LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
sgeqrt2.f
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1 *> \brief \b SGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE SGEQRT2( M, N, A, LDA, T, LDT, INFO )
22 *
23 * .. Scalar Arguments ..
24 * INTEGER INFO, LDA, LDT, M, N
25 * ..
26 * .. Array Arguments ..
27 * REAL A( LDA, * ), T( LDT, * )
28 * ..
29 *
30 *
31 *> \par Purpose:
32 * =============
33 *>
34 *> \verbatim
35 *>
36 *> SGEQRT2 computes a QR factorization of a real M-by-N matrix A,
37 *> using the compact WY representation of Q.
38 *> \endverbatim
39 *
40 * Arguments:
41 * ==========
42 *
43 *> \param[in] M
44 *> \verbatim
45 *> M is INTEGER
46 *> The number of rows of the matrix A. M >= N.
47 *> \endverbatim
48 *>
49 *> \param[in] N
50 *> \verbatim
51 *> N is INTEGER
52 *> The number of columns of the matrix A. N >= 0.
53 *> \endverbatim
54 *>
55 *> \param[in,out] A
56 *> \verbatim
57 *> A is REAL array, dimension (LDA,N)
58 *> On entry, the real M-by-N matrix A. On exit, the elements on and
59 *> above the diagonal contain the N-by-N upper triangular matrix R; the
60 *> elements below the diagonal are the columns of V. See below for
61 *> further details.
62 *> \endverbatim
63 *>
64 *> \param[in] LDA
65 *> \verbatim
66 *> LDA is INTEGER
67 *> The leading dimension of the array A. LDA >= max(1,M).
68 *> \endverbatim
69 *>
70 *> \param[out] T
71 *> \verbatim
72 *> T is REAL array, dimension (LDT,N)
73 *> The N-by-N upper triangular factor of the block reflector.
74 *> The elements on and above the diagonal contain the block
75 *> reflector T; the elements below the diagonal are not used.
76 *> See below for further details.
77 *> \endverbatim
78 *>
79 *> \param[in] LDT
80 *> \verbatim
81 *> LDT is INTEGER
82 *> The leading dimension of the array T. LDT >= max(1,N).
83 *> \endverbatim
84 *>
85 *> \param[out] INFO
86 *> \verbatim
87 *> INFO is INTEGER
88 *> = 0: successful exit
89 *> < 0: if INFO = -i, the i-th argument had an illegal value
90 *> \endverbatim
91 *
92 * Authors:
93 * ========
94 *
95 *> \author Univ. of Tennessee
96 *> \author Univ. of California Berkeley
97 *> \author Univ. of Colorado Denver
98 *> \author NAG Ltd.
99 *
100 *> \date September 2012
101 *
102 *> \ingroup realGEcomputational
103 *
104 *> \par Further Details:
105 * =====================
106 *>
107 *> \verbatim
108 *>
109 *> The matrix V stores the elementary reflectors H(i) in the i-th column
110 *> below the diagonal. For example, if M=5 and N=3, the matrix V is
111 *>
112 *> V = ( 1 )
113 *> ( v1 1 )
114 *> ( v1 v2 1 )
115 *> ( v1 v2 v3 )
116 *> ( v1 v2 v3 )
117 *>
118 *> where the vi's represent the vectors which define H(i), which are returned
119 *> in the matrix A. The 1's along the diagonal of V are not stored in A. The
120 *> block reflector H is then given by
121 *>
122 *> H = I - V * T * V**T
123 *>
124 *> where V**T is the transpose of V.
125 *> \endverbatim
126 *>
127 * =====================================================================
128  SUBROUTINE sgeqrt2( M, N, A, LDA, T, LDT, INFO )
129 *
130 * -- LAPACK computational routine (version 3.4.2) --
131 * -- LAPACK is a software package provided by Univ. of Tennessee, --
132 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
133 * September 2012
134 *
135 * .. Scalar Arguments ..
136  INTEGER INFO, LDA, LDT, M, N
137 * ..
