F08KGF (DORMBR) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08KGF (DORMBR)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F08KGF (DORMBR) multiplies an arbitrary real m by n matrix C by one of the real orthogonal matrices Q or P which were determined by F08KEF (DGEBRD) when reducing a real matrix to bidiagonal form.

2  Specification

SUBROUTINE F08KGF ( VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
INTEGER  M, N, K, LDA, LDC, LWORK, INFO
REAL (KIND=nag_wp)  A(LDA,*), TAU(*), C(LDC,*), WORK(max(1,LWORK))
CHARACTER(1)  VECT, SIDE, TRANS
The routine may be called by its LAPACK name dormbr.

3  Description

F08KGF (DORMBR) is intended to be used after a call to F08KEF (DGEBRD), which reduces a real rectangular matrix A to bidiagonal form B by an orthogonal transformation: A=QBPT. F08KEF (DGEBRD) represents the matrices Q and PT as products of elementary reflectors.
This routine may be used to form one of the matrix products
QC , QTC , CQ , CQT , PC , PTC , CP ​ or ​ CPT ,
overwriting the result on C (which may be any real rectangular matrix).

4  References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Parameters

Note: in the descriptions below, r denotes the order of Q or PT: if SIDE='L', r=M and if SIDE='R', r=N.
1:     VECT – CHARACTER(1)Input
On entry: indicates whether Q or QT or P or PT is to be applied to C.
VECT='Q'
Q or QT is applied to C.
VECT='P'
P or PT is applied to C.
Constraint: VECT='Q' or 'P'.
2:     SIDE – CHARACTER(1)Input
On entry: indicates how Q or QT or P or PT is to be applied to C.
SIDE='L'
Q or QT or P or PT is applied to C from the left.
SIDE='R'
Q or QT or P or PT is applied to C from the right.
Constraint: SIDE='L' or 'R'.
3:     TRANS – CHARACTER(1)Input
On entry: indicates whether Q or P or QT or PT is to be applied to C.
TRANS='N'
Q or P is applied to C.
TRANS='T'
QT or PT is applied to C.
Constraint: TRANS='N' or 'T'.
4:     M – INTEGERInput
On entry: m, the number of rows of the matrix C.
Constraint: M0.
5:     N – INTEGERInput
On entry: n, the number of columns of the matrix C.
Constraint: N0.
6:     K – INTEGERInput
On entry: if VECT='Q', the number of columns in the original matrix A.
If VECT='P', the number of rows in the original matrix A.
Constraint: K0.
7:     A(LDA,*) – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array A must be at least max1,minr,K  if VECT='Q' and at least max1,r if VECT='P'.
On entry: details of the vectors which define the elementary reflectors, as returned by F08KEF (DGEBRD).
8:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08KGF (DORMBR) is called.
Constraints:
  • if VECT='Q', LDAmax1,r;
  • if VECT='P', LDAmax1,minr,K .
9:     TAU(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array TAU must be at least max1,minr,K.
On entry: further details of the elementary reflectors, as returned by F08KEF (DGEBRD) in its parameter TAUQ if VECT='Q', or in its parameter TAUP if VECT='P'.
10:   C(LDC,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array C must be at least max1,N.
On entry: the matrix C.
On exit: C is overwritten by QC or QTC or CQ or CTQ or PC or PTC or CP or CTP as specified by VECT, SIDE and TRANS.
11:   LDC – INTEGERInput
On entry: the first dimension of the array C as declared in the (sub)program from which F08KGF (DORMBR) is called.
Constraint: LDCmax1,M.
12:   WORK(max1,LWORK) – REAL (KIND=nag_wp) arrayWorkspace
13:   LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08KGF (DORMBR) is called.
If LWORK=-1, 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.
Suggested value: for optimal performance, LWORKN×nb if SIDE='L' and at least M×nb if SIDE='R', where nb is the optimal block size.
Constraints:
  • if SIDE='L', LWORKmax1,N or LWORK=-1;
  • if SIDE='R', LWORKmax1,M or LWORK=-1.
14:   INFO – INTEGEROutput

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
INFO<0
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

The computed result differs from the exact result by a matrix E such that
E2 = Oε C2 ,
where ε is the machine precision.

8  Further Comments

The total number of floating point operations is approximately where k is the value of the parameter K.
The complex analogue of this routine is F08KUF (ZUNMBR).

9  Example

For this routine two examples are presented. Both illustrate how the reduction to bidiagonal form of a matrix A may be preceded by a QR or LQ factorization of A.
In the first example, m>n, and
A = -0.57 -1.28 -0.39 0.25 -1.93 1.08 -0.31 -2.14 2.30 0.24 0.40 -0.35 -1.93 0.64 -0.66 0.08 0.15 0.30 0.15 -2.13 -0.02 1.03 -1.43 0.50 .
The routine first performs a QR factorization of A as A=QaR and then reduces the factor R to bidiagonal form B: R=QbBPT. Finally it forms Qa and calls F08KGF (DORMBR) to form Q=QaQb.
In the second example, m<n, and
A = -5.42 3.28 -3.68 0.27 2.06 0.46 -1.65 -3.40 -3.20 -1.03 -4.06 -0.01 -0.37 2.35 1.90 4.31 -1.76 1.13 -3.15 -0.11 1.99 -2.70 0.26 4.50 .
The routine first performs an LQ factorization of A as A=LPaT and then reduces the factor L to bidiagonal form B: L=QBPbT. Finally it forms PbT and calls F08KGF (DORMBR) to form PT=PbTPaT.

9.1  Program Text

Program Text (f08kgfe.f90)

9.2  Program Data

Program Data (f08kgfe.d)

9.3  Program Results

Program Results (f08kgfe.r)


F08KGF (DORMBR) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2011