zggrqf(3S)
ZGGRQF - compute a generalized RQ factorization of an M-by-N matrix A and a P-by-N matrix B
As shipped in IRIX 6.5.15. Added in IRIX 6.5.15.
NAME ZGGRQF - compute a generalized RQ factorization of an M-by-N matrix A and a P-by-N matrix B SYNOPSIS SUBROUTINE ZGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO ) INTEGER INFO, LDA, LDB, LWORK, M, N, P COMPLEX*16 A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ), WORK( * ) IMPLEMENTATION These routines are part of the SCSL Scientific Library and can be loaded using either the -lscs or the -lscs_mp option. The -lscs_mp option directs the linker to use the multi-processor version of the library. When linking to SCSL with -lscs or -lscs_mp, the default integer size is 4 bytes (32 bits). Another version of SCSL is available in which integers are 8 bytes (64 bits). This version allows the user access to larger memory sizes and helps when porting legacy Cray codes. It can be loaded by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use only one of the two versions; 4-byte integer and 8-byte integer library calls cannot be mixed. PURPOSE ZGGRQF computes a generalized RQ factorization of an M-by-N matrix A and a P-by-N matrix B: A = R*Q, B = Z*T*Q, where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix, and R and T assume one of the forms: if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N, N-M M ( R21 ) N N where R12 or R21 is upper triangular, and if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P, ( 0 ) P-N P N-P N where T11 is upper triangular. In particular, if B is square and nonsingular, the GRQ factorization of A and B implicitly gives the RQ factorization of A*inv(B): A*inv(B) = (R*inv(T))*Z' where inv(B) denotes the inverse of the matrix B, and Z' denotes the conjugate transpose of the matrix Z. ARGUMENTS M (input) INTEGER The number of rows of the matrix A. M >= 0. P (input) INTEGER The number of rows of the matrix B. P >= 0. N (input) INTEGER The number of columns of the matrices A and B. N >= 0. A (input/output) COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if M <= N, the upper triangle of the subarray A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R; if M > N, the elements on and above the (M- N)-th subdiagonal contain the M-by-N upper trapezoidal matrix R; the remaining elements, with the array TAUA, represent the unitary matrix Q as a product of elementary reflectors (see Further Details). LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAUA (output) COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix Q (see Further Details). B (input/output) COMPLEX*16 array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, the elements on and above the diagonal of the array contain the min(P,N)-by-N upper trapezoidal matrix T (T is upper triangular if P >= N); the elements below the diagonal, with the array TAUB, represent the unitary matrix Z as a product of elementary reflectors (see Further Details). LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,P). TAUB (output) COMPLEX*16 array, dimension (min(P,N)) The scalar factors of the elementary reflectors which represent the unitary matrix Z (see Further Details). WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,N,M,P). For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), where NB1 is the optimal blocksize for the RQ factorization of an M- by-N matrix, NB2 is the optimal blocksize for the QR factorization of a P-by-N matrix, and NB3 is the optimal blocksize for a call of ZUNMRQ. If LWORK = -1, then 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 by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO=-i, the i-th argument had an illegal value. FURTHER DETAILS The matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(k), where k = min(m,n). Each H(i) has the form H(i) = I - taua * v * v' where taua is a complex scalar, and v is a complex vector with v(n- k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in A(m- k+i,1:n-k+i-1), and taua in TAUA(i). To form Q explicitly, use LAPACK subroutine ZUNGRQ. To use Q to update another matrix, use LAPACK subroutine ZUNMRQ. The matrix Z is represented as a product of elementary reflectors Z = H(1) H(2) . . . H(k), where k = min(p,n). Each H(i) has the form H(i) = I - taub * v * v' where taub is a complex scalar, and v is a complex vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i), and taub in TAUB(i). To form Z explicitly, use LAPACK subroutine ZUNGQR. To use Z to update another matrix, use LAPACK subroutine ZUNMQR. SEE ALSO INTRO_LAPACK(3S), INTRO_SCSL(3S) This man page is available only online.