man dgeqp3 (Fonctions bibliothèques) - compute a QR factorization with column pivoting of a matrix A

NAME

DGEQP3 - compute a QR factorization with column pivoting of a matrix A

SYNOPSIS

SUBROUTINE DGEQP3(
M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO )
INTEGER INFO, LDA, LWORK, M, N
INTEGER JPVT( * )
DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )

PURPOSE

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

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 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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
JPVT (input/output) 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 (output) DOUBLE PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors.
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 >= 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 (output) INTEGER
= 0: successful exit.

< 0: if INFO = -i, the i-th argument had an illegal 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/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).

Based on contributions by

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