NAG Library Routine Document

F08KFF (DORGBR)

The various possibilities are specified by the parameters VECT, M, N and K. The appropriate values to cover the most likely cases are as follows (assuming that

A

was an

m

n

matrix):

To form the full m by m matrix Q:
```
CALL DORGBR('Q',m,m,n,...)
```
(note that the array A must have at least m columns).
If m>n, to form the n leading columns of Q:
```
CALL DORGBR('Q',m,n,n,...)
```
To form the full n by n matrix PT:
```
CALL DORGBR('P',n,n,m,...)
```
(note that the array A must have at least n rows).
If m<n, to form the m leading rows of PT:
```
CALL DORGBR('P',m,n,m,...)
```

4 References

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

5 Parameters

1: VECT – CHARACTER(1)Input

On entry: indicates whether the orthogonal matrix

Q

P^{T}

is generated.

$VECT ='Q'$: $Q$ is generated.
$VECT ='P'$: $P^{T}$ is generated.

Constraint:

VECT ='Q'

'P'

2: M – INTEGERInput

On entry:

m

, the number of rows of the orthogonal matrix

Q

P^{T}

to be returned.

Constraint:

M \geq 0

3: N – INTEGERInput

On entry:

n

, the number of columns of the orthogonal matrix

Q

P^{T}

to be returned.

Constraints:

$N \geq 0$ ;
if $VECT ='Q'$ and $M > K$ , $M \geq N \geq K$ ;
if $VECT ='Q'$ and $M \leq K$ , $M = N$ ;
if $VECT ='P'$ and $N > K$ , $N \geq M \geq K$ ;
if $VECT ='P'$ and $N \leq K$ , $N = M$ .

4: K – INTEGERInput

On entry: if

VECT ='Q'

, the number of columns in the original matrix

A

VECT ='P'

, the number of rows in the original matrix

A

Constraint:

K \geq 0

5: 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: details of the vectors which define the elementary reflectors, as returned by F08KEF (DGEBRD).

On exit: the orthogonal matrix

Q

P^{T}

, or the leading rows or columns thereof, as specified by VECT, M and N.

6: LDA – INTEGERInput

On entry: the first dimension of the array A as declared in the (sub)program from which F08KFF (DORGBR) is called.

Constraint:

LDA \geq \max (1, M)

7: TAU( $*$ ) – REAL (KIND=nag_wp) arrayInput

Note: the dimension of the array TAU must be at least

\max (1, \min (M, K))

VECT ='Q'

and at least

\max (1, \min (N, K))

VECT ='P'

On entry: further details of the elementary reflectors, as returned by F08KEF (DGEBRD) in its parameter TAUQ if

VECT ='Q'

, or in its parameter TAUP if

VECT ='P'

8: 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.

9: LWORK – INTEGERInput

On entry: the dimension of the array WORK as declared in the (sub)program from which F08KFF (DORGBR) is called.

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 \min (M, N) \times nb

, where

nb

is the optimal block size.

Constraint:

LWORK \geq \max (1, \min (M, N))

LWORK = - 1

10: 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 matrix

Q

differs from an exactly orthogonal matrix by a matrix

E

such that

{‖E‖}_{2} = O (ε),

where

ε

is the machine precision. A similar statement holds for the computed matrix

P^{T}

8 Further Comments

The total number of floating point operations for the cases listed in Section 3 are approximately as follows:

To form the whole of Q:
- $\frac{4}{3} n (3 m^{2} - 3 m n + n^{2})$ if $m > n$ ,
- $\frac{4}{3} m^{3}$ if $m \leq n$ ;
To form the n leading columns of Q when m>n:
- $\frac{2}{3} n^{2} (3 m - n)$ ;
To form the whole of PT:
- $\frac{4}{3} n^{3}$ if $m \geq n$ ,
- $\frac{4}{3} m (3 n^{2} - 3 m n + m^{2})$ if $m < n$ ;
To form the m leading rows of PT when m<n:
- $\frac{2}{3} m^{2} (3 n - m)$ .

The complex analogue of this routine is F08KTF (ZUNGBR).

9 Example

For this routine two examples are presented, both of which involve computing the singular value decomposition of a matrix

A

, where

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})

in the first example and

A = (\begin{array}{r} - 5.42 & 3.28 & - 3.68 & 0.27 & 2.06 & 0.46 \\ - 1.65 & - 3.40 & - 3.20 & - 1.03 & - 4.06 & - 0.01 \\ - 0.37 & 2.35 & 1.90 & 4.31 & - 1.76 & 1.13 \\ - 3.15 & - 0.11 & 1.99 & - 2.70 & 0.26 & 4.50 \end{array})

in the second.

A

must first be reduced to tridiagonal form by F08KEF (DGEBRD). The program then calls F08KFF (DORGBR) twice to form

Q

and

P^{T}

, and passes these matrices to F08MEF (DBDSQR), which computes the singular value decomposition of

A

NAG Library Routine DocumentF08KFF (DORGBR)

+− 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

F08KFF (DORGBR)