F08BKF (DORMRZ) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08BKF (DORMRZ)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy
    9  Example

1  Purpose

F08BKF (DORMRZ) multiplies a general real m by n matrix C by the real orthogonal matrix Z from an RZ factorization computed by F08BHF (DTZRZF).

2  Specification

SUBROUTINE F08BKF ( SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
INTEGER  M, N, K, L, LDA, LDC, LWORK, INFO
REAL (KIND=nag_wp)  A(LDA,*), TAU(*), C(LDC,*), WORK(max(1,LWORK))
CHARACTER(1)  SIDE, TRANS
The routine may be called by its LAPACK name dormrz.

3  Description

F08BKF (DORMRZ) is intended to be used following a call to F08BHF (DTZRZF), which performs an RZ factorization of a real upper trapezoidal matrix A and represents the orthogonal matrix Z as a product of elementary reflectors.
This routine may be used to form one of the matrix products
ZC ,   ZTC ,   CZ ,   CZT ,
overwriting the result on C, which may be any real rectangular m by n matrix.

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

5  Parameters

1:     SIDE – CHARACTER(1)Input
On entry: indicates how Z or ZT is to be applied to C.
SIDE='L'
Z or ZT is applied to C from the left.
SIDE='R'
Z or ZT is applied to C from the right.
Constraint: SIDE='L' or 'R'.
2:     TRANS – CHARACTER(1)Input
On entry: indicates whether Z or ZT is to be applied to C.
TRANS='N'
Z is applied to C.
TRANS='T'
ZT is applied to C.
Constraint: TRANS='N' or 'T'.
3:     M – INTEGERInput
On entry: m, the number of rows of the matrix C.
Constraint: M0.
4:     N – INTEGERInput
On entry: n, the number of columns of the matrix C.
Constraint: N0.
5:     K – INTEGERInput
On entry: k, the number of elementary reflectors whose product defines the matrix Z.
Constraints:
  • if SIDE='L', M K 0 ;
  • if SIDE='R', N K 0 .
6:     L – INTEGERInput
On entry: l, the number of columns of the matrix A containing the meaningful part of the Householder reflectors.
Constraints:
  • if SIDE='L', M L 0 ;
  • if SIDE='R', N L 0 .
7:     A(LDA,*) – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array A must be at least max1,M if SIDE='L' and at least max1,N if SIDE='R'.
On entry: the ith row of A must contain the vector which defines the elementary reflector Hi, for i=1,2,,k, as returned by F08BHF (DTZRZF).
8:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08BKF (DORMRZ) is called.
Constraint: LDAmax1,K.
9:     TAU(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array TAU must be at least max1,K.
On entry: TAUi must contain the scalar factor of the elementary reflector Hi, as returned by F08BHF (DTZRZF).
10:   C(LDC,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array C must be at least max1,N.
On entry: the m by n matrix C.
On exit: C is overwritten by ZC or ZTC or CZ or ZTC as specified by SIDE and TRANS.
11:   LDC – INTEGERInput
On entry: the first dimension of the array C as declared in the (sub)program from which F08BKF (DORMRZ) is called.
Constraint: LDCmax1,M.
12:   WORK(max1,LWORK) – REAL (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, WORK1 contains the minimum value of LWORK required for optimal performance.
13:   LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08BKF (DORMRZ) 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, LWORKN×nb if SIDE='L' and at least M×nb if SIDE='R', where nb is the optimal block size.
Constraints:
  • if SIDE='L', LWORKmax1,N or LWORK=-1;
  • if SIDE='R', LWORKmax1,M or LWORK=-1.
14:   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 result differs from the exact result by a matrix E such that
E2 = Oε C2
where ε is the machine precision.

8  Further Comments

The total number of floating point operations is approximately 4nlk if SIDE='L' and 4mlk if SIDE='R'.
The complex analogue of this routine is F08BXF (ZUNMRZ).

9  Example

See Section 9 in F08BHF (DTZRZF).

F08BKF (DORMRZ) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012