dlaqp2.f.html

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      SUBROUTINE <a name="DLAQP2.1"></a><a href="dlaqp2.f.html#DLAQP2.1">DLAQP2</a>( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
     $                   WORK )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK auxiliary routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      INTEGER            LDA, M, N, OFFSET
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      INTEGER            JPVT( * )
      DOUBLE PRECISION   A( LDA, * ), TAU( * ), VN1( * ), VN2( * ),
     $                   WORK( * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="DLAQP2.20"></a><a href="dlaqp2.f.html#DLAQP2.1">DLAQP2</a> computes a QR factorization with column pivoting of
</span><span class="comment">*</span><span class="comment">  the block A(OFFSET+1:M,1:N).
</span><span class="comment">*</span><span class="comment">  The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  M       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of rows of the matrix A. M &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of columns of the matrix A. N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  OFFSET  (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of rows of the matrix A that must be pivoted
</span><span class="comment">*</span><span class="comment">          but no factorized. OFFSET &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment">          On entry, the M-by-N matrix A.
</span><span class="comment">*</span><span class="comment">          On exit, the upper triangle of block A(OFFSET+1:M,1:N) is 
</span><span class="comment">*</span><span class="comment">          the triangular factor obtained; the elements in block
</span><span class="comment">*</span><span class="comment">          A(OFFSET+1:M,1:N) below the diagonal, together with the
</span><span class="comment">*</span><span class="comment">          array TAU, represent the orthogonal matrix Q as a product of
</span><span class="comment">*</span><span class="comment">          elementary reflectors. Block A(1:OFFSET,1:N) has been
</span><span class="comment">*</span><span class="comment">          accordingly pivoted, but no factorized.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDA     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array A. LDA &gt;= max(1,M).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  JPVT    (input/output) INTEGER array, dimension (N)
</span><span class="comment">*</span><span class="comment">          On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
</span><span class="comment">*</span><span class="comment">          to the front of A*P (a leading column); if JPVT(i) = 0,
</span><span class="comment">*</span><span class="comment">          the i-th column of A is a free column.
</span><span class="comment">*</span><span class="comment">          On exit, if JPVT(i) = k, then the i-th column of A*P
</span><span class="comment">*</span><span class="comment">          was the k-th column of A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N))
</span><span class="comment">*</span><span class="comment">          The scalar factors of the elementary reflectors.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  VN1     (input/output) DOUBLE PRECISION array, dimension (N)
</span><span class="comment">*</span><span class="comment">          The vector with the partial column norms.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  VN2     (input/output) DOUBLE PRECISION array, dimension (N)
</span><span class="comment">*</span><span class="comment">          The vector with the exact column norms.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  WORK    (workspace) DOUBLE PRECISION array, dimension (N)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Further Details
</span><span class="comment">*</span><span class="comment">  ===============
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Based on contributions by
</span><span class="comment">*</span><span class="comment">    G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
</span><span class="comment">*</span><span class="comment">    X. Sun, Computer Science Dept., Duke University, USA
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Partial column norm updating strategy modified by
</span><span class="comment">*</span><span class="comment">    Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
</span><span class="comment">*</span><span class="comment">    University of Zagreb, Croatia.
</span><span class="comment">*</span><span class="comment">    June 2006.
</span><span class="comment">*</span><span class="comment">  For more details see LAPACK Working Note 176.
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      INTEGER            I, ITEMP, J, MN, OFFPI, PVT
      DOUBLE PRECISION   AII, TEMP, TEMP2, TOL3Z
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="DLARF.90"></a><a href="dlarf.f.html#DLARF.1">DLARF</a>, <a name="DLARFG.90"></a><a href="dlarfg.f.html#DLARFG.1">DLARFG</a>, DSWAP
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          ABS, MAX, MIN, SQRT
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      INTEGER            IDAMAX
      DOUBLE PRECISION   <a name="DLAMCH.97"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>, DNRM2
      EXTERNAL           IDAMAX, <a name="DLAMCH.98"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>, DNRM2
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span>      MN = MIN( M-OFFSET, N )
      TOL3Z = SQRT(<a name="DLAMCH.103"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>(<span class="string">'Epsilon'</span>))
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Compute factorization.
</span><span class="comment">*</span><span class="comment">
</span>      DO 20 I = 1, MN
<span class="comment">*</span><span class="comment">
</span>         OFFPI = OFFSET + I
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Determine ith pivot column and swap if necessary.
</span><span class="comment">*</span><span class="comment">
</span>         PVT = ( I-1 ) + IDAMAX( N-I+1, VN1( I ), 1 )
<span class="comment">*</span><span class="comment">
</span>         IF( PVT.NE.I ) THEN
            CALL DSWAP( 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
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Generate elementary reflector H(i).
</span><span class="comment">*</span><span class="comment">
</span>         IF( OFFPI.LT.M ) THEN
            CALL <a name="DLARFG.127"></a><a href="dlarfg.f.html#DLARFG.1">DLARFG</a>( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1,
     $                   TAU( I ) )
         ELSE
            CALL <a name="DLARFG.130"></a><a href="dlarfg.f.html#DLARFG.1">DLARFG</a>( 1, A( M, I ), A( M, I ), 1, TAU( I ) )
         END IF
<span class="comment">*</span><span class="comment">
</span>         IF( I.LT.N ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Apply H(i)' to A(offset+i:m,i+1:n) from the left.
</span><span class="comment">*</span><span class="comment">
</span>            AII = A( OFFPI, I )
            A( OFFPI, I ) = ONE
            CALL <a name="DLARF.139"></a><a href="dlarf.f.html#DLARF.1">DLARF</a>( <span class="string">'Left'</span>, M-OFFPI+1, N-I, A( OFFPI, I ), 1,
     $                  TAU( I ), A( OFFPI, I+1 ), LDA, WORK( 1 ) )
            A( OFFPI, I ) = AII
         END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Update partial column norms.
</span><span class="comment">*</span><span class="comment">
</span>         DO 10 J = I + 1, N
            IF( VN1( J ).NE.ZERO ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">              NOTE: The following 4 lines follow from the analysis in
</span><span class="comment">*</span><span class="comment">              Lapack Working Note 176.
</span><span class="comment">*</span><span class="comment">
</span>               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 ) = DNRM2( 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
<span class="comment">*</span><span class="comment">
</span>   20 CONTINUE
<span class="comment">*</span><span class="comment">
</span>      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="DLAQP2.173"></a><a href="dlaqp2.f.html#DLAQP2.1">DLAQP2</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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