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.
The routine may be called by its
LAPACK
name dormqr.
3 Description
F08AGF (DORMQR) is intended to be used after a call to F08AEF (DGEQRF), F08BEF (DGEQPF) or F08BFF (DGEQP3) which perform a factorization of a real matrix . The orthogonal matrix is represented as a product of elementary reflectors.
This routine may be used to form one of the matrix products
overwriting the result on (which may be any real rectangular matrix).
A common application of this routine is in solving linear least squares problems, as described in the F08 Chapter Introduction and illustrated in Section 10 in F08AEF (DGEQRF).
4 References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5 Parameters
1: – CHARACTER(1)Input
On entry: 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: – CHARACTER(1)Input
On entry: indicates whether or is to be applied to .
is applied to .
is applied to .
Constraint:
or .
3: – INTEGERInput
On entry: , the number of rows of the matrix .
Constraint:
.
4: – INTEGERInput
On entry: , the number of columns of the matrix .
Constraint:
.
5: – INTEGERInput
On entry: , the number of elementary reflectors whose product defines the matrix .
Constraints:
if , ;
if , .
6: – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array A
must be at least
.
Note: the second dimension of the array C
must be at least
.
On entry: the by matrix .
On exit: C is overwritten by or or or as specified by SIDE and TRANS.
10: – INTEGERInput
On entry: the first dimension of the array C as declared in the (sub)program from which F08AGF (DORMQR) is called.
Constraint:
.
11: – REAL (KIND=nag_wp) arrayWorkspace
On exit: if , contains the minimum value of LWORK required for optimal performance.
12: – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08AGF (DORMQR) is called.
If , 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, if and at least if , where is the optimal block size.
Constraints:
if , or ;
if , or .
13: – INTEGEROutput
On exit: unless the routine detects an error (see Section 6).
6 Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
7 Accuracy
The computed result differs from the exact result by a matrix such that
where is the machine precision.
8 Parallelism and Performance
F08AGF (DORMQR) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
F08AGF (DORMQR) 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.
9 Further Comments
The total number of floating-point operations is approximately if and if .