nag_dormql (f08cgc) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_dormql (f08cgc)

+ Contents

    1  Purpose
    7  Accuracy
    10  Example

1  Purpose

nag_dormql (f08cgc) multiplies a general real m by n matrix C by the real orthogonal matrix Q from a QL factorization computed by nag_dgeqlf (f08cec).

2  Specification

#include <nag.h>
#include <nagf08.h>
void  nag_dormql (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)

3  Description

nag_dormql (f08cgc) is intended to be used following a call to nag_dgeqlf (f08cec), which performs a QL factorization of a real matrix A and represents the orthogonal matrix Q as a product of elementary reflectors.
This function 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 function is in solving linear least squares problems, as described in the f08 Chapter Introduction, and illustrated in Section 10 in nag_dgeqlf (f08cec).

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:     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 order=Nag_RowMajor. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     sideNag_SideTypeInput
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:     transNag_TransTypeInput
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:     mIntegerInput
On entry: m, the number of rows of the matrix C.
Constraint: m0.
5:     nIntegerInput
On entry: n, the number of columns of the matrix C.
Constraint: n0.
6:     kIntegerInput
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 doubleInput
Note: the dimension, dim, of the array a must be at least
  • max1,pda×k when order=Nag_ColMajor;
  • max1,m×pda when order=Nag_RowMajor and side=Nag_LeftSide;
  • max1,n×pda when order=Nag_RowMajor and side=Nag_RightSide.
On entry: details of the vectors which define the elementary reflectors, as returned by nag_dgeqlf (f08cec).
On exit: is modified by nag_dormql (f08cgc) but restored on exit.
8:     pdaIntegerInput
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 max1,m ;
    • if side=Nag_RightSide, pda max1,n ;
  • if order=Nag_RowMajor, pdamax1,k.
9:     tau[dim]const doubleInput
Note: the dimension, dim, of the array tau must be at least max1,k.
On entry: further details of the elementary reflectors, as returned by nag_dgeqlf (f08cec).
10:   c[dim]doubleInput/Output
Note: the dimension, dim, of the array c must be at least
  • max1,pdc×n when order=Nag_ColMajor;
  • max1,m×pdc when order=Nag_RowMajor.
The i,jth 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 by n matrix C.
On exit: c is overwritten by QC or QTC or CQ or CQT as specified by side and trans.
11:   pdcIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array c.
Constraints:
  • if order=Nag_ColMajor, pdcmax1,m;
  • if order=Nag_RowMajor, pdcmax1,n.
12:   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.
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, pda=value and n=value.
Constraint: if side=Nag_LeftSide, pda max1,m ;
if side=Nag_RightSide, pda max1,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: pdamax1,k.
On entry, pdc=value and m=value.
Constraint: pdcmax1,m.
On entry, pdc=value and n=value.
Constraint: pdcmax1,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.

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

nag_dormql (f08cgc) is not threaded by NAG in any implementation.
nag_dormql (f08cgc) 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 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 nag_zunmql (f08cuc).

10  Example

See Section 10 in nag_dgeqlf (f08cec).

nag_dormql (f08cgc) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014