F08ACF (DGEMQRT) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08ACF (DGEMQRT)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

 Contents

    1  Purpose
    7  Accuracy
    10  Example

1  Purpose

F08ACF (DGEMQRT) multiplies an arbitrary real matrix C by the real orthogonal matrix Q from a QR factorization computed by F08ABF (DGEQRT).

2  Specification

SUBROUTINE F08ACF ( SIDE, TRANS, M, N, K, NB, V, LDV, T, LDT, C, LDC, WORK, INFO)
INTEGER  M, N, K, NB, LDV, LDT, LDC, INFO
REAL (KIND=nag_wp)  V(LDV,*), T(LDT,*), C(LDC,*), WORK(*)
CHARACTER(1)  SIDE, TRANS
The routine may be called by its LAPACK name dgemqrt.

3  Description

F08ACF (DGEMQRT) is intended to be used after a call to F08ABF (DGEQRT) which performs a QR factorization of a real matrix A. The orthogonal matrix Q is represented as a product of elementary reflectors.
This routine may be used to form one of the matrix products
QC , QTC , CQ ​ or ​ CQT ,  
overwriting the result on C (which may be any real rectangular matrix).
A common application of this routine is in solving linear least squares problems, as described in the F08 Chapter Introduction and illustrated in Section 10 in F08ABF (DGEQRT).

4  References

Golub G H and Van Loan C F (2012) Matrix Computations (4th Edition) Johns Hopkins University Press, Baltimore

5  Arguments

1:     SIDE – CHARACTER(1)Input
On entry: indicates how Q or QT is to be applied to C.
SIDE='L'
Q or QT is applied to C from the left.
SIDE='R'
Q or QT is applied to C from the right.
Constraint: SIDE='L' or 'R'.
2:     TRANS – CHARACTER(1)Input
On entry: indicates whether Q or QT is to be applied to C.
TRANS='N'
Q is applied to C.
TRANS='T'
QT is applied to C.
Constraint: TRANS='N' or 'T'.
3:     M – INTEGERInput
On entry: m, the number of rows of the matrix C.
Constraint: M0.
4:     N – INTEGERInput
On entry: n, the number of columns of the matrix C.
Constraint: N0.
5:     K – INTEGERInput
On entry: k, the number of elementary reflectors whose product defines the matrix Q. Usually K=minmA,nA where mA, nA are the dimensions of the matrix A supplied in a previous call to F08ABF (DGEQRT).
Constraints:
  • if SIDE='L', M K 0 ;
  • if SIDE='R', N K 0 .
6:     NB – INTEGERInput
On entry: the block size used in the QR factorization performed in a previous call to F08ABF (DGEQRT); this value must remain unchanged from that call.
Constraints:
  • NB1;
  • if K>0, NBK.
7:     VLDV* – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array V must be at least max1,K.
On entry: details of the vectors which define the elementary reflectors, as returned by F08ABF (DGEQRT) in the first k columns of its array argument A.
8:     LDV – INTEGERInput
On entry: the first dimension of the array V as declared in the (sub)program from which F08ACF (DGEMQRT) is called.
Constraints:
  • if SIDE='L', LDV max1,M ;
  • if SIDE='R', LDV max1,N .
9:     TLDT* – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array T must be at least max1,K.
On entry: further details of the orthogonal matrix Q as returned by F08ABF (DGEQRT). The number of blocks is b=kNB, where k=minm,n and each block is of order NB except for the last block, which is of order k-b-1×NB. For the b blocks the upper triangular block reflector factors T1,T2,,Tb are stored in the NB by n matrix T as T=T1|T2||Tb.
10:   LDT – INTEGERInput
On entry: the first dimension of the array T as declared in the (sub)program from which F08ACF (DGEMQRT) is called.
Constraint: LDTNB.
11:   CLDC* – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array C must be at least max1,N.
On entry: the m by n matrix C.
On exit: C is overwritten by QC or QTC or CQ or CQT as specified by SIDE and TRANS.
12:   LDC – INTEGERInput
On entry: the first dimension of the array C as declared in the (sub)program from which F08ACF (DGEMQRT) is called.
Constraint: LDCmax1,M.
13:   WORK* – REAL (KIND=nag_wp) arrayWorkspace
Note: the dimension of the array WORK must be at least N×NB if SIDE='L' and at least M×NB if SIDE='R'.
14:   INFO – INTEGEROutput
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 result differs from the exact result by a matrix E such that
E2 = Oε C2 ,  
where ε is the machine precision.

8  Parallelism and Performance

F08ACF (DGEMQRT) 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 floating-point operations is approximately 2nk 2m-k  if SIDE='L' and 2mk 2n-k  if SIDE='R'.
The complex analogue of this routine is F08AQF (ZGEMQRT).

10  Example

See Section 10 in F08ABF (DGEQRT).

F08ACF (DGEMQRT) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016