DGEQRF - compute a QR factorization of a real M-by-N
matrix A
SYNOPSIS
SUBROUTINE DGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
INTEGER INFO, LDA, LWORK, M, N
DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK(
* )
PURPOSE
DGEQRF computes a QR factorization of a real M-by-N matrix
A: A = Q * R.
ARGUMENTS
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension
(LDA,N)
On entry, the M-by-N matrix A. On exit, the ele
ments on and above the diagonal of the array con
tain the min(M,N)-by-N upper trapezoidal matrix R
(R is upper triangular if m >= n); the elements
below the diagonal, with the array TAU, represent
the orthogonal matrix Q as a product of min(m,n)
elementary reflectors (see Further Details).
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,M).
TAU (output) DOUBLE PRECISION array, dimension
(min(M,N))
The scalar factors of the elementary reflectors
(see Further Details).
WORK (workspace/output) DOUBLE PRECISION array,
dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >=
max(1,N). For optimum performance LWORK >= N*NB,
where NB is the optimal blocksize.
If LWORK = -1, then a workspace query is assumed;
the WORK array, returns this value as the first
entry of the WORK array, and no error message
related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille
gal value
FURTHER DETAILS
The matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
A(i+1:m,i), and tau in TAU(i).
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