LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ dggqrf()

subroutine dggqrf ( integer  N,
integer  M,
integer  P,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( * )  TAUA,
double precision, dimension( ldb, * )  B,
integer  LDB,
double precision, dimension( * )  TAUB,
double precision, dimension( * )  WORK,
integer  LWORK,
integer  INFO 
)

DGGQRF

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

Purpose:
 DGGQRF computes a generalized QR factorization of an N-by-M matrix A
 and an N-by-P matrix B:

             A = Q*R,        B = Q*T*Z,

 where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal
 matrix, and R and T assume one of the forms:

 if N >= M,  R = ( R11 ) M  ,   or if N < M,  R = ( R11  R12 ) N,
                 (  0  ) N-M                         N   M-N
                    M

 where R11 is upper triangular, and

 if N <= P,  T = ( 0  T12 ) N,   or if N > P,  T = ( T11 ) N-P,
                  P-N  N                           ( T21 ) P
                                                      P

 where T12 or T21 is upper triangular.

 In particular, if B is square and nonsingular, the GQR factorization
 of A and B implicitly gives the QR factorization of inv(B)*A:

              inv(B)*A = Z**T*(inv(T)*R)

 where inv(B) denotes the inverse of the matrix B, and Z**T denotes the
 transpose of the matrix Z.
Parameters
[in]N
          N is INTEGER
          The number of rows of the matrices A and B. N >= 0.
[in]M
          M is INTEGER
          The number of columns of the matrix A.  M >= 0.
[in]P
          P is INTEGER
          The number of columns of the matrix B.  P >= 0.
[in,out]A
          A is DOUBLE PRECISION array, dimension (LDA,M)
          On entry, the N-by-M matrix A.
          On exit, the elements on and above the diagonal of the array
          contain the min(N,M)-by-M upper trapezoidal matrix R (R is
          upper triangular if N >= M); the elements below the diagonal,
          with the array TAUA, represent the orthogonal matrix Q as a
          product of min(N,M) elementary reflectors (see Further
          Details).
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,N).
[out]TAUA
          TAUA is DOUBLE PRECISION array, dimension (min(N,M))
          The scalar factors of the elementary reflectors which
          represent the orthogonal matrix Q (see Further Details).
[in,out]B
          B is DOUBLE PRECISION array, dimension (LDB,P)
          On entry, the N-by-P matrix B.
          On exit, if N <= P, the upper triangle of the subarray
          B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
          if N > P, the elements on and above the (N-P)-th subdiagonal
          contain the N-by-P upper trapezoidal matrix T; the remaining
          elements, with the array TAUB, represent the orthogonal
          matrix Z as a product of elementary reflectors (see Further
          Details).
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,N).
[out]TAUB
          TAUB is DOUBLE PRECISION array, dimension (min(N,P))
          The scalar factors of the elementary reflectors which
          represent the orthogonal matrix Z (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,M,P).
          For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
          where NB1 is the optimal blocksize for the QR factorization
          of an N-by-M matrix, NB2 is the optimal blocksize for the
          RQ factorization of an N-by-P matrix, and NB3 is the optimal
          blocksize for a call of DORMQR.

          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.
Further Details:
  The matrix Q is represented as a product of elementary reflectors

     Q = H(1) H(2) . . . H(k), where k = min(n,m).

  Each H(i) has the form

     H(i) = I - taua * v * v**T

  where taua is a real scalar, and v is a real vector with
  v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
  and taua in TAUA(i).
  To form Q explicitly, use LAPACK subroutine DORGQR.
  To use Q to update another matrix, use LAPACK subroutine DORMQR.

  The matrix Z is represented as a product of elementary reflectors

     Z = H(1) H(2) . . . H(k), where k = min(n,p).

  Each H(i) has the form

     H(i) = I - taub * v * v**T

  where taub is a real scalar, and v is a real vector with
  v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
  B(n-k+i,1:p-k+i-1), and taub in TAUB(i).
  To form Z explicitly, use LAPACK subroutine DORGRQ.
  To use Z to update another matrix, use LAPACK subroutine DORMRQ.

Definition at line 213 of file dggqrf.f.

215*
216* -- LAPACK computational routine --
217* -- LAPACK is a software package provided by Univ. of Tennessee, --
218* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
219*
220* .. Scalar Arguments ..
221 INTEGER INFO, LDA, LDB, LWORK, M, N, P
222* ..
223* .. Array Arguments ..
224 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ),
225 $ WORK( * )
226* ..
227*
228* =====================================================================
229*
230* .. Local Scalars ..
231 LOGICAL LQUERY
232 INTEGER LOPT, LWKOPT, NB, NB1, NB2, NB3
233* ..
234* .. External Subroutines ..
235 EXTERNAL dgeqrf, dgerqf, dormqr, xerbla
236* ..
237* .. External Functions ..
238 INTEGER ILAENV
239 EXTERNAL ilaenv
240* ..
241* .. Intrinsic Functions ..
242 INTRINSIC int, max, min
243* ..
244* .. Executable Statements ..
245*
246* Test the input parameters
247*
248 info = 0
249 nb1 = ilaenv( 1, 'DGEQRF', ' ', n, m, -1, -1 )
250 nb2 = ilaenv( 1, 'DGERQF', ' ', n, p, -1, -1 )
251 nb3 = ilaenv( 1, 'DORMQR', ' ', n, m, p, -1 )
252 nb = max( nb1, nb2, nb3 )
253 lwkopt = max( n, m, p )*nb
254 work( 1 ) = lwkopt
255 lquery = ( lwork.EQ.-1 )
256 IF( n.LT.0 ) THEN
257 info = -1
258 ELSE IF( m.LT.0 ) THEN
259 info = -2
260 ELSE IF( p.LT.0 ) THEN
261 info = -3
262 ELSE IF( lda.LT.max( 1, n ) ) THEN
263 info = -5
264 ELSE IF( ldb.LT.max( 1, n ) ) THEN
265 info = -8
266 ELSE IF( lwork.LT.max( 1, n, m, p ) .AND. .NOT.lquery ) THEN
267 info = -11
268 END IF
269 IF( info.NE.0 ) THEN
270 CALL xerbla( 'DGGQRF', -info )
271 RETURN
272 ELSE IF( lquery ) THEN
273 RETURN
274 END IF
275*
276* QR factorization of N-by-M matrix A: A = Q*R
277*
278 CALL dgeqrf( n, m, a, lda, taua, work, lwork, info )
279 lopt = int( work( 1 ) )
280*
281* Update B := Q**T*B.
282*
283 CALL dormqr( 'Left', 'Transpose', n, p, min( n, m ), a, lda, taua,
284 $ b, ldb, work, lwork, info )
285 lopt = max( lopt, int( work( 1 ) ) )
286*
287* RQ factorization of N-by-P matrix B: B = T*Z.
288*
289 CALL dgerqf( n, p, b, ldb, taub, work, lwork, info )
290 work( 1 ) = max( lopt, int( work( 1 ) ) )
291*
292 RETURN
293*
294* End of DGGQRF
295*
integer function ilaenv(ISPEC, NAME, OPTS, N1, N2, N3, N4)
ILAENV
Definition: ilaenv.f:162
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine dgeqrf(M, N, A, LDA, TAU, WORK, LWORK, INFO)
DGEQRF
Definition: dgeqrf.f:146
subroutine dgerqf(M, N, A, LDA, TAU, WORK, LWORK, INFO)
DGERQF
Definition: dgerqf.f:139
subroutine dormqr(SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
DORMQR
Definition: dormqr.f:167
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