SUBROUTINE DGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * -- LAPACK routine (version 3.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2006 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * Purpose * ======= * * DGEQRF computes a QR factorization of a real M-by-N matrix A: * A = Q * R. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) 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). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) 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. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * 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' * * 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). * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB, $ NBMIN, NX * .. * .. External Subroutines .. EXTERNAL DGEQR2, DLARFB, DLARFT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) LWKOPT = N*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQRF', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * K = MIN( M, N ) IF( K.EQ.0 ) THEN WORK( 1 ) = 1 RETURN END IF * NBMIN = 2 NX = 0 IWS = N IF( NB.GT.1 .AND. NB.LT.K ) THEN * * Determine when to cross over from blocked to unblocked code. * NX = MAX( 0, ILAENV( 3, 'DGEQRF', ' ', M, N, -1, -1 ) ) IF( NX.LT.K ) THEN * * Determine if workspace is large enough for blocked code. * LDWORK = N IWS = LDWORK*NB IF( LWORK.LT.IWS ) THEN * * Not enough workspace to use optimal NB: reduce NB and * determine the minimum value of NB. * NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGEQRF', ' ', M, N, -1, $ -1 ) ) END IF END IF END IF * IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN * * Use blocked code initially * DO 10 I = 1, K - NX, NB IB = MIN( K-I+1, NB ) * * Compute the QR factorization of the current block * A(i:m,i:i+ib-1) * CALL DGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) IF( I+IB.LE.N ) THEN * * Form the triangular factor of the block reflector * H = H(i) H(i+1) . . . H(i+ib-1) * CALL DLARFT( 'Forward', 'Columnwise', M-I+1, IB, $ A( I, I ), LDA, TAU( I ), WORK, LDWORK ) * * Apply H' to A(i:m,i+ib:n) from the left * CALL DLARFB( 'Left', 'Transpose', 'Forward', $ 'Columnwise', M-I+1, N-I-IB+1, IB, $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ), $ LDA, WORK( IB+1 ), LDWORK ) END IF 10 CONTINUE ELSE I = 1 END IF * * Use unblocked code to factor the last or only block. * IF( I.LE.K ) $ CALL DGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) * WORK( 1 ) = IWS RETURN * * End of DGEQRF * END