claqp2rk.f3

!>
!> CLAQP2RK computes a truncated (rank K) or full rank Householder QR
!> factorization with column pivoting of the complex matrix
!> block A(IOFFSET+1:M,1:N) as
!>
!>   A * P(K) = Q(K) * R(K).
!>
!> The routine uses Level 2 BLAS. The block A(1:IOFFSET,1:N)
!> is accordingly pivoted, but not factorized.
!>
!> The routine also overwrites the right-hand-sides matrix block B
!> stored in A(IOFFSET+1:M,N+1:N+NRHS) with Q(K)**H * B.
!> 

M

!>          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.
!> 

NRHS

!>          NRHS is INTEGER
!>          The number of right hand sides, i.e., the number of
!>          columns of the matrix B. NRHS >= 0.
!> 

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.
!> 

KMAX

!>          KMAX is INTEGER
!>
!>          The first factorization stopping criterion. KMAX >= 0.
!>
!>          The maximum number of columns of the matrix A to factorize,
!>          i.e. the maximum factorization rank.
!>
!>          a) If KMAX >= min(M-IOFFSET,N), then this stopping
!>                criterion is not used, factorize columns
!>                depending on ABSTOL and RELTOL.
!>
!>          b) If KMAX = 0, then this stopping criterion is
!>             satisfied on input and 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.
!> 

ABSTOL

!>          ABSTOL is REAL, cannot be NaN.
!>
!>          The second factorization stopping criterion.
!>
!>          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 KMAX and RELTOL.
!>                This includes the case ABSTOL = -Inf.
!>
!>          b) If 0.0 <= ABSTOL then the input value
!>                of ABSTOL is used.
!> 

RELTOL

!>          RELTOL is REAL, cannot be NaN.
!>
!>          The third factorization stopping criterion.
!>
!>          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 KMAX and ABSTOL.
!>                This includes the case RELTOL = -Inf.
!>
!>          d) If 0.0 <= RELTOL then the input value of RELTOL
!>                is used.
!> 

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 CGEQP3RK. 1 <= KP1 <= N_orig_mat.
!> 

MAXC2NRM

!>          MAXC2NRM is REAL
!>          The maximum column 2-norm of the whole original
!>          matrix A_orig computed in the main routine CGEQP3RK.
!>          MAXC2NRM >= 0.
!> 

A

!>          A is COMPLEX 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:K) below
!>             the diagonal together with the array TAU represent
!>             the unitary matrix Q(K) as a product of elementary
!>             reflectors.
!>          2. The upper triangular block of the matrix A stored
!>             in A(IOFFSET+1:M,1:K) 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,K+1:N+NRHS).
!>             The left part A(IOFFSET+1:M,K+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(K)**H.
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A. LDA >= max(1,M).
!> 

K

!>          K 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 <= K <= min(M-IOFFSET,KMAX,N).
!>
!>          K also represents the number of non-zero Householder
!>          vectors.
!> 

MAXC2NRMK

!>          MAXC2NRMK is REAL
!>          The maximum column 2-norm of the residual matrix,
!>          when the factorization stopped at rank K. MAXC2NRMK >= 0.
!> 

RELMAXC2NRMK

!>          RELMAXC2NRMK is REAL
!>          The ratio MAXC2NRMK / MAXC2NRM of the maximum column
!>          2-norm of the residual matrix (when the factorization
!>          stopped at rank K) to the maximum column 2-norm of the
!>          whole original matrix A. RELMAXC2NRMK >= 0.
!> 

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).
!> 

TAU

!>          TAU is COMPLEX array, dimension (min(M-IOFFSET,N))
!>          The scalar factors of the elementary reflectors.
!> 

VN1

!>          VN1 is REAL array, dimension (N)
!>          The vector with the partial column norms.
!> 

VN2

!>          VN2 is REAL array, dimension (N)
!>          The vector with the exact column norms.
!> 

WORK

!>          WORK is COMPLEX array, dimension (N-1)
!>          Used in CLARF1F subroutine to apply an elementary
!>          reflector from the left.
!> 

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 K+1 ( when K columns
!>             have been factorized ).
!>
!>             On exit:
!>             K                  is set to the number of
!>                                   factorized columns without
!>                                   exception.
!>             MAXC2NRMK          is set to NaN.
!>             RELMAXC2NRMK       is set to NaN.
!>             TAU(K+1:min(M,N))  is not set and contains undefined
!>                                   elements. If j_1=K+1, TAU(K+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 factorization
!>             step K+1 ( when K columns have been factorized ).
!> 

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

[1] A Level 3 BLAS QR factorization algorithm with column pivoting developed in 1996. G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain. X. Sun, Computer Science Dept., Duke University, USA. C. H. Bischof, Math. and Comp. Sci. Div., Argonne National Lab, USA. A BLAS-3 version of the QR factorization with column pivoting. LAPACK Working Note 114 and in SIAM J. Sci. Comput., 19(5):1486-1494, Sept. 1998.

!>
!>  November  2023, Igor Kozachenko, James Demmel,
!>                  EECS Department,
!>                  University of California, Berkeley, USA.
!>
!>