dggrqf - compute a generalized RQ factorization of an M-by-N matrix A and a P-by-N matrix B
SUBROUTINE DGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, * INFO) INTEGER M, P, N, LDA, LDB, LWORK, INFO DOUBLE PRECISION A(LDA,*), TAUA(*), B(LDB,*), TAUB(*), WORK(*)
SUBROUTINE DGGRQF_64( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, * LWORK, INFO) INTEGER*8 M, P, N, LDA, LDB, LWORK, INFO DOUBLE PRECISION A(LDA,*), TAUA(*), B(LDB,*), TAUB(*), WORK(*)
SUBROUTINE GGRQF( [M], [P], [N], A, [LDA], TAUA, B, [LDB], TAUB, * [WORK], [LWORK], [INFO]) INTEGER :: M, P, N, LDA, LDB, LWORK, INFO REAL(8), DIMENSION(:) :: TAUA, TAUB, WORK REAL(8), DIMENSION(:,:) :: A, B
SUBROUTINE GGRQF_64( [M], [P], [N], A, [LDA], TAUA, B, [LDB], TAUB, * [WORK], [LWORK], [INFO]) INTEGER(8) :: M, P, N, LDA, LDB, LWORK, INFO REAL(8), DIMENSION(:) :: TAUA, TAUB, WORK REAL(8), DIMENSION(:,:) :: A, B
#include <sunperf.h>
void dggrqf(int m, int p, int n, double *a, int lda, double *taua, double *b, int ldb, double *taub, int *info);
void dggrqf_64(long m, long p, long n, double *a, long lda, double *taua, double *b, long ldb, double *taub, long *info);
dggrqf 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 orthogonal matrix, Z is a P-by-P orthogonal 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
transpose of the matrix Z.
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 orthogonal
matrix Q as a product of elementary reflectors (see Further
Details).
WORK(1)
returns the optimal LWORK.
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.
= 0: successful exit
< 0: if INF0 = -i, the i-th argument had an illegal value.
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 real scalar, and v is a real 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 SORGRQ.
To use Q to update another matrix, use LAPACK subroutine SORMRQ.
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 real scalar, and v is a real 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 SORGQR.
To use Z to update another matrix, use LAPACK subroutine SORMQR.