CGGRQF(3) LAPACK routine of NEC Numeric Library Collection CGGRQF(3)
NAME
CGGRQF
SYNOPSIS
SUBROUTINE CGGRQF (M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK,
INFO)
PURPOSE
CGGRQF 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**H
where inv(B) denotes the inverse of the matrix B, and Z**H denotes the
conjugate transpose of the matrix Z.
ARGUMENTS
M (input)
M is INTEGER
The number of rows of the matrix A. M >= 0.
P (input)
P is INTEGER
The number of rows of the matrix B. P >= 0.
N (input)
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
A (input/output)
A is COMPLEX 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)
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAUA (output)
TAUA is COMPLEX array, dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the unitary matrix Q (see Further Details).
B (input/output)
B is COMPLEX 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)
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TAUB (output)
TAUB is COMPLEX array, dimension (min(P,N))
The scalar factors of the elementary reflectors which
represent the unitary matrix Z (see Further Details).
WORK (output)
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input)
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 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 CUNMRQ.
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)
INFO is 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**H
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 CUNGRQ.
To use Q to update another matrix, use LAPACK subroutine CUNMRQ.
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**H
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 CUNGQR.
To use Z to update another matrix, use LAPACK subroutine CUNMQR.
LAPACK routine 31 October 2017 CGGRQF(3)