SRC/sgelqt3.f(3)
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π NAME
SRC/sgelqt3.f
β¨ SYNOPSIS
π«Ά Functions/Subroutines
recursive subroutine sgelqt3 (m, n, a, lda, t, ldt, info)β SGELQT3
π Function/Subroutine Documentation
recursive subroutine sgelqt3 (integer m, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( ldt, * ) t, integer ldt, integer info)
SGELQT3
πΈ Purpose
SGELQT3 recursively computes a LQ factorization of a real M-by-N matrix A, using the compact WY representation of Q. It's based on the algorithm of Elmroth and Gustavson, IBM J. Res. Develop. Vol 44 No. 4 July 2000. β¨
π Parameters
MβMisINTEGER. It's the number of rows of the matrix A.M =< N. πNβNisINTEGER. It's the number of columns of the matrix A.N >= 0.AβAisREALarray, dimension(LDA,N). On entry, it's 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. π«ΆLDAβLDAisINTEGER. It's the leading dimension of the array A.LDA >= max(1,M).TβTisREALarray, dimension(LDT,N). It's 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.LDTβLDTisINTEGER. It's the leading dimension of the array T.LDT >= max(1,N).INFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value. π
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π¦ Further Details
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). π
Definition at line 115 of file sgelqt3.f.
β Author
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