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geqp3(3) Library Functions Manual geqp3(3)

NAME

geqp3 - geqp3: QR factor with pivoting, level 3

SYNOPSIS

Functions


subroutine CGEQP3 (m, n, a, lda, jpvt, tau, work, lwork, rwork, info)
CGEQP3 subroutine DGEQP3 (m, n, a, lda, jpvt, tau, work, lwork, info)
DGEQP3 subroutine SGEQP3 (m, n, a, lda, jpvt, tau, work, lwork, info)
SGEQP3 subroutine ZGEQP3 (m, n, a, lda, jpvt, tau, work, lwork, rwork, info)
ZGEQP3

Detailed Description

Function Documentation

subroutine CGEQP3 (integer m, integer n, complex, dimension( lda, * ) a, integer lda, integer, dimension( * ) jpvt, complex, dimension( * ) tau, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer info)

CGEQP3

Purpose:

!>
!> CGEQP3 computes a QR factorization with column pivoting of a
!> matrix A:  A*P = Q*R  using Level 3 BLAS.
!>

Parameters

M 

!>          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.
!>

A

!>          A is COMPLEX array, dimension (LDA,N)
!>          On entry, the M-by-N matrix A.
!>          On exit, the upper triangle of the array contains the
!>          min(M,N)-by-N upper trapezoidal matrix R; the elements below
!>          the diagonal, together with the array TAU, represent the
!>          unitary matrix Q as a product of min(M,N) elementary
!>          reflectors.
!>

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,M).
!>

JPVT

!>          JPVT is INTEGER array, dimension (N)
!>          On entry, if JPVT(J).ne.0, the J-th column of A is permuted
!>          to the front of A*P (a leading column); if JPVT(J)=0,
!>          the J-th column of A is a free column.
!>          On exit, if JPVT(J)=K, then the J-th column of A*P was the
!>          the K-th column of A.
!>

TAU

!>          TAU is COMPLEX array, dimension (min(M,N))
!>          The scalar factors of the elementary reflectors.
!>

WORK

!>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
!>          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
!>

LWORK

!>          LWORK is INTEGER
!>          The dimension of the array WORK. LWORK >= N+1.
!>          For optimal performance LWORK >= ( N+1 )*NB, where NB
!>          is the optimal blocksize.
!>
!>          If LWORK = -1, then a workspace query is assumed; the routine
!>          only calculates the optimal size of 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.
!>

RWORK

!>          RWORK is REAL array, dimension (2*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.

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**H
!>
!>  where tau is a complex scalar, and v is a real/complex 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).
!>

Contributors:

G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain X. Sun, Computer Science Dept., Duke University, USA

Definition at line 157 of file cgeqp3.f.

subroutine DGEQP3 (integer m, integer n, double precision, dimension( lda, * ) a, integer lda, integer, dimension( * ) jpvt, double precision, dimension( * ) tau, double precision, dimension( * ) work, integer lwork, integer info)

DGEQP3

Purpose:

!>
!> DGEQP3 computes a QR factorization with column pivoting of a
!> matrix A:  A*P = Q*R  using Level 3 BLAS.
!>

Parameters

M 

!>          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.
!>

A

!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          On entry, the M-by-N matrix A.
!>          On exit, the upper triangle of the array contains the
!>          min(M,N)-by-N upper trapezoidal matrix R; the elements below
!>          the diagonal, together with the array TAU, represent the
!>          orthogonal matrix Q as a product of min(M,N) elementary
!>          reflectors.
!>

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,M).
!>

JPVT

!>          JPVT is INTEGER array, dimension (N)
!>          On entry, if JPVT(J).ne.0, the J-th column of A is permuted
!>          to the front of A*P (a leading column); if JPVT(J)=0,
!>          the J-th column of A is a free column.
!>          On exit, if JPVT(J)=K, then the J-th column of A*P was the
!>          the K-th column of A.
!>

TAU

!>          TAU is DOUBLE PRECISION array, dimension (min(M,N))
!>          The scalar factors of the elementary reflectors.
!>

WORK

!>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
!>          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
!>

LWORK

!>          LWORK is INTEGER
!>          The dimension of the array WORK. LWORK >= 3*N+1.
!>          For optimal performance LWORK >= 2*N+( N+1 )*NB, where NB
!>          is the optimal blocksize.
!>
!>          If LWORK = -1, then a workspace query is assumed; the routine
!>          only calculates the optimal size of 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

!>          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.

