Integer, Intent (In)	::	m, n, k, lda, ldc, lwork
Integer, Intent (Out)	::	info
Real (Kind=nag_wp), Intent (In)	::	tau(*)
Real (Kind=nag_wp), Intent (Inout)	::	a(lda,), c(ldc,)
Real (Kind=nag_wp), Intent (Out)	::	work(max(1,lwork))
Character (1), Intent (In)	::	side, trans

C Header Interface

#include <nag.h>

void	f08agf_ (const char side, const char trans, const Integer m, const Integer n, const Integer k, double a[], const Integer lda, const double tau[], double c[], const Integer ldc, double work[], const Integer lwork, Integer *info, const Charlen length_side, const Charlen length_trans)

The routine may be called by the names f08agf, nagf_lapackeig_dormqr or its LAPACK name dormqr.

3 Description

f08agf is intended to be used after a call to f08aef or f08bff which perform a

Q R

factorization of a real matrix

A

. The orthogonal matrix

Q

is represented as a product of elementary reflectors.

This routine may be used to form one of the matrix products

Q C, Q^{T} C, C Q ​ or ​ C Q^{T},

overwriting the result on

c

(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.

4 References

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

5 Arguments

1: $side$ – Character(1) Input

On entry: indicates how

Q

Q^{T}

is to be applied to

C

$side ='L'$: $Q$ or $Q^{T}$ is applied to $C$ from the left.
$side ='R'$: $Q$ or $Q^{T}$ is applied to $C$ from the right.

Constraint:

side ='L'

'R'

2: $trans$ – Character(1) Input

On entry: indicates whether

Q

Q^{T}

is to be applied to

C

$trans ='N'$: $Q$ is applied to $C$ .
$trans ='T'$: $Q^{T}$ is applied to $C$ .

Constraint:

trans ='N'

'T'

3: $m$ – Integer Input

On entry:

m

, the number of rows of the matrix

C

Constraint:

m \geq 0

4: $n$ – Integer Input

On entry:

n

, the number of columns of the matrix

C

Constraint:

n \geq 0

5: $k$ – Integer Input

On entry:

k

, the number of elementary reflectors whose product defines the matrix

Q

Constraints:

if $side ='L'$ , $m \geq k \geq 0$ ;
if $side ='R'$ , $n \geq k \geq 0$ .

6: $a (lda, *)$ – Real (Kind=nag_wp) array Input

Note: the second dimension of the array a must be at least

\max (1, k)

On entry: details of the vectors which define the elementary reflectors, as returned by f08aef or f08bff.

7: $lda$ – Integer Input

On entry: the first dimension of the array a as declared in the (sub)program from which f08agf is called.

Constraints:

if $side ='L'$ , $lda \geq \max (1, m)$ ;
if $side ='R'$ , $lda \geq \max (1, n)$ .

8: $tau (*)$ – Real (Kind=nag_wp) array Input

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

\max (1, k)

On entry: further details of the elementary reflectors, as returned by f08aef or f08bff.

9: $c (ldc, *)$ – Real (Kind=nag_wp) array Input/Output

Note: the second dimension of the array c must be at least

\max (1, n)

On entry: the

m \times n

matrix

C

On exit: c is overwritten by

Q C

Q^{T} C

C Q

C Q^{T}

as specified by side and trans.

10: $ldc$ – Integer Input

On entry: the first dimension of the array c as declared in the (sub)program from which f08agf is called.

Constraint:

ldc \geq \max (1, m)

11: $work (\max (1, lwork))$ – Real (Kind=nag_wp) array Workspace

On exit: if

info = 0

work (1)

contains the minimum value of lwork required for optimal performance.

12: $lwork$ – Integer Input

On entry: the dimension of the array work as declared in the (sub)program from which f08agf 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 n \times nb

side ='L'

and at least

m \times nb

side ='R'

, where

nb

is the optimal block size.

Constraints:

if $side ='L'$ , $lwork \geq \max (1, n)$ or $lwork = - 1$ ;
if $side ='R'$ , $lwork \geq \max (1, m)$ or $lwork = - 1$ .

13: $info$ – Integer Output

On exit:

info = 0

unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

$- 999 < info < 0$: If $info = - i$ , argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

$info = - 999$: Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.
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

E

such that

{‖ E ‖}_{2} = O (ε) {‖ C ‖}_{2},

where

ε

is the machine precision.

8 Parallelism and Performance

f08agf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

f08agf 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.