NAG Library Routine Document

1Purpose

f01qgf reduces the $m$ by $n$ ($m\le n$) real upper trapezoidal matrix $A$ to upper triangular form by means of orthogonal transformations.

2Specification

Fortran Interface
 Subroutine f01qgf ( m, n, a, lda, zeta,
 Integer, Intent (In) :: m, n, lda Integer, Intent (Inout) :: ifail Real (Kind=nag_wp), Intent (Inout) :: a(lda,*) Real (Kind=nag_wp), Intent (Out) :: zeta(m)
#include nagmk26.h
 void f01qgf_ (const Integer *m, const Integer *n, double a[], const Integer *lda, double zeta[], Integer *ifail)

3Description

The $m$ by $n$ ($m\le n$) real upper trapezoidal matrix $A$ given by
 $A= U X ,$
where $U$ is an $m$ by $m$ upper triangular matrix, is factorized as
 $A= R 0 PT,$
where $P$ is an $n$ by $n$ orthogonal matrix and $R$ is an $m$ by $m$ upper triangular matrix.
$P$ is given as a sequence of Householder transformation matrices
 $P=Pm⋯P2P1,$
the $\left(m-k+1\right)$th transformation matrix, ${P}_{k}$, being used to introduce zeros into the $k$th row of $A$. ${P}_{k}$ has the form
 $Pk= I 0 0 Tk ,$
where
 $Tk=I-ukukT, uk= ζk 0 zk ,$
${\zeta }_{k}$ is a scalar and ${z}_{k}$ is an ($n-m$) element vector. ${\zeta }_{k}$ and ${z}_{k}$ are chosen to annihilate the elements of the $k$th row of $X$.
The vector ${u}_{k}$ is returned in the $k$th element of the array zeta and in the $k$th row of a, such that ${\zeta }_{k}$ is in ${\mathbf{zeta}}\left(k\right)$ and the elements of ${z}_{k}$ are in ${\mathbf{a}}\left(k,m+1\right),\dots ,{\mathbf{a}}\left(k,n\right)$. The elements of $R$ are returned in the upper triangular part of a.
For further information on this factorization and its use see Section 6.5 of Golub and Van Loan (1996).

4References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Wilkinson J H (1965) The Algebraic Eigenvalue Problem Oxford University Press, Oxford

5Arguments

1:     $\mathbf{m}$ – IntegerInput
On entry: $m$, the number of rows of the matrix $A$.
When ${\mathbf{m}}=0$ then an immediate return is effected.
Constraint: ${\mathbf{m}}\ge 0$.
2:     $\mathbf{n}$ – IntegerInput
On entry: $n$, the number of columns of the matrix $A$.
Constraint: ${\mathbf{n}}\ge {\mathbf{m}}$.
3:     $\mathbf{a}\left({\mathbf{lda}},*\right)$ – Real (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry: the leading $m$ by $n$ upper trapezoidal part of the array a must contain the matrix to be factorized.
On exit: the $m$ by $m$ upper triangular part of a will contain the upper triangular matrix $R$, and the $m$ by $\left(n-m\right)$ upper trapezoidal part of a will contain details of the factorization as described in Section 3.
4:     $\mathbf{lda}$ – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f01qgf is called.
Constraint: ${\mathbf{lda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$.
5:     $\mathbf{zeta}\left({\mathbf{m}}\right)$ – Real (Kind=nag_wp) arrayOutput
On exit: ${\mathbf{zeta}}\left(k\right)$ contains the scalar ${\zeta }_{k}$ for the $\left(m-k+1\right)$th transformation. If ${T}_{k}=I$ then ${\mathbf{zeta}}\left(k\right)=0.0$, otherwise ${\mathbf{zeta}}\left(k\right)$ contains ${\zeta }_{k}$ as described in Section 3 and ${\zeta }_{k}$ is always in the range $\left(1.0,\sqrt{2.0}\right)$.
6:     $\mathbf{ifail}$ – IntegerInput/Output
On entry: ifail must be set to $0$, $-1\text{​ or ​}1$. If you are unfamiliar with this argument you should refer to Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{​ or ​}1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this argument, the recommended value is $0$. When the value $-\mathbf{1}\text{​ or ​}\mathbf{1}$ is used it is essential to test the value of ifail on exit.
On exit: ${\mathbf{ifail}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6Error Indicators and Warnings

If on entry ${\mathbf{ifail}}=0$ or $-1$, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
${\mathbf{ifail}}=-1$
 On entry, ${\mathbf{m}}<0$, or ${\mathbf{n}}<{\mathbf{m}}$, or ${\mathbf{lda}}<{\mathbf{m}}$.
${\mathbf{ifail}}=-99$
See Section 3.9 in How to Use the NAG Library and its Documentation for further information.
${\mathbf{ifail}}=-399$
Your licence key may have expired or may not have been installed correctly.
See Section 3.8 in How to Use the NAG Library and its Documentation for further information.
${\mathbf{ifail}}=-999$
Dynamic memory allocation failed.
See Section 3.7 in How to Use the NAG Library and its Documentation for further information.

7Accuracy

The computed factors $R$ and $P$ satisfy the relation
 $R0PT=A+E,$
where
 $E≤cε A,$
$\epsilon$ is the machine precision (see x02ajf), $c$ is a modest function of $m$ and $n$ and $‖.‖$ denotes the spectral (two) norm.

8Parallelism and Performance

f01qgf 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 approximate number of floating-point operations is given by $2×{m}^{2}\left(n-m\right)$.

10Example

This example reduces the $3$ by $5$ matrix
 $A= 2.4 0.8 -1.4 3.0 -0.8 0.0 1.6 0.8 0.4 -0.8 0.0 0.0 1.0 2.0 2.0$
to upper triangular form.

10.1Program Text

Program Text (f01qgfe.f90)

10.2Program Data

Program Data (f01qgfe.d)

10.3Program Results

Program Results (f01qgfe.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017