NAG Library Function Document
nag_dorgqr (f08afc)
1 Purpose
nag_dorgqr (f08afc) generates all or part of the real orthogonal matrix
from a
factorization computed by
nag_dgeqrf (f08aec),
nag_dgeqpf (f08bec) or
nag_dgeqp3 (f08bfc).
2 Specification
#include <nag.h> |
#include <nagf08.h> |
void |
nag_dorgqr (Nag_OrderType order,
Integer m,
Integer n,
Integer k,
double a[],
Integer pda,
const double tau[],
NagError *fail) |
|
3 Description
nag_dorgqr (f08afc) is intended to be used after a call to
nag_dgeqrf (f08aec),
nag_dgeqpf (f08bec) or
nag_dgeqp3 (f08bfc).
which perform a
factorization of a real matrix
. The orthogonal matrix
is represented as a product of elementary reflectors.
This function may be used to generate explicitly as a square matrix, or to form only its leading columns.
Usually
is determined from the
factorization of an
by
matrix
with
. The whole of
may be computed by:
nag_dorgqr(order,m,m,p,&a,pda,tau,&fail)
(note that the array
a must have at least
columns) or its leading
columns by:
nag_dorgqr(order,m,p,p,&a,pda,tau,&fail)
The columns of
returned by the last call form an orthonormal basis for the space spanned by the columns of
; thus
nag_dgeqrf (f08aec) followed by nag_dorgqr (f08afc) can be used to orthogonalize the columns of
.
The information returned by the
factorization functions also yields the
factorization of the leading
columns of
, where
. The orthogonal matrix arising from this factorization can be computed by:
nag_dorgqr(order,m,m,k,&a,pda,tau,&fail)
or its leading
columns by:
nag_dorgqr(order,m,k,k,&a,pda,tau,&fail)
4 References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5 Arguments
- 1:
order – Nag_OrderTypeInput
-
On entry: the
order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by
. See
Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint:
or .
- 2:
m – IntegerInput
On entry: , the order of the orthogonal matrix .
Constraint:
.
- 3:
n – IntegerInput
On entry: , the number of columns of the matrix .
Constraint:
.
- 4:
k – IntegerInput
On entry: , the number of elementary reflectors whose product defines the matrix .
Constraint:
.
- 5:
a[] – doubleInput/Output
-
Note: the dimension,
dim, of the array
a
must be at least
- when
;
- when
.
On entry: details of the vectors which define the elementary reflectors, as returned by
nag_dgeqrf (f08aec),
nag_dgeqpf (f08bec) or
nag_dgeqp3 (f08bfc).
On exit: the
by
matrix
.
If , the th element of the matrix is stored in .
If , the th element of the matrix is stored in .
- 6:
pda – IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
a.
Constraints:
- if ,
;
- if , .
- 7:
tau[] – const doubleInput
-
Note: the dimension,
dim, of the array
tau
must be at least
.
On entry: further details of the elementary reflectors, as returned by
nag_dgeqrf (f08aec),
nag_dgeqpf (f08bec) or
nag_dgeqp3 (f08bfc).
- 8:
fail – NagError *Input/Output
-
The NAG error argument (see
Section 3.6 in the Essential Introduction).
6 Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
- NE_INTERNAL_ERROR
-
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
7 Accuracy
The computed matrix
differs from an exactly orthogonal matrix by a matrix
such that
where
is the
machine precision.
8 Parallelism and Performance
nag_dorgqr (f08afc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dorgqr (f08afc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
Users' Note for your implementation for any additional implementation-specific information.
The total number of floating-point operations is approximately ; when , the number is approximately .
The complex analogue of this function is
nag_zungqr (f08atc).
10 Example
This example forms the leading
columns of the orthogonal matrix
from the
factorization of the matrix
, where
The columns of
form an orthonormal basis for the space spanned by the columns of
.
10.1 Program Text
Program Text (f08afce.c)
10.2 Program Data
Program Data (f08afce.d)
10.3 Program Results
Program Results (f08afce.r)