NAG CL Interface
f08agc (dormqr)

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1 Purpose

f08agc multiplies an arbitrary real matrix C by the real orthogonal matrix Q from a QR factorization computed by f08aec or f08bfc.

2 Specification

#include <nag.h>
void  f08agc (Nag_OrderType order, Nag_SideType side, Nag_TransType trans, Integer m, Integer n, Integer k, const double a[], Integer pda, const double tau[], double c[], Integer pdc, NagError *fail)
The function may be called by the names: f08agc, nag_lapackeig_dormqr or nag_dormqr.

3 Description

f08agc is intended to be used after a call to f08aec or f08bfc which perform a QR factorization of a real matrix A. The orthogonal matrix Q is represented as a product of elementary reflectors.
This function 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 function is in solving linear least squares problems, as described in the F08 Chapter Introduction and illustrated in Section 10 in f08aec.

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Arguments

1: order Nag_OrderType Input
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2: side Nag_SideType Input
On entry: indicates how Q or QT is to be applied to C.
side=Nag_LeftSide
Q or QT is applied to C from the left.
side=Nag_RightSide
Q or QT is applied to C from the right.
Constraint: side=Nag_LeftSide or Nag_RightSide.
3: trans Nag_TransType Input
On entry: indicates whether Q or QT is to be applied to C.
trans=Nag_NoTrans
Q is applied to C.
trans=Nag_Trans
QT is applied to C.
Constraint: trans=Nag_NoTrans or Nag_Trans.
4: m Integer Input
On entry: m, the number of rows of the matrix C.
Constraint: m0.
5: n Integer Input
On entry: n, the number of columns of the matrix C.
Constraint: n0.
6: k Integer Input
On entry: k, the number of elementary reflectors whose product defines the matrix Q.
Constraints:
  • if side=Nag_LeftSide, m k 0 ;
  • if side=Nag_RightSide, n k 0 .
7: a[dim] const double Input
Note: the dimension, dim, of the array a must be at least
  • max(1,pda×k) when order=Nag_ColMajor;
  • max(1,m×pda) when order=Nag_RowMajor and side=Nag_LeftSide;
  • max(1,n×pda) when order=Nag_RowMajor and side=Nag_RightSide.
On entry: details of the vectors which define the elementary reflectors, as returned by f08aec or f08bfc.
8: pda Integer Input
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraints:
  • if order=Nag_ColMajor,
    • if side=Nag_LeftSide, pda max(1,m) ;
    • if side=Nag_RightSide, pda max(1,n) ;
  • if order=Nag_RowMajor, pdamax(1,k).
9: tau[dim] const double Input
Note: the dimension, dim, of the array tau must be at least max(1,k).
On entry: further details of the elementary reflectors, as returned by f08aec or f08bfc.
10: c[dim] double Input/Output
Note: the dimension, dim, of the array c must be at least
  • max(1,pdc×n) when order=Nag_ColMajor;
  • max(1,m×pdc) when order=Nag_RowMajor.
The (i,j)th element of the matrix C is stored in
  • c[(j-1)×pdc+i-1] when order=Nag_ColMajor;
  • c[(i-1)×pdc+j-1] when order=Nag_RowMajor.
On entry: the m×n matrix C.
On exit: c is overwritten by QC or QTC or CQ or CQT as specified by side and trans.
11: pdc Integer Input
On entry: the stride separating row or column elements (depending on the value of order) in the array c.
Constraints:
  • if order=Nag_ColMajor, pdcmax(1,m);
  • if order=Nag_RowMajor, pdcmax(1,n).
12: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_ENUM_INT_3
On entry, side=value, m=value, n=value and k=value.
Constraint: if side=Nag_LeftSide, m k 0 ;
if side=Nag_RightSide, n k 0 .
On entry, side=value, m=value, n=value and pda=value.
Constraint: if side=Nag_LeftSide, pda max(1,m) ;
if side=Nag_RightSide, pda max(1,n) .
NE_INT
On entry, m=value.
Constraint: m0.
On entry, n=value.
Constraint: n0.
On entry, pda=value.
Constraint: pda>0.
On entry, pdc=value.
Constraint: pdc>0.
NE_INT_2
On entry, pda=value and k=value.
Constraint: pdamax(1,k).
On entry, pdc=value and m=value.
Constraint: pdcmax(1,m).
On entry, pdc=value and n=value.
Constraint: pdcmax(1,n).
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.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

The computed result differs from the exact result by a matrix E such that
E2 = O(ε) C2 ,  
where ε is the machine precision.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f08agc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08agc 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 function. 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=Nag_LeftSide and 2mk (2n-k) if side=Nag_RightSide.
The complex analogue of this function is f08auc.

10 Example

See f08aec.