F08KTF (ZUNGBR) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08KTF (ZUNGBR)

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

1  Purpose

F08KTF (ZUNGBR) generates one of the complex unitary matrices Q or PH which were determined by F08KSF (ZGEBRD) when reducing a complex matrix to bidiagonal form.

2  Specification

SUBROUTINE F08KTF ( VECT, M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
INTEGER  M, N, K, LDA, LWORK, INFO
COMPLEX (KIND=nag_wp)  A(LDA,*), TAU(*), WORK(max(1,LWORK))
CHARACTER(1)  VECT
The routine may be called by its LAPACK name zungbr.

3  Description

F08KTF (ZUNGBR) is intended to be used after a call to F08KSF (ZGEBRD), which reduces a complex rectangular matrix A to real bidiagonal form B by a unitary transformation: A=QBPH. F08KSF (ZGEBRD) represents the matrices Q and PH as products of elementary reflectors.
This routine may be used to generate Q or PH explicitly as square matrices, or in some cases just the leading columns of Q or the leading rows of PH.
The various possibilities are specified by the parameters VECT, M, N and K. The appropriate values to cover the most likely cases are as follows (assuming that A was an m by n matrix):
  1. To form the full m by m matrix Q:
     CALL ZUNGBR('Q',m,m,n,...)
    
    (note that the array A must have at least m columns).
  2. If m>n, to form the n leading columns of Q:
     CALL ZUNGBR('Q',m,n,n,...)
    
  3. To form the full n by n matrix PH:
     CALL ZUNGBR('P',n,n,m,...)
    
    (note that the array A must have at least n rows).
  4. If m<n, to form the m leading rows of PH:
     CALL ZUNGBR('P',m,n,m,...)
    

4  References

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

5  Parameters

1:     VECT – CHARACTER(1)Input
On entry: indicates whether the unitary matrix Q or PH is generated.
VECT='Q'
Q is generated.
VECT='P'
PH is generated.
Constraint: VECT='Q' or 'P'.
2:     M – INTEGERInput
On entry: m, the number of rows of the unitary matrix Q or PH to be returned.
Constraint: M0.
3:     N – INTEGERInput
On entry: n, the number of columns of the matrix Q or PH to be returned.
Constraints:
  • N0;
  • if VECT='Q' and M>K, MNK;
  • if VECT='Q' and MK, M=N;
  • if VECT='P' and N>K, NMK;
  • if VECT='P' and NK, N=M.
4:     K – INTEGERInput
On entry: if VECT='Q', the number of columns in the original matrix A.
If VECT='P', the number of rows in the original matrix A.
Constraint: K0.
5:     A(LDA,*) – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: details of the vectors which define the elementary reflectors, as returned by F08KSF (ZGEBRD).
On exit: the unitary matrix Q or PH, or the leading rows or columns thereof, as specified by VECT, M and N.
6:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08KTF (ZUNGBR) is called.
Constraint: LDAmax1,M.
7:     TAU(*) – COMPLEX (KIND=nag_wp) arrayInput
Note: the dimension of the array TAU must be at least max1,minM,K if VECT='Q' and at least max1,minN,K if VECT='P'.
On entry: further details of the elementary reflectors, as returned by F08KSF (ZGEBRD) in its parameter TAUQ if VECT='Q', or in its parameter TAUP if VECT='P'.
8:     WORK(max1,LWORK) – COMPLEX (KIND=nag_wp) arrayWorkspace
9:     LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08KTF (ZUNGBR) 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, LWORKminM,N×nb, where nb is the optimal block size.
Constraint: LWORK max1,minM,N or LWORK=-1.
10:   INFO – INTEGEROutput

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
INFO<0
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

The computed matrix Q differs from an exactly unitary matrix by a matrix E such that
E2 = Oε ,
where ε is the machine precision. A similar statement holds for the computed matrix PH.

8  Further Comments

The total number of real floating point operations for the cases listed in Section 3 are approximately as follows:
  1. To form the whole of Q:
    • 163n3m2-3mn+n2 if m>n,
    • 163m3 if mn;
  2. To form the n leading columns of Q when m>n:
    • 83n23m-n;
  3. To form the whole of PH:
    • 163n3 if mn,
    • 163m33n2-3mn+m2 if m<n;
  4. To form the m leading rows of PH when m<n:
    • 83m23n-m.
The real analogue of this routine is F08KFF (DORGBR).

9  Example

For this routine two examples are presented, both of which involve computing the singular value decomposition of a matrix A, where
A = 0.96-0.81i -0.03+0.96i -0.91+2.06i -0.05+0.41i -0.98+1.98i -1.20+0.19i -0.66+0.42i -0.81+0.56i 0.62-0.46i 1.01+0.02i 0.63-0.17i -1.11+0.60i -0.37+0.38i 0.19-0.54i -0.98-0.36i 0.22-0.20i 0.83+0.51i 0.20+0.01i -0.17-0.46i 1.47+1.59i 1.08-0.28i 0.20-0.12i -0.07+1.23i 0.26+0.26i
in the first example and
A = 0.28-0.36i 0.50-0.86i -0.77-0.48i 1.58+0.66i -0.50-1.10i -1.21+0.76i -0.32-0.24i -0.27-1.15i 0.36-0.51i -0.07+1.33i -0.75+0.47i -0.08+1.01i
in the second. A must first be reduced to tridiagonal form by
F08KSF (ZGEBRD). The program then calls F08KTF (ZUNGBR) twice to form Q and PH, and passes these matrices to F08MSF (ZBDSQR), which computes the singular value decomposition of A.

9.1  Program Text

Program Text (f08ktfe.f90)

9.2  Program Data

Program Data (f08ktfe.d)

9.3  Program Results

Program Results (f08ktfe.r)


F08KTF (ZUNGBR) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2011