F08CGF (DORMQL) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08CGF (DORMQL)

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

F08CGF (DORMQL) multiplies a general real m by n matrix C by the real orthogonal matrix Q from a QL factorization computed by F08CEF (DGEQLF).

2  Specification

SUBROUTINE F08CGF ( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
INTEGER  M, N, K, LDA, LDC, LWORK, INFO
REAL (KIND=nag_wp)  A(LDA,*), TAU(*), C(LDC,*), WORK(max(1,LWORK))
CHARACTER(1)  SIDE, TRANS
The routine may be called by its LAPACK name dormql.

3  Description

F08CGF (DORMQL) is intended to be used following a call to F08CEF (DGEQLF), which performs a QL factorization of a real matrix A and represents the orthogonal matrix Q as a product of elementary reflectors.
This routine may be used to form one of the matrix products
QC ,   QTC ,   CQ ,   CQT ,  
overwriting the result on C, which may be any real rectangular m by n 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 F08CEF (DGEQLF).

4  References

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

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.
Constraints:
  • if SIDE='L', M K 0 ;
  • if SIDE='R', N K 0 .
6:     ALDA* – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array A must be at least max1,K.
On entry: details of the vectors which define the elementary reflectors, as returned by F08CEF (DGEQLF).
On exit: is modified by F08CGF (DORMQL) but restored on exit.
7:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08CGF (DORMQL) is called.
Constraints:
  • if SIDE='L', LDA max1,M ;
  • if SIDE='R', LDA max1,N .
8:     TAU* – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array TAU must be at least max1,K.
On entry: further details of the elementary reflectors, as returned by F08CEF (DGEQLF).
9:     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.
10:   LDC – INTEGERInput
On entry: the first dimension of the array C as declared in the (sub)program from which F08CGF (DORMQL) is called.
Constraint: LDCmax1,M.
11:   WORKmax1,LWORK – REAL (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, WORK1 contains the minimum value of LWORK required for optimal performance.
12:   LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08CGF (DORMQL) 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, LWORKN×nb if SIDE='L' and at least M×nb if SIDE='R', where nb is the optimal block size.
Constraints:
  • if SIDE='L', LWORKmax1,N or LWORK=-1;
  • if SIDE='R', LWORKmax1,M or LWORK=-1.
13:   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.
If INFO=-999, dynamic memory allocation failed.
See Section 3.7 in How to Use the NAG Library and its Documentation for further information.
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

F08CGF (DORMQL) 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 F08CUF (ZUNMQL).

10  Example

See Section 10 in F08CEF (DGEQLF).

F08CGF (DORMQL) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

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