NAG Library Routine Document

1Purpose

f08cxf (zunmrq) multiplies a general complex $m$ by $n$ matrix $C$ by the complex unitary matrix $Q$ from an $RQ$ factorization computed by f08cvf (zgerqf).

2Specification

Fortran Interface
 Subroutine f08cxf ( side, m, n, k, a, lda, tau, c, ldc, work, info)
 Integer, Intent (In) :: m, n, k, lda, ldc, lwork Integer, Intent (Out) :: info Complex (Kind=nag_wp), Intent (In) :: tau(*) Complex (Kind=nag_wp), Intent (Inout) :: a(lda,*), c(ldc,*) Complex (Kind=nag_wp), Intent (Out) :: work(max(1,lwork)) Character (1), Intent (In) :: side, trans
#include <nagmk26.h>
 void f08cxf_ (const char *side, const char *trans, const Integer *m, const Integer *n, const Integer *k, Complex a[], const Integer *lda, const Complex tau[], Complex c[], const Integer *ldc, Complex work[], const Integer *lwork, Integer *info, const Charlen length_side, const Charlen length_trans)
The routine may be called by its LAPACK name zunmrq.

3Description

f08cxf (zunmrq) is intended to be used following a call to f08cvf (zgerqf), which performs an $RQ$ factorization of a complex matrix $A$ and represents the unitary matrix $Q$ as a product of elementary reflectors.
This routine may be used to form one of the matrix products
 $QC , QHC , CQ , CQH ,$
overwriting the result on $C$, which may be any complex rectangular $m$ by $n$ matrix.
A common application of this routine is in solving underdetermined linear least squares problems, as described in the F08 Chapter Introduction, and illustrated in Section 10 in f08cvf (zgerqf).

4References

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

5Arguments

1:     $\mathbf{side}$ – Character(1)Input
On entry: indicates how $Q$ or ${Q}^{\mathrm{H}}$ is to be applied to $C$.
${\mathbf{side}}=\text{'L'}$
$Q$ or ${Q}^{\mathrm{H}}$ is applied to $C$ from the left.
${\mathbf{side}}=\text{'R'}$
$Q$ or ${Q}^{\mathrm{H}}$ is applied to $C$ from the right.
Constraint: ${\mathbf{side}}=\text{'L'}$ or $\text{'R'}$.
2:     $\mathbf{trans}$ – Character(1)Input
On entry: indicates whether $Q$ or ${Q}^{\mathrm{H}}$ is to be applied to $C$.
${\mathbf{trans}}=\text{'N'}$
$Q$ is applied to $C$.
${\mathbf{trans}}=\text{'C'}$
${Q}^{\mathrm{H}}$ is applied to $C$.
Constraint: ${\mathbf{trans}}=\text{'N'}$ or $\text{'C'}$.
3:     $\mathbf{m}$ – IntegerInput
On entry: $m$, the number of rows of the matrix $C$.
Constraint: ${\mathbf{m}}\ge 0$.
4:     $\mathbf{n}$ – IntegerInput
On entry: $n$, the number of columns of the matrix $C$.
Constraint: ${\mathbf{n}}\ge 0$.
5:     $\mathbf{k}$ – IntegerInput
On entry: $k$, the number of elementary reflectors whose product defines the matrix $Q$.
Constraints:
• if ${\mathbf{side}}=\text{'L'}$, ${\mathbf{m}}\ge {\mathbf{k}}\ge 0$;
• if ${\mathbf{side}}=\text{'R'}$, ${\mathbf{n}}\ge {\mathbf{k}}\ge 0$.
6:     $\mathbf{a}\left({\mathbf{lda}},*\right)$ – Complex (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$ if ${\mathbf{side}}=\text{'L'}$ and at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$ if ${\mathbf{side}}=\text{'R'}$.
On entry: the $\mathit{i}$th row of a must contain the vector which defines the elementary reflector ${H}_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,k$, as returned by f08cvf (zgerqf).
On exit: is modified by f08cxf (zunmrq) but restored on exit.
7:     $\mathbf{lda}$ – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f08cxf (zunmrq) is called.
Constraint: ${\mathbf{lda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{k}}\right)$.
8:     $\mathbf{tau}\left(*\right)$ – Complex (Kind=nag_wp) arrayInput
Note: the dimension of the array tau must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{k}}\right)$.
On entry: ${\mathbf{tau}}\left(i\right)$ must contain the scalar factor of the elementary reflector ${H}_{i}$, as returned by f08cvf (zgerqf).
9:     $\mathbf{c}\left({\mathbf{ldc}},*\right)$ – Complex (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array c must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
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.
10:   $\mathbf{ldc}$ – IntegerInput
On entry: the first dimension of the array c as declared in the (sub)program from which f08cxf (zunmrq) is called.
Constraint: ${\mathbf{ldc}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$.
11:   $\mathbf{work}\left(\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{lwork}}\right)\right)$ – Complex (Kind=nag_wp) arrayWorkspace
On exit: if ${\mathbf{info}}={\mathbf{0}}$, the real part of ${\mathbf{work}}\left(1\right)$ contains the minimum value of lwork required for optimal performance.
12:   $\mathbf{lwork}$ – IntegerInput
On entry: the dimension of the array work as declared in the (sub)program from which f08cxf (zunmrq) is called.
If ${\mathbf{lwork}}=-1$, 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, ${\mathbf{lwork}}\ge {\mathbf{n}}×\mathit{nb}$ if ${\mathbf{side}}=\text{'L'}$ and at least ${\mathbf{m}}×\mathit{nb}$ if ${\mathbf{side}}=\text{'R'}$, where $\mathit{nb}$ is the optimal block size.
Constraints:
• if ${\mathbf{side}}=\text{'L'}$, ${\mathbf{lwork}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$ or ${\mathbf{lwork}}=-1$;
• if ${\mathbf{side}}=\text{'R'}$, ${\mathbf{lwork}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$ or ${\mathbf{lwork}}=-1$.
13:   $\mathbf{info}$ – IntegerOutput
On exit: ${\mathbf{info}}=0$ unless the routine detects an error (see Section 6).

6Error Indicators and Warnings

$-999<{\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.
${\mathbf{info}}=-999$
Dynamic memory allocation failed.
See Section 3.7 in How to Use the NAG Library and its Documentation for further information.
An explanatory message is output, and execution of the program is terminated.

7Accuracy

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

8Parallelism and Performance

f08cxf (zunmrq) 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 X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

The total number of floating-point operations is approximately $8nk\left(2m-k\right)$ if ${\mathbf{side}}=\text{'L'}$ and $8mk\left(2n-k\right)$ if ${\mathbf{side}}=\text{'R'}$.