-- LAPACK routine (version 3.1) --
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
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 .LE. N, R = ( 0 R12 ) M, or if M .GT. N, R = ( R11 ) M-N,
N-M M ( R21 ) N
N
where R12 or R21 is upper triangular, and
if P .GE. N, T = ( T11 ) N , or if P .LT. 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 factorization
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.
Inheritance Hierarchy Namespace: DotNumerics.LinearAlgebra.CSLapackAssembly: DWSIM.MathOps.DotNumerics (in DWSIM.MathOps.DotNumerics.dll) Version: 1.0.0.0 (1.0.0.0)
Syntax The DGGRQF type exposes the following members.
Constructors Methods | Name | Description |
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| Run |
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 .LE. N, R = ( 0 R12 ) M, or if M .GT. N, R = ( R11 ) M-N,
N-M M ( R21 ) N
N
where R12 or R21 is upper triangular, and
if P .GE. N, T = ( T11 ) N , or if P .LT. 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 factorization
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.
|
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