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LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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| subroutine dlaqp3rk | ( | integer | m, |
| integer | n, | ||
| integer | nrhs, | ||
| integer | ioffset, | ||
| integer | nb, | ||
| double precision | abstol, | ||
| double precision | reltol, | ||
| integer | kp1, | ||
| double precision | maxc2nrm, | ||
| double precision, dimension( lda, * ) | a, | ||
| integer | lda, | ||
| logical | done, | ||
| integer | kb, | ||
| double precision | maxc2nrmk, | ||
| double precision | relmaxc2nrmk, | ||
| integer, dimension( * ) | jpiv, | ||
| double precision, dimension( * ) | tau, | ||
| double precision, dimension( * ) | vn1, | ||
| double precision, dimension( * ) | vn2, | ||
| double precision, dimension( * ) | auxv, | ||
| double precision, dimension( ldf, * ) | f, | ||
| integer | ldf, | ||
| integer, dimension( * ) | iwork, | ||
| integer | info | ||
| ) |
DLAQP3RK computes a step of truncated QR factorization with column pivoting of a real m-by-n matrix A using Level 3 BLAS and overwrites a real m-by-nrhs matrix B with Q**T * B.
Download DLAQP3RK + dependencies [TGZ] [ZIP] [TXT]
DLAQP3RK computes a step of truncated QR factorization with column pivoting of a real M-by-N matrix A block A(IOFFSET+1:M,1:N) by using Level 3 BLAS as A * P(KB) = Q(KB) * R(KB). The routine tries to factorize NB columns from A starting from the row IOFFSET+1 and updates the residual matrix with BLAS 3 xGEMM. The number of actually factorized columns is returned is smaller than NB. Block A(1:IOFFSET,1:N) is accordingly pivoted, but not factorized. The routine also overwrites the right-hand-sides B matrix stored in A(IOFFSET+1:M,1:N+1:N+NRHS) with Q(KB)**T * B. Cases when the number of factorized columns KB < NB: (1) In some cases, due to catastrophic cancellations, it cannot factorize all NB columns and need to update the residual matrix. Hence, the actual number of factorized columns in the block returned in KB is smaller than NB. The logical DONE is returned as FALSE. The factorization of the whole original matrix A_orig must proceed with the next block. (2) Whenever the stopping criterion ABSTOL or RELTOL is satisfied, the factorization of the whole original matrix A_orig is stopped, the logical DONE is returned as TRUE. The number of factorized columns which is smaller than NB is returned in KB. (3) In case both stopping criteria ABSTOL or RELTOL are not used, and when the residual matrix is a zero matrix in some factorization step KB, the factorization of the whole original matrix A_orig is stopped, the logical DONE is returned as TRUE. The number of factorized columns which is smaller than NB is returned in KB. (4) Whenever NaN is detected in the matrix A or in the array TAU, the factorization of the whole original matrix A_orig is stopped, the logical DONE is returned as TRUE. The number of factorized columns which is smaller than NB is returned in KB. The INFO parameter is set to the column index of the first NaN occurrence.
| [in] | M | M is INTEGER
The number of rows of the matrix A. M >= 0. |
| [in] | N | N is INTEGER
The number of columns of the matrix A. N >= 0 |
| [in] | NRHS | NRHS is INTEGER
The number of right hand sides, i.e., the number of
columns of the matrix B. NRHS >= 0. |
| [in] | 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. |
| [in] | NB | NB is INTEGER
Factorization block size, i.e the number of columns
to factorize in the matrix A. 0 <= NB
If NB = 0, then 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. |
| [in] | ABSTOL | ABSTOL is DOUBLE PRECISION, cannot be NaN.
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 NB and RELTOL.
This includes the case ABSTOL = -Inf.
b) If 0.0 <= ABSTOL then the input value
of ABSTOL is used. |
| [in] | RELTOL | RELTOL is DOUBLE PRECISION, cannot be NaN.
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 NB and ABSTOL.
This includes the case RELTOL = -Inf.
d) If 0.0 <= RELTOL then the input value of RELTOL
is used. |
| [in] | 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. |
| [in] | 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. |
| [in,out] | 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:KB) below
the diagonal together with the array TAU represent
the orthogonal matrix Q(KB) as a product of elementary
reflectors.
2. The upper triangular block of the matrix A stored
in A(IOFFSET+1:M,1:KB) 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,KB+1:N+NRHS).
The left part A(IOFFSET+1:M,KB+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(KB)**T. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M). |
| [out] |
verbatim DONE is LOGICAL TRUE: a) if the factorization completed before processing all min(M-IOFFSET,NB,N) columns due to ABSTOL or RELTOL criterion, b) if the factorization completed before processing all min(M-IOFFSET,NB,N) columns due to the residual matrix being a ZERO matrix. c) when NaN was detected in the matrix A or in the array TAU. FALSE: otherwise.
| [out] | KB | KB 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 <= KB <= min(M-IOFFSET,NB,N).
KB also represents the number of non-zero Householder
vectors. |
| [out] | MAXC2NRMK | MAXC2NRMK is DOUBLE PRECISION
The maximum column 2-norm of the residual matrix,
when the factorization stopped at rank KB. MAXC2NRMK >= 0. |
| [out] | 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 KB) to the maximum column 2-norm of the
original matrix A_orig. RELMAXC2NRMK >= 0. |
| [out] | 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). |
| [out] | TAU | TAU is DOUBLE PRECISION array, dimension (min(M-IOFFSET,N))
The scalar factors of the elementary reflectors. |
| [in,out] | VN1 | VN1 is DOUBLE PRECISION array, dimension (N)
The vector with the partial column norms. |
| [in,out] | VN2 | VN2 is DOUBLE PRECISION array, dimension (N)
The vector with the exact column norms. |
| [out] | AUXV | AUXV is DOUBLE PRECISION array, dimension (NB)
Auxiliary vector. |
| [out] | F | F is DOUBLE PRECISION array, dimension (LDF,NB)
Matrix F**T = L*(Y**T)*A. |
| [in] | LDF | LDF is INTEGER
The leading dimension of the array F. LDF >= max(1,N+NRHS). |
| [out] | IWORK | IWORK is INTEGER array, dimension (N-1).
Is a work array. ( IWORK is used to store indices
of "bad" columns for norm downdating in the residual
matrix ). |
| [out] | 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 KB+1 ( when KB columns
have been factorized ).
On exit:
KB is set to the number of
factorized columns without
exception.
MAXC2NRMK is set to NaN.
RELMAXC2NRMK is set to NaN.
TAU(KB+1:min(M,N)) is not set and contains undefined
elements. If j_1=KB+1, TAU(KB+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 actorization
step KB+1 ( when KB columns have been factorized ). |
[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. http://www.netlib.org/lapack/lawnspdf/lawn176.pdf and in ACM Trans. Math. Softw. 35, 2, Article 12 (July 2008), 28 pages. https://doi.org/10.1145/1377612.1377616
November 2023, Igor Kozachenko, James Demmel,
EECS Department,
University of California, Berkeley, USA. Definition at line 398 of file dlaqp3rk.f.
1.9.7