1CGGRQF(1) LAPACK routine (version 3.2) CGGRQF(1)
2
6 CGGRQF - computes a generalized RQ factorization of an M-by-N matrix A
7 and a P-by-N matrix B
8
10 SUBROUTINE CGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK,
11 INFO )
12 INTEGER INFO, LDA, LDB, LWORK, M, N, P
14 COMPLEX A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ),
16 WORK( * )
17
19 CGGRQF computes a generalized RQ factorization of an M-by-N matrix A
20 and a P-by-N matrix B:
21 A = R*Q, B = Z*T*Q,
22 where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix, and
23 R and T assume one of the forms:
24 if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N,
25 N-M M ( R21 ) N
26 N
27 where R12 or R21 is upper triangular, and
28 if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P,
29 ( 0 ) P-N P N-P
30 N
31 where T11 is upper triangular.
32 In particular, if B is square and nonsingular, the GRQ factorization of
33 A and B implicitly gives the RQ factorization of A*inv(B):
34 A*inv(B) = (R*inv(T))*Z'
35 where inv(B) denotes the inverse of the matrix B, and Z' denotes the
36 conjugate transpose of the matrix Z.
37
39 M (input) INTEGER
40 The number of rows of the matrix A. M >= 0.
41 P (input) INTEGER
43 The number of rows of the matrix B. P >= 0.
44 N (input) INTEGER
46 The number of columns of the matrices A and B. N >= 0.
47 A (input/output) COMPLEX array, dimension (LDA,N)
49 On entry, the M-by-N matrix A. On exit, if M <= N, the upper
50 triangle of the subarray A(1:M,N-M+1:N) contains the M-by-M
51 upper triangular matrix R; if M > N, the elements on and above
52 the (M-N)-th subdiagonal contain the M-by-N upper trapezoidal
53 matrix R; the remaining elements, with the array TAUA, repre‐
54 sent the unitary matrix Q as a product of elementary reflectors
55 (see Further Details).
56 LDA (input) INTEGER
58 The leading dimension of the array A. LDA >= max(1,M).
59 TAUA (output) COMPLEX array, dimension (min(M,N))
61 The scalar factors of the elementary reflectors which represent
62 the unitary matrix Q (see Further Details). B
63 (input/output) COMPLEX array, dimension (LDB,N) On entry, the
64 P-by-N matrix B. On exit, the elements on and above the diago‐
65 nal of the array contain the min(P,N)-by-N upper trapezoidal
66 matrix T (T is upper triangular if P >= N); the elements below
67 the diagonal, with the array TAUB, represent the unitary matrix
68 Z as a product of elementary reflectors (see Further Details).
69 LDB (input) INTEGER The leading dimension of the array B.
70 LDB >= max(1,P).
71 TAUB (output) COMPLEX array, dimension (min(P,N))
73 The scalar factors of the elementary reflectors which represent
74 the unitary matrix Z (see Further Details). WORK
75 (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) On
76 exit, if INFO = 0, WORK(1) returns the optimal LWORK.
77 LWORK (input) INTEGER
79 The dimension of the array WORK. LWORK >= max(1,N,M,P). For
80 optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), where
81 NB1 is the optimal blocksize for the RQ factorization of an M-
82 by-N matrix, NB2 is the optimal blocksize for the QR factoriza‐
83 tion of a P-by-N matrix, and NB3 is the optimal blocksize for a
84 call of CUNMRQ. If LWORK = -1, then a workspace query is
85 assumed; the routine only calculates the optimal size of the
86 WORK array, returns this value as the first entry of the WORK
87 array, and no error message related to LWORK is issued by
88 XERBLA.
89 INFO (output) INTEGER
91 = 0: successful exit
92 < 0: if INFO=-i, the i-th argument had an illegal value.
93
95 The matrix Q is represented as a product of elementary reflectors
96 Q = H(1) H(2) . . . H(k), where k = min(m,n).
97 Each H(i) has the form
98 H(i) = I - taua * v * v'
99 where taua is a complex scalar, and v is a complex vector with v(n-
100 k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in A(m-
101 k+i,1:n-k+i-1), and taua in TAUA(i).
102 To form Q explicitly, use LAPACK subroutine CUNGRQ.
103 To use Q to update another matrix, use LAPACK subroutine CUNMRQ. The
104 matrix Z is represented as a product of elementary reflectors
105 Z = H(1) H(2) . . . H(k), where k = min(p,n).
106 Each H(i) has the form
107 H(i) = I - taub * v * v'
108 where taub is a complex scalar, and v is a complex vector with v(1:i-1)
109 = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i), and taub in
110 TAUB(i).
111 To form Z explicitly, use LAPACK subroutine CUNGQR.
112 To use Z to update another matrix, use LAPACK subroutine CUNMQR.
113 LAPACK routine (version 3.2) November 2008 CGGRQF(1)