The function may be called by the names: f08avc, nag_lapackeig_zgelqf or nag_zgelqf.
3Description
f08avc forms the factorization of an arbitrary rectangular complex matrix. No pivoting is performed.
If , the factorization is given by:
where is an lower triangular matrix (with real diagonal elements) and is an unitary matrix. It is sometimes more convenient to write the factorization as
which reduces to
where consists of the first rows of , and the remaining rows.
If , is trapezoidal, and the factorization can be written
where is lower triangular and is rectangular.
The factorization of is essentially the same as the factorization of , since
The matrix is not formed explicitly but is represented as a product of elementary reflectors (see the F08 Chapter Introduction for details). Functions are provided to work with in this representation (see Section 9).
Note also that for any , the information returned in the first rows of the array a represents an factorization of the first rows of the original matrix .
4References
None.
5Arguments
1: – Nag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by . See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint:
or .
2: – IntegerInput
On entry: , the number of rows of the matrix .
Constraint:
.
3: – IntegerInput
On entry: , the number of columns of the matrix .
Constraint:
.
4: – ComplexInput/Output
Note: the dimension, dim, of the array a
must be at least
when
;
when
.
The th element of the matrix is stored in
when ;
when .
On entry: the matrix .
On exit: if , the elements above the diagonal are overwritten by details of the unitary matrix and the lower triangle is overwritten by the corresponding elements of the lower triangular matrix .
If , the strictly upper triangular part is overwritten by details of the unitary matrix and the remaining elements are overwritten by the corresponding elements of the lower trapezoidal matrix .
The diagonal elements of are real.
5: – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraints:
if ,
;
if , .
6: – ComplexOutput
Note: the dimension, dim, of the array tau
must be at least
.
On exit: further details of the unitary matrix .
7: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument had an illegal value.
NE_INT
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, . Constraint: .
NE_INT_2
On entry, and .
Constraint: .
On entry, and .
Constraint: .
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
7Accuracy
The computed factorization is the exact factorization of a nearby matrix , where
and is the machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08avc 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
The total number of real floating-point operations is approximately if or if .
To form the unitary matrix f08avc may be followed by a call to f08awc
: