NAG Library Function Document
nag_dormhr (f08ngc)
1
Purpose
nag_dormhr (f08ngc) multiplies an arbitrary real matrix
by the real orthogonal matrix
which was determined by
nag_dgehrd (f08nec) when reducing a real general matrix to Hessenberg form.
2
Specification
#include <nag.h> |
#include <nagf08.h> |
void |
nag_dormhr (Nag_OrderType order,
Nag_SideType side,
Nag_TransType trans,
Integer m,
Integer n,
Integer ilo,
Integer ihi,
const double a[],
Integer pda,
const double tau[],
double c[],
Integer pdc,
NagError *fail) |
|
3
Description
nag_dormhr (f08ngc) is intended to be used following a call to
nag_dgehrd (f08nec), which reduces a real general matrix
to upper Hessenberg form
by an orthogonal similarity transformation:
.
nag_dgehrd (f08nec) represents the matrix
as a product of
elementary reflectors. Here
and
are values determined by
nag_dgebal (f08nhc) when balancing the matrix; if the matrix has not been balanced,
and
.
This function may be used to form one of the matrix products
overwriting the result on
(which may be any real rectangular matrix).
A common application of this function is to transform a matrix of eigenvectors of to the matrix of eigenvectors of .
4
References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5
Arguments
- 1:
– Nag_OrderTypeInput
-
On entry: the
order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by
. See
Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint:
or .
- 2:
– Nag_SideTypeInput
-
On entry: indicates how
or
is to be applied to
.
- or is applied to from the left.
- or is applied to from the right.
Constraint:
or .
- 3:
– Nag_TransTypeInput
-
On entry: indicates whether
or
is to be applied to
.
- is applied to .
- is applied to .
Constraint:
or .
- 4:
– IntegerInput
-
On entry: , the number of rows of the matrix ; is also the order of if .
Constraint:
.
- 5:
– IntegerInput
-
On entry: , the number of columns of the matrix ; is also the order of if .
Constraint:
.
- 6:
– IntegerInput
- 7:
– IntegerInput
-
On entry: these
must be the same arguments
ilo and
ihi, respectively, as supplied to
nag_dgehrd (f08nec).
Constraints:
- if and , ;
- if and , and ;
- if and , ;
- if and , and .
- 8:
– const doubleInput
-
Note: the dimension,
dim, of the array
a
must be at least
- when
;
- when
.
On entry: details of the vectors which define the elementary reflectors, as returned by
nag_dgehrd (f08nec).
- 9:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
a.
Constraints:
- if , ;
- if , .
- 10:
– const doubleInput
-
Note: the dimension,
dim, of the array
tau
must be at least
- when ;
- when .
On entry: further details of the elementary reflectors, as returned by
nag_dgehrd (f08nec).
- 11:
– doubleInput/Output
-
Note: the dimension,
dim, of the array
c
must be at least
- when
;
- when
.
The
th element of the matrix
is stored in
- when ;
- when .
On entry: the by matrix .
On exit:
c is overwritten by
or
or
or
as specified by
side and
trans.
- 12:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
c.
Constraints:
- if ,
;
- if , .
- 13:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_ENUM_INT_3
-
On entry, , , and .
Constraint: if , ;
if , .
On entry, , , and .
Constraint: if ,
;
if ,
.
- NE_ENUM_INT_4
-
On entry, , , , and .
Constraint: if and , ;
if and , and ;
if and , ;
if and , and .
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint: .
On entry, and .
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 contact
NAG for assistance.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
7
Accuracy
The computed result differs from the exact result by a matrix
such that
where
is the
machine precision.
8
Parallelism and Performance
nag_dormhr (f08ngc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dormhr (f08ngc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The total number of floating-point operations is approximately if and if , where .
The complex analogue of this function is
nag_zunmhr (f08nuc).
10
Example
This example computes all the eigenvalues of the matrix
, where
and those eigenvectors which correspond to eigenvalues
such that
. Here
is general and must first be reduced to upper Hessenberg form
by
nag_dgehrd (f08nec). The program then calls
nag_dhseqr (f08pec) to compute the eigenvalues, and
nag_dhsein (f08pkc) to compute the required eigenvectors of
by inverse iteration. Finally
nag_dormhr (f08ngc) is called to transform the eigenvectors of
back to eigenvectors of the original matrix
.
10.1
Program Text
Program Text (f08ngce.c)
10.2
Program Data
Program Data (f08ngce.d)
10.3
Program Results
Program Results (f08ngce.r)