NAG Library Routine Document

1Purpose

f08auf (zunmqr) multiplies an arbitrary complex matrix $C$ by the complex unitary matrix $Q$ from a $QR$ factorization computed by f08asf (zgeqrf), f08bsf (zgeqpf) or f08btf (zgeqp3).

2Specification

Fortran Interface
 Subroutine f08auf ( 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 f08auf_ (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 zunmqr.

3Description

f08auf (zunmqr) is intended to be used after a call to f08asf (zgeqrf), f08bsf (zgeqpf) or f08btf (zgeqp3), which perform a $QR$ factorization of a complex matrix $A$. The unitary matrix $Q$ is represented as a product of elementary reflectors.
This routine may be used to form one of the matrix products
 $QC , QHC , CQ ​ or ​ CQH ,$
overwriting the result on ${\mathbf{c}}$ (which may be any complex 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 10 in f08asf (zgeqrf).

4References

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
Note: the second dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{k}}\right)$.
On entry: details of the vectors which define the elementary reflectors, as returned by f08asf (zgeqrf), f08bsf (zgeqpf) or f08btf (zgeqp3).
7:     $\mathbf{lda}$ – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f08auf (zunmqr) is called.
Constraints:
• if ${\mathbf{side}}=\text{'L'}$, ${\mathbf{lda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$;
• if ${\mathbf{side}}=\text{'R'}$, ${\mathbf{lda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
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: further details of the elementary reflectors, as returned by f08asf (zgeqrf), f08bsf (zgeqpf) or f08btf (zgeqp3).
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 f08auf (zunmqr) 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 f08auf (zunmqr) 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

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value.
If ${\mathbf{info}}=-999$, 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
 $E2 = Oε C2 ,$
where $\epsilon$ is the machine precision.

8Parallelism and Performance

f08auf (zunmqr) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08auf (zunmqr) 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 real floating-point operations is approximately $8nk\left(2m-k\right)$ if ${\mathbf{side}}=\text{'L'}$ and $8mk\left(2n-k\right)$ if ${\mathbf{side}}=\text{'R'}$.