f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

NAG Library Function Documentnag_zgemqrt (f08aqc)

1  Purpose

nag_zgemqrt (f08aqc) multiplies an arbitrary complex matrix $C$ by the complex unitary matrix $Q$ from a $QR$ factorization computed by nag_zgeqrt (f08apc).

2  Specification

 #include #include
 void nag_zgemqrt (Nag_OrderType order, Nag_SideType side, Nag_TransType trans, Integer m, Integer n, Integer k, Integer nb, const Complex v[], Integer pdv, const Complex t[], Integer pdt, Complex c[], Integer pdc, NagError *fail)

3  Description

nag_zgemqrt (f08aqc) is intended to be used after a call to nag_zgeqrt (f08apc), which performs a $QR$ factorization of a complex matrix $A$. The unitary matrix $Q$ is represented as a product of elementary reflectors.
This function may be used to form one of the matrix products
 $QC , QHC , CQ ​ or ​ CQH ,$
overwriting the result on $C$ (which may be any complex 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 nag_zgeqrt (f08apc).

4  References

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

5  Arguments

1:     orderNag_OrderTypeInput
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 ${\mathbf{order}}=\mathrm{Nag_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or $\mathrm{Nag_ColMajor}$.
2:     sideNag_SideTypeInput
On entry: indicates how $Q$ or ${Q}^{\mathrm{H}}$ is to be applied to $C$.
${\mathbf{side}}=\mathrm{Nag_LeftSide}$
$Q$ or ${Q}^{\mathrm{H}}$ is applied to $C$ from the left.
${\mathbf{side}}=\mathrm{Nag_RightSide}$
$Q$ or ${Q}^{\mathrm{H}}$ is applied to $C$ from the right.
Constraint: ${\mathbf{side}}=\mathrm{Nag_LeftSide}$ or $\mathrm{Nag_RightSide}$.
3:     transNag_TransTypeInput
On entry: indicates whether $Q$ or ${Q}^{\mathrm{H}}$ is to be applied to $C$.
${\mathbf{trans}}=\mathrm{Nag_NoTrans}$
$Q$ is applied to $C$.
${\mathbf{trans}}=\mathrm{Nag_ConjTrans}$
${Q}^{\mathrm{H}}$ is applied to $C$.
Constraint: ${\mathbf{trans}}=\mathrm{Nag_NoTrans}$ or $\mathrm{Nag_ConjTrans}$.
4:     mIntegerInput
On entry: $m$, the number of rows of the matrix $C$.
Constraint: ${\mathbf{m}}\ge 0$.
5:     nIntegerInput
On entry: $n$, the number of columns of the matrix $C$.
Constraint: ${\mathbf{n}}\ge 0$.
6:     kIntegerInput
On entry: $k$, the number of elementary reflectors whose product defines the matrix $Q$. Usually ${\mathbf{k}}=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({m}_{A},{n}_{A}\right)$ where ${m}_{A}$, ${n}_{A}$ are the dimensions of the matrix $A$ supplied in a previous call to nag_zgeqrt (f08apc).
Constraints:
• if ${\mathbf{side}}=\mathrm{Nag_LeftSide}$, ${\mathbf{m}}\ge {\mathbf{k}}\ge 0$;
• if ${\mathbf{side}}=\mathrm{Nag_RightSide}$, ${\mathbf{n}}\ge {\mathbf{k}}\ge 0$.
7:     nbIntegerInput
On entry: the block size used in the $QR$ factorization performed in a previous call to nag_zgeqrt (f08apc); this value must remain unchanged from that call.
Constraints:
• ${\mathbf{nb}}\ge 1$;
• if ${\mathbf{k}}>0$, ${\mathbf{nb}}\le {\mathbf{k}}$.
8:     v[$\mathit{dim}$]const ComplexInput
Note: the dimension, dim, of the array v must be at least
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdv}}×{\mathbf{k}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}×{\mathbf{pdv}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ and ${\mathbf{side}}=\mathrm{Nag_LeftSide}$;
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×{\mathbf{pdv}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ and ${\mathbf{side}}=\mathrm{Nag_RightSide}$.
On entry: details of the vectors which define the elementary reflectors, as returned by nag_zgeqrt (f08apc) in the first $k$ columns of its array argument a.
9:     pdvIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array v.
Constraints:
• if ${\mathbf{order}}=\mathrm{Nag_ColMajor}$,
• if ${\mathbf{side}}=\mathrm{Nag_LeftSide}$, ${\mathbf{pdv}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$;
• if ${\mathbf{side}}=\mathrm{Nag_RightSide}$, ${\mathbf{pdv}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
• if ${\mathbf{order}}=\mathrm{Nag_RowMajor}$, ${\mathbf{pdv}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{k}}\right)$.
10:   t[$\mathit{dim}$]const ComplexInput
Note: the dimension, dim, of the array t must be at least
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdt}}×{\mathbf{k}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nb}}×{\mathbf{pdt}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
The $\left(i,j\right)$th element of the matrix $T$ is stored in
