NAG Library Routine Document

f06qqf  (dutupd)

 Contents

    1  Purpose
    7  Accuracy
    10  Example

1
Purpose

f06qqf performs a QR factorization (as a sequence of plane rotations) of a real upper triangular matrix that has been augmented by a full row.

2
Specification

Fortran Interface
Subroutine f06qqf ( n, alpha, x, incx, a, lda, c, s)
Integer, Intent (In):: n, incx, lda
Real (Kind=nag_wp), Intent (In):: alpha
Real (Kind=nag_wp), Intent (Inout):: x(*), a(lda,*)
Real (Kind=nag_wp), Intent (Out):: c(n), s(n)
C Header Interface
#include nagmk26.h
void  f06qqf_ ( const Integer *n, const double *alpha, double x[], const Integer *incx, double a[], const Integer *lda, double c[], double s[])

3
Description

f06qqf performs the factorization
U αxT =Q R 0  
where U and R are n by n real upper triangular matrices, x is an n-element real vector, α is a real scalar, and Q is a real orthogonal matrix.
Q is formed as a sequence of plane rotations
QT = Qn Q2 Q1  
where Qk is a rotation in the k,n+1 plane, chosen to annihilate xk.
The 2 by 2 plane rotation part of Qk has the form
ck sk -sk ck .  

4
References

None.

5
Arguments

1:     n – IntegerInput
On entry: n, the order of the matrices U and R.
Constraint: n0.
2:     alpha – Real (Kind=nag_wp)Input
On entry: the scalar α.
3:     x* – Real (Kind=nag_wp) arrayInput/Output
Note: the dimension of the array x must be at least max1, 1+n-1 ×incx .
On entry: the vector x. xi must be stored in x1+i1×incx , for i=1,2,,n.
On exit: the referenced elements are overwritten by the tangents of the rotations Qk, for k=1,2,,n.
4:     incx – IntegerInput
On entry: the increment in the subscripts of x between successive elements of x.
Constraint: incx>0.
5:     alda* – Real (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array a must be at least n.
On entry: the n by n upper triangular matrix U.
On exit: the upper triangular matrix R.
6:     lda – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f06qqf is called.
Constraint: lda max1,n .
7:     cn – Real (Kind=nag_wp) arrayOutput
On exit: the values ck, the cosines of the rotations Qk, for k=1,2,,n.
8:     sn – Real (Kind=nag_wp) arrayOutput
On exit: the values sk, the sines of the rotations Qk, for k=1,2,,n.

6
Error Indicators and Warnings

None.

7
Accuracy

Not applicable.

8
Parallelism and Performance

f06qqf is not threaded in any implementation.

9
Further Comments

None.

10
Example

None.
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017