Integer, Intent (In)	::	m, n, lda, lwork
Integer, Intent (Out)	::	info
Real (Kind=nag_wp), Intent (Inout)	::	a(lda,), tau()
Real (Kind=nag_wp), Intent (Out)	::	work(max(1,lwork))

C Header Interface

#include <nag.h>

void	f08ahf_ (const Integer m, const Integer n, double a[], const Integer lda, double tau[], double work[], const Integer lwork, Integer *info)

The routine may be called by the names f08ahf, nagf_lapackeig_dgelqf or its LAPACK name dgelqf.

3 Description

f08ahf forms the

L Q

factorization of an arbitrary rectangular real

m \times n

matrix. No pivoting is performed.

m \leq n

, the factorization is given by:

A = (\begin{array}{r} L & 0 \end{array}) Q

where

L

is an

m \times m

lower triangular matrix and

Q

is an

n \times n

orthogonal matrix. It is sometimes more convenient to write the factorization as

A = (\begin{array}{r} L & 0 \end{array}) (\begin{array}{r} Q_{1} \\ Q_{2} \end{array})

which reduces to

A = L Q_{1},

where

Q_{1}

consists of the first

m

rows of

Q

, and

Q_{2}

the remaining

n - m

rows.

m > n

L

is trapezoidal, and the factorization can be written

A = (\begin{array}{r} L_{1} \\ L_{2} \end{array}) Q

where

L_{1}

is lower triangular and

L_{2}

is rectangular.

The

L Q

factorization of

A

is essentially the same as the

Q R

factorization of

A^{T}

, since

A = (\begin{array}{r} L & 0 \end{array}) Q \Leftrightarrow A^{T} = Q^{T} (\begin{array}{r} L^{T} \\ 0 \end{array}) .

The matrix

Q

is not formed explicitly but is represented as a product of

\min (m, n)

elementary reflectors (see the F08 Chapter Introduction for details). Routines are provided to work with

Q

in this representation (see Section 9).

Note also that for any

k < m

, the information returned in the first

k

rows of the array a represents an

L Q

factorization of the first

k

rows of the original matrix

A

4 References

None.

5 Arguments

1: $m$ – Integer Input: On entry: $m$ , the number of rows of the matrix $A$ .

Constraint: $m \geq 0$ .
2: $n$ – Integer Input: On entry: $n$ , the number of columns of the matrix $A$ .

Constraint: $n \geq 0$ .
3: $a (lda, *)$ – Real (Kind=nag_wp) array Input/Output: Note: the second dimension of the array a must be at least $\max (1, n)$ .

On entry: the $m \times n$ matrix $A$ .

On exit: if $m \leq n$ , the elements above the diagonal are overwritten by details of the orthogonal matrix $Q$ and the lower triangle is overwritten by the corresponding elements of the $m \times m$ lower triangular matrix $L$ .
If $m > n$ , the strictly upper triangular part is overwritten by details of the orthogonal matrix $Q$ and the remaining elements are overwritten by the corresponding elements of the $m \times n$ lower trapezoidal matrix $L$ .
4: $lda$ – Integer Input: On entry: the first dimension of the array a as declared in the (sub)program from which f08ahf is called.

Constraint: $lda \geq \max (1, m)$ .
5: $tau (*)$ – Real (Kind=nag_wp) array Output: Note: the dimension of the array tau must be at least $\max (1, \min (m, n))$ .

On exit: further details of the orthogonal matrix $Q$ .
6: $work (\max (1, lwork))$ – Real (Kind=nag_wp) array Workspace: On exit: if $info = 0$ , $work (1)$ contains the minimum value of lwork required for optimal performance.
7: $lwork$ – Integer Input: On entry: the dimension of the array work as declared in the (sub)program from which f08ahf is called.
If $lwork = - 1$ , 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, $lwork \geq m \times nb$ , where $nb$ is the optimal block size.

Constraint: $lwork \geq \max (1, m)$ or $lwork = - 1$ .
8: $info$ – Integer Output: On exit: $info = 0$ unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

$info < 0$: 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 factorization is the exact factorization of a nearby matrix

(A + E)

, where

{‖ E ‖}_{2} = O (ε) {‖ A ‖}_{2},

and

ε

is the machine precision.

8 Parallelism and Performance

f08ahf 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

\frac{2}{3} m^{2} (3 n - m)

m \leq n

\frac{2}{3} n^{2} (3 m - n)

m > n

To form the orthogonal matrix

Q

f08ahf may be followed by a call to f08ajf :

Call dorglq(n,n,min(m,n),a,lda,tau,work,lwork,info)

but note that the first dimension of the array a must be at least n, which may be larger than was required by f08ahf.

When

m \leq n

, it is often only the first

m

rows of

Q

that are required, and they may be formed by the call:

Call dorglq(m,n,m,a,lda,tau,work,lwork,info)

To apply

Q

to an arbitrary

m \times p

real rectangular matrix

C

, f08ahf may be followed by a call to f08akf . For example,

Call dormlq('Left','Transpose',m,p,min(m,n),a,lda,tau,c,ldc, &
              work,lwork,info)

forms the matrix product

C = Q^{T} C

The complex analogue of this routine is f08avf.

10 Example

This example finds the minimum norm solutions of the underdetermined systems of linear equations

A x_{1} = b_{1} and A x_{2} = b_{2}

where

b_{1}

and

b_{2}

are the columns of the matrix

B

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}) and B = (\begin{array}{r} - 2.87 & - 5.23 \\ 1.63 & 0.29 \\ - 3.52 & 4.76 \\ 0.45 & - 8.41 \end{array}) .

f08ah: FL CL CPP AD

NAG FL Interfacef08ahf (dgelqf)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG FL Interface
f08ahf (dgelqf)