LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ dgeqrt()

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.
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-K matrix T as
!>
!>               T = (T1 T2 ... TB).
!> 

Definition at line 138 of file dgeqrt.f.

139*
140* -- LAPACK computational routine --
141* -- LAPACK is a software package provided by Univ. of Tennessee, --
142* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
143*
144* .. Scalar Arguments ..
145 INTEGER INFO, LDA, LDT, M, N, NB
146* ..
147* .. Array Arguments ..
148 DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
149* ..
150*
151* =====================================================================
152*
153* ..
154* .. Local Scalars ..
155 INTEGER I, IB, IINFO, K
156 LOGICAL USE_RECURSIVE_QR
157 parameter( use_recursive_qr=.true. )
158* ..
159* .. External Subroutines ..
160 EXTERNAL dgeqrt2, dgeqrt3, dlarfb, xerbla
161* ..
162* .. Executable Statements ..
163*
164* Test the input arguments
165*
166 info = 0
167 IF( m.LT.0 ) THEN
168 info = -1
169 ELSE IF( n.LT.0 ) THEN
170 info = -2
171 ELSE IF( nb.LT.1 .OR. ( nb.GT.min(m,n) .AND. min(m,n).GT.0 ) )THEN
172 info = -3
173 ELSE IF( lda.LT.max( 1, m ) ) THEN
174 info = -5
175 ELSE IF( ldt.LT.nb ) THEN
176 info = -7
177 END IF
178 IF( info.NE.0 ) THEN
179 CALL xerbla( 'DGEQRT', -info )
180 RETURN
181 END IF
182*
183* Quick return if possible
184*
185 k = min( m, n )
186 IF( k.EQ.0 ) RETURN
187*
188* Blocked loop of length K
189*
190 DO i = 1, k, nb
191 ib = min( k-i+1, nb )
192*
193* Compute the QR factorization of the current block A(I:M,I:I+IB-1)
194*
195 IF( use_recursive_qr ) THEN
196 CALL dgeqrt3( m-i+1, ib, a(i,i), lda, t(1,i), ldt,
197 $ iinfo )
198 ELSE
199 CALL dgeqrt2( m-i+1, ib, a(i,i), lda, t(1,i), ldt,
200 $ iinfo )
201 END IF
202 IF( i+ib.LE.n ) THEN
203*
204* Update by applying H**T to A(I:M,I+IB:N) from the left
205*
206 CALL dlarfb( 'L', 'T', 'F', 'C', m-i+1, n-i-ib+1, ib,
207 $ a( i, i ), lda, t( 1, i ), ldt,
208 $ a( i, i+ib ), lda, work , n-i-ib+1 )
209 END IF
210 END DO
211 RETURN
212*
213* End of DGEQRT
214*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dgeqrt2(m, n, a, lda, t, ldt, info)
DGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY represen...
Definition dgeqrt2.f:125
recursive subroutine dgeqrt3(m, n, a, lda, t, ldt, info)
DGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact...
Definition dgeqrt3.f:130
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:195
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