NAG C Library Function Document
nag_matop_complex_herm_matrix_exp (f01fdc)
1
Purpose
nag_matop_complex_herm_matrix_exp (f01fdc) computes the matrix exponential, , of a complex Hermitian by matrix .
2
Specification
#include <nag.h> |
#include <nagf01.h> |
void |
nag_matop_complex_herm_matrix_exp (Nag_OrderType order,
Nag_UploType uplo,
Integer n,
Complex a[],
Integer pda,
NagError *fail) |
|
3
Description
is computed using a spectral factorization of
where
is the diagonal matrix whose diagonal elements,
, are the eigenvalues of
, and
is a unitary matrix whose columns are the eigenvectors of
.
is then given by
where
is the diagonal matrix whose
th diagonal element is
. See for example Section 4.5 of
Higham (2008).
4
References
Higham N J (2005) The scaling and squaring method for the matrix exponential revisited SIAM J. Matrix Anal. Appl. 26(4) 1179–1193
Higham N J (2008) Functions of Matrices: Theory and Computation SIAM, Philadelphia, PA, USA
Moler C B and Van Loan C F (2003) Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later SIAM Rev. 45 3–49
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_UploTypeInput
-
On entry: if
, the upper triangle of the matrix
is stored.
If , the lower triangle of the matrix is stored.
Constraint:
or .
- 3:
– IntegerInput
-
On entry: , the order of the matrix .
Constraint:
.
- 4:
– ComplexInput/Output
-
Note: the dimension,
dim, of the array
a
must be at least
.
On entry: the
by
Hermitian matrix
.
If , is stored in .
If , is stored in .
If , the upper triangular part of must be stored and the elements of the array below the diagonal are not referenced.
If , the lower triangular part of must be stored and the elements of the array above the diagonal are not referenced.
On exit: if NE_NOERROR, the upper or lower triangular part of the by matrix exponential, .
- 5:
– IntegerInput
On entry: the stride separating row or column elements (depending on the value of
order) of the matrix
in the array
a.
Constraint:
.
- 6:
– 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
- If , the algorithm to compute the spectral factorization failed to converge; off-diagonal elements of an intermediate tridiagonal form did not converge to zero (see nag_zheev (f08fnc)).
- 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_CONVERGENCE
-
The computation of the spectral factorization failed to converge.
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
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
For an Hermitian matrix
, the matrix
, has the relative condition number
which is the minimal possible for the matrix exponential and so the computed matrix exponential is guaranteed to be close to the exact matrix. See Section 10.2 of
Higham (2008) for details and further discussion.
8
Parallelism and Performance
nag_matop_complex_herm_matrix_exp (f01fdc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_matop_complex_herm_matrix_exp (f01fdc) 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 Integer allocatable memory required is
n, the double allocatable memory required is
n and the Complex allocatable memory required is approximately
, where
nb is the block size required by
nag_zheev (f08fnc).
The cost of the algorithm is .
As well as the excellent book cited above, the classic reference for the computation of the matrix exponential is
Moler and Van Loan (2003).
10
Example
This example finds the matrix exponential of the Hermitian matrix
10.1
Program Text
Program Text (f01fdce.c)
10.2
Program Data
Program Data (f01fdce.d)
10.3
Program Results
Program Results (f01fdce.r)