dgeqrt3.f (3) - Linux Manuals
NAME
dgeqrt3.f -
SYNOPSIS
Functions/Subroutines
recursive subroutine dgeqrt3 (M, N, A, LDA, T, LDT, INFO)
DGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.
Function/Subroutine Documentation
recursive subroutine dgeqrt3 (integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldt, * )T, integerLDT, integerINFO)
DGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.
Purpose:
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DGEQRT3 recursively computes a QR factorization of a real M-by-N matrix A, using the compact WY representation of Q. Based on the algorithm of Elmroth and Gustavson, IBM J. Res. Develop. Vol 44 No. 4 July 2000.
Parameters:
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M
M is INTEGER The number of rows of the matrix A. M >= N.
NN is INTEGER The number of columns of the matrix A. N >= 0.
AA is DOUBLE PRECISION array, dimension (LDA,N) On entry, the real M-by-N matrix A. On exit, the elements on and above the diagonal contain the N-by-N upper triangular matrix R; the elements below the diagonal are the columns of V. See below for further details.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
TT is DOUBLE PRECISION array, dimension (LDT,N) The N-by-N upper triangular factor of the block reflector. The elements on and above the diagonal contain the block reflector T; the elements below the diagonal are not used. See below for further details.
LDTLDT is INTEGER The leading dimension of the array T. LDT >= max(1,N).
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
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Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
Further Details:
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The matrix V stores the elementary reflectors H(i) in the i-th column below the diagonal. For example, if M=5 and N=3, the matrix V is V = ( 1 ) ( v1 1 ) ( v1 v2 1 ) ( v1 v2 v3 ) ( v1 v2 v3 ) where the vi's represent the vectors which define H(i), which are returned in the matrix A. The 1's along the diagonal of V are not stored in A. The block reflector H is then given by H = I - V * T * V**T where V**T is the transpose of V. For details of the algorithm, see Elmroth and Gustavson (cited above).
Definition at line 133 of file dgeqrt3.f.
Author
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