XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
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◆ Zgeqp3()

Sub Zgeqp3 ( M As  Long,
N As  Long,
A() As  Complex,
Jpvt() As  Long,
Tau() As  Complex,
Info As  Long 
)

QR factorization of a complex matrix with pivoting

Purpose
This routine computes a QR factorization with column pivoting of a matrix A:
A * P = Q * R
using Level 3 BLAS.
Parameters
[in]MNumber of rows of the matrix A. (M >= 0) (If M = 0, returns without computation)
[in]NNumber of columns of the matrix A. (N >= 0) (If N = 0, returns without computation)
[in,out]A()Array A(LA1 - 1, LA2 - 1) (LA1 >= M, LA2 >= N)
[in] M x N matrix A.
[out] The upper triangle of the array contains the min(M, N) x N upper trapezoidal matrix R; the elements below the diagonal, together with the array Tau(), represent the unitary matrix Q as a product of min(M, N) elementary reflectors.
[in,out]Jpvt()Array Jpvt(LJpvt - 1) (LJpvt >= N)
[in] If Jpvt(j-1) <> 0, the j-th column of A is permuted to the front of A*P (a leading column); if Jpvt(j-1) = 0, the j-th column of A is a free column.
[out] If Jpvt(j-1) = k, then the j-th column of A*P was the the k-th column of A.
[out]Tau()Array Tau(LTau - 1) (LTau >= min(M, N))
The scalar factors of the elementary reflectors.
[out]Info= 0: Successful exit.
= -1: The argument M had an illegal value. (M < 0)
= -2: The argument N had an illegal value. (N < 0)
= -3: The argument A() is invalid.
= -4: The argument Jpvt() is invalid.
= -5: The argument Tau() is invalid.
Reference
LAPACK
Example Program
Compute QR factorization of the matrix A, where
( 0.20-0.11i -0.93-0.32i 0.81+0.37i )
A = ( -0.80-0.92i -0.29+0.86i 0.64+0.51i )
( 0.71+0.59i -0.15+0.19i 0.20+0.94i )
Sub Ex_Zgeqp3()
Const M = 3, N = 3, K = N
Dim A(M - 1, N - 1) As Complex, Jpvt(N - 1) As Long, Tau(N - 1) As Complex
Dim Info As Long, I As Long
A(0, 0) = Cmplx(0.2, -0.11): A(0, 1) = Cmplx(-0.93, -0.32): A(0, 2) = Cmplx(0.81, 0.37)
A(1, 0) = Cmplx(-0.8, -0.92): A(1, 1) = Cmplx(-0.29, 0.86): A(1, 2) = Cmplx(0.64, 0.51)
A(2, 0) = Cmplx(0.71, 0.59): A(2, 1) = Cmplx(-0.15, 0.19): A(2, 2) = Cmplx(0.2, 0.94)
For I = 0 To N - 1
Jpvt(I) = 1
Next
Call Zgeqp3(M, N, A(), Jpvt(), Tau(), Info)
Debug.Print "R ="
Debug.Print Creal(A(0, 0)), Cimag(A(0, 0)), Creal(A(0, 1)), Cimag(A(0, 1))
Debug.Print Creal(A(0, 2)), Cimag(A(0, 2))
Debug.Print Creal(A(1, 1)), Cimag(A(1, 1)), Creal(A(1, 2)), Cimag(A(1, 2))
Debug.Print Creal(A(2, 2)), Cimag(A(2, 2))
Debug.Print "Jpvt =", Jpvt(0), Jpvt(1), Jpvt(2)
Debug.Print "Info =", Info
Call Zungqr(M, N, K, A(), Tau(), Info)
Debug.Print "Q ="
Debug.Print Creal(A(0, 0)), Cimag(A(0, 0)), Creal(A(0, 1)), Cimag(A(0, 1))
Debug.Print Creal(A(1, 0)), Cimag(A(1, 0)), Creal(A(1, 1)), Cimag(A(1, 1))
Debug.Print Creal(A(2, 0)), Cimag(A(2, 0)), Creal(A(2, 1)), Cimag(A(2, 1))
Debug.Print Creal(A(0, 2)), Cimag(A(0, 2))
Debug.Print Creal(A(1, 2)), Cimag(A(1, 2))
Debug.Print Creal(A(2, 2)), Cimag(A(2, 2))
Debug.Print "Info =", Info
End Sub
Function Cmplx(R As Double, Optional I As Double=0) As Complex
Building complex number
Function Cimag(A As Complex) As Double
Imaginary part of complex number
Function Creal(A As Complex) As Double
Real part of complex number
Sub Zgeqp3(M As Long, N As Long, A() As Complex, Jpvt() As Long, Tau() As Complex, Info As Long)
QR factorization of a complex matrix with pivoting
Sub Zungqr(M As Long, N As Long, K As Long, A() As Complex, Tau() As Complex, Info As Long)
Generates matrix Q of QR factorization of a complex matrix
Example Results
R =
-1.54618886297891 0 0.455571771900423 0.580588841049134
0.105614523497074 -0.57774313435356
1.14235325460067 0 -0.16000635361559 -0.558214300362838
1.30543219081149 0
Jpvt = 1 2 3
Info = 0
Q =
-0.129350304344243 7.11426673893335E-02 -0.726366393673366 -0.242754372725663
0.517401217376971 0.595011399983517 -0.157793930669391 0.252577062211036
-0.459193580422062 -0.381583397815516 -0.142116660471961 0.551879456556921
0.614237041991267 -0.119926029506194
5.77211185374505E-02 0.535006158572045
0.105825585638305 0.554588344523916
Info = 0