Mercurial > hg > octave-lyh
comparison libcruft/lapack/sgeqr2.f @ 7789:82be108cc558
First attempt at single precision tyeps
* * *
corrections to qrupdate single precision routines
* * *
prefer demotion to single over promotion to double
* * *
Add single precision support to log2 function
* * *
Trivial PROJECT file update
* * *
Cache optimized hermitian/transpose methods
* * *
Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
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date | Sun, 27 Apr 2008 22:34:17 +0200 |
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7788:45f5faba05a2 | 7789:82be108cc558 |
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1 SUBROUTINE SGEQR2( M, N, A, LDA, TAU, WORK, INFO ) | |
2 * | |
3 * -- LAPACK routine (version 3.1) -- | |
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. | |
5 * November 2006 | |
6 * | |
7 * .. Scalar Arguments .. | |
8 INTEGER INFO, LDA, M, N | |
9 * .. | |
10 * .. Array Arguments .. | |
11 REAL A( LDA, * ), TAU( * ), WORK( * ) | |
12 * .. | |
13 * | |
14 * Purpose | |
15 * ======= | |
16 * | |
17 * SGEQR2 computes a QR factorization of a real m by n matrix A: | |
18 * A = Q * R. | |
19 * | |
20 * Arguments | |
21 * ========= | |
22 * | |
23 * M (input) INTEGER | |
24 * The number of rows of the matrix A. M >= 0. | |
25 * | |
26 * N (input) INTEGER | |
27 * The number of columns of the matrix A. N >= 0. | |
28 * | |
29 * A (input/output) REAL array, dimension (LDA,N) | |
30 * On entry, the m by n matrix A. | |
31 * On exit, the elements on and above the diagonal of the array | |
32 * contain the min(m,n) by n upper trapezoidal matrix R (R is | |
33 * upper triangular if m >= n); the elements below the diagonal, | |
34 * with the array TAU, represent the orthogonal matrix Q as a | |
35 * product of elementary reflectors (see Further Details). | |
36 * | |
37 * LDA (input) INTEGER | |
38 * The leading dimension of the array A. LDA >= max(1,M). | |
39 * | |
40 * TAU (output) REAL array, dimension (min(M,N)) | |
41 * The scalar factors of the elementary reflectors (see Further | |
42 * Details). | |
43 * | |
44 * WORK (workspace) REAL array, dimension (N) | |
45 * | |
46 * INFO (output) INTEGER | |
47 * = 0: successful exit | |
48 * < 0: if INFO = -i, the i-th argument had an illegal value | |
49 * | |
50 * Further Details | |
51 * =============== | |
52 * | |
53 * The matrix Q is represented as a product of elementary reflectors | |
54 * | |
55 * Q = H(1) H(2) . . . H(k), where k = min(m,n). | |
56 * | |
57 * Each H(i) has the form | |
58 * | |
59 * H(i) = I - tau * v * v' | |
60 * | |
61 * where tau is a real scalar, and v is a real vector with | |
62 * v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), | |
63 * and tau in TAU(i). | |
64 * | |
65 * ===================================================================== | |
66 * | |
67 * .. Parameters .. | |
68 REAL ONE | |
69 PARAMETER ( ONE = 1.0E+0 ) | |
70 * .. | |
71 * .. Local Scalars .. | |
72 INTEGER I, K | |
73 REAL AII | |
74 * .. | |
75 * .. External Subroutines .. | |
76 EXTERNAL SLARF, SLARFG, XERBLA | |
77 * .. | |
78 * .. Intrinsic Functions .. | |
79 INTRINSIC MAX, MIN | |
80 * .. | |
81 * .. Executable Statements .. | |
82 * | |
83 * Test the input arguments | |
84 * | |
85 INFO = 0 | |
86 IF( M.LT.0 ) THEN | |
87 INFO = -1 | |
88 ELSE IF( N.LT.0 ) THEN | |
89 INFO = -2 | |
90 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN | |
91 INFO = -4 | |
92 END IF | |
93 IF( INFO.NE.0 ) THEN | |
94 CALL XERBLA( 'SGEQR2', -INFO ) | |
95 RETURN | |
96 END IF | |
97 * | |
98 K = MIN( M, N ) | |
99 * | |
100 DO 10 I = 1, K | |
101 * | |
102 * Generate elementary reflector H(i) to annihilate A(i+1:m,i) | |
103 * | |
104 CALL SLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, | |
105 $ TAU( I ) ) | |
106 IF( I.LT.N ) THEN | |
107 * | |
108 * Apply H(i) to A(i:m,i+1:n) from the left | |
109 * | |
110 AII = A( I, I ) | |
111 A( I, I ) = ONE | |
112 CALL SLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ), | |
113 $ A( I, I+1 ), LDA, WORK ) | |
114 A( I, I ) = AII | |
115 END IF | |
116 10 CONTINUE | |
117 RETURN | |
118 * | |
119 * End of SGEQR2 | |
120 * | |
121 END |