table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/claqp3rk.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/claqp3rk.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/claqp3rk.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine CLAQP3RK (m, n, nrhs, ioffset, nb, abstol,
reltol, kp1, maxc2nrm, a, lda, done, kb, maxc2nrmk, relmaxc2nrmk, jpiv, tau,
vn1, vn2, auxv, f, ldf, iwork, info)
CLAQP3RK computes a step of truncated QR factorization with column
pivoting of a complex m-by-n matrix A using Level 3 BLAS and overwrites a
complex m-by-nrhs matrix B with Q**H * B.
Function/Subroutine Documentation¶
subroutine CLAQP3RK (integer m, integer n, integer nrhs, integer ioffset, integer nb, real abstol, real reltol, integer kp1, real maxc2nrm, complex, dimension( lda, * ) a, integer lda, logical done, integer kb, real maxc2nrmk, real relmaxc2nrmk, integer, dimension( * ) jpiv, complex, dimension( * ) tau, real, dimension( * ) vn1, real, dimension( * ) vn2, complex, dimension( * ) auxv, complex, dimension( ldf, * ) f, integer ldf, integer, dimension( * ) iwork, integer info)¶
CLAQP3RK computes a step of truncated QR factorization with column pivoting of a complex m-by-n matrix A using Level 3 BLAS and overwrites a complex m-by-nrhs matrix B with Q**H * B.
Purpose:
!> !> CLAQP3RK computes a step of truncated QR factorization with column !> pivoting of a complex M-by-N matrix A block A(IOFFSET+1:M,1:N) !> by using Level 3 BLAS as !> !> A * P(KB) = Q(KB) * R(KB). !> !> The routine tries to factorize NB columns from A starting from !> the row IOFFSET+1 and updates the residual matrix with BLAS 3 !> xGEMM. The number of actually factorized columns is returned !> is smaller than NB. !> !> Block A(1:IOFFSET,1:N) is accordingly pivoted, but not factorized. !> !> The routine also overwrites the right-hand-sides B matrix stored !> in A(IOFFSET+1:M,1:N+1:N+NRHS) with Q(KB)**H * B. !> !> Cases when the number of factorized columns KB < NB: !> !> (1) In some cases, due to catastrophic cancellations, it cannot !> factorize all NB columns and need to update the residual matrix. !> Hence, the actual number of factorized columns in the block returned !> in KB is smaller than NB. The logical DONE is returned as FALSE. !> The factorization of the whole original matrix A_orig must proceed !> with the next block. !> !> (2) Whenever the stopping criterion ABSTOL or RELTOL is satisfied, !> the factorization of the whole original matrix A_orig is stopped, !> the logical DONE is returned as TRUE. The number of factorized !> columns which is smaller than NB is returned in KB. !> !> (3) In case both stopping criteria ABSTOL or RELTOL are not used, !> and when the residual matrix is a zero matrix in some factorization !> step KB, the factorization of the whole original matrix A_orig is !> stopped, the logical DONE is returned as TRUE. The number of !> factorized columns which is smaller than NB is returned in KB. !> !> (4) Whenever NaN is detected in the matrix A or in the array TAU, !> the factorization of the whole original matrix A_orig is stopped, !> the logical DONE is returned as TRUE. The number of factorized !> columns which is smaller than NB is returned in KB. The INFO !> parameter is set to the column index of the first NaN occurrence. !> !>
Parameters
!> M is INTEGER !> The number of rows of the matrix A. M >= 0. !>
N
!> N is INTEGER !> The number of columns of the matrix A. N >= 0 !>
NRHS
!> NRHS is INTEGER !> The number of right hand sides, i.e., the number of !> columns of the matrix B. NRHS >= 0. !>
IOFFSET
!> IOFFSET is INTEGER !> The number of rows of the matrix A that must be pivoted !> but not factorized. IOFFSET >= 0. !> !> IOFFSET also represents the number of columns of the whole !> original matrix A_orig that have been factorized !> in the previous steps. !>
NB
!> NB is INTEGER !> Factorization block size, i.e the number of columns !> to factorize in the matrix A. 0 <= NB !> !> If NB = 0, then the routine exits immediately. !> This means that the factorization is not performed, !> the matrices A and B and the arrays TAU, IPIV !> are not modified. !>
ABSTOL
!> ABSTOL is REAL, cannot be NaN. !> !> The absolute tolerance (stopping threshold) for !> maximum column 2-norm of the residual matrix. !> The algorithm converges (stops the factorization) when !> the maximum column 2-norm of the residual matrix !> is less than or equal to ABSTOL. !> !> a) If ABSTOL < 0.0, then this stopping criterion is not !> used, the routine factorizes columns depending !> on NB and RELTOL. !> This includes the case ABSTOL = -Inf. !> !> b) If 0.0 <= ABSTOL then the input value !> of ABSTOL is used. !>
RELTOL
!> RELTOL is REAL, cannot be NaN. !> !> The tolerance (stopping threshold) for the ratio of the !> maximum column 2-norm of the residual matrix to the maximum !> column 2-norm of the original matrix A_orig. The algorithm !> converges (stops the factorization), when this ratio is !> less than or equal to RELTOL. !> !> a) If RELTOL < 0.0, then this stopping criterion is not !> used, the routine factorizes columns depending !> on NB and ABSTOL. !> This includes the case RELTOL = -Inf. !> !> d) If 0.0 <= RELTOL then the input value of RELTOL !> is used. !>
