dgelqf.f

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*> \brief \b DGELQF
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDA, LWORK, M, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DGELQF computes an LQ factorization of a real M-by-N matrix A:
*>
*>    A = ( L 0 ) *  Q
*>
*> where:
*>
*>    Q is a N-by-N orthogonal matrix;
*>    L is a lower-triangular M-by-M matrix;
*>    0 is a M-by-(N-M) zero matrix, if M < N.
*>
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix A.  M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is DOUBLE PRECISION array, dimension (LDA,N)
*>          On entry, the M-by-N matrix A.
*>          On exit, the elements on and below the diagonal of the array
*>          contain the m-by-min(m,n) lower trapezoidal matrix L (L is
*>          lower triangular if m <= n); the elements above the diagonal,
*>          with the array TAU, represent the orthogonal matrix Q as a
*>          product of elementary reflectors (see Further Details).
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] TAU
*> \verbatim
*>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
*>          The scalar factors of the elementary reflectors (see Further
*>          Details).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.  LWORK >= max(1,M).
*>          For optimum performance LWORK >= M*NB, where NB is the
*>          optimal blocksize.
*>
*>          If LWORK = -1, then a workspace query is assumed; the routine
*>          only calculates the optimal size of the WORK array, returns
*>          this value as the first entry of the WORK array, and no error
*>          message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleGEcomputational
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  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**T
*>
*>  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:n) is stored on exit in A(i,i+1:n),
*>  and tau in TAU(i).
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE dgelqf( M, N, A, LDA, TAU, WORK, LWORK, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDA, LWORK, M, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
     $                   NBMIN, NX
*     ..
*     .. External Subroutines ..
      EXTERNAL           dgelq2, dlarfb, dlarft, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, min
*     ..
*     .. External Functions ..
      INTEGER            ILAENV
      EXTERNAL           ilaenv
*     ..
*     .. Executable Statements ..
*
*     Test the input arguments
*
      info = 0
      nb = ilaenv( 1, 'DGELQF', ' ', m, n, -1, -1 )
      lwkopt = m*nb
      work( 1 ) = lwkopt
      lquery = ( lwork.EQ.-1 )
      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
      ELSE IF( lwork.LT.max( 1, m ) .AND. .NOT.lquery ) THEN
         info = -7
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'dgelqf', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      K = MIN( M, N )
.EQ.      IF( K0 ) THEN
         WORK( 1 ) = 1
         RETURN
      END IF
*
      NBMIN = 2
      NX = 0
      IWS = M
.GT..AND..LT.      IF( NB1  NBK ) THEN
*
*        Determine when to cross over from blocked to unblocked code.
*
         NX = MAX( 0, ILAENV( 3, 'dgelqf', ' ', M, N, -1, -1 ) )
.LT.         IF( NXK ) THEN
*
*           Determine if workspace is large enough for blocked code.
*
            LDWORK = M
            IWS = LDWORK*NB
.LT.            IF( LWORKIWS ) THEN
*
*              Not enough workspace to use optimal NB:  reduce NB and
*              determine the minimum value of NB.
*
               NB = LWORK / LDWORK
               NBMIN = MAX( 2, ILAENV( 2, 'dgelqf', ' ', M, N, -1,
     $                 -1 ) )
            END IF
         END IF
      END IF
*
.GE..AND..LT..AND..LT.      IF( NBNBMIN  NBK  NXK ) THEN
*
*        Use blocked code initially
*
         DO 10 I = 1, K - NX, NB
            IB = MIN( K-I+1, NB )
*
*           Compute the LQ factorization of the current block
*           A(i:i+ib-1,i:n)
*
            CALL DGELQ2( IB, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
     $                   IINFO )
.LE.            IF( I+IBM ) THEN
*
*              Form the triangular factor of the block reflector
*              H = H(i) H(i+1) . . . H(i+ib-1)
*
               CALL DLARFT( 'forward', 'rowwise', N-I+1, IB, A( I, I ),
     $                      LDA, TAU( I ), WORK, LDWORK )
*
*              Apply H to A(i+ib:m,i:n) from the right
*
               CALL DLARFB( 'right', 'no transpose', 'forward',
     $                      'rowwise', M-I-IB+1, N-I+1, IB, A( I, I ),
     $                      LDA, WORK, LDWORK, A( I+IB, I ), LDA,
     $                      WORK( IB+1 ), LDWORK )
            END IF
   10    CONTINUE
      ELSE
         I = 1
      END IF
*
*     Use unblocked code to factor the last or only block.
*
.LE.      IF( IK )
     $   CALL DGELQ2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK,
     $                IINFO )
*
      WORK( 1 ) = IWS
      RETURN
*
*     End of DGELQF
*
      END