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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_lapack_zgeqp3 (f08bt)

## Purpose

nag_lapack_zgeqp3 (f08bt) computes the $QR$ factorization, with column pivoting, of a complex $m$ by $n$ matrix.

## Syntax

[a, jpvt, tau, info] = f08bt(a, jpvt, 'm', m, 'n', n)
[a, jpvt, tau, info] = nag_lapack_zgeqp3(a, jpvt, 'm', m, 'n', n)

## Description

nag_lapack_zgeqp3 (f08bt) forms the $QR$ factorization, with column pivoting, of an arbitrary rectangular complex $m$ 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 (with real diagonal elements), $Q$ is an $m$ by $m$ unitary 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

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

## Parameters

### Compulsory Input Parameters

1:     $\mathrm{a}\left(\mathit{lda},:\right)$ – complex 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 ${\mathbf{jpvt}}\left(j\right)\ne 0$, then the $j$ 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 $j$ 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:     $\mathrm{a}\left(\mathit{lda},:\right)$ – complex 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 unitary 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 unitary matrix $Q$ and the remaining elements store the corresponding elements of the $m$ by $n$ upper trapezoidal matrix $R$.
The diagonal elements of $R$ are real.
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 ${\mathbf{jpvt}}\left(j\right)=k$, then the $k$th column of $A$ is moved to become the $j$ 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:     $\mathrm{tau}\left(:\right)$ – complex array
The dimension of the array tau will be $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{m}},{\mathbf{n}}\right)\right)$
Further details of the unitary 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: lwork, 9: rwork, 10: 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 real floating-point operations is approximately $\frac{8}{3}{n}^{2}\left(3m-n\right)$ if $m\ge n$ or $\frac{8}{3}{m}^{2}\left(3n-m\right)$ if $m.
To form the unitary matrix $Q$ nag_lapack_zgeqp3 (f08bt) may be followed by a call to nag_lapack_zungqr (f08at):
```[a, info] = f08at(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_zgeqp3 (f08bt).
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] = f08at(a, tau);
```
To apply $Q$ to an arbitrary complex rectangular matrix $C$, nag_lapack_zgeqp3 (f08bt) may be followed by a call to nag_lapack_zunmqr (f08au). For example,
```[c, info] = f08au('Left','Conjugate Transpose', a(:,min(m,n)), tau, c);
```
forms $C={Q}^{\mathrm{H}}C$, where $C$ is $m$ by $p$.
To compute a $QR$ factorization without column pivoting, use nag_lapack_zgeqrf (f08as).
The real analogue of this function is nag_lapack_dgeqp3 (f08bf).

## Example

This example solves the linear least squares problems
 $minx bj - Axj 2 , j=1,2$
for the basic solutions ${x}_{1}$ and ${x}_{2}$, where
 $A = 0.47-0.34i -0.40+0.54i 0.60+0.01i 0.80-1.02i -0.32-0.23i -0.05+0.20i -0.26-0.44i -0.43+0.17i 0.35-0.60i -0.52-0.34i 0.87-0.11i -0.34-0.09i 0.89+0.71i -0.45-0.45i -0.02-0.57i 1.14-0.78i -0.19+0.06i 0.11-0.85i 1.44+0.80i 0.07+1.14i$
and
 $B = -1.08-2.59i 2.22+2.35i -2.61-1.49i 1.62-1.48i 3.13-3.61i 1.65+3.43i 7.33-8.01i -0.98+3.08i 9.12+7.63i -2.84+2.78i .$
and ${b}_{j}$ is the $j$th column of the matrix $B$. The solution is obtained by first obtaining a $QR$ factorization with column pivoting of the matrix $A$. A tolerance of $0.01$ is used to estimate the rank of $A$ from the upper triangular factor, $R$.
Note that the block size (NB) of $64$ assumed in this example is not realistic for such a small problem, but should be suitable for large problems.
```function f08bt_example

fprintf('f08bt example results\n\n');

a = [ 0.47 - 0.34i, -0.40 + 0.54i,  0.60 + 0.01i,  0.80 - 1.02i;
-0.32 - 0.23i, -0.05 + 0.20i, -0.26 - 0.44i, -0.43 + 0.17i;
0.35 - 0.60i, -0.52 - 0.34i,  0.87 - 0.11i, -0.34 - 0.09i;
0.89 + 0.71i, -0.45 - 0.45i, -0.02 - 0.57i,  1.14 - 0.78i;
-0.19 + 0.06i,  0.11 - 0.85i,  1.44 + 0.80i,  0.07 + 1.14i];

b = [-1.08 - 2.59i,  2.22 + 2.35i;
-2.61 - 1.49i,  1.62 - 1.48i;
3.13 - 3.61i,  1.65 + 3.43i;
7.33 - 8.01i, -0.98 + 3.08i;
9.12 + 7.63i, -2.84 + 2.78i];
[m,n] = size(a);
nrhs = size(b,2);
jpvt = zeros(n,1,'int64');

% Compute the QR factorization of a
[qr, jpvt, tau, info] = f08bt( ...
a, jpvt);

% Compute C = (C1) = (Q^H)*b, storing the result in c
%             (C2)
[c, info] = f08au( ...
'Left', 'Conjugate Transpose', qr, tau, b);

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

% Determine and print the rank, k, of r relative to tol
k = find(abs(diag(qr)) <= tol*abs(qr(1,1)));
if numel(k) == 0
k = numel(diag(qr));
else
k = k(1)-1;
end

fprintf('\nTolerance used to estimate the rank of a\n     %11.2e\n', tol);
fprintf('Estimated rank of a\n        %d\n', k);

% Compute least-squares solution by backsubstitution in r(1:k, 1:k)*c = c1
c1 = zeros(m, nrhs);
c1(1:k, :) = inv(triu(qr(1:k,1:k)))*c(1:k,:);

% Compute estimates of the square roots of the residual sums of
% squares (2-norm of each of the columns of C2)
for j = 1:nrhs
rnorm(j) = norm(c(k+1:m,j));
end

% Permute the least-squares solutions stored in c1 to give x = p*y
x = zeros(n, nrhs);
for i=1:n
x(jpvt(i), :) = c1(i, :);
end
fprintf('\nLeast-squares solution(s)\n');
disp(x);
fprintf('Square root(s) of the residual sum(s) of squares\n');
disp(rnorm);

```
```f08bt example results

Tolerance used to estimate the rank of a
1.00e-02
Estimated rank of a
3

Least-squares solution(s)
0.0000 + 0.0000i   0.0000 + 0.0000i
2.7020 + 8.0911i  -2.2682 - 2.9884i
2.8888 + 2.5012i   0.9779 + 1.3565i
2.7100 + 0.4791i  -1.3734 + 0.2212i

Square root(s) of the residual sum(s) of squares
0.2513    0.0810

```