SGGQRF (3) - Linux Manuals

NAME

sggqrf.f -

SYNOPSIS


Functions/Subroutines


subroutine sggqrf (N, M, P, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO)
SGGQRF

Function/Subroutine Documentation

subroutine sggqrf (integerN, integerM, integerP, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAUA, real, dimension( ldb, * )B, integerLDB, real, dimension( * )TAUB, real, dimension( * )WORK, integerLWORK, integerINFO)

SGGQRF

Purpose: 

 SGGQRF computes a generalized QR factorization of an N-by-M matrix A
 and an N-by-P matrix B:

             A = Q*R,        B = Q*T*Z,

 where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal
 matrix, and R and T assume one of the forms:

 if N >= M,  R = ( R11 ) M  ,   or if N < M,  R = ( R11  R12 ) N,
                 (  0  ) N-M                         N   M-N
                    M

 where R11 is upper triangular, and

 if N <= P,  T = ( 0  T12 ) N,   or if N > P,  T = ( T11 ) N-P,
                  P-N  N                           ( T21 ) P
                                                      P

 where T12 or T21 is upper triangular.

 In particular, if B is square and nonsingular, the GQR factorization
 of A and B implicitly gives the QR factorization of inv(B)*A:

              inv(B)*A = Z**T*(inv(T)*R)

 where inv(B) denotes the inverse of the matrix B, and Z**T denotes the
 transpose of the matrix Z.


 

Parameters:

N 

          N is INTEGER
          The number of rows of the matrices A and B. N >= 0.


M 

          M is INTEGER
          The number of columns of the matrix A.  M >= 0.


P 

          P is INTEGER
          The number of columns of the matrix B.  P >= 0.


A 

          A is REAL array, dimension (LDA,M)
          On entry, the N-by-M matrix A.
          On exit, the elements on and above the diagonal of the array
          contain the min(N,M)-by-M upper trapezoidal matrix R (R is
          upper triangular if N >= M); the elements below the diagonal,
          with the array TAUA, represent the orthogonal matrix Q as a
          product of min(N,M) elementary reflectors (see Further
          Details).


LDA 

          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,N).


TAUA 

          TAUA is REAL array, dimension (min(N,M))
          The scalar factors of the elementary reflectors which
          represent the orthogonal matrix Q (see Further Details).


B 

          B is REAL array, dimension (LDB,P)
          On entry, the N-by-P matrix B.
          On exit, if N <= P, the upper triangle of the subarray
          B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
          if N > P, the elements on and above the (N-P)-th subdiagonal
          contain the N-by-P upper trapezoidal matrix T; the remaining
          elements, with the array TAUB, represent the orthogonal
          matrix Z as a product of elementary reflectors (see Further
          Details).


LDB 

          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,N).


TAUB 

          TAUB is REAL array, dimension (min(N,P))
          The scalar factors of the elementary reflectors which
          represent the orthogonal matrix Z (see Further Details).


WORK 

          WORK is REAL array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.


LWORK 

          LWORK is 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 QR factorization
          of an N-by-M matrix, NB2 is the optimal blocksize for the
          RQ factorization of an N-by-P matrix, and NB3 is the optimal
          blocksize for a call of SORMQR.

          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 

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value.


 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Further Details: 

  The matrix Q is represented as a product of elementary reflectors

     Q = H(1) H(2) . . . H(k), where k = min(n,m).

  Each H(i) has the form

     H(i) = I - taua * v * v**T

  where taua is a real scalar, and v is a real vector with
  v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
  and taua in TAUA(i).
  To form Q explicitly, use LAPACK subroutine SORGQR.
  To use Q to update another matrix, use LAPACK subroutine SORMQR.

  The matrix Z is represented as a product of elementary reflectors

     Z = H(1) H(2) . . . H(k), where k = min(n,p).

  Each H(i) has the form

     H(i) = I - taub * v * v**T

  where taub is a real scalar, and v is a real vector with
  v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
  B(n-k+i,1:p-k+i-1), and taub in TAUB(i).
  To form Z explicitly, use LAPACK subroutine SORGRQ.
  To use Z to update another matrix, use LAPACK subroutine SORMRQ.


 

Definition at line 215 of file sggqrf.f.

Author

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