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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_lapack_dgeqpf (f08be)

## Purpose

nag_lapack_dgeqpf (f08be) computes the $QR$ factorization, with column pivoting, of a real $m$ by $n$ matrix.

## Syntax

[a, jpvt, tau, info] = f08be(a, jpvt, 'm', m, 'n', n)
[a, jpvt, tau, info] = nag_lapack_dgeqpf(a, jpvt, 'm', m, 'n', n)

## Description

nag_lapack_dgeqpf (f08be) forms the $QR$ factorization, with column pivoting, of an arbitrary rectangular real $m$ by $n$ matrix.
If $m\ge n$, the factorization is given by:
 $AP= Q R 0 ,$
where $R$ is an $n$ by $n$ upper triangular matrix, $Q$ is an $m$ by $m$ orthogonal matrix and $P$ is an $n$ by $n$ permutation matrix. It is sometimes more convenient to write the factorization as
 $AP= Q1 Q2 R 0 ,$
which reduces to
 $AP= Q1 R ,$
where ${Q}_{1}$ consists of the first $n$ columns of $Q$, and ${Q}_{2}$ the remaining $m-n$ columns.
If $m, $R$ is trapezoidal, and the factorization can be written
 $AP= Q R1 R2 ,$
where ${R}_{1}$ is upper triangular and ${R}_{2}$ is rectangular.
The matrix $Q$ is not formed explicitly but is represented as a product of $\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left(m,n\right)$ elementary reflectors (see the F08 Chapter Introduction for details). Functions are provided to work with $Q$ in this representation (see Further Comments).
Note also that for any $k, the information returned in the first $k$ columns of the array a represents a $QR$ factorization of the first $k$ columns of the permuted matrix $AP$.
The function allows specified columns of $A$ to be moved to the leading columns of $AP$ at the start of the factorization and fixed there. The remaining columns are free to be interchanged so that at the $i$th stage the pivot column is chosen to be the column which maximizes the $2$-norm of elements $i$ to $m$ over columns $i$ to $n$.

## References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

## Parameters

### Compulsory Input Parameters

1:     $\mathrm{a}\left(\mathit{lda},:\right)$ – double array
The first dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$.
The second dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
The $m$ by $n$ matrix $A$.
2:     $\mathrm{jpvt}\left(:\right)$int64int32nag_int array
The dimension of the array jpvt must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
If ${\mathbf{jpvt}}\left(i\right)\ne 0$, then the $i$ th column of $A$ is moved to the beginning of $AP$ before the decomposition is computed and is fixed in place during the computation. Otherwise, the $i$ th column of $A$ is a free column (i.e., one which may be interchanged during the computation with any other free column).

### Optional Input Parameters

1:     $\mathrm{m}$int64int32nag_int scalar
Default: the first dimension of the array a.
$m$, the number of rows of the matrix $A$.
Constraint: ${\mathbf{m}}\ge 0$.
2:     $\mathrm{n}$int64int32nag_int scalar
Default: the second dimension of the array a.
$n$, the number of columns of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.

### Output Parameters

1:     $\mathrm{a}\left(\mathit{lda},:\right)$ – double array
The first dimension of the array a will be $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$.
The second dimension of the array a will be $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
If $m\ge n$, the elements below the diagonal store details of the orthogonal matrix $Q$ and the upper triangle stores the corresponding elements of the $n$ by $n$ upper triangular matrix $R$.
If $m, the strictly lower triangular part stores details of the orthogonal matrix $Q$ and the remaining elements store the corresponding elements of the $m$ by $n$ upper trapezoidal matrix $R$.
2:     $\mathrm{jpvt}\left(:\right)$int64int32nag_int array
The dimension of the array jpvt will be $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
Details of the permutation matrix $P$. More precisely, if ${\mathbf{jpvt}}\left(i\right)=k$, then the $k$th column of $A$ is moved to become the $i$ th column of $AP$; in other words, the columns of $AP$ are the columns of $A$ in the order ${\mathbf{jpvt}}\left(1\right),{\mathbf{jpvt}}\left(2\right),\dots ,{\mathbf{jpvt}}\left(n\right)$.
3:     $\mathrm{tau}\left(\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right)\right)$ – double array
Further details of the orthogonal matrix $Q$.
4:     $\mathrm{info}$int64int32nag_int scalar
${\mathbf{info}}=0$ unless the function detects an error (see Error Indicators and Warnings).

