dggqrf(3)

NAME

DGGQRF - compute a generalized QR factorization of an N

by-M matrix A and an N-by-P matrix B

SYNOPSIS

SUBROUTINE  DGGQRF(  N,  M, P, A, LDA, TAUA, B, LDB, TAUB,
WORK, LWORK, INFO )
    INTEGER        INFO, LDA, LDB, LWORK, M, N, P
    DOUBLE         PRECISION A( LDA, * ),  B(  LDB,  *  ),
TAUA( * ), TAUB( * ), WORK( * )

PURPOSE

DGGQRF 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 or

thogonal 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'*(inv(T)*R)

where inv(B) denotes the inverse of the matrix B, and Z'

denotes the transpose of the matrix Z.

ARGUMENTS

N (input) INTEGER

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

0.

M (input) INTEGER

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

P (input) INTEGER

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

A (input/output) DOUBLE PRECISION array, dimension

(LDA,M)

On entry, the N-by-M matrix A. On exit, the ele

ments 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) ele

mentary reflectors (see Further Details).

LDA (input) INTEGER

The leading dimension of the array A. LDA >=

max(1,N).

TAUA (output) DOUBLE PRECISION array, dimension

(min(N,M))

The scalar factors of the elementary reflectors

which represent the orthogonal matrix Q (see Further Details). B

(input/output) DOUBLE PRECISION array, dimension (LDB,P) On en

try, 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 triangu

lar 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 De

tails).

LDB (input) INTEGER

The leading dimension of the array B. LDB >=

max(1,N).

TAUB (output) DOUBLE PRECISION array, dimension

(min(N,P))

The scalar factors of the elementary reflectors

which represent the orthogonal matrix Z (see Further Details).

WORK (workspace/output) DOUBLE PRECISION 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 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 DORMQR.

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 ille

gal value.

FURTHER DETAILS

The matrix Q is represented as a product of elementary re

flectors

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

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(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 DORGQR.
To use Q to update another matrix, use LAPACK subroutine

DORMQR.

The matrix Z is represented as a product of elementary re

flectors

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

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(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 DORGRQ.
To use Z to update another matrix, use LAPACK subroutine

DORMRQ.

LAPACK version 3.0 15 June 2000

DGGQRF(3)