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NAG Toolbox: nag_lapack_dormrz (f08bk)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_lapack_dormrz (f08bk) multiplies a general real m by n matrix C by the real orthogonal matrix Z from an RZ factorization computed by nag_lapack_dtzrzf (f08bh).

Syntax

[c, info] = f08bk(side, trans, l, a, tau, c, 'm', m, 'n', n, 'k', k)
[c, info] = nag_lapack_dormrz(side, trans, l, a, tau, c, 'm', m, 'n', n, 'k', k)

Description

nag_lapack_dormrz (f08bk) is intended to be used following a call to nag_lapack_dtzrzf (f08bh), 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 function 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.

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

Parameters

Compulsory Input Parameters

1:     side – string (length ≥ 1)
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 – string (length ≥ 1)
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:     l int64int32nag_int scalar
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 .
4:     alda: – double array
The first dimension of the array a must be at least max1,k.
The second dimension of the array a must be at least max1,m if side='L' and at least max1,n if side='R'.
The ith row of a must contain the vector which defines the elementary reflector Hi, for i=1,2,,k, as returned by nag_lapack_dtzrzf (f08bh).
5:     tau: – double array
The dimension of the array tau must be at least max1,k
taui must contain the scalar factor of the elementary reflector Hi, as returned by nag_lapack_dtzrzf (f08bh).
6:     cldc: – double array
The first dimension of the array c must be at least max1,m.
The second dimension of the array c must be at least max1,n.
The m by n matrix C.

Optional Input Parameters

1:     m int64int32nag_int scalar
Default: the first dimension of the array c.
m, the number of rows of the matrix C.
Constraint: m0.
2:     n int64int32nag_int scalar
Default: the second dimension of the array c.
n, the number of columns of the matrix C.
Constraint: n0.
3:     k int64int32nag_int scalar
Default: the first dimension of the array a and the dimension of the array tau.
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 .

Output Parameters

1:     cldc: – double array
The first dimension of the array c will be max1,m.
The second dimension of the array c will be max1,n.
c stores ZC or ZTC or CZ or ZTC as specified by side and trans.
2:     info int64int32nag_int scalar
info=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

   info=-i
If info=-i, parameter i had an illegal value on entry. The parameters are numbered as follows:
1: side, 2: trans, 3: m, 4: n, 5: k, 6: l, 7: a, 8: lda, 9: tau, 10: c, 11: ldc, 12: work, 13: lwork, 14: 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 E such that
E2 = Oε C2  
where ε is the machine precision.

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 function is nag_lapack_zunmrz (f08bx).

Example

See Example in nag_lapack_dtzrzf (f08bh).
function f08bk_example


fprintf('f08bk example results\n\n');

% Upper trapezoidal matrix A
m = int64(4);
n = int64(5);
a = [-0.09,  0.14, -0.46,  0.68,  1.29;
      0.00,  0.2,   0.29,  1.09,  0.51;
      0.00   0.00,  0.89, -0.71, -0.96;
      0.00   0.00,  0.00,  2.11, -1.27];

% Compute the RZ factorization of A
[rz, tau, info] = f08bh(a);

% Form Z^T*C
side = 'Left';
trans = 'Transpose';
c = [-0.6, -3.6;
     -3.6, -0.5;
     -3.1, -2.3;
     -1.6, -2.4;
      0.0,  0.0];
[ztc, info] = f08bk( ...
		     side, trans, n-m, rz, tau, c);

disp('   Z^T * C:');
disp(ztc);


f08bk example results

   Z^T * C:
    0.5882    3.5295
    0.7275   -0.5723
    4.6819    1.9005
    1.1815    1.3084
   -1.1396   -2.4802


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