NAG Library Routine Document

F08CEF (DGEQLF)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

F08CEF (DGEQLF) computes a

Q L

factorization of a real

m

n

matrix

A

2 Specification

SUBROUTINE F08CEF (

M, N, A, LDA, TAU, WORK, LWORK, INFO)

INTEGER	M, N, LDA, LWORK, INFO
REAL (KIND=nag_wp)	A(LDA,), TAU(), WORK(max(1,LWORK))

The routine may be called by its LAPACK name dgeqlf.

3 Description

F08CEF (DGEQLF) forms the

Q L

factorization of an arbitrary rectangular real

m

n

matrix.

m \geq n

, the factorization is given by:

A = Q (\begin{array}{r} 0 \\ L \end{array}),

where

L

is an

n

n

lower triangular matrix and

Q

is an

m

m

orthogonal matrix. If

m < n

the factorization is given by

A = Q L,

where

L

is an

m

n

lower trapezoidal matrix and

Q

is again an

m

m

orthogonal matrix. In the case where

m > n

the factorization can be expressed as

A = (\begin{array}{r} Q_{1} & Q_{2} \end{array}) (\begin{array}{r} 0 \\ L \end{array}) = Q_{2} L,

where

Q_{1}

consists of the first

m - n

columns of

Q

, and

Q_{2}

the remaining

n

columns.

The matrix

Q

is not formed explicitly but is represented as a product of

\min (m, n)

elementary reflectors (see Section 3.3.6 in the F08 Chapter Introduction for details). Routines are provided to work with

Q

in this representation (see Section 8).

Note also that for any

k < n

, the information returned in the last

k

columns of the array A represents a

Q L

factorization of the last

k

columns of the original matrix

A

4 References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Parameters

1: M – INTEGERInput: On entry: $m$ , the number of rows of the matrix $A$ .
Constraint: $M \geq 0$ .
2: N – INTEGERInput: On entry: $n$ , the number of columns of the matrix $A$ .
Constraint: $N \geq 0$ .
3: A(LDA, $*$ ) – REAL (KIND=nag_wp) arrayInput/Output: Note: the second dimension of the array A must be at least $\max (1, N)$ .
On entry: the $m$ by $n$ matrix $A$ .

On exit: if $m \geq n$ , the lower triangle of the subarray $A (m - n + 1 : m, 1 : n)$ contains the $n$ by $n$ lower triangular matrix $L$ .
If $m \leq n$ , the elements on and below the $(n - m)$ th superdiagonal contain the $m$ by $n$ lower trapezoidal matrix $L$ . The remaining elements, with the array TAU, represent the orthogonal matrix $Q$ as a product of elementary reflectors (see Section 3.3.6 in the F08 Chapter Introduction).
4: LDA – INTEGERInput: On entry: the first dimension of the array A as declared in the (sub)program from which F08CEF (DGEQLF) is called.
Constraint: $LDA \geq \max (1, M)$ .
5: TAU( $*$ ) – REAL (KIND=nag_wp) arrayOutput: Note: the dimension of the array TAU must be at least $\max (1, \min (M, N))$ .
On exit: the scalar factors of the elementary reflectors (see Section 8).
6: WORK( $\max (1, LWORK)$ ) – REAL (KIND=nag_wp) arrayWorkspace: On exit: if $INFO = 0$ , $WORK (1)$ contains the minimum value of LWORK required for optimal performance.
7: LWORK – INTEGERInput: On entry: the dimension of the array WORK as declared in the (sub)program from which F08CEF (DGEQLF) is called.
If $LWORK = - 1$ , a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued.

Suggested value: for optimal performance, $LWORK \geq N \times nb$ , where $nb$ is the optimal block size.
Constraint: $LWORK \geq \max (1, N)$ .
8: INFO – INTEGEROutput: On exit: $INFO = 0$ unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

Errors or warnings detected by the routine:

$INFO < 0$: If $INFO = - i$ , argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

7 Accuracy

The computed factorization is the exact factorization of a nearby matrix

(A + E)

, where

{‖E‖}_{2} = O (ε) {‖A‖}_{2},

and

ε

is the machine precision.

8 Further Comments

The total number of floating point operations is approximately

\frac{2}{3} n^{2} (3 m - n)

m \geq n

\frac{2}{3} m^{2} (3 n - m)

m < n

To form the orthogonal matrix

Q

F08CEF (DGEQLF) may be followed by a call to F08CFF (DORGQL):

CALL DORGQL(M,M,MIN(M,N),A,LDA,TAU,WORK,LWORK,INFO)

but note that the second dimension of the array A must be at least M, which may be larger than was required by F08CEF (DGEQLF).

When

m \geq n

, it is often only the first

n

columns of

Q

that are required, and they may be formed by the call:

CALL DORGQL(M,N,N,A,LDA,TAU,WORK,LWORK,INFO)

To apply

Q

to an arbitrary real rectangular matrix

C

, F08CEF (DGEQLF) may be followed by a call to F08CGF (DORMQL). For example,

CALL DORMQL('Left','Transpose',M,P,MIN(M,N),A,LDA,TAU,C,LDC,WORK, &
              LWORK,INFO)

forms

C = Q^{T} C

, where

C

m

p

The complex analogue of this routine is F08CSF (ZGEQLF).

9 Example

This example solves the linear least squares problems

\min_{x} {‖b_{j} - A x_{j}‖}_{2}, ​ j = 1, 2

for

x_{1}

and

x_{2}

, where

b_{j}

is the

j

th column of the matrix

B

A = (\begin{array}{r} - 0.57 & - 1.28 & - 0.39 & 0.25 \\ - 1.93 & 1.08 & - 0.31 & - 2.14 \\ 2.30 & 0.24 & 0.40 & - 0.35 \\ - 1.93 & 0.64 & - 0.66 & 0.08 \\ 0.15 & 0.30 & 0.15 & - 2.13 \\ - 0.02 & 1.03 & - 1.43 & 0.50 \end{array}) and B = (\begin{array}{r} - 2.67 & 0.41 \\ - 0.55 & - 3.10 \\ 3.34 & - 4.01 \\ - 0.77 & 2.76 \\ 0.48 & - 6.17 \\ 4.10 & 0.21 \end{array}) .

The solution is obtained by first obtaining a

Q L

factorization of the matrix

A

Note that the block size (NB) of

64

assumed in this example is not realistic for such a small problem, but should be suitable for large problems.

NAG Library Routine DocumentF08CEF (DGEQLF)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

NAG Library Routine Document

F08CEF (DGEQLF)