• ${\mathbf{t}}\left[\left(j-1\right)×{\mathbf{pdt}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{t}}\left[\left(i-1\right)×{\mathbf{pdt}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: further details of the unitary matrix $Q$ as returned by nag_zgeqrt (f08apc). The number of blocks is $b=⌈\frac{k}{{\mathbf{nb}}}⌉$, where $k=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left(m,n\right)$ and each block is of order nb except for the last block, which is of order $k-\left(b-1\right)×{\mathbf{nb}}$. For the $b$ blocks the upper triangular block reflector factors ${\mathbit{T}}_{1},{\mathbit{T}}_{2},\dots ,{\mathbit{T}}_{b}$ are stored in the ${\mathbf{nb}}$ by $n$ matrix $T$ as $\mathbit{T}=\left[{\mathbit{T}}_{1}|{\mathbit{T}}_{2}|\dots |{\mathbit{T}}_{b}\right]$.
11:   pdtIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array t.
Constraints:
• if ${\mathbf{order}}=\mathrm{Nag_ColMajor}$, ${\mathbf{pdt}}\ge {\mathbf{nb}}$;
• if ${\mathbf{order}}=\mathrm{Nag_RowMajor}$, ${\mathbf{pdt}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{k}}\right)$.
12:   c[$\mathit{dim}$]ComplexInput/Output
Note: the dimension, dim, of the array c must be at least
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdc}}×{\mathbf{n}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}×{\mathbf{pdc}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
The $\left(i,j\right)$th element of the matrix $C$ is stored in
• ${\mathbf{c}}\left[\left(j-1\right)×{\mathbf{pdc}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{c}}\left[\left(i-1\right)×{\mathbf{pdc}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: the $m$ by $n$ matrix $C$.
On exit: c is overwritten by $QC$ or ${Q}^{\mathrm{H}}C$ or $CQ$ or $C{Q}^{\mathrm{H}}$ as specified by side and trans.
13:   pdcIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array c.
Constraints:
• if ${\mathbf{order}}=\mathrm{Nag_ColMajor}$, ${\mathbf{pdc}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$;
• if ${\mathbf{order}}=\mathrm{Nag_RowMajor}$, ${\mathbf{pdc}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
14:   failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.
NE_ENUM_INT_3
On entry, ${\mathbf{side}}=⟨\mathit{\text{value}}⟩$, ${\mathbf{m}}=⟨\mathit{\text{value}}⟩$, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{k}}=⟨\mathit{\text{value}}⟩$.
Constraint: if ${\mathbf{side}}=\mathrm{Nag_LeftSide}$, ${\mathbf{m}}\ge {\mathbf{k}}\ge 0$;
if ${\mathbf{side}}=\mathrm{Nag_RightSide}$, ${\mathbf{n}}\ge {\mathbf{k}}\ge 0$.
On entry, ${\mathbf{side}}=⟨\mathit{\text{value}}⟩$, ${\mathbf{m}}=⟨\mathit{\text{value}}⟩$, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{pdv}}=⟨\mathit{\text{value}}⟩$.
Constraint: if ${\mathbf{side}}=\mathrm{Nag_LeftSide}$, ${\mathbf{pdv}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$;
if ${\mathbf{side}}=\mathrm{Nag_RightSide}$, ${\mathbf{pdv}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
NE_INT
On entry, ${\mathbf{m}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{m}}\ge 0$.
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{n}}\ge 0$.
NE_INT_2
On entry, ${\mathbf{nb}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{k}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{nb}}\ge 1$ and
if ${\mathbf{k}}>0$, ${\mathbf{nb}}\le {\mathbf{k}}$.
On entry, ${\mathbf{pdc}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{m}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{pdc}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$.
On entry, ${\mathbf{pdc}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{pdc}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry, ${\mathbf{pdt}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{k}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{pdt}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{k}}\right)$.
On entry, ${\mathbf{pdt}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{nb}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{pdt}}\ge {\mathbf{nb}}$.
On entry, ${\mathbf{pdv}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{k}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{pdv}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{k}}\right)$.
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.

7  Accuracy

The computed result differs from the exact result by a matrix $E$ such that
 $E2 = Oε C2 ,$
where $\epsilon$ is the machine precision.

8  Parallelism and Performance

nag_zgemqrt (f08aqc) is not threaded by NAG in any implementation.
nag_zgemqrt (f08aqc) 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.

The total number of real floating-point operations is approximately $8nk\left(2m-k\right)$ if ${\mathbf{side}}=\mathrm{Nag_LeftSide}$ and $8mk\left(2n-k\right)$ if ${\mathbf{side}}=\mathrm{Nag_RightSide}$.