summaryrefslogtreecommitdiff
path: root/src/fortran/lapack/dgerq2.f
blob: 4dfe8b0f8fb51191917df3ce776bfab44b457168 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
      SUBROUTINE DGERQ2( 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
*  =======
*
*  DGERQ2 computes an RQ factorization of a real m by n matrix A:
*  A = R * Q.
*
*  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 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 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 (M)
*
*  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(1) H(2) . . . H(k), 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(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 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( 'DGERQ2', -INFO )
         RETURN
      END IF
*
      K = MIN( M, N )
*
      DO 10 I = K, 1, -1
*
*        Generate elementary reflector H(i) to annihilate
*        A(m-k+i,1:n-k+i-1)
*
         CALL DLARFG( N-K+I, A( M-K+I, N-K+I ), A( M-K+I, 1 ), LDA,
     $                TAU( I ) )
*
*        Apply H(i) to A(1:m-k+i-1,1:n-k+i) from the right
*
         AII = A( M-K+I, N-K+I )
         A( M-K+I, N-K+I ) = ONE
         CALL DLARF( 'Right', M-K+I-1, N-K+I, A( M-K+I, 1 ), LDA,
     $               TAU( I ), A, LDA, WORK )
         A( M-K+I, N-K+I ) = AII
   10 CONTINUE
      RETURN
*
*     End of DGERQ2
*
      END