NAG Library Function Document

nag_dggbak (f08wjc)

 Contents

    1  Purpose
    7  Accuracy
    10  Example

1
Purpose

nag_dggbak (f08wjc) forms the right or left eigenvectors of the real generalized eigenvalue problem Ax=λBx, by backward transformation on the computed eigenvectors given by nag_dtgevc (f08ykc). It is necessary to call this function only if the optional balancing function nag_dggbal (f08whc) was previously called to balance the matrix pair A,B.

2
Specification

#include <nag.h>
#include <nagf08.h>
void  nag_dggbak (Nag_OrderType order, Nag_JobType job, Nag_SideType side, Integer n, Integer ilo, Integer ihi, const double lscale[], const double rscale[], Integer m, double v[], Integer pdv, NagError *fail)

3
Description

If the matrix pair has been previously balanced using the function nag_dggbal (f08whc) then nag_dggbak (f08wjc) backtransforms the eigenvector solution given by nag_dtgevc (f08ykc). This is usually the sixth and last step in the solution of the generalized eigenvalue problem.
For a description of balancing, see the document for nag_dggbal (f08whc).

4
References

Ward R C (1981) Balancing the generalized eigenvalue problem SIAM J. Sci. Stat. Comp. 2 141–152

5
Arguments

1:     order 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 order=Nag_RowMajor. 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: order=Nag_RowMajor or Nag_ColMajor.
2:     job Nag_JobTypeInput
On entry: specifies the backward transformation step required.
job=Nag_DoNothing
No transformations are done.
job=Nag_Permute
Only do backward transformations based on permutations.
job=Nag_Scale
Only do backward transformations based on scaling.
job=Nag_DoBoth
Do backward transformations for both permutations and scaling.
Note:  this must be the same argument job as supplied to nag_dggbal (f08whc).
Constraint: job=Nag_DoNothing, Nag_Permute, Nag_Scale or Nag_DoBoth.
3:     side Nag_SideTypeInput
On entry: indicates whether left or right eigenvectors are to be transformed.
side=Nag_LeftSide
The left eigenvectors are transformed.
side=Nag_RightSide
The right eigenvectors are transformed.
Constraint: side=Nag_LeftSide or Nag_RightSide.
4:     n IntegerInput
On entry: n, the order of the matrices A and B of the generalized eigenvalue problem.
Constraint: n0.
5:     ilo IntegerInput
6:     ihi IntegerInput
On entry: ilo and ihi as determined by a previous call to nag_dggbal (f08whc).
Constraints:
  • if n>0, 1 ilo ihi n ;
  • if n=0, ilo=1 and ihi=0.
7:     lscale[dim] const doubleInput
Note: the dimension, dim, of the array lscale must be at least max1,n.
On entry: details of the permutations and scaling factors applied to the left side of the matrices A and B, as returned by a previous call to nag_dggbal (f08whc).
8:     rscale[dim] const doubleInput
Note: the dimension, dim, of the array rscale must be at least max1,n.
On entry: details of the permutations and scaling factors applied to the right side of the matrices A and B, as returned by a previous call to nag_dggbal (f08whc).
9:     m IntegerInput
On entry: m, the required number of left or right eigenvectors.
Constraint: 0mn.
10:   v[dim] doubleInput/Output
Note: the dimension, dim, of the array v must be at least
  • max1,pdv×m when order=Nag_ColMajor;
  • max1,n×pdv when order=Nag_RowMajor.
The i,jth element of the matrix V is stored in
  • v[j-1×pdv+i-1] when order=Nag_ColMajor;
  • v[i-1×pdv+j-1] when order=Nag_RowMajor.
On entry: the matrix of right or left eigenvectors, as returned by nag_dggbal (f08whc).
On exit: the transformed right or left eigenvectors.
11:   pdv IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array v.
Constraints:
  • if order=Nag_ColMajor, pdv max1,n ;
  • if order=Nag_RowMajor, pdvmax1,m.
12:   fail 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 value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
On entry, pdv=value.
Constraint: pdv>0.
NE_INT_2
On entry, m=value and n=value.
Constraint: 0mn.
On entry, pdv=value and m=value.
Constraint: pdvmax1,m.
On entry, pdv=value and n=value.
Constraint: pdv max1,n .
NE_INT_3
On entry, n=value, ilo=value and ihi=value.
Constraint: if n>0, 1 ilo ihi n ;
if n=0, ilo=1 and ihi=0.
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 errors are negligible, compared with the previous computations.

8
Parallelism and Performance

nag_dggbak (f08wjc) 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.

9
Further Comments

The number of operations is proportional to n2.
The complex analogue of this function is nag_zggbak (f08wwc).

10
Example

See Section 10 in nag_dhgeqz (f08xec) and nag_dtgevc (f08ykc).
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017