KP1
!> KP1 is INTEGER !> The index of the column with the maximum 2-norm in !> the whole original matrix A_orig determined in the !> main routine CGEQP3RK. 1 <= KP1 <= N_orig. !>
MAXC2NRM
!> MAXC2NRM is REAL !> The maximum column 2-norm of the whole original !> matrix A_orig computed in the main routine CGEQP3RK. !> MAXC2NRM >= 0. !>
A
!> A is COMPLEX array, dimension (LDA,N+NRHS) !> On entry: !> the M-by-N matrix A and M-by-NRHS matrix B, as in !> !> N NRHS !> array_A = M [ mat_A, mat_B ] !> !> On exit: !> 1. The elements in block A(IOFFSET+1:M,1:KB) below !> the diagonal together with the array TAU represent !> the unitary matrix Q(KB) as a product of elementary !> reflectors. !> 2. The upper triangular block of the matrix A stored !> in A(IOFFSET+1:M,1:KB) is the triangular factor obtained. !> 3. The block of the matrix A stored in A(1:IOFFSET,1:N) !> has been accordingly pivoted, but not factorized. !> 4. The rest of the array A, block A(IOFFSET+1:M,KB+1:N+NRHS). !> The left part A(IOFFSET+1:M,KB+1:N) of this block !> contains the residual of the matrix A, and, !> if NRHS > 0, the right part of the block !> A(IOFFSET+1:M,N+1:N+NRHS) contains the block of !> the right-hand-side matrix B. Both these blocks have been !> updated by multiplication from the left by Q(KB)**H. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !>
.RE
verbatim !> DONE is LOGICAL !> TRUE: a) if the factorization completed before processing !> all min(M-IOFFSET,NB,N) columns due to ABSTOL !> or RELTOL criterion, !> b) if the factorization completed before processing !> all min(M-IOFFSET,NB,N) columns due to the !> residual matrix being a ZERO matrix. !> c) when NaN was detected in the matrix A !> or in the array TAU. !> FALSE: otherwise. !>
Parameters
!> KB is INTEGER !> Factorization rank of the matrix A, i.e. the rank of !> the factor R, which is the same as the number of non-zero !> rows of the factor R. 0 <= KB <= min(M-IOFFSET,NB,N). !> !> KB also represents the number of non-zero Householder !> vectors. !>
MAXC2NRMK
!> MAXC2NRMK is REAL !> The maximum column 2-norm of the residual matrix, !> when the factorization stopped at rank KB. MAXC2NRMK >= 0. !>
RELMAXC2NRMK
!> RELMAXC2NRMK is REAL !> The ratio MAXC2NRMK / MAXC2NRM of the maximum column !> 2-norm of the residual matrix (when the factorization !> stopped at rank KB) to the maximum column 2-norm of the !> original matrix A_orig. RELMAXC2NRMK >= 0. !>
JPIV
!> JPIV is INTEGER array, dimension (N) !> Column pivot indices, for 1 <= j <= N, column j !> of the matrix A was interchanged with column JPIV(j). !>
TAU
!> TAU is COMPLEX array, dimension (min(M-IOFFSET,N)) !> The scalar factors of the elementary reflectors. !>
VN1
!> VN1 is REAL array, dimension (N) !> The vector with the partial column norms. !>
VN2
!> VN2 is REAL array, dimension (N) !> The vector with the exact column norms. !>
AUXV
!> AUXV is COMPLEX array, dimension (NB) !> Auxiliary vector. !>
F
!> F is COMPLEX array, dimension (LDF,NB) !> Matrix F**H = L*(Y**H)*A. !>
LDF
!> LDF is INTEGER !> The leading dimension of the array F. LDF >= max(1,N+NRHS). !>
IWORK
!> IWORK is INTEGER array, dimension (N-1). !> Is a work array. ( IWORK is used to store indices !> of columns for norm downdating in the residual !> matrix ). !>
INFO
!> INFO is INTEGER !> 1) INFO = 0: successful exit. !> 2) If INFO = j_1, where 1 <= j_1 <= N, then NaN was !> detected and the routine stops the computation. !> The j_1-th column of the matrix A or the j_1-th !> element of array TAU contains the first occurrence !> of NaN in the factorization step KB+1 ( when KB columns !> have been factorized ). !> !> On exit: !> KB is set to the number of !> factorized columns without !> exception. !> MAXC2NRMK is set to NaN. !> RELMAXC2NRMK is set to NaN. !> TAU(KB+1:min(M,N)) is not set and contains undefined !> elements. If j_1=KB+1, TAU(KB+1) !> may contain NaN. !> 3) If INFO = j_2, where N+1 <= j_2 <= 2*N, then no NaN !> was detected, but +Inf (or -Inf) was detected and !> the routine continues the computation until completion. !> The (j_2-N)-th column of the matrix A contains the first !> occurrence of +Inf (or -Inf) in the actorization !> step KB+1 ( when KB columns have been factorized ). !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
References:
[2] A partial column norm updating strategy developed in 2006. Z. Drmac and Z. Bujanovic, Dept. of Math., University of Zagreb, Croatia. On the failure of rank revealing QR factorization software – a case study. LAPACK Working Note 176. and in ACM Trans. Math. Softw. 35, 2, Article 12 (July 2008), 28 pages.
Contributors:
!> !> November 2023, Igor Kozachenko, James Demmel, !> EECS Department, !> University of California, Berkeley, USA. !> !>
Definition at line 392 of file claqp3rk.f.
Author¶
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