SQPT01 tests the QR-factorization with pivoting of a matrix A. The
array AF contains the (possibly partial) QR-factorization of A, where
the upper triangle of AF(1:k,1:k) is a partial triangular factor,
the entries below the diagonal in the first k columns are the
Householder vectors, and the rest of AF contains a partially updated
matrix.
This function returns ||A*P - Q*R|| / ( ||norm(A)||*eps*max(M,N) )
where || . || is matrix one norm.
M
M is INTEGER
The number of rows of the matrices A and AF.
N
N is INTEGER
The number of columns of the matrices A and AF.
K
K is INTEGER
The number of columns of AF that have been reduced
to upper triangular form.
A
A is REAL array, dimension (LDA, N)
The original matrix A.
AF
AF is REAL array, dimension (LDA,N)
The (possibly partial) output of SGEQPF. The upper triangle
of AF(1:k,1:k) is a partial triangular factor, the entries
below the diagonal in the first k columns are the Householder
vectors, and the rest of AF contains a partially updated
matrix.
LDA
LDA is INTEGER
The leading dimension of the arrays A and AF.
TAU
TAU is REAL array, dimension (K)
Details of the Householder transformations as returned by
SGEQPF.
JPVT
JPVT is INTEGER array, dimension (N)
Pivot information as returned by SGEQPF.
WORK
WORK is REAL array, dimension (LWORK)
LWORK
LWORK is INTEGER
The length of the array WORK. LWORK >= M*N+N.