NAG Library Function Document

nag_dopmtr (f08ggc)

void	nag_dopmtr (Nag_OrderType order, Nag_SideType side, Nag_UploType uplo, Nag_TransType trans, Integer m, Integer n, double ap[], const double tau[], double c[], Integer pdc, NagError *fail)

3 Description

nag_dopmtr (f08ggc) is intended to be used after a call to nag_dsptrd (f08gec), which reduces a real symmetric matrix

A

to symmetric tridiagonal form

T

by an orthogonal similarity transformation:

A = Q T Q^{T}

. nag_dsptrd (f08gec) represents the orthogonal matrix

Q

as a product of elementary reflectors.

This function may be used to form one of the matrix products

Q C, Q^{T} C, C Q ​ or ​ C Q^{T},

overwriting the result on

C

(which may be any real rectangular matrix).

A common application of this function is to transform a matrix

Z

of eigenvectors of

T

to the matrix

Q Z

of eigenvectors of

A

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

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 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint:

order = Nag_RowMajor

Nag_ColMajor

2: side – Nag_SideTypeInput

On entry: indicates how

Q

Q^{T}

is to be applied to

C

$side = Nag_LeftSide$: $Q$ or $Q^{T}$ is applied to $C$ from the left.
$side = Nag_RightSide$: $Q$ or $Q^{T}$ is applied to $C$ from the right.

Constraint:

side = Nag_LeftSide

Nag_RightSide

3: uplo – Nag_UploTypeInput

On entry: this must be the same argument uplo as supplied to nag_dsptrd (f08gec).

Constraint:

uplo = Nag_Upper

Nag_Lower

4: trans – Nag_TransTypeInput

On entry: indicates whether

Q

Q^{T}

is to be applied to

C

$trans = Nag_NoTrans$: $Q$ is applied to $C$ .
$trans = Nag_Trans$: $Q^{T}$ is applied to $C$ .

Constraint:

trans = Nag_NoTrans

Nag_Trans

5: m – IntegerInput

On entry:

m

, the number of rows of the matrix

C

;

m

is also the order of

Q

side = Nag_LeftSide

Constraint:

m \geq 0

6: n – IntegerInput

On entry:

n

, the number of columns of the matrix

C

;

n

is also the order of

Q

side = Nag_RightSide

Constraint:

n \geq 0

7: ap[ $\dim$ ] – doubleInput/Output

Note: the dimension, dim, of the array ap must be at least

$\max (1, m \times (m + 1) / 2)$ when $side = Nag_LeftSide$ ;
$\max (1, n \times (n + 1) / 2)$ when $side = Nag_RightSide$ .

On entry: details of the vectors which define the elementary reflectors, as returned by nag_dsptrd (f08gec).

On exit: is used as internal workspace prior to being restored and hence is unchanged.

8: tau[ $\dim$ ] – const doubleInput

Note: the dimension, dim, of the array tau must be at least

$\max (1, m - 1)$ when $side = Nag_LeftSide$ ;
$\max (1, n - 1)$ when $side = Nag_RightSide$ .

On entry: further details of the elementary reflectors, as returned by nag_dsptrd (f08gec).

9: c[ $\dim$ ] – doubleInput/Output

Note: the dimension, dim, of the array c must be at least

$\max (1, pdc \times n)$ when $order = Nag_ColMajor$ ;
$\max (1, m \times pdc)$ when $order = Nag_RowMajor$ .

The

(i, j)

th element of the matrix

C

is stored in

$c [(j - 1) \times pdc + i - 1]$ when $order = Nag_ColMajor$ ;
$c [(i - 1) \times pdc + j - 1]$ when $order = Nag_RowMajor$ .

On entry: the

m

n

matrix

C

On exit: c is overwritten by

Q C

Q^{T} C

C Q

C Q^{T}

as specified by side and trans.

10: pdc – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array c.

Constraints:

if $order = Nag_ColMajor$ , $pdc \geq \max (1, m)$ ;
if $order = Nag_RowMajor$ , $pdc \geq \max (1, n)$ .

11: fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
NE_BAD_PARAM: On entry, argument $⟨value⟩$ had an illegal value.
NE_INT: On entry, $m = ⟨value⟩$ .
Constraint: $m \geq 0$ .
On entry, $n = ⟨value⟩$ .
Constraint: $n \geq 0$ .
On entry, $pdc = ⟨value⟩$ .
Constraint: $pdc > 0$ .
NE_INT_2: On entry, $pdc = ⟨value⟩$ and $m = ⟨value⟩$ .
Constraint: $pdc \geq \max (1, m)$ .
On entry, $pdc = ⟨value⟩$ and $n = ⟨value⟩$ .
Constraint: $pdc \geq \max (1, n)$ .
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.

7 Accuracy

The computed result differs from the exact result by a matrix

E

such that

{‖E‖}_{2} = O (ε) {‖C‖}_{2},

where

ε

is the machine precision.

8 Parallelism and Performance

nag_dopmtr (f08ggc) is not threaded by NAG in any implementation.

nag_dopmtr (f08ggc) 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 Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The total number of floating-point operations is approximately

2 m^{2} n

side = Nag_LeftSide

and

2 m n^{2}

side = Nag_RightSide

The complex analogue of this function is nag_zupmtr (f08guc).

10 Example

This example computes the two smallest eigenvalues, and the associated eigenvectors, of the matrix

A

, where

A = (\begin{array}{r} 2.07 & 3.87 & 4.20 & - 1.15 \\ 3.87 & - 0.21 & 1.87 & 0.63 \\ 4.20 & 1.87 & 1.15 & 2.06 \\ - 1.15 & 0.63 & 2.06 & - 1.81 \end{array}),

using packed storage. Here

A

is symmetric and must first be reduced to tridiagonal form

T

by nag_dsptrd (f08gec). The program then calls nag_dstebz (f08jjc) to compute the requested eigenvalues and nag_dstein (f08jkc) to compute the associated eigenvectors of

T

. Finally nag_dopmtr (f08ggc) is called to transform the eigenvectors to those of

A

NAG Library Function Documentnag_dopmtr (f08ggc)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Function Document

nag_dopmtr (f08ggc)