SQRDC(3F)
SQRDC - SQRDC uses Householder transformations to compute the QR factorization of an N by P matrix X. Column pivoting based on the 2- norms of the reduced columns may be performed at the user's option.
As shipped in IRIX 6.5.15. Unchanged since IRIX 6.5.
NAME SQRDC - SQRDC uses Householder transformations to compute the QR factorization of an N by P matrix X. Column pivoting based on the 2- norms of the reduced columns may be performed at the user's option. SYNOPSYS SUBROUTINE SQRDC(X,LDX,N,P,QRAUX,JPVT,WORK,JOB) DESCRIPTION On Entry X REAL(LDX,P), where LDX .GE. N. X contains the matrix whose decomposition is to be computed. LDX INTEGER. LDX is the leading dimension of the array X. N INTEGER. N is the number of rows of the matrix X. P INTEGER. P is the number of columns of the matrix X. JPVT INTEGER(P). JPVT contains integers that control the selection of the pivot columns. The K-th column X(K) of X is placed in one of three classes according to the value of JPVT(K). If JPVT(K) .GT. 0, then X(K) is an initial column. If JPVT(K) .EQ. 0, then X(K) is a free column. If JPVT(K) .LT. 0, then X(K) is a final column. Before the decomposition is computed, initial columns are moved to the beginning of the array X and final columns to the end. Both initial and final columns are frozen in place during the computation and only free columns are moved. At the K-th stage of the reduction, if X(K) is occupied by a free column, it is interchanged with the free column of largest reduced norm. JPVT is not referenced if JOB .EQ. 0. WORK REAL(P). WORK is a work array. WORK is not referenced if JOB .EQ. 0. JOB INTEGER. JOB is an integer that initiates column pivoting. If JOB .EQ. 0, no pivoting is done. If JOB .NE. 0, pivoting is done. On Return X X contains in its upper triangle the upper triangular matrix R of the QR factorization. Below its diagonal X contains information from which the orthogonal part of the decomposition can be recovered. Note that if pivoting has been requested, the decomposition is not that of the original matrix X but that of X with its columns permuted as described by JPVT. QRAUX REAL(P). QRAUX contains further information required to recover the orthogonal part of the decomposition. JPVT JPVT(K) contains the index of the column of the original matrix that has been interchanged into the K-th column, if pivoting was requested. LINPACK. This version dated 08/14/78 . G. W. Stewart, University of Maryland, Argonne National Lab. SQRDC uses the following functions and subprograms. BLAS SAXPY,SDOT,SSCAL,SSWAP,SNRM2 Fortran ABS,AMAX1,MIN0,SQRT