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Starting in LAPACK v3.12.0, there is a routine geqp3rk
(double precision subroutine here), that performs a truncated QR factorization based on of three stopping conditions:
kmax
: if an integerkmax
is provided, it provides a QR factorization truncated atkmax
columns, i.e. its the same aspqrfact(A; sketch=:none, rank = kmax)
abstol
: if provided stops when pivot element has value less than the tolerance, similar topqrfact(A; sketch=:none, atol = abstol)
reltol
: similar to above but usesreltol
instead, similar topqrfact(A; sketch=:none, rtol = reltol)
That is, there is now a lapack routine to do exactly what perfect
does.
I think we should be using this going forward, since it seems to be a little bit faster than the Julia native implementation that is the function geqp3_adap_main!
.
There is one major caveat: I am still not sure why but the R
factor differs a little when the stopping criteria are abstol
or reltol
. Submitting a PR related to this.
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