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Pivoting QR decomposition #1045
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I think this PR is almost ready to be reviewed. I have the specs left to write but this should pretty quick as it mainly is a small modification of the qr specs. I'll try to do that by the end of the week. It seems like there is a small issue with the unbuntu-22.04/cmake/inter-classic 2021.10 setup though. Not sure what it is and I don't have the intel compilers on my laptop so I can't really dig into it at the moment.
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Following #930, this PR extends the
qrinterface to enable the computation of the QR factorization with column pivoting. It is based on thexGEQP3driver fromlapack.Proposed interfaces
call qr(a, q, r, pivots [, overwrite_a, storage, err])where
ais the matrix to be factorized,qthe orthonormal basis forcolspan(a),rthe upper triangular matrix andpivotsan integer array with indices of the pivoted columns.Progress
Ping: @perazz, @jvdp1, @jalvesz