From simon at stats.gla.ac.uk  Mon Apr 28 18:36:17 2003
From: simon at stats.gla.ac.uk (simon@stats.gla.ac.uk)
Date: Mon Apr 28 17:36:29 2003
Subject: [Rd] qr(x,LAPACK=TRUE) (PR#2867)
Message-ID: <200304281536.h3SFaHpD015670@pubhealth.ku.dk>

Hi, 

I think there is a problem with the LAPACK version of qr() in version
1.7.0. (version below).

1. The documentation states that LAPACK=TRUE is the default, but the code
has LAPACK=FALSE.

2. With LAPACK=TRUE qr() is never pivoting, even in cases where it very
clearly should be. e.g.

set.seed(0)
X<-matrix(rnorm(40),10,4);X[,1]<-X[,2]
qrx<-qr(X,LAPACK=TRUE)
qrx$pivot # note, no pivoting
qr.R(qrx) # note zero on leading diagonal is not in trailing block

3. ?qr includes the statement:

Using LAPACK (including in the complex case) uses column pivoting

4. If I call F77_NAME(dgeqp3) directly I get correct pivoting.

platform i686-pc-linux-gnu
arch     i686             
os       linux-gnu        
system   i686, linux-gnu  
status                    
major    1                
minor    7.0              
year     2003             
month    04               
day      16               
language R     

Apologies if I'm doing something dumb, but I can't see what it is at the
moment.

best,
Simon

_____________________________________________________________________
> Simon Wood simon@stats.gla.ac.uk        www.stats.gla.ac.uk/~simon/
>>  Department of Statistics, University of Glasgow, Glasgow, G12 8QQ
>>>   Direct telephone: (0)141 330 4530          Fax: (0)141 330 4814


[Rd] qr(x,LAPACK=TRUE) (PR#2867)
simon@stats.gla.ac.uk