The routine may be called by the names f08cff, nagf_lapackeig_dorgql or its LAPACK name dorgql.
3Description
f08cff is intended to be used after a call to f08cef, which performs a factorization of a real matrix . The orthogonal matrix is represented as a product of elementary reflectors.
This routine may be used to generate explicitly as a square matrix, or to form only its trailing columns.
Usually is determined from the factorization of an matrix with . The whole of may be computed by
:
Call dorgql(m,m,p,a,lda,tau,work,lwork,info)
(note that the array a must have at least columns)
or its trailing columns by
:
Call dorgql(m,p,p,a,lda,tau,work,lwork,info)
The columns of returned by the last call form an orthonormal basis for the space spanned by the columns of ; thus f08cef followed by f08cff can be used to orthogonalize the columns of .
The information returned by f08cef also yields the factorization of the trailing columns of , where . The orthogonal matrix arising from this factorization can be computed by
:
Call dorgql(m,m,k,a,lda,tau,work,lwork,info)
or its trailing columns by
:
Call dorgql(m,k,k,a,lda,tau,work,lwork,info)
4References
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia https://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5Arguments
1: – IntegerInput
On entry: , the number of rows of the matrix .
Constraint:
.
2: – IntegerInput
On entry: , the number of columns of the matrix .
Constraint:
.
3: – IntegerInput
On entry: , the number of elementary reflectors whose product defines the matrix .
Constraint:
.
4: – Real (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array a
must be at least
.
On entry: details of the vectors which define the elementary reflectors, as returned by f08cef.
On exit: the matrix .
5: – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f08cff is called.
Constraint:
.
6: – Real (Kind=nag_wp) arrayInput
Note: the dimension of the array tau
must be at least
.
On entry: further details of the elementary reflectors, as returned by f08cef.
7: – Real (Kind=nag_wp) arrayWorkspace
On exit: if , contains the minimum value of lwork required for optimal performance.
8: – IntegerInput
On entry: the dimension of the array work as declared in the (sub)program from which f08cff is called.
If , 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, , where is the optimal block size.
Constraint:
or .
9: – IntegerOutput
On exit: unless the routine detects an error (see Section 6).
6Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
7Accuracy
The computed matrix differs from an exactly orthogonal matrix by a matrix such that
where is the machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08cff 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.
9Further Comments
The total number of floating-point operations is approximately ; when , the number is approximately .