table of contents
sgeqrt3.f(3) | LAPACK | sgeqrt3.f(3) |
NAME¶
sgeqrt3.f
SYNOPSIS¶
Functions/Subroutines¶
recursive subroutine sgeqrt3 (M, N, A, LDA,
T, LDT, INFO)
SGEQRT3 recursively computes a QR factorization of a general real or
complex matrix using the compact WY representation of Q.
Function/Subroutine Documentation¶
recursive subroutine sgeqrt3 (integer M, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldt, * ) T, integer LDT, integer INFO)¶
SGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.
Purpose:
SGEQRT3 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:
M
M is INTEGER
The number of rows of the matrix A. M >= N.
N
N is INTEGER
The number of columns of the matrix A. N >= 0.
A
A is REAL 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
T
T is REAL 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.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Further Details:
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 134 of file sgeqrt3.f.
Author¶
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