engleski

New XGEQPF, XLAPF2, XLAQPS and XGEQP3 in LAPACK

We have fixed a subtle numerical instability in the column pivoted QR factorization. The problem dates back to LINPACK and it has been present in virtually all numerical linear algebra packages. Our modification is now included in the routines SRC/{; ; ; ; c, d, s, z}; ; ; ; geqpf.f SRC/{; ; ; ; c, d, s, z}; ; ; ; laqp2.f SRC/{; ; ; ; c, d, s, z}; ; ; ; laqps.f and it affects SRC/{; ; ; ; c, d, s, z}; ; ; ; geqp3.f as well.

QR factorization; column pivoting; rank revealing

Or new software has been included in LAPACK 3.1. (release 3.1.0 in November 2006, 3.1.1. in February 2007.) The mathematics of our new software is given in the paper Z. Drmač, Z. Bujanović: On the failure of rank revealing QR factorization software -- a case study, to appear in ACM Transactions on Mathematical Software, 2008.