dgeqr2.f.html
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SUBROUTINE <a name="DGEQR2.1"></a><a href="dgeqr2.f.html#DGEQR2.1">DGEQR2</a>( M, N, A, LDA, TAU, WORK, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment"> Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment"> November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> .. Scalar Arguments ..
</span> INTEGER INFO, LDA, M, N
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Array Arguments ..
</span> DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Purpose
</span><span class="comment">*</span><span class="comment"> =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> <a name="DGEQR2.17"></a><a href="dgeqr2.f.html#DGEQR2.1">DGEQR2</a> computes a QR factorization of a real m by n matrix A:
</span><span class="comment">*</span><span class="comment"> A = Q * R.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Arguments
</span><span class="comment">*</span><span class="comment"> =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> M (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The number of rows of the matrix A. M >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> N (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The number of columns of the matrix A. N >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment"> On entry, the m by n matrix A.
</span><span class="comment">*</span><span class="comment"> On exit, the elements on and above the diagonal of the array
</span><span class="comment">*</span><span class="comment"> contain the min(m,n) by n upper trapezoidal matrix R (R is
</span><span class="comment">*</span><span class="comment"> upper triangular if m >= n); the elements below the diagonal,
</span><span class="comment">*</span><span class="comment"> with the array TAU, represent the orthogonal matrix Q as a
</span><span class="comment">*</span><span class="comment"> product of elementary reflectors (see Further Details).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LDA (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The leading dimension of the array A. LDA >= max(1,M).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> TAU (output) DOUBLE PRECISION array, dimension (min(M,N))
</span><span class="comment">*</span><span class="comment"> The scalar factors of the elementary reflectors (see Further
</span><span class="comment">*</span><span class="comment"> Details).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> WORK (workspace) DOUBLE PRECISION array, dimension (N)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> INFO (output) INTEGER
</span><span class="comment">*</span><span class="comment"> = 0: successful exit
</span><span class="comment">*</span><span class="comment"> < 0: if INFO = -i, the i-th argument had an illegal value
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Further Details
</span><span class="comment">*</span><span class="comment"> ===============
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> The matrix Q is represented as a product of elementary reflectors
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Q = H(1) H(2) . . . H(k), where k = min(m,n).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Each H(i) has the form
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> H(i) = I - tau * v * v'
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> where tau is a real scalar, and v is a real vector with
</span><span class="comment">*</span><span class="comment"> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
</span><span class="comment">*</span><span class="comment"> and tau in TAU(i).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> .. Parameters ..
</span> DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D+0 )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Local Scalars ..
</span> INTEGER I, K
DOUBLE PRECISION AII
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. External Subroutines ..
</span> EXTERNAL <a name="DLARF.76"></a><a href="dlarf.f.html#DLARF.1">DLARF</a>, <a name="DLARFG.76"></a><a href="dlarfg.f.html#DLARFG.1">DLARFG</a>, <a name="XERBLA.76"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Intrinsic Functions ..
</span> INTRINSIC MAX, MIN
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Test the input arguments
</span><span class="comment">*</span><span class="comment">
</span> 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 <a name="XERBLA.94"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DGEQR2.94"></a><a href="dgeqr2.f.html#DGEQR2.1">DGEQR2</a>'</span>, -INFO )
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span> K = MIN( M, N )
<span class="comment">*</span><span class="comment">
</span> DO 10 I = 1, K
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Generate elementary reflector H(i) to annihilate A(i+1:m,i)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="DLARFG.104"></a><a href="dlarfg.f.html#DLARFG.1">DLARFG</a>( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1,
$ TAU( I ) )
IF( I.LT.N ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Apply H(i) to A(i:m,i+1:n) from the left
</span><span class="comment">*</span><span class="comment">
</span> AII = A( I, I )
A( I, I ) = ONE
CALL <a name="DLARF.112"></a><a href="dlarf.f.html#DLARF.1">DLARF</a>( <span class="string">'Left'</span>, 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
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> End of <a name="DGEQR2.119"></a><a href="dgeqr2.f.html#DGEQR2.1">DGEQR2</a>
</span><span class="comment">*</span><span class="comment">
</span> END
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