From db464f35f5a10b58d9ed1085e0b462689adee583 Mon Sep 17 00:00:00 2001 From: Siddhesh Wani Date: Mon, 25 May 2015 14:46:31 +0530 Subject: Original Version --- src/fortran/lapack/dgeql2.f | 122 ++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 122 insertions(+) create mode 100644 src/fortran/lapack/dgeql2.f (limited to 'src/fortran/lapack/dgeql2.f') diff --git a/src/fortran/lapack/dgeql2.f b/src/fortran/lapack/dgeql2.f new file mode 100644 index 0000000..aa45113 --- /dev/null +++ b/src/fortran/lapack/dgeql2.f @@ -0,0 +1,122 @@ + SUBROUTINE DGEQL2( M, N, A, LDA, TAU, WORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DGEQL2 computes a QL factorization of a real m by n matrix A: +* A = Q * L. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix A. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix A. N >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the m by n matrix A. +* On exit, if m >= n, the lower triangle of the subarray +* A(m-n+1:m,1:n) contains the n by n lower triangular matrix L; +* if m <= n, the elements on and below the (n-m)-th +* superdiagonal contain the m by n lower trapezoidal matrix L; +* the remaining elements, with the array TAU, represent the +* orthogonal matrix Q as a product of elementary reflectors +* (see Further Details). +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,M). +* +* TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) +* The scalar factors of the elementary reflectors (see Further +* Details). +* +* WORK (workspace) DOUBLE PRECISION array, dimension (N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* Further Details +* =============== +* +* The matrix Q is represented as a product of elementary reflectors +* +* Q = H(k) . . . H(2) H(1), where k = min(m,n). +* +* Each H(i) has the form +* +* H(i) = I - tau * v * v' +* +* where tau is a real scalar, and v is a real vector with +* v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in +* A(1:m-k+i-1,n-k+i), and tau in TAU(i). +* +* ===================================================================== +* +* .. 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( 'DGEQL2', -INFO ) + RETURN + END IF +* + K = MIN( M, N ) +* + DO 10 I = K, 1, -1 +* +* Generate elementary reflector H(i) to annihilate +* A(1:m-k+i-1,n-k+i) +* + CALL DLARFG( M-K+I, A( M-K+I, N-K+I ), A( 1, N-K+I ), 1, + $ TAU( I ) ) +* +* Apply H(i) to A(1:m-k+i,1:n-k+i-1) from the left +* + AII = A( M-K+I, N-K+I ) + A( M-K+I, N-K+I ) = ONE + CALL DLARF( 'Left', M-K+I, N-K+I-1, A( 1, N-K+I ), 1, TAU( I ), + $ A, LDA, WORK ) + A( M-K+I, N-K+I ) = AII + 10 CONTINUE + RETURN +* +* End of DGEQL2 +* + END -- cgit