subroutine dgeqp3 (M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO)
DGEQP3
DGEQP3
Purpose:
DGEQP3 computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS.
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.
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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
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:
Definition at line 153 of file dgeqp3.f.
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