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zggqrf.f(3) LAPACK zggqrf.f(3)

zggqrf.f -


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

ZGGQRF
Purpose:
 ZGGQRF 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 unitary matrix, Z is a P-by-P unitary 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**H * (inv(T)*R)
where inv(B) denotes the inverse of the matrix B, and Z**H denotes the conjugate transpose of 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 COMPLEX*16 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 unitary 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 COMPLEX*16 array, dimension (min(N,M))
          The scalar factors of the elementary reflectors which
          represent the unitary matrix Q (see Further Details).
B
          B is COMPLEX*16 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 unitary
          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 COMPLEX*16 array, dimension (min(N,P))
          The scalar factors of the elementary reflectors which
          represent the unitary matrix Z (see Further Details).
WORK
          WORK is COMPLEX*16 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 ZUNMQR.
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**H
where taua is a complex scalar, and v is a complex 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 ZUNGQR. To use Q to update another matrix, use LAPACK subroutine ZUNMQR.
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**H
where taub is a complex scalar, and v is a complex 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 ZUNGRQ. To use Z to update another matrix, use LAPACK subroutine ZUNMRQ.
Definition at line 215 of file zggqrf.f.

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