Integer, Intent (In)	::	m, n, k, nb, ldv, ldt, ldc
Integer, Intent (Out)	::	info
Real (Kind=nag_wp), Intent (In)	::	t(ldt,*)
Real (Kind=nag_wp), Intent (Inout)	::	v(ldv,), c(ldc,), work(*)
Character (1), Intent (In)	::	side, trans

C Header Interface

#include <nag.h>

void

f08acf_ (const char *side, const char *trans, const Integer *m, const Integer *n, const Integer *k, const Integer *nb, double v[], const Integer *ldv, const double t[], const Integer *ldt, double c[], const Integer *ldc, double work[], Integer *info, const Charlen length_side, const Charlen length_trans)

The routine may be called by the names f08acf, nagf_lapackeig_dgemqrt or its LAPACK name dgemqrt.

3 Description

f08acf is intended to be used after a call to f08abf which performs 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 f08abf.

4 References

Golub G H and Van Loan C F (2012) Matrix Computations (4th 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

. Usually

k = \min (m_{A}, n_{A})

where

m_{A}

n_{A}

are the dimensions of the matrix

A

supplied in a previous call to f08abf.

Constraints:

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

6: $nb$ – Integer Input

On entry: the block size used in the

Q R

factorization performed in a previous call to f08abf; this value must remain unchanged from that call.

Constraints:

$nb \geq 1$ ;
if $k > 0$ , $nb \leq k$ .

7: $v (ldv, *)$ – Real (Kind=nag_wp) array Input

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

\max (1, k)

On entry: details of the vectors which define the elementary reflectors, as returned by f08abf in the first

k

columns of its array argument a.

8: $ldv$ – Integer Input

On entry: the first dimension of the array v as declared in the (sub)program from which f08acf is called.

Constraints:

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

9: $t (ldt, *)$ – Real (Kind=nag_wp) array Input

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

\max (1, k)

On entry: further details of the orthogonal matrix

Q

as returned by f08abf. The number of blocks is

b = ⌈ \frac{k}{nb} ⌉

, where

k = \min (m, n)

and each block is of order nb except for the last block, which is of order

k - (b - 1) \times nb

. For the

b

blocks the upper triangular block reflector factors

T_{1}, T_{2}, \dots, T_{b}

are stored in the

nb \times n

matrix

T

T = [T_{1} | T_{2} | \dots | T_{b}]

10: $ldt$ – Integer Input

On entry: the first dimension of the array t as declared in the (sub)program from which f08acf is called.

Constraint:

ldt \geq nb

11: $c (ldc, *)$ – 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.

12: $ldc$ – Integer Input

On entry: the first dimension of the array c as declared in the (sub)program from which f08acf is called.

Constraint:

ldc \geq \max (1, m)

13: $work (*)$ – Real (Kind=nag_wp) array Workspace

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

n \times nb

side ='L'

and at least

m \times nb

side ='R'

14: $info$ – 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 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

Background information to multithreading can be found in the Multithreading documentation.

f08acf 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.