*> \brief \b SLAQP2 computes a QR factorization with column pivoting of the matrix block. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download SLAQP2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE SLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2, * WORK ) * * .. Scalar Arguments .. * INTEGER LDA, M, N, OFFSET * .. * .. Array Arguments .. * INTEGER JPVT( * ) * REAL A( LDA, * ), TAU( * ), VN1( * ), VN2( * ), * $ WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> SLAQP2 computes a QR factorization with column pivoting of *> the block A(OFFSET+1:M,1:N). *> The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] OFFSET *> \verbatim *> OFFSET is INTEGER *> The number of rows of the matrix A that must be pivoted *> but no factorized. OFFSET >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is REAL array, dimension (LDA,N) *> On entry, the M-by-N matrix A. *> On exit, the upper triangle of block A(OFFSET+1:M,1:N) is *> the triangular factor obtained; the elements in block *> A(OFFSET+1:M,1:N) below the diagonal, together with the *> array TAU, represent the orthogonal matrix Q as a product of *> elementary reflectors. Block A(1:OFFSET,1:N) has been *> accordingly pivoted, but no factorized. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] JPVT *> \verbatim *> JPVT is INTEGER array, dimension (N) *> On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted *> to the front of A*P (a leading column); if JPVT(i) = 0, *> the i-th column of A is a free column. *> On exit, if JPVT(i) = k, then the i-th column of A*P *> was the k-th column of A. *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is REAL array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors. *> \endverbatim *> *> \param[in,out] VN1 *> \verbatim *> VN1 is REAL array, dimension (N) *> The vector with the partial column norms. *> \endverbatim *> *> \param[in,out] VN2 *> \verbatim *> VN2 is REAL array, dimension (N) *> The vector with the exact column norms. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is REAL array, dimension (N) *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date September 2012 * *> \ingroup realOTHERauxiliary * *> \par Contributors: * ================== *> *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain *> X. Sun, Computer Science Dept., Duke University, USA *> \n *> Partial column norm updating strategy modified on April 2011 *> Z. Drmac and Z. Bujanovic, Dept. of Mathematics, *> University of Zagreb, Croatia. * *> \par References: * ================ *> *> LAPACK Working Note 176 * *> \htmlonly *> [PDF] *> \endhtmlonly * * ===================================================================== SUBROUTINE SLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2, $ WORK ) * * -- LAPACK auxiliary routine (version 3.4.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * September 2012 * * .. Scalar Arguments .. INTEGER LDA, M, N, OFFSET * .. * .. Array Arguments .. INTEGER JPVT( * ) REAL A( LDA, * ), TAU( * ), VN1( * ), VN2( * ), $ WORK( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) * .. * .. Local Scalars .. INTEGER I, ITEMP, J, MN, OFFPI, PVT REAL AII, TEMP, TEMP2, TOL3Z * .. * .. External Subroutines .. EXTERNAL SLARF, SLARFG, SSWAP * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, SQRT * .. * .. External Functions .. INTEGER ISAMAX REAL SLAMCH, SNRM2 EXTERNAL ISAMAX, SLAMCH, SNRM2 * .. * .. Executable Statements .. * MN = MIN( M-OFFSET, N ) TOL3Z = SQRT(SLAMCH('Epsilon')) * * Compute factorization. * DO 20 I = 1, MN * OFFPI = OFFSET + I * * Determine ith pivot column and swap if necessary. * PVT = ( I-1 ) + ISAMAX( N-I+1, VN1( I ), 1 ) * IF( PVT.NE.I ) THEN CALL SSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 ) ITEMP = JPVT( PVT ) JPVT( PVT ) = JPVT( I ) JPVT( I ) = ITEMP VN1( PVT ) = VN1( I ) VN2( PVT ) = VN2( I ) END IF * * Generate elementary reflector H(i). * IF( OFFPI.LT.M ) THEN CALL SLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1, $ TAU( I ) ) ELSE CALL SLARFG( 1, A( M, I ), A( M, I ), 1, TAU( I ) ) END IF * IF( I.LT.N ) THEN * * Apply H(i)**T to A(offset+i:m,i+1:n) from the left. * AII = A( OFFPI, I ) A( OFFPI, I ) = ONE CALL SLARF( 'Left', M-OFFPI+1, N-I, A( OFFPI, I ), 1, $ TAU( I ), A( OFFPI, I+1 ), LDA, WORK( 1 ) ) A( OFFPI, I ) = AII END IF * * Update partial column norms. * DO 10 J = I + 1, N IF( VN1( J ).NE.ZERO ) THEN * * NOTE: The following 4 lines follow from the analysis in * Lapack Working Note 176. * TEMP = ONE - ( ABS( A( OFFPI, J ) ) / VN1( J ) )**2 TEMP = MAX( TEMP, ZERO ) TEMP2 = TEMP*( VN1( J ) / VN2( J ) )**2 IF( TEMP2 .LE. TOL3Z ) THEN IF( OFFPI.LT.M ) THEN VN1( J ) = SNRM2( M-OFFPI, A( OFFPI+1, J ), 1 ) VN2( J ) = VN1( J ) ELSE VN1( J ) = ZERO VN2( J ) = ZERO END IF ELSE VN1( J ) = VN1( J )*SQRT( TEMP ) END IF END IF 10 CONTINUE * 20 CONTINUE * RETURN * * End of SLAQP2 * END