geqp3 - Man Page
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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