178* Apply H(i) to A(i:m,i+1:n) from the left
179*
180 CALL slarf1f( 'Left', m-i+1, n-i, a( i, i ), 1, tau( i ),
181 $ a( i, i+1 ), lda, work )
182 END IF
183 10 CONTINUE
184 RETURN
185*
186* End of SGEQR2
187*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine slarfg(n, alpha, x, incx, tau)
SLARFG generates an elementary reflector (Householder matrix).
Definition slarfg.f:104
subroutine slarf1f(side, m, n, v, incv, tau, c, ldc, work)
SLARF1F applies an elementary reflector to a general rectangular
Definition slarf1f.f:123
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