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Class org.netlib.lapack.DGGQRF

java.lang.Object
   |
   +----org.netlib.lapack.DGGQRF

public class DGGQRF
extends Object
DGGQRF is a simplified interface to the JLAPACK routine dggqrf.
This interface converts Java-style 2D row-major arrays into
the 1D column-major linearized arrays expected by the lower
level JLAPACK routines.  Using this interface also allows you
to omit offset and leading dimension arguments.  However, because
of these conversions, these routines will be slower than the low
level ones.  Following is the description from the original Fortran
source.  Contact seymour@cs.utk.edu with any questions.

* .. * * Purpose * ======= * * DGGQRF 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 orthogonal matrix, Z is a P-by-P orthogonal * 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'*(inv(T)*R) * * where inv(B) denotes the inverse of the matrix B, and Z' denotes the * transpose of the matrix Z. * * Arguments * ========= * * N (input) INTEGER * The number of rows of the matrices A and B. N >= 0. * * M (input) INTEGER * The number of columns of the matrix A. M >= 0. * * P (input) INTEGER * The number of columns of the matrix B. P >= 0. * * A (input/output) DOUBLE PRECISION 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 orthogonal matrix Q as a * product of min(N,M) elementary reflectors (see Further * Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * TAUA (output) DOUBLE PRECISION array, dimension (min(N,M)) * The scalar factors of the elementary reflectors which * represent the orthogonal matrix Q (see Further Details). * * B (input/output) DOUBLE PRECISION 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 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,N). * * TAUB (output) DOUBLE PRECISION array, dimension (min(N,P)) * The scalar factors of the elementary reflectors which * represent the orthogonal matrix Z (see Further Details). * * WORK (workspace/output) DOUBLE 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 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 DORMQR. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * 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' * * where taua is a real scalar, and v is a real 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 DORGQR. * To use Q to update another matrix, use LAPACK subroutine DORMQR. * * 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' * * where taub is a real scalar, and v is a real 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 DORGRQ. * To use Z to update another matrix, use LAPACK subroutine DORMRQ. * * ===================================================================== * * .. Local Scalars ..


Constructor Index

 o DGGQRF()

Method Index

 o DGGQRF(int, int, int, double[][], double[], double[][], double[], double[], int, intW)

Constructors

 o DGGQRF
 public DGGQRF()

Methods

 o DGGQRF
 public static void DGGQRF(int n,
                           int m,
                           int p,
                           double a[][],
                           double taua[],
                           double b[][],
                           double taub[],
                           double work[],
                           int lwork,
                           intW info)

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