138 * .. Array Arguments ..
139  REAL A( lda, * ), T( ldt, * )
140 * ..
141 *
142 * =====================================================================
143 *
144 * .. Parameters ..
145  REAL ONE, ZERO
146  parameter( one = 1.0, zero = 0.0 )
147 * ..
148 * .. Local Scalars ..
149  INTEGER I, K
150  REAL AII, ALPHA
151 * ..
152 * .. External Subroutines ..
153  EXTERNAL slarfg, sgemv, sger, strmv, xerbla
154 * ..
155 * .. Executable Statements ..
156 *
157 * Test the input arguments
158 *
159  info = 0
160  IF( m.LT.0 ) THEN
161  info = -1
162  ELSE IF( n.LT.0 ) THEN
163  info = -2
164  ELSE IF( lda.LT.max( 1, m ) ) THEN
165  info = -4
166  ELSE IF( ldt.LT.max( 1, n ) ) THEN
167  info = -6
168  END IF
169  IF( info.NE.0 ) THEN
170  CALL xerbla( 'SGEQRT2', -info )
171  RETURN
172  END IF
173 *
174  k = min( m, n )
175 *
176  DO i = 1, k
177 *
178 * Generate elem. refl. H(i) to annihilate A(i+1:m,i), tau(I) -> T(I,1)
179 *
180  CALL slarfg( m-i+1, a( i, i ), a( min( i+1, m ), i ), 1,
181  \$ t( i, 1 ) )
182  IF( i.LT.n ) THEN
183 *
184 * Apply H(i) to A(I:M,I+1:N) from the left
185 *
186  aii = a( i, i )
187  a( i, i ) = one
188 *
189 * W(1:N-I) := A(I:M,I+1:N)^H * A(I:M,I) [W = T(:,N)]
190 *
191  CALL sgemv( 'T',m-i+1, n-i, one, a( i, i+1 ), lda,
192  \$ a( i, i ), 1, zero, t( 1, n ), 1 )
193 *
194 * A(I:M,I+1:N) = A(I:m,I+1:N) + alpha*A(I:M,I)*W(1:N-1)^H
195 *
196  alpha = -(t( i, 1 ))
197  CALL sger( m-i+1, n-i, alpha, a( i, i ), 1,
198  \$ t( 1, n ), 1, a( i, i+1 ), lda )
199  a( i, i ) = aii
200  END IF
201  END DO
202 *
203  DO i = 2, n
204  aii = a( i, i )
205  a( i, i ) = one
206 *
207 * T(1:I-1,I) := alpha * A(I:M,1:I-1)**T * A(I:M,I)
208 *
209  alpha = -t( i, 1 )
210  CALL sgemv( 'T', m-i+1, i-1, alpha, a( i, 1 ), lda,
211  \$ a( i, i ), 1, zero, t( 1, i ), 1 )
212  a( i, i ) = aii
213 *
214 * T(1:I-1,I) := T(1:I-1,1:I-1) * T(1:I-1,I)
215 *
216  CALL strmv( 'U', 'N', 'N', i-1, t, ldt, t( 1, i ), 1 )
217 *
218 * T(I,I) = tau(I)
219 *
220  t( i, i ) = t( i, 1 )
221  t( i, 1) = zero
222  END DO
223
224 *
225 * End of SGEQRT2
226 *
227  END
subroutine sgeqrt2(M, N, A, LDA, T, LDT, INFO)
SGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY represen...
Definition: sgeqrt2.f:129
subroutine sger(M, N, ALPHA, X, INCX, Y, INCY, A, LDA)
SGER
Definition: sger.f:132
subroutine slarfg(N, ALPHA, X, INCX, TAU)
SLARFG generates an elementary reflector (Householder matrix).
Definition: slarfg.f:108
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine sgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
SGEMV
Definition: sgemv.f:158
subroutine strmv(UPLO, TRANS, DIAG, N, A, LDA, X, INCX)
STRMV
Definition: strmv.f:149