The function may be called by the names: f08bvc, nag_lapackeig_ztzrzf or nag_ztzrzf.
3Description
The () complex upper trapezoidal matrix given by
where is an upper triangular matrix and is an matrix, is factorized as
where is also an upper triangular matrix and is an unitary matrix.
4References
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia https://www.netlib.org/lapack/lug
5Arguments
1: – Nag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by . See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint:
or .
2: – IntegerInput
On entry: , the number of rows of the matrix .
Constraint:
.
3: – IntegerInput
On entry: , the number of columns of the matrix .
Constraint:
.
4: – ComplexInput/Output
Note: the dimension, dim, of the array a
must be at least
when
;
when
.
The th element of the matrix is stored in
when ;
when .
On entry: the leading upper trapezoidal part of the array a must contain the matrix to be factorized.
On exit: the leading upper triangular part of a contains the upper triangular matrix , and elements to n of the first rows of a, with the array tau, represent the unitary matrix as a product of elementary reflectors (see Section 3.4.6 in the F08 Chapter Introduction).
5: – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraints:
if ,
;
if , .
6: – ComplexOutput
Note: the dimension, dim, of the array tau
must be at least
.
On exit: the scalar factors of the elementary reflectors.
7: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument had an illegal value.
NE_INT
On entry, .
Constraint: .
On entry, . Constraint: .
NE_INT_2
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
7Accuracy
The computed factorization is the exact factorization of a nearby matrix , where
and is the machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08bvc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
The total number of floating-point operations is approximately .
This example solves the linear least squares problems
for the minimum norm solutions and , where is the th column of the matrix ,
and
The solution is obtained by first obtaining a factorization with column pivoting of the matrix , and then the factorization of the leading part of is computed, where is the estimated rank of . A tolerance of is used to estimate the rank of from the upper triangular factor, .