LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ sggrqf()

subroutine sggrqf ( integer  m,
integer  p,
integer  n,
real, dimension( lda, * )  a,
integer  lda,
real, dimension( * )  taua,
real, dimension( ldb, * )  b,
integer  ldb,
real, dimension( * )  taub,
real, dimension( * )  work,
integer  lwork,
integer  info 
)

SGGRQF

Download SGGRQF + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 SGGRQF computes a generalized RQ factorization of an M-by-N matrix A
 and a P-by-N matrix B:

             A = R*Q,        B = Z*T*Q,

 where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal
 matrix, and R and T assume one of the forms:

 if M <= N,  R = ( 0  R12 ) M,   or if M > N,  R = ( R11 ) M-N,
                  N-M  M                           ( R21 ) N
                                                      N

 where R12 or R21 is upper triangular, and

 if P >= N,  T = ( T11 ) N  ,   or if P < N,  T = ( T11  T12 ) P,
                 (  0  ) P-N                         P   N-P
                    N

 where T11 is upper triangular.

 In particular, if B is square and nonsingular, the GRQ factorization
 of A and B implicitly gives the RQ factorization of A*inv(B):

              A*inv(B) = (R*inv(T))*Z**T

 where inv(B) denotes the inverse of the matrix B, and Z**T denotes the
 transpose of the matrix Z.
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrix A.  M >= 0.
[in]P
          P is INTEGER
          The number of rows of the matrix B.  P >= 0.
[in]N
          N is INTEGER
          The number of columns of the matrices A and B. N >= 0.
[in,out]A
          A is REAL array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, if M <= N, the upper triangle of the subarray
          A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R;
          if M > N, the elements on and above the (M-N)-th subdiagonal
          contain the M-by-N upper trapezoidal matrix R; the remaining
          elements, with the array TAUA, represent the orthogonal
          matrix Q as a product of elementary reflectors (see Further
          Details).
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,M).
[out]TAUA
          TAUA is REAL array, dimension (min(M,N))
          The scalar factors of the elementary reflectors which
          represent the orthogonal matrix Q (see Further Details).
[in,out]B
          B is REAL array, dimension (LDB,N)
          On entry, the P-by-N matrix B.
          On exit, the elements on and above the diagonal of the array
          contain the min(P,N)-by-N upper trapezoidal matrix T (T is
          upper triangular if P >= N); the elements below the diagonal,
          with the array TAUB, represent the orthogonal matrix Z as a
          product of elementary reflectors (see Further Details).
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,P).
[out]TAUB
          TAUB is REAL array, dimension (min(P,N))
          The scalar factors of the elementary reflectors which
          represent the orthogonal matrix Z (see Further Details).
[out]WORK
          WORK is REAL array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK. LWORK >= max(1,N,M,P).
          For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
          where NB1 is the optimal blocksize for the RQ factorization
          of an M-by-N matrix, NB2 is the optimal blocksize for the
          QR factorization of a P-by-N matrix, and NB3 is the optimal
          blocksize for a call of SORMRQ.

          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.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INF0= -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 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 - taua * v * v**T

  where taua is a real scalar, and v is a real vector with
  v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
  A(m-k+i,1:n-k+i-1), and taua in TAUA(i).
  To form Q explicitly, use LAPACK subroutine SORGRQ.
  To use Q to update another matrix, use LAPACK subroutine SORMRQ.

  The matrix Z is represented as a product of elementary reflectors

     Z = H(1) H(2) . . . H(k), where k = min(p,n).

  Each H(i) has the form

     H(i) = I - taub * v * v**T

  where taub is a real scalar, and v is a real vector with
  v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i),
  and taub in TAUB(i).
  To form Z explicitly, use LAPACK subroutine SORGQR.
  To use Z to update another matrix, use LAPACK subroutine SORMQR.

Definition at line 212 of file sggrqf.f.

214*
215* -- LAPACK computational routine --
216* -- LAPACK is a software package provided by Univ. of Tennessee, --
217* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
218*
219* .. Scalar Arguments ..
220 INTEGER INFO, LDA, LDB, LWORK, M, N, P
221* ..
222* .. Array Arguments ..
223 REAL A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ),
224 $ WORK( * )
225* ..
226*
227* =====================================================================
228*
229* .. Local Scalars ..
230 LOGICAL LQUERY
231 INTEGER LOPT, LWKOPT, NB, NB1, NB2, NB3
232* ..
233* .. External Subroutines ..
234 EXTERNAL sgeqrf, sgerqf, sormrq, xerbla
235* ..
236* .. External Functions ..
237 INTEGER ILAENV
238 REAL SROUNDUP_LWORK
239 EXTERNAL ilaenv, sroundup_lwork
240* ..
241* .. Intrinsic Functions ..
242 INTRINSIC int, max, min
243* ..
244* .. Executable Statements ..
245*
246* Test the input parameters
247*
248 info = 0
249 nb1 = ilaenv( 1, 'SGERQF', ' ', m, n, -1, -1 )
250 nb2 = ilaenv( 1, 'SGEQRF', ' ', p, n, -1, -1 )
251 nb3 = ilaenv( 1, 'SORMRQ', ' ', m, n, p, -1 )
252 nb = max( nb1, nb2, nb3 )
253 lwkopt = max( n, m, p)*nb
254 work( 1 ) = sroundup_lwork(lwkopt)
255 lquery = ( lwork.EQ.-1 )
256 IF( m.LT.0 ) THEN
257 info = -1
258 ELSE IF( p.LT.0 ) THEN
259 info = -2
260 ELSE IF( n.LT.0 ) THEN
261 info = -3
262 ELSE IF( lda.LT.max( 1, m ) ) THEN
263 info = -5
264 ELSE IF( ldb.LT.max( 1, p ) ) THEN
265 info = -8
266 ELSE IF( lwork.LT.max( 1, m, p, n ) .AND. .NOT.lquery ) THEN
267 info = -11
268 END IF
269 IF( info.NE.0 ) THEN
270 CALL xerbla( 'SGGRQF', -info )
271 RETURN
272 ELSE IF( lquery ) THEN
273 RETURN
274 END IF
275*
276* RQ factorization of M-by-N matrix A: A = R*Q
277*
278 CALL sgerqf( m, n, a, lda, taua, work, lwork, info )
279 lopt = int( work( 1 ) )
280*
281* Update B := B*Q**T
282*
283 CALL sormrq( 'Right', 'Transpose', p, n, min( m, n ),
284 $ a( max( 1, m-n+1 ), 1 ), lda, taua, b, ldb, work,
285 $ lwork, info )
286 lopt = max( lopt, int( work( 1 ) ) )
287*
288* QR factorization of P-by-N matrix B: B = Z*T
289*
290 CALL sgeqrf( p, n, b, ldb, taub, work, lwork, info )
291 lwkopt = max( lopt, int( work( 1 ) ) )
292 work( 1 ) = sroundup_lwork( lwkopt )
293*
294 RETURN
295*
296* End of SGGRQF
297*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine sgeqrf(m, n, a, lda, tau, work, lwork, info)
SGEQRF
Definition sgeqrf.f:146
subroutine sgerqf(m, n, a, lda, tau, work, lwork, info)
SGERQF
Definition sgerqf.f:139
integer function ilaenv(ispec, name, opts, n1, n2, n3, n4)
ILAENV
Definition ilaenv.f:162
real function sroundup_lwork(lwork)
SROUNDUP_LWORK
subroutine sormrq(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork, info)
SORMRQ
Definition sormrq.f:168
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