1 // Copyright ©2016 The Gonum Authors. All rights reserved.
2 // Use of this source code is governed by a BSD-style
3 // license that can be found in the LICENSE file.
7 import "gonum.org/v1/gonum/blas"
9 // Dgeql2 computes the QL factorization of the m×n matrix A. That is, Dgeql2
10 // computes Q and L such that
12 // where Q is an m×m orthonormal matrix and L is a lower trapezoidal matrix.
14 // Q is represented as a product of elementary reflectors,
15 // Q = H_{k-1} * ... * H_1 * H_0
16 // where k = min(m,n) and each H_i has the form
17 // H_i = I - tau[i] * v_i * v_i^T
18 // Vector v_i has v[m-k+i+1:m] = 0, v[m-k+i] = 1, and v[:m-k+i+1] is stored on
19 // exit in A[0:m-k+i-1, n-k+i].
21 // tau must have length at least min(m,n), and Dgeql2 will panic otherwise.
23 // work is temporary memory storage and must have length at least n.
25 // Dgeql2 is an internal routine. It is exported for testing purposes.
26 func (impl Implementation) Dgeql2(m, n int, a []float64, lda int, tau, work []float64) {
27 checkMatrix(m, n, a, lda)
28 if len(tau) < min(m, n) {
36 for i := k - 1; i >= 0; i-- {
37 // Generate elementary reflector H_i to annihilate A[0:m-k+i-1, n-k+i].
38 aii, tau[i] = impl.Dlarfg(m-k+i+1, a[(m-k+i)*lda+n-k+i], a[n-k+i:], lda)
40 // Apply H_i to A[0:m-k+i, 0:n-k+i-1] from the left.
41 a[(m-k+i)*lda+n-k+i] = 1
42 impl.Dlarf(blas.Left, m-k+i+1, n-k+i, a[n-k+i:], lda, tau[i], a, lda, work)
43 a[(m-k+i)*lda+n-k+i] = aii