Developer Reference

Contents

?geqp3

Computes the QR factorization of a general m-by-n matrix with column pivoting using level 3 BLAS.

Syntax

lapack_int
LAPACKE_sgeqp3
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
float
*
a
,
lapack_int
lda
,
lapack_int
*
jpvt
,
float
*
tau
);
lapack_int
LAPACKE_dgeqp3
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
double
*
a
,
lapack_int
lda
,
lapack_int
*
jpvt
,
double
*
tau
);
lapack_int
LAPACKE_cgeqp3
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
lapack_complex_float
*
a
,
lapack_int
lda
,
lapack_int
*
jpvt
,
lapack_complex_float
*
tau
);
lapack_int
LAPACKE_zgeqp3
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
lapack_complex_double
*
a
,
lapack_int
lda
,
lapack_int
*
jpvt
,
lapack_complex_double
*
tau
);
Include Files
  • mkl.h
Description
The routine forms the
QR
factorization of a general
m
-by-
n
matrix
A
with column pivoting:
A*P
=
Q*R
(see Orthogonal Factorizations) using Level 3 BLAS. Here
P
denotes an
n
-by-
n
permutation matrix. Use this routine instead of geqpf for better performance.
The routine does not form the matrix
Q
explicitly. Instead,
Q
is represented as a product of min(
m
,
n
) elementary reflectors. Routines are provided to work with
Q
in this representation.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
m
The number of rows in the matrix
A
(
m
0
).
n
The number of columns in
A
(
n
0
).
a
Array
a
of size max(1,
lda
*
n
) for column major layout and max(1,
lda
*
m
) for row major layout contains the matrix
A
.
lda
The leading dimension of
a
; at least max(1,
m
)
for column major layout and max(1,
n
) for row major layout
.
jpvt
Array, size at least
max(1,
n
)
.
On entry, if
jpvt
[
i
- 1]
0
, the
i
-th column of
A
is moved to the beginning of
AP
before the computation, and fixed in place during the computation.
If
jpvt
[
i
- 1]
= 0
, the
i
-th column of
A
is a free column (that is, it may be interchanged during the computation with any other free column).
Output Parameters
a
Overwritten by the factorization data as follows:
The elements on and above the diagonal of the array contain the min(
m
,
n
)-by-
n
upper trapezoidal matrix
R
(
R
is upper triangular if
m
n
); the elements below the diagonal, with the array
tau
, present the orthogonal matrix
Q
as a product of min(
m
,
n
) elementary reflectors (see Orthogonal Factorizations).
tau
Array, size at least max (1, min(
m
,
n
)). Contains scalar factors of the elementary reflectors for the matrix
Q
.
jpvt
Overwritten by details of the permutation matrix
P
in the factorization
A*P
=
Q*R
. More precisely, the columns of
AP
are the columns of
A
in the following order:
jpvt
[0],
jpvt
[1], ...,
jpvt
[
n
- 1]
.
Return Values
This function returns a value
info
.
If
info
=0
, the execution is successful.
If
info
=
-i
, the
i
-th parameter had an illegal value.
Application Notes
To solve a set of least squares problems minimizing
||
A*x
-
b
||
2
for all columns
b
of a given matrix
B
, you can call the following:
?geqp3
(this routine)
to factorize
A*P
=
Q*R
;
to compute
C
=
Q
T
*B
(for real matrices);
to compute
C
=
Q
H
*B
(for complex matrices);
trsm (a BLAS routine)
to solve
R*X
=
C
.
(The columns of the computed
X
are the permuted least squares solution vectors
x
; the output array
jpvt
specifies the permutation order.)
To compute the elements of
Q
explicitly, call
(for real matrices)
(for complex matrices).

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804