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NAG Toolbox: nag_lapack_zunmqr (f08au)
Purpose
nag_lapack_zunmqr (f08au) multiplies an arbitrary complex matrix
by the complex unitary matrix
from a
factorization computed by
nag_lapack_zgeqrf (f08as),
nag_lapack_zgeqpf (f08bs) or
nag_lapack_zgeqp3 (f08bt).
Syntax
[
c,
info] = f08au(
side,
trans,
a,
tau,
c, 'm',
m, 'n',
n, 'k',
k)
[
c,
info] = nag_lapack_zunmqr(
side,
trans,
a,
tau,
c, 'm',
m, 'n',
n, 'k',
k)
Description
nag_lapack_zunmqr (f08au) is intended to be used after a call to
nag_lapack_zgeqrf (f08as),
nag_lapack_zgeqpf (f08bs) or
nag_lapack_zgeqp3 (f08bt), which perform a
factorization of a complex matrix
. The unitary matrix
is represented as a product of elementary reflectors.
This function may be used to form one of the matrix products
overwriting the result on
(which may be any complex rectangular matrix).
A common application of this function is in solving linear least squares problems, as described in the
F08 Chapter Introduction and illustrated in
Example in
nag_lapack_zgeqrf (f08as).
References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Parameters
Compulsory Input Parameters
- 1:
– string (length ≥ 1)
-
Indicates how
or
is to be applied to
.
- or is applied to from the left.
- or is applied to from the right.
Constraint:
or .
- 2:
– string (length ≥ 1)
-
Indicates whether
or
is to be applied to
.
- is applied to .
- is applied to .
Constraint:
or .
- 3:
– complex array
-
The first dimension,
, of the array
a must satisfy
- if , ;
- if , .
The second dimension of the array
a must be at least
.
Details of the vectors which define the elementary reflectors, as returned by
nag_lapack_zgeqrf (f08as),
nag_lapack_zgeqpf (f08bs) or
nag_lapack_zgeqp3 (f08bt).
- 4:
– complex array
-
The dimension of the array
tau
must be at least
- 5:
– complex array
-
The first dimension of the array
c must be at least
.
The second dimension of the array
c must be at least
.
The by matrix .
Optional Input Parameters
- 1:
– int64int32nag_int scalar
-
Default:
the first dimension of the array
c.
, the number of rows of the matrix .
Constraint:
.
- 2:
– int64int32nag_int scalar
-
Default:
the second dimension of the array
c.
, the number of columns of the matrix .
Constraint:
.
- 3:
– int64int32nag_int scalar
-
Default:
the second dimension of the arrays
a,
tau.
, the number of elementary reflectors whose product defines the matrix .
Constraints:
- if , ;
- if , .
Output Parameters
- 1:
– complex array
-
The first dimension of the array
c will be
.
The second dimension of the array
c will be
.
c stores
or
or
or
as specified by
side and
trans.
- 2:
– int64int32nag_int scalar
unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
-
If , parameter had an illegal value on entry. The parameters are numbered as follows:
1:
side, 2:
trans, 3:
m, 4:
n, 5:
k, 6:
a, 7:
lda, 8:
tau, 9:
c, 10:
ldc, 11:
work, 12:
lwork, 13:
info.
It is possible that
info refers to a parameter that is omitted from the MATLAB interface. This usually indicates that an error in one of the other input parameters has caused an incorrect value to be inferred.
Accuracy
The computed result differs from the exact result by a matrix
such that
where
is the
machine precision.
Further Comments
The total number of real floating-point operations is approximately if and if .
The real analogue of this function is
nag_lapack_dormqr (f08ag).
Example
See
Example in
nag_lapack_zgeqrf (f08as).
Open in the MATLAB editor:
f08au_example
function f08au_example
fprintf('f08au example results\n\n');
a = [ 0.96 - 0.81i, -0.03 + 0.96i, -0.91 + 2.06i, -0.05 + 0.41i;
-0.98 + 1.98i, -1.20 + 0.19i, -0.66 + 0.42i, -0.81 + 0.56i;
0.62 - 0.46i, 1.01 + 0.02i, 0.63 - 0.17i, -1.11 + 0.60i;
-0.37 + 0.38i, 0.19 - 0.54i, -0.98 - 0.36i, 0.22 - 0.20i;
0.83 + 0.51i, 0.20 + 0.01i, -0.17 - 0.46i, 1.47 + 1.59i;
1.08 - 0.28i, 0.20 - 0.12i, -0.07 + 1.23i, 0.26 + 0.26i];
[qr, tau, info] = f08as(a);
c = [-2.09 + 1.93i, 3.26 - 2.70i;
3.34 - 3.53i, -6.22 + 1.16i;
-4.94 - 2.04i, 7.94 - 3.13i;
0.17 + 4.23i, 1.04 - 4.26i;
-5.19 + 3.63i, -2.31 - 2.12i;
0.98 + 2.53i, -1.39 - 4.05i];
side = 'Left';
trans = 'Conjugate transpose';
[b, info] = f08au( ...
side, trans, qr, tau, c);
disp('B = Q^H*C:');
disp(b);
f08au example results
B = Q^H*C:
5.3510 - 0.1638i -4.7626 - 2.8427i
-5.7559 - 0.2004i 6.3325 - 2.7406i
-2.5366 + 4.0215i 6.4835 - 3.8629i
-1.0677 - 6.3316i 6.4968 - 0.7809i
-0.0381 - 0.0273i -0.1320 - 0.0612i
-0.0144 + 0.0483i 0.0906 - 0.0740i
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