NAME
sggrqf - compute a generalized RQ factorization of an M-by-N
matrix A and a P-by-N matrix B
SYNOPSIS
SUBROUTINE SGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB,
WORK, LWORK, INFO )
INTEGER INFO, LDA, LDB, LWORK, M, N, P
REAL A( LDA, * ), B( LDB, * ), TAUA( * ), TAUB( * ), WORK( *
)
#include <sunperf.h>
void sggrqf(int m, int p, int n, float *sa, int lda, float
*taua, float *sb, int ldb, float *taub, int *info)
;
PURPOSE
SGGRQF 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) REAL 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) REAL array, dimension (min(M,N))
The scalar factors of the elementary reflectors
which represent the orthogonal matrix Q (see
Further Details). B (input/output) REAL
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) REAL array, dimension (min(P,N))
The scalar factors of the elementary reflectors
which represent the orthogonal matrix Z (see
Further Details). WORK (workspace/output) REAL
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 SORMRQ.
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 SORGRQ.
To use Q to update another matrix, use LAPACK subroutine
SORMRQ.
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 SORGQR.
To use Z to update another matrix, use LAPACK subroutine
SORMQR.
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