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dlaqp2.f
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*> \brief \b DLAQP2 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 DLAQP2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqp2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqp2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqp2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
* WORK )
*
* .. Scalar Arguments ..
* INTEGER LDA, M, N, OFFSET
* ..
* .. Array Arguments ..
* INTEGER JPVT( * )
* DOUBLE PRECISION A( LDA, * ), TAU( * ), VN1( * ), VN2( * ),
* $ WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLAQP2 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (min(M,N))
*> The scalar factors of the elementary reflectors.
*> \endverbatim
*>
*> \param[in,out] VN1
*> \verbatim
*> VN1 is DOUBLE PRECISION array, dimension (N)
*> The vector with the partial column norms.
*> \endverbatim
*>
*> \param[in,out] VN2
*> \verbatim
*> VN2 is DOUBLE PRECISION array, dimension (N)
*> The vector with the exact column norms.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (N)
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup doubleOTHERauxiliary
*
*> \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
*> <a href="http://www.netlib.org/lapack/lawnspdf/lawn176.pdf">[PDF]</a>
*> \endhtmlonly
*
* =====================================================================
SUBROUTINE DLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2,
$ WORK )
*
* -- LAPACK auxiliary routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
INTEGER LDA, M, N, OFFSET
* ..
* .. Array Arguments ..
INTEGER JPVT( * )
DOUBLE PRECISION A( LDA, * ), TAU( * ), VN1( * ), VN2( * ),
$ WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, ITEMP, J, MN, OFFPI, PVT
DOUBLE PRECISION AII, TEMP, TEMP2, TOL3Z
* ..
* .. External Subroutines ..
EXTERNAL DLARF, DLARFG, DSWAP
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. External Functions ..
INTEGER IDAMAX
DOUBLE PRECISION DLAMCH, DNRM2
EXTERNAL IDAMAX, DLAMCH, DNRM2
* ..
* .. Executable Statements ..
*
MN = MIN( M-OFFSET, N )
TOL3Z = SQRT(DLAMCH('Epsilon'))
*
* Compute factorization.
*
DO 20 I = 1, MN
*
OFFPI = OFFSET + I
*
* Determine ith pivot column and swap if necessary.
*
PVT = ( I-1 ) + IDAMAX( N-I+1, VN1( I ), 1 )
*
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
*
* Generate elementary reflector H(i).
*
IF( OFFPI.LT.M ) THEN
CALL DLARFG( M-OFFPI+1, A( OFFPI, I ), A( OFFPI+1, I ), 1,
$ TAU( I ) )
ELSE
CALL DLARFG( 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 DLARF( '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 ) = 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
*
20 CONTINUE
*
RETURN
*
* End of DLAQP2
*
END