216 lines
		
	
	
		
			5.9 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			216 lines
		
	
	
		
			5.9 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DGEQRT
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| *
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| *  =========== DOCUMENTATION ===========
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| *
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| * Online html documentation available at
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| *            http://www.netlib.org/lapack/explore-html/
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| *
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| *> \htmlonly
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| *> Download DGEQRT + dependencies
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgeqrt.f">
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| *> [TGZ]</a>
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqrt.f">
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| *> [ZIP]</a>
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqrt.f">
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| *> [TXT]</a>
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| *> \endhtmlonly
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| *
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| *  Definition:
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| *  ===========
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| *
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| *       SUBROUTINE DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO )
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| *
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| *       .. Scalar Arguments ..
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| *       INTEGER INFO, LDA, LDT, M, N, NB
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| *       ..
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| *       .. Array Arguments ..
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| *       DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
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| *       ..
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| *
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| *
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| *> \par Purpose:
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| *  =============
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| *>
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| *> \verbatim
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| *>
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| *> DGEQRT computes a blocked QR factorization of a real M-by-N matrix A
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| *> using the compact WY representation of Q.
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| *> \endverbatim
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| *
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| *  Arguments:
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| *  ==========
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| *
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| *> \param[in] M
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| *> \verbatim
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| *>          M is INTEGER
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| *>          The number of rows of the matrix A.  M >= 0.
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| *> \endverbatim
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| *>
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| *> \param[in] N
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| *> \verbatim
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| *>          N is INTEGER
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| *>          The number of columns of the matrix A.  N >= 0.
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| *> \endverbatim
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| *>
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| *> \param[in] NB
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| *> \verbatim
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| *>          NB is INTEGER
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| *>          The block size to be used in the blocked QR.  MIN(M,N) >= NB >= 1.
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| *> \endverbatim
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| *>
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| *> \param[in,out] A
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| *> \verbatim
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| *>          A is DOUBLE PRECISION array, dimension (LDA,N)
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| *>          On entry, the M-by-N matrix A.
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| *>          On exit, the elements on and above the diagonal of the array
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| *>          contain the min(M,N)-by-N upper trapezoidal matrix R (R is
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| *>          upper triangular if M >= N); the elements below the diagonal
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| *>          are the columns of V.
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| *> \endverbatim
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| *>
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| *> \param[in] LDA
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| *> \verbatim
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| *>          LDA is INTEGER
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| *>          The leading dimension of the array A.  LDA >= max(1,M).
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| *> \endverbatim
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| *>
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| *> \param[out] T
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| *> \verbatim
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| *>          T is DOUBLE PRECISION array, dimension (LDT,MIN(M,N))
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| *>          The upper triangular block reflectors stored in compact form
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| *>          as a sequence of upper triangular blocks.  See below
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| *>          for further details.
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| *> \endverbatim
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| *>
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| *> \param[in] LDT
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| *> \verbatim
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| *>          LDT is INTEGER
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| *>          The leading dimension of the array T.  LDT >= NB.
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| *> \endverbatim
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| *>
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| *> \param[out] WORK
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| *> \verbatim
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| *>          WORK is DOUBLE PRECISION array, dimension (NB*N)
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| *> \endverbatim
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| *>
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| *> \param[out] INFO
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| *> \verbatim
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| *>          INFO is INTEGER
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| *>          = 0:  successful exit
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| *>          < 0:  if INFO = -i, the i-th argument had an illegal value
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| *> \endverbatim
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| *
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| *  Authors:
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| *  ========
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| *
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| *> \author Univ. of Tennessee
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| *> \author Univ. of California Berkeley
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| *> \author Univ. of Colorado Denver
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| *> \author NAG Ltd.
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| *
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| *> \ingroup doubleGEcomputational
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| *
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| *> \par Further Details:
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| *  =====================
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| *>
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| *> \verbatim
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| *>
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| *>  The matrix V stores the elementary reflectors H(i) in the i-th column
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| *>  below the diagonal. For example, if M=5 and N=3, the matrix V is
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| *>
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| *>               V = (  1       )
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| *>                   ( v1  1    )
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| *>                   ( v1 v2  1 )
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| *>                   ( v1 v2 v3 )
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| *>                   ( v1 v2 v3 )
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| *>
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| *>  where the vi's represent the vectors which define H(i), which are returned
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| *>  in the matrix A.  The 1's along the diagonal of V are not stored in A.
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| *>
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| *>  Let K=MIN(M,N).  The number of blocks is B = ceiling(K/NB), where each
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| *>  block is of order NB except for the last block, which is of order
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| *>  IB = K - (B-1)*NB.  For each of the B blocks, a upper triangular block
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| *>  reflector factor is computed: T1, T2, ..., TB.  The NB-by-NB (and IB-by-IB
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| *>  for the last block) T's are stored in the NB-by-K matrix T as
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| *>
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| *>               T = (T1 T2 ... TB).
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| *> \endverbatim
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| *>
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| *  =====================================================================
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|       SUBROUTINE DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO )
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| *
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| *  -- LAPACK computational routine --
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| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
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| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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| *
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| *     .. Scalar Arguments ..
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|       INTEGER INFO, LDA, LDT, M, N, NB
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| *     ..
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| *     .. Array Arguments ..
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|       DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * )
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| *     ..
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| *
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| * =====================================================================
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| *
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| *     ..
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| *     .. Local Scalars ..
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|       INTEGER    I, IB, IINFO, K
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|       LOGICAL    USE_RECURSIVE_QR
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|       PARAMETER( USE_RECURSIVE_QR=.TRUE. )
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL   DGEQRT2, DGEQRT3, DLARFB, XERBLA
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| *     ..
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| *     .. Executable Statements ..
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| *
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| *     Test the input arguments
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| *
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|       INFO = 0
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|       IF( M.LT.0 ) THEN
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|          INFO = -1
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|       ELSE IF( N.LT.0 ) THEN
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|          INFO = -2
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|       ELSE IF( NB.LT.1 .OR. ( NB.GT.MIN(M,N) .AND. MIN(M,N).GT.0 ) )THEN
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|          INFO = -3
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|       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
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|          INFO = -5
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|       ELSE IF( LDT.LT.NB ) THEN
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|          INFO = -7
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|       END IF
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|       IF( INFO.NE.0 ) THEN
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|          CALL XERBLA( 'DGEQRT', -INFO )
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|          RETURN
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|       END IF
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| *
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| *     Quick return if possible
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| *
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|       K = MIN( M, N )
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|       IF( K.EQ.0 ) RETURN
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| *
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| *     Blocked loop of length K
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| *
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|       DO I = 1, K,  NB
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|          IB = MIN( K-I+1, NB )
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| *
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| *     Compute the QR factorization of the current block A(I:M,I:I+IB-1)
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| *
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|          IF( USE_RECURSIVE_QR ) THEN
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|             CALL DGEQRT3( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO )
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|          ELSE
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|             CALL DGEQRT2( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO )
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|          END IF
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|          IF( I+IB.LE.N ) THEN
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| *
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| *     Update by applying H**T to A(I:M,I+IB:N) from the left
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| *
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|             CALL DLARFB( 'L', 'T', 'F', 'C', M-I+1, N-I-IB+1, IB,
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|      $                   A( I, I ), LDA, T( 1, I ), LDT,
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|      $                   A( I, I+IB ), LDA, WORK , N-I-IB+1 )
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|          END IF
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|       END DO
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|       RETURN
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| *
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| *     End of DGEQRT
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| *
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|       END
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