LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ sgeqrt2()

subroutine sgeqrt2 ( integer  M,
integer  N,
real, dimension( lda, * )  A,
integer  LDA,
real, dimension( ldt, * )  T,
integer  LDT,
integer  INFO 
)

SGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.

Download SGEQRT2 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 SGEQRT2 computes a QR factorization of a real M-by-N matrix A,
 using the compact WY representation of Q.
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrix A.  M >= N.
[in]N
          N is INTEGER
          The number of columns of the matrix A.  N >= 0.
[in,out]A
          A is REAL array, dimension (LDA,N)
          On entry, the real M-by-N matrix A.  On exit, the elements on and
          above the diagonal contain the N-by-N upper triangular matrix R; the
          elements below the diagonal are the columns of V.  See below for
          further details.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[out]T
          T is REAL array, dimension (LDT,N)
          The N-by-N upper triangular factor of the block reflector.
          The elements on and above the diagonal contain the block
          reflector T; the elements below the diagonal are not used.
          See below for further details.
[in]LDT
          LDT is INTEGER
          The leading dimension of the array T.  LDT >= max(1,N).
[out]INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -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 V stores the elementary reflectors H(i) in the i-th column
  below the diagonal. For example, if M=5 and N=3, the matrix V is

               V = (  1       )
                   ( v1  1    )
                   ( v1 v2  1 )
                   ( v1 v2 v3 )
                   ( v1 v2 v3 )

  where the vi's represent the vectors which define H(i), which are returned
  in the matrix A.  The 1's along the diagonal of V are not stored in A.  The
  block reflector H is then given by

               H = I - V * T * V**T

  where V**T is the transpose of V.

Definition at line 126 of file sgeqrt2.f.

127 *
128 * -- LAPACK computational routine --
129 * -- LAPACK is a software package provided by Univ. of Tennessee, --
130 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
131 *
132 * .. Scalar Arguments ..
133  INTEGER INFO, LDA, LDT, M, N
134 * ..
135 * .. Array Arguments ..
136  REAL A( LDA, * ), T( LDT, * )
137 * ..
138 *
139 * =====================================================================
140 *
141 * .. Parameters ..
142  REAL ONE, ZERO
143  parameter( one = 1.0, zero = 0.0 )
144 * ..
145 * .. Local Scalars ..
146  INTEGER I, K
147  REAL AII, ALPHA
148 * ..
149 * .. External Subroutines ..
150  EXTERNAL slarfg, sgemv, sger, strmv, xerbla
151 * ..
152 * .. Executable Statements ..
153 *
154 * Test the input arguments
155 *
156  info = 0
157  IF( m.LT.0 ) THEN
158  info = -1
159  ELSE IF( n.LT.0 ) THEN
160  info = -2
161  ELSE IF( lda.LT.max( 1, m ) ) THEN
162  info = -4
163  ELSE IF( ldt.LT.max( 1, n ) ) THEN
164  info = -6
165  END IF
166  IF( info.NE.0 ) THEN
167  CALL xerbla( 'SGEQRT2', -info )
168  RETURN
169  END IF
170 *
171  k = min( m, n )
172 *
173  DO i = 1, k
174 *
175 * Generate elem. refl. H(i) to annihilate A(i+1:m,i), tau(I) -> T(I,1)
176 *
177  CALL slarfg( m-i+1, a( i, i ), a( min( i+1, m ), i ), 1,
178  $ t( i, 1 ) )
179  IF( i.LT.n ) THEN
180 *
181 * Apply H(i) to A(I:M,I+1:N) from the left
182 *
183  aii = a( i, i )
184  a( i, i ) = one
185 *
186 * W(1:N-I) := A(I:M,I+1:N)^H * A(I:M,I) [W = T(:,N)]
187 *
188  CALL sgemv( 'T',m-i+1, n-i, one, a( i, i+1 ), lda,
189  $ a( i, i ), 1, zero, t( 1, n ), 1 )
190 *
191 * A(I:M,I+1:N) = A(I:m,I+1:N) + alpha*A(I:M,I)*W(1:N-1)^H
192 *
193  alpha = -(t( i, 1 ))
194  CALL sger( m-i+1, n-i, alpha, a( i, i ), 1,
195  $ t( 1, n ), 1, a( i, i+1 ), lda )
196  a( i, i ) = aii
197  END IF
198  END DO
199 *
200  DO i = 2, n
201  aii = a( i, i )
202  a( i, i ) = one
203 *
204 * T(1:I-1,I) := alpha * A(I:M,1:I-1)**T * A(I:M,I)
205 *
206  alpha = -t( i, 1 )
207  CALL sgemv( 'T', m-i+1, i-1, alpha, a( i, 1 ), lda,
208  $ a( i, i ), 1, zero, t( 1, i ), 1 )
209  a( i, i ) = aii
210 *
211 * T(1:I-1,I) := T(1:I-1,1:I-1) * T(1:I-1,I)
212 *
213  CALL strmv( 'U', 'N', 'N', i-1, t, ldt, t( 1, i ), 1 )
214 *
215 * T(I,I) = tau(I)
216 *
217  t( i, i ) = t( i, 1 )
218  t( i, 1) = zero
219  END DO
220 
221 *
222 * End of SGEQRT2
223 *
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine slarfg(N, ALPHA, X, INCX, TAU)
SLARFG generates an elementary reflector (Householder matrix).
Definition: slarfg.f:106
subroutine strmv(UPLO, TRANS, DIAG, N, A, LDA, X, INCX)
STRMV
Definition: strmv.f:147
subroutine sger(M, N, ALPHA, X, INCX, Y, INCY, A, LDA)
SGER
Definition: sger.f:130
subroutine sgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
SGEMV
Definition: sgemv.f:156
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