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NAG[f08aec] NAG[nag_dgeqrf] -  factorization of real general rectangular matrix
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Calling Sequence
f08aec(a, tau, 'm'=m, 'n'=n, 'fail'=fail)
nag_dgeqrf(. . .)
Parameters
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a - Matrix(1..dim1, 1..dim2, datatype=float[8], order=order);
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Note: this array may be supplied in Fortran_order or C_order , as specified by order. All array parameters must use a consistent order.
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tau - Vector(1..dim, datatype=float[8]);
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Note: the dimension, dim, of the array tau must be at least  .
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On exit: further details of the orthogonal matrix  .
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'm'=m - integer; (optional)
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Default value: the first dimension of the array a.
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On entry:  , the number of rows of the matrix  .
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Constraint:  . .
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'n'=n - integer; (optional)
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Default value: the second dimension of the array a.
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On entry:  , the number of columns of the matrix  .
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Constraint:  . .
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'fail'=fail - table; (optional)
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The NAG error argument, see the documentation for NagError.
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Description
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Purpose
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nag_dgeqrf (f08aec) computes the  factorization of a real  by  matrix.
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Error Indicators and Warnings
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"NE_ALLOC_FAIL"
Dynamic memory allocation failed.
"NE_BAD_PARAM"
On entry, argument  had an illegal value.
"NE_INT"
On entry,  . Constraint:  .
On entry,  . 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 consult NAG for assistance.
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Accuracy
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The computed factorization is the exact factorization of a nearby matrix  , where
 = O(epsilon)*LinearAlgebra[Norm](A, 2)](/support/helpjp/helpview.aspx?si=9833/file08221/math280.png)
and  is the machine precision.
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Further Comments
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The total number of floating-point operations is approximately  if  or  if  .
To form the orthogonal matrix  nag_dgeqrf (f08aec) may be followed by a call to f08afc (nag_dorgqr):
nag_dorgqr (min(m,n),a,tau,'m'=m,'n'=m)
but note that the second dimension of the array a must be at least m, which may be larger than was required by nag_dgeqrf (f08aec).
When  , it is often only the first  columns of  that are required, and they may be formed by the call:
nag_dorgqr (n,a,tau,'m'=m,'n'=n)
To apply  to an arbitrary real rectangular matrix  , nag_dgeqrf (f08aec) may be followed by a call to f08agc (nag_dormqr). For example,
nag_dormqr ("Nag_LeftSide","Nag_Trans",min(m,n),a,tau,c,'m'=m,'n'=p)
forms  , where  is  by  .
To compute a  factorization with column pivoting, use f08bec (nag_dgeqpf).
The complex analogue of this function is f08asc (nag_zgeqrf).
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Examples
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m := 6:
n := 4:
a := Matrix([[-0.57, -1.28, -0.39, 0.25], [-1.93, 1.08, -0.31, -2.14], [2.3, 0.24, 0.4, -0.35], [-1.93, 0.64, -0.66, 0.08], [0.15, 0.3, 0.15, -2.13], [-0.02, 1.03, -1.43, 0.5]], datatype=float[8]):
tau := Vector(4, datatype=float[8]):
NAG:-f08aec(a, tau, 'm' = m, 'n' = n):
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