nag_dormrq (f08ckc) multiplies a general real
by
matrix
by the real orthogonal matrix
from an
factorization computed by
nag_dgerqf (f08chc).
nag_dormrq (f08ckc) is intended to be used following a call to
nag_dgerqf (f08chc), which performs an
factorization of a real matrix
and represents the orthogonal matrix
as a product of elementary reflectors.
This function may be used to form one of the matrix products
overwriting the result on
, which may be any real rectangular
by
matrix.
A common application of this function is in solving underdetermined linear least squares problems, as described in the
f08 Chapter Introduction, and illustrated in
Section 9 in nag_dgerqf (f08chc).
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
http://www.netlib.org/lapack/lug
- NE_ALLOC_FAIL
Dynamic memory allocation failed.
- NE_BAD_PARAM
On entry, argument had an illegal value.
- NE_ENUM_INT_3
On entry, , , and .
Constraint: if , ;
if , .
On entry, , , and .
Constraint: if ,
;
if ,
.
- NE_INT
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
On entry, and .
Constraint: .
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.
The computed result differs from the exact result by a matrix
such that
where
is the
machine precision.
The complex analogue of this function is
nag_zunmrq (f08cxc).