dlaqp2rk.f - Man Page

subroutine dlaqp2rk (m, n, nrhs, ioffset, kmax, abstol, reltol, kp1, maxc2nrm, a, lda, k, maxc2nrmk, relmaxc2nrmk, jpiv, tau, vn1, vn2, work, info)
DLAQP2RK computes truncated QR factorization with column pivoting of a real matrix block using Level 2 BLAS and overwrites a real m-by-nrhs matrix B with Q**T * B.

DLAQP2RK computes truncated QR factorization with column pivoting of a real matrix block using Level 2 BLAS and overwrites a real m-by-nrhs matrix B with Q**T * B.  

Purpose:

 DLAQP2RK computes a truncated (rank K) or full rank Householder QR
 factorization with column pivoting of a real matrix
 block A(IOFFSET+1:M,1:N) as

   A * P(K) = Q(K) * R(K).

 The routine uses Level 2 BLAS. The block A(1:IOFFSET,1:N)
 is accordingly pivoted, but not factorized.

 The routine also overwrites the right-hand-sides matrix block B
 stored in A(IOFFSET+1:M,N+1:N+NRHS) with Q(K)**T * B.

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.

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.

KMAX

          KMAX is INTEGER

          The first factorization stopping criterion. KMAX >= 0.

          The maximum number of columns of the matrix A to factorize,
          i.e. the maximum factorization rank.

          a) If KMAX >= min(M-IOFFSET,N), then this stopping
                criterion is not used, factorize columns
                depending on ABSTOL and RELTOL.

          b) If KMAX = 0, then this stopping criterion is
             satisfied on input and 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 DOUBLE PRECISION, cannot be NaN.

          The second factorization stopping criterion.

          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 KMAX and RELTOL.
                This includes the case ABSTOL = -Inf.

          b) If 0.0 <= ABSTOL then the input value
                of ABSTOL is used.

RELTOL

          RELTOL is DOUBLE PRECISION, cannot be NaN.

          The third factorization stopping criterion.

          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 KMAX 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 DGEQP3RK. 1 <= KP1 <= N_orig_mat.

MAXC2NRM

          MAXC2NRM is DOUBLE PRECISION
          The maximum column 2-norm of the whole original
          matrix A_orig computed in the main routine DGEQP3RK.
          MAXC2NRM >= 0.

A

          A is DOUBLE PRECISION 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:K) below
             the diagonal together with the array TAU represent
             the orthogonal matrix Q(K) as a product of elementary
             reflectors.
          2. The upper triangular block of the matrix A stored
             in A(IOFFSET+1:M,1:K) 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,K+1:N+NRHS).
             The left part A(IOFFSET+1:M,K+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(K)**T.

LDA

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

K

          K 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 <= K <= min(M-IOFFSET,KMAX,N).

          K also represents the number of non-zero Householder
          vectors.

MAXC2NRMK

          MAXC2NRMK is DOUBLE PRECISION
          The maximum column 2-norm of the residual matrix,
          when the factorization stopped at rank K. MAXC2NRMK >= 0.

RELMAXC2NRMK

          RELMAXC2NRMK is DOUBLE PRECISION
          The ratio MAXC2NRMK / MAXC2NRM of the maximum column
          2-norm of the residual matrix (when the factorization
          stopped at rank K) to the maximum column 2-norm of the
          whole original matrix A. 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 DOUBLE PRECISION array, dimension (min(M-IOFFSET,N))
          The scalar factors of the elementary reflectors.

VN1

          VN1 is DOUBLE PRECISION array, dimension (N)
          The vector with the partial column norms.

VN2

          VN2 is DOUBLE PRECISION array, dimension (N)
          The vector with the exact column norms.

WORK

          WORK is DOUBLE PRECISION array, dimension (N-1)
          Used in DLARF subroutine to apply an elementary
          reflector from the left.

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 K+1 ( when K columns
             have been factorized ).

             On exit:
             K                  is set to the number of
                                   factorized columns without
                                   exception.
             MAXC2NRMK          is set to NaN.
             RELMAXC2NRMK       is set to NaN.
             TAU(K+1:min(M,N))  is not set and contains undefined
                                   elements. If j_1=K+1, TAU(K+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 factorization
             step K+1 ( when K columns have been factorized ).

Author

Univ. of Tennessee

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 340 of file dlaqp2rk.f.