dgeqr2.f

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      SUBROUTINE dgeqr2( M, N, A, LDA, TAU, WORK, INFO )
*
*  -- LAPACK routine (version 3.0) --
*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
*     Courant Institute, Argonne National Lab, and Rice University
*     February 29, 1992
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDA, M, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  DGEQR2 computes a QR factorization of a real m by n matrix A:
*  A = Q * R.
*
*  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, the elements on and above the diagonal of the array
*          contain the min(m,n) by n upper trapezoidal matrix R (R is
*          upper triangular if m >= n); the elements below the diagonal,
*          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(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(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,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( 'DGEQR2', -info )
         RETURN
      END IF
*
      k = min( m, n )
*
      DO 10 i = 1, k
*
*        Generate elementary reflector H(i) to annihilate A(i+1:m,i)
*
         CALL dlarfg( m-i+1, a( i, i ), a( min( i+1, m ), i ), 1,
     $                tau( i ) )
         IF( i.LT.n ) THEN
*
*           Apply H(i) to A(i:m,i+1:n) from the left
*
            aii = a( i, i )
            a( i, i ) = one
            CALL dlarf( 'Left', 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
*
*     End of DGEQR2
*
      END