NAG Library Routine Document
F08CKF (DORMRQ)
1 Purpose
F08CKF (DORMRQ) multiplies a general real
by
matrix
by the real orthogonal matrix
from an
factorization computed by
F08CHF (DGERQF).
2 Specification
SUBROUTINE F08CKF ( |
SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) |
INTEGER |
M, N, K, LDA, LDC, LWORK, INFO |
REAL (KIND=nag_wp) |
A(LDA,*), TAU(*), C(LDC,*), WORK(max(1,LWORK)) |
CHARACTER(1) |
SIDE, TRANS |
|
The routine may be called by its
LAPACK
name dormrq.
3 Description
F08CKF (DORMRQ) is intended to be used following a call to
F08CHF (DGERQF), which performs an
factorization of a real matrix
and represents the orthogonal matrix
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
by
matrix.
A common application of this routine is in solving underdetermined linear least squares problems, as described in the
F08 Chapter Introduction, and illustrated in
Section 10 in F08CHF (DGERQF).
4 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
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/Output
-
Note: the second dimension of the array
A
must be at least
if
and at least
if
.
On entry: the
th row of
A must contain the vector which defines the elementary reflector
, for
, as returned by
F08CHF (DGERQF).
On exit: is modified by F08CKF (DORMRQ) but restored on exit.
- 7: – INTEGERInput
-
On entry: the first dimension of the array
A as declared in the (sub)program from which F08CKF (DORMRQ) is called.
Constraint:
.
- 8: – REAL (KIND=nag_wp) arrayInput
-
Note: the dimension of the array
TAU
must be at least
.
On entry:
must contain the scalar factor of the elementary reflector
, as returned by
F08CHF (DGERQF).
- 9: – REAL (KIND=nag_wp) arrayInput/Output
-
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 F08CKF (DORMRQ) 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 F08CKF (DORMRQ) 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
F08CKF (DORMRQ) is not threaded by NAG in any implementation.
F08CKF (DORMRQ) 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.
The total number of floating-point operations is approximately if and if .
The complex analogue of this routine is
F08CXF (ZUNMRQ).
10 Example
See
Section 10 in F08CHF (DGERQF).