nag_dorgqr (f08afc) generates all or part of the real orthogonal matrix
from a
factorization computed by
nag_dgeqrf (f08aec),
nag_dgeqpf (f08bec) or
nag_dgeqp3 (f08bfc).
nag_dorgqr (f08afc) is intended to be used after a call to
nag_dgeqrf (f08aec),
nag_dgeqpf (f08bec) or
nag_dgeqp3 (f08bfc).
which perform a
factorization of a real matrix
. The orthogonal matrix
is represented as a product of elementary reflectors.
Usually
is determined from the
factorization of an
by
matrix
with
. The whole of
may be computed by:
nag_dorgqr(order,m,m,p,&a,pda,tau,&fail)
(note that the array
a must have at least
columns) or its leading
columns by:
nag_dorgqr(order,m,p,p,&a,pda,tau,&fail)
The columns of
returned by the last call form an orthonormal basis for the space spanned by the columns of
; thus
nag_dgeqrf (f08aec) followed by nag_dorgqr (f08afc) can be used to orthogonalise the columns of
.
The information returned by the
factorization functions also yields the
factorization of the leading
columns of
, where
. The orthogonal matrix arising from this factorization can be computed by:
nag_dorgqr(order,m,m,k,&a,pda,tau,&fail)
or its leading
columns by:
nag_dorgqr(order,m,k,k,&a,pda,tau,&fail)
- NE_ALLOC_FAIL
Dynamic memory allocation failed.
- NE_BAD_PARAM
On entry, argument had an illegal value.
- NE_INT
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
On entry, and .
Constraint: .
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 matrix
differs from an exactly orthogonal matrix by a matrix
such that
where
is the
machine precision.
The complex analogue of this function is
nag_zungqr (f08atc).
This example forms the leading
columns of the orthogonal matrix
from the
factorization of the matrix
, where
The columns of
form an orthonormal basis for the space spanned by the columns of
.