## Error Indicators and Warnings

${\mathbf{info}}=-i$
If ${\mathbf{info}}=-i$, parameter $i$ had an illegal value on entry. The parameters are numbered as follows:
1: m, 2: n, 3: a, 4: lda, 5: jpvt, 6: tau, 7: work, 8: info.
It is possible that info refers to a parameter that is omitted from the MATLAB interface. This usually indicates that an error in one of the other input parameters has caused an incorrect value to be inferred.

## Accuracy

The computed factorization is the exact factorization of a nearby matrix $\left(A+E\right)$, where
 $E2 = Oε A2 ,$
and $\epsilon$ is the machine precision.

The total number of floating-point operations is approximately $\frac{2}{3}{n}^{2}\left(3m-n\right)$ if $m\ge n$ or $\frac{2}{3}{m}^{2}\left(3n-m\right)$ if $m.
To form the orthogonal matrix $Q$ nag_lapack_dgeqpf (f08be) may be followed by a call to nag_lapack_dorgqr (f08af):
```[a, info] = f08af(a(:,1:m), tau);
```
but note that the second dimension of the array a must be at least m, which may be larger than was required by nag_lapack_dgeqpf (f08be).
When $m\ge n$, it is often only the first $n$ columns of $Q$ that are required, and they may be formed by the call:
```[a, info] = f08af(a, tau);
```
To apply $Q$ to an arbitrary real rectangular matrix $C$, nag_lapack_dgeqpf (f08be) may be followed by a call to nag_lapack_dormqr (f08ag). For example,
```[c, info] = f08ag('Left','Transpose', a(:,1:min(m,n)), tau, c);
```
forms $C={Q}^{\mathrm{T}}C$, where $C$ is $m$ by $p$.
To compute a $QR$ factorization without column pivoting, use nag_lapack_dgeqrf (f08ae).
The complex analogue of this function is nag_lapack_zgeqpf (f08bs).

## Example

This example finds the basic solutions for the linear least squares problems
 $minimize⁡ Axi - bi 2 , i=1,2$
where ${b}_{1}$ and ${b}_{2}$ are the columns of the matrix $B$,
 $A = -0.09 0.14 -0.46 0.68 1.29 -1.56 0.20 0.29 1.09 0.51 -1.48 -0.43 0.89 -0.71 -0.96 -1.09 0.84 0.77 2.11 -1.27 0.08 0.55 -1.13 0.14 1.74 -1.59 -0.72 1.06 1.24 0.34 and B= -0.01 -0.04 0.04 -0.03 0.05 0.01 -0.03 -0.02 0.02 0.05 -0.06 0.07 .$
Here $A$ is approximately rank-deficient, and hence it is preferable to use nag_lapack_dgeqpf (f08be) rather than nag_lapack_dgeqrf (f08ae).
```function f08be_example

fprintf('f08be example results\n\n');

a = [-0.09,  0.14, -0.46,  0.68,  1.29;
-1.56,  0.2,   0.29,  1.09,  0.51;
-1.48, -0.43,  0.89, -0.71, -0.96;
-1.09,  0.84,  0.77,  2.11, -1.27;
0.08,  0.55, -1.13,  0.14,  1.74;
-1.59, -0.72,  1.06,  1.24,  0.34];
b = [-0.01, -0.04;
0.04, -0.03;
0.05,  0.01;
-0.03, -0.02;
0.02,  0.05;
-0.06,  0.07];
jpvt = [int64(0);0;0;0;0];

% Compute the QR factorization of a
[a, jpvt, tau, info] = f08be( ...
a, jpvt);

% Choose tol to reflect the relative accuracy of the input data
tol = 0.01;

% Determine which columns of R to use
k = find(abs(diag(a)) <= tol*abs(a(1,1)));
if numel(k) == 0
k = numel(diag(a));
else
k = k(1)-1;
end

% Compute c = (q^t)*b,
[c, info] = f08ag( ...
'Left', 'Transpose', a, tau, b);

% Compute least-squares solution by backsubstitution in r*b = c
c(1:k, :) = inv(triu(a(1:k,1:k)))*c(1:k,:);
c(k+1:5, :) = 0;

% Unscramble the least-squares solution stored in c
x = zeros(5, 2);
for i=1:5
x(jpvt(i), :) = c(i, :);
end

fprintf('\nLeast-squares solution\n');
disp(x);

```
```f08be example results

Least-squares solution
-0.0370   -0.0044
0.0647   -0.0335
0         0
-0.0515    0.0018
0.0066    0.0102

```