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.
F06FSF generates details of a real elementary reflection
(Householder matrix),
, such that
where is orthogonal, and are real scalars, and is an -element real vector.
is given in the form
where is an -element real vector and is a real scalar. (This form is compatible with that used by LINPACK.)
If the elements of are all zero, or if the elements of are all less than in absolute value, then is set to and can be taken to be the unit matrix. Otherwise always lies in the range .
4 References
None.
5 Parameters
1: – INTEGERInput
On entry: , the number of elements in and .
2: – REAL (KIND=nag_wp)Input/Output
On entry: the scalar .
On exit: the scalar .
3: – REAL (KIND=nag_wp) arrayInput/Output
Note: the dimension of the array X
must be at least
.
On entry: the -element vector .
must be stored in , for .
On exit: the referenced elements are overwritten by details of the real elementary reflection.
4: – INTEGERInput
On entry: the increment in the subscripts of X between successive elements of .
Constraint:
.
5: – REAL (KIND=nag_wp)Input
On entry: the value .
If TOL is not in the range , then the value is used for .
6: – REAL (KIND=nag_wp)Output
On exit: the scalar .
6 Error Indicators and Warnings
None.
7 Accuracy
Not applicable.
8 Parallelism and Performance
F06FSF is not threaded by NAG in any implementation.
F06FSF 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 X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.