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

C Header Interface

#include <nag.h>

void	f08awf_ (const Integer m, const Integer n, const Integer k, Complex a[], const Integer lda, const Complex tau[], Complex work[], const Integer lwork, Integer info)

The routine may be called by the names f08awf, nagf_lapackeig_zunglq or its LAPACK name zunglq.

3 Description

f08awf is intended to be used after a call to f08avf, which performs an

L Q

factorization of a complex matrix

A

. The unitary matrix

Q

is represented as a product of elementary reflectors.

This routine may be used to generate

Q

explicitly as a square matrix, or to form only its leading rows.

Usually

Q

is determined from the

L Q

factorization of a

p \times n

matrix

A

with

p \leq n

. The whole of

Q

may be computed by :

Call zunglq(n,n,p,a,lda,tau,work,lwork,info)

(note that the array a must have at least

n

rows) or its leading

p

rows by :

Call zunglq(p,n,p,a,lda,tau,work,lwork,info)

The rows of

Q

returned by the last call form an orthonormal basis for the space spanned by the rows of

A

; thus f08avf followed by f08awf can be used to orthogonalize the rows of

A

The information returned by the

L Q

factorization routines also yields the

L Q

factorization of the leading

k

rows of

A

, where

k < p

. The unitary matrix arising from this factorization can be computed by :

Call zunglq(n,n,k,a,lda,tau,work,lwork,info)

or its leading

k

rows by :

Call zunglq(k,n,k,a,lda,tau,work,lwork,info)

4 References

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

5 Arguments

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

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

Constraint: $n \geq m$ .
3: $k$ – Integer Input: On entry: $k$ , the number of elementary reflectors whose product defines the matrix $Q$ .

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

On entry: details of the vectors which define the elementary reflectors, as returned by f08avf.

On exit: the $m \times n$ matrix $Q$ .
5: $lda$ – Integer Input: On entry: the first dimension of the array a as declared in the (sub)program from which f08awf is called.

Constraint: $lda \geq \max (1, m)$ .
6: $tau (*)$ – Complex (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 f08avf.
7: $work (\max (1, lwork))$ – Complex (Kind=nag_wp) array Workspace: On exit: if $info = 0$ , the real part of $work (1)$ contains the minimum value of lwork required for optimal performance.
8: $lwork$ – Integer Input: On entry: the dimension of the array work as declared in the (sub)program from which f08awf 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 $lwork = −1$ .
9: $info$ – 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 matrix

Q

differs from an exactly unitary matrix by a matrix

E

such that

{‖ E ‖}_{2} = O (ε),

where

ε

is the machine precision.

8 Parallelism and Performance

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

f08awf 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 real floating-point operations is approximately

16 m n k - 8 (m + n) k^{2} + \frac{16}{3} k^{3}

; when

m = k

, the number is approximately

\frac{8}{3} m^{2} (3 n - m)

The real analogue of this routine is f08ajf.

10 Example

This example forms the leading

4

rows of the unitary matrix

Q

from the

L Q

factorization of the matrix

A

, where

A = (\begin{array}{r} 0.28 - 0.36 i & 0.50 - 0.86 i & - 0.77 - 0.48 i & 1.58 + 0.66 i \\ - 0.50 - 1.10 i & - 1.21 + 0.76 i & - 0.32 - 0.24 i & - 0.27 - 1.15 i \\ 0.36 - 0.51 i & - 0.07 + 1.33 i & - 0.75 + 0.47 i & - 0.08 + 1.01 i \end{array}) .

The rows of

Q

form an orthonormal basis for the space spanned by the rows of

A

f08aw: FL CL CPP AD PY MB

NAG FL Interfacef08awf (zunglq)

▸▿ 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
f08awf (zunglq)