sgelqt3.f - Man Page

recursive subroutine sgelqt3 (M, N, A, LDA, T, LDT, INFO)

Purpose:

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.  

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
          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.

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:

November 2017

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).  

Definition at line 116 of file sgelqt3.f.