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dggrqf (3)
  • >> dggrqf (3) ( Solaris man: Библиотечные вызовы )
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    NAME
         dggrqf - compute a generalized RQ factorization of an M-by-N
         matrix A and a P-by-N matrix B
    
    SYNOPSIS
         SUBROUTINE DGGRQF( M, P, N, 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( * )
    
    
    
         #include <sunperf.h>
    
         void dggrqf(int m, int p, int n, double *da, int lda, double
                   *taua,  double  *db,  int  ldb,  double *taub, int
                   *info) ;
    
    PURPOSE
         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  fac-
         torization  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.
    
    
    ARGUMENTS
         M         (input) INTEGER
                   The number of rows of the matrix A.  M >= 0.
    
         P         (input) INTEGER
                   The number of rows of the matrix B.  P >= 0.
    
         N         (input) INTEGER
                   The number of columns of the matrices A and  B.  N
                   >= 0.
    
         A         (input/output) DOUBLE PRECISION  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  tra-
                   pezoidal  matrix  R;  the remaining elements, with
                   the array TAUA, represent the orthogonal matrix  Q
                   as a product of elementary reflectors (see Further
                   Details).
    
         LDA       (input) INTEGER
                   The leading dimension  of  the  array  A.  LDA  >=
                   max(1,M).
    
         TAUA      (output)   DOUBLE   PRECISION   array,   dimension
                   (min(M,N))
                   The scalar factors of  the  elementary  reflectors
                   which  represent  the  orthogonal  matrix  Q  (see
                   Further Details).  B        (input/output)  DOUBLE
                   PRECISION  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
                   orthogonal  matrix  Z  as  a product of elementary
                   reflectors (see Further Details).  LDB     (input)
                   INTEGER  The leading dimension of the array B. LDB
                   >= max(1,P).
    
         TAUB      (output)   DOUBLE   PRECISION   array,   dimension
                   (min(P,N))
                   The scalar factors of  the  elementary  reflectors
                   which  represent  the  orthogonal  matrix  Z  (see
                   Further Details).  WORK    (workspace/output) DOU-
                   BLE 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 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 DORMRQ.
    
         INFO      (output) INTEGER
                   = 0:  successful exit
                   < 0:  if INF0= -i, the i-th argument had an  ille-
                   gal 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'
    
         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 DORGRQ.
         To use Q to update another  matrix,  use  LAPACK  subroutine
         DORMRQ.
    
         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 DORGQR.
         To use Z to update another  matrix,  use  LAPACK  subroutine
         DORMQR.
    
    
    
    


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