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LAPACK
3.9.0
LAPACK: Linear Algebra PACKage
|
| recursive subroutine sgelqt3 | ( | integer | M, |
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldt, * ) | T, | ||
| integer | LDT, | ||
| integer | INFO | ||
| ) |
SGELQT3
DGELQT3 recursively computes a LQ 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.
| [in] | M | M is INTEGER
The number of rows of the matrix A. M =< N. |
| [in] | N | N is INTEGER
The number of columns of the matrix A. N >= 0. |
| [in,out] | A | A is REAL array, dimension (LDA,N)
On entry, the real M-by-N matrix A. On exit, the elements on and
below the diagonal contain the N-by-N lower triangular matrix L; the
elements above the diagonal are the rows of V. See below for
further details. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M). |
| [out] | 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. |
| [in] | LDT | LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N). |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
The matrix V stores the elementary reflectors H(i) in the i-th row
above the diagonal. For example, if M=5 and N=3, the matrix V is
V = ( 1 v1 v1 v1 v1 )
( 1 v2 v2 v2 )
( 1 v3 v3 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 118 of file sgelqt3.f.