dgeqr2.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DGEQR2
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DGEQR2 + dependencies
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!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgeqr2.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgeqr2.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            INFO, LDA, M, N
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DGEQR2 computes a QR factorization of a real m by n matrix A:
!> A = Q * R.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] M
!> \verbatim
!>          M is INTEGER
!>          The number of rows of the matrix A.  M >= 0.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The number of columns of the matrix A.  N >= 0.
!> \endverbatim
!>
!> \param[in,out] A
!> \verbatim
!>          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,
!>          with the array TAU, represent the orthogonal matrix Q as a
!>          product of elementary reflectors (see Further Details).
!> \endverbatim
!>
!> \param[in] LDA
!> \verbatim
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,M).
!> \endverbatim
!>
!> \param[out] TAU
!> \verbatim
!>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
!>          The scalar factors of the elementary reflectors (see Further
!>          Details).
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (N)
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>          = 0: successful exit
!>          < 0: if INFO = -i, the i-th argument had an illegal value
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup doubleGEcomputational
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  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).
!> \endverbatim
!>
!  =====================================================================
      SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO )
!
!  -- LAPACK computational routine (version 3.4.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     November 2011
!
!     .. Scalar Arguments ..
      INTEGER            INFO, LDA, M, N
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ONE
      PARAMETER          ( ONE = 1.0D+0 )
!     ..
!     .. Local Scalars ..
      INTEGER            I, K
      DOUBLE PRECISION   AII
!     ..
!     .. External Subroutines ..
      EXTERNAL           DLARF, DLARFG, XERBLA
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
!     ..
!     .. Executable Statements ..
!
!     Test the input arguments
!
      INFO = 0
      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
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGEQR2', -INFO )
         RETURN
      END IF
!
      K = MIN( M, N )
!
      DO 10 I = 1, K
!
!        Generate elementary reflector H(i) to annihilate A(i+1:m,i)
!
         CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, &
     &                TAU( I ) )
         IF( I.LT.N ) THEN
!
!           Apply H(i) to A(i:m,i+1:n) from the left
!
            AII = A( I, I )
            A( I, I ) = ONE
            CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ), &
     &                  A( I, I+1 ), LDA, WORK )
            A( I, I ) = AII
         END IF
   10 CONTINUE
      RETURN
!
!     End of DGEQR2
!
      END