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**T
!>
!>  where tau is a real scalar, and v is a real/complex 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).
!>

Contributors:

G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain X. Sun, Computer Science Dept., Duke University, USA

Definition at line 150 of file dgeqp3.f.

subroutine SGEQP3 (integer m, integer n, real, dimension( lda, * ) a, integer lda, integer, dimension( * ) jpvt, real, dimension( * ) tau, real, dimension( * ) work, integer lwork, integer info)

SGEQP3

Purpose:

!>
!> SGEQP3 computes a QR factorization with column pivoting of a
!> matrix A:  A*P = Q*R  using Level 3 BLAS.
!>

Parameters

M 

!>          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.
!>

A

!>          A is REAL array, dimension (LDA,N)
!>          On entry, the M-by-N matrix A.
!>          On exit, the upper triangle of the array contains the
!>          min(M,N)-by-N upper trapezoidal matrix R; the elements below
!>          the diagonal, together with the array TAU, represent the
!>          orthogonal matrix Q as a product of min(M,N) elementary
!>          reflectors.
!>

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,M).
!>

JPVT

!>          JPVT is INTEGER array, dimension (N)
!>          On entry, if JPVT(J).ne.0, the J-th column of A is permuted
!>          to the front of A*P (a leading column); if JPVT(J)=0,
!>          the J-th column of A is a free column.
!>          On exit, if JPVT(J)=K, then the J-th column of A*P was the
!>          the K-th column of A.
!>

TAU

!>          TAU is REAL array, dimension (min(M,N))
!>          The scalar factors of the elementary reflectors.
!>

WORK

!>          WORK is REAL array, dimension (MAX(1,LWORK))
!>          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
!>

LWORK

!>          LWORK is INTEGER
!>          The dimension of the array WORK. LWORK >= 3*N+1.
!>          For optimal performance LWORK >= 2*N+( N+1 )*NB, where NB
!>          is the optimal blocksize.
!>
!>          If LWORK = -1, then a workspace query is assumed; the routine
!>          only calculates the optimal size of 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

!>          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.

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**T
!>
!>  where tau is a real scalar, and v is a real/complex 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).
!>

Contributors:

G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain X. Sun, Computer Science Dept., Duke University, USA

Definition at line 150 of file sgeqp3.f.

subroutine ZGEQP3 (integer m, integer n, complex*16, dimension( lda, * ) a, integer lda, integer, dimension( * ) jpvt, complex*16, dimension( * ) tau, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer info)

ZGEQP3

Purpose:

!>
!> ZGEQP3 computes a QR factorization with column pivoting of a
!> matrix A:  A*P = Q*R  using Level 3 BLAS.
!>

Parameters

M 

!>          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.
!>

A

!>          A is COMPLEX*16 array, dimension (LDA,N)
!>          On entry, the M-by-N matrix A.
!>          On exit, the upper triangle of the array contains the
!>          min(M,N)-by-N upper trapezoidal matrix R; the elements below
!>          the diagonal, together with the array TAU, represent the
!>          unitary matrix Q as a product of min(M,N) elementary
!>          reflectors.
!>

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,M).
!>

JPVT

!>          JPVT is INTEGER array, dimension (N)
!>          On entry, if JPVT(J).ne.0, the J-th column of A is permuted
!>          to the front of A*P (a leading column); if JPVT(J)=0,
!>          the J-th column of A is a free column.
!>          On exit, if JPVT(J)=K, then the J-th column of A*P was the
!>          the K-th column of A.
!>

TAU

!>          TAU is COMPLEX*16 array, dimension (min(M,N))
!>          The scalar factors of the elementary reflectors.
!>

WORK

!>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
!>          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
!>

LWORK

!>          LWORK is INTEGER
!>          The dimension of the array WORK. LWORK >= N+1.
!>          For optimal performance LWORK >= ( N+1 )*NB, where NB
!>          is the optimal blocksize.
!>
!>          If LWORK = -1, then a workspace query is assumed; the routine
!>          only calculates the optimal size of 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.
!>

RWORK

!>          RWORK is DOUBLE PRECISION array, dimension (2*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.

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**H
!>
!>  where tau is a complex scalar, and v is a real/complex 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).
!>

Contributors:

G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain X. Sun, Computer Science Dept., Duke University, USA

Definition at line 157 of file zgeqp3.f.

Author

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