F08AGF (DORMQR) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08AGF (DORMQR)

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
    9  Example

1  Purpose

F08AGF (DORMQR) multiplies an arbitrary real matrix C by the real orthogonal matrix Q from a QR factorization computed by F08AEF (DGEQRF), F08BEF (DGEQPF) or F08BFF (DGEQP3).

2  Specification

SUBROUTINE F08AGF ( SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
INTEGER  M, N, K, LDA, LDC, LWORK, INFO
REAL (KIND=nag_wp)  A(LDA,*), TAU(*), C(LDC,*), WORK(max(1,LWORK))
CHARACTER(1)  SIDE, TRANS
The routine may be called by its LAPACK name dormqr.

3  Description

F08AGF (DORMQR) is intended to be used after a call to F08AEF (DGEQRF), F08BEF (DGEQPF) or F08BFF (DGEQP3) which perform a QR factorization of a real matrix A. The orthogonal matrix Q is represented as a product of elementary reflectors.
This routine 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 routine is in solving linear least squares problems, as described in the F08 Chapter Introduction and illustrated in Section 9 in F08AEF (DGEQRF).

4  References

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

5  Parameters

1:     SIDE – CHARACTER(1)Input
On entry: indicates how Q or QT is to be applied to C.
SIDE='L'
Q or QT is applied to C from the left.
SIDE='R'
Q or QT is applied to C from the right.
Constraint: SIDE='L' or 'R'.
2:     TRANS – CHARACTER(1)Input
On entry: indicates whether Q or QT is to be applied to C.
TRANS='N'
Q is applied to C.
TRANS='T'
QT is applied to C.
Constraint: TRANS='N' or 'T'.
3:     M – INTEGERInput
On entry: m, the number of rows of the matrix C.
Constraint: M0.
4:     N – INTEGERInput
On entry: n, the number of columns of the matrix C.
Constraint: N0.
5:     K – INTEGERInput
On entry: k, the number of elementary reflectors whose product defines the matrix Q.
Constraints:
  • if SIDE='L', MK0;
  • if SIDE='R', NK0.
6:     A(LDA,*) – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array A must be at least max1,K.
On entry: details of the vectors which define the elementary reflectors, as returned by F08AEF (DGEQRF), F08BEF (DGEQPF) or F08BFF (DGEQP3).
7:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08AGF (DORMQR) is called.
Constraints:
  • if SIDE='L', LDAmax1,M;
  • if SIDE='R', LDAmax1,N.
8:     TAU(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array TAU must be at least max1,K.
On entry: further details of the elementary reflectors as returned by F08AEF (DGEQRF), F08BEF (DGEQPF) or F08BFF (DGEQP3).
9:     C(LDC,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array C must be at least max1,N.
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.
10:   LDC – INTEGERInput
On entry: the first dimension of the array C as declared in the (sub)program from which F08AGF (DORMQR) is called.
Constraint: LDCmax1,M.
11:   WORK(max1,LWORK) – REAL (KIND=nag_wp) arrayWorkspace
12:   LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08AGF (DORMQR) 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, LWORKN×nb if SIDE='L' and at least M×nb if SIDE='R', where nb is the optimal block size.
Constraints:
  • if SIDE='L', LWORKmax1,N or LWORK=-1;
  • if SIDE='R', LWORKmax1,M or LWORK=-1.
13:   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 result differs from the exact result by a matrix E such that
E2 = Oε C2 ,
where ε is the machine precision.

8  Further Comments

The total number of floating point operations is approximately 2nk 2m-k  if SIDE='L' and 2mk 2n-k  if SIDE='R'.
The complex analogue of this routine is F08AUF (ZUNMQR).

9  Example

See Section 9 in F08AEF (DGEQRF).

F08AGF (DORMQR) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

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