NAG Library Function Document

nag_zgehrd (f08nsc)

is not formed explicitly, but is represented as a product of elementary reflectors (see the f08 Chapter Introduction for details). Functions are provided to work with

Q

in this representation (see Section 9).

The function can take advantage of a previous call to nag_zgebal (f08nvc), which may produce a matrix with the structure:

(\begin{matrix} A_{11} & A_{12} & A_{13} \\ A_{22} & A_{23} \\ A_{33} \end{matrix})

where

A_{11}

and

A_{33}

are upper triangular. If so, only the central diagonal block

A_{22}

, in rows and columns

i_{lo}

i_{hi}

, needs to be reduced to Hessenberg form (the blocks

A_{12}

and

A_{23}

will also be affected by the reduction). Therefore the values of

i_{lo}

and

i_{hi}

determined by nag_zgebal (f08nvc) can be supplied to the function directly. If nag_zgebal (f08nvc) has not previously been called however, then

i_{lo}

must be set to

1

and

i_{hi}

n

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: n – IntegerInput

On entry:

n

, the order of the matrix

A

Constraint:

n \geq 0

3: ilo – IntegerInput

4: ihi – IntegerInput

On entry: if

A

has been output by nag_zgebal (f08nvc), then ilo and ihi must contain the values returned by that function. Otherwise, ilo must be set to

1

and ihi to n.

Constraints:

if $n > 0$ , $1 \leq ilo \leq ihi \leq n$ ;
if $n = 0$ , $ilo = 1$ and $ihi = 0$ .

5: a[ $\dim$ ] – ComplexInput/Output

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

\max (1, pda \times n)

The

(i, j)

th element of the matrix

A

is stored in

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

On entry: the

n

n

general matrix

A

On exit: a is overwritten by the upper Hessenberg matrix

H

and details of the unitary matrix

Q

. The subdiagonal elements of

H

are real.

6: pda – IntegerInput

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

Constraint:

pda \geq \max (1, n)

7: tau[ $\dim$ ] – ComplexOutput

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

\max (1, n - 1)

On exit: further details of the unitary matrix

Q

8: 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, $n = ⟨value⟩$ .
Constraint: $n \geq 0$ .
On entry, $pda = ⟨value⟩$ .
Constraint: $pda > 0$ .
NE_INT_2: On entry, $pda = ⟨value⟩$ and $n = ⟨value⟩$ .
Constraint: $pda \geq \max (1, n)$ .
NE_INT_3: On entry, $n = ⟨value⟩$ , $ilo = ⟨value⟩$ and $ihi = ⟨value⟩$ .
Constraint: if $n > 0$ , $1 \leq ilo \leq ihi \leq n$ ;
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.

7 Accuracy

The computed Hessenberg matrix

H

is exactly similar to a nearby matrix

(A + E)

, where

{‖E‖}_{2} \leq c (n) ε {‖A‖}_{2},

c (n)

is a modestly increasing function of

n

, and

ε

is the machine precision.

The elements of

H

themselves may be sensitive to small perturbations in

A

or to rounding errors in the computation, but this does not affect the stability of the eigenvalues, eigenvectors or Schur factorization.

8 Parallelism and Performance

nag_zgehrd (f08nsc) is not threaded by NAG in any implementation.

nag_zgehrd (f08nsc) 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 real floating-point operations is approximately

\frac{8}{3} q^{2} (2 q + 3 n)

, where

q = i_{hi} - i_{lo}

; if

i_{lo} = 1

and

i_{hi} = n

, the number is approximately

\frac{40}{3} n^{3}

To form the unitary matrix

Q

nag_zgehrd (f08nsc) may be followed by a call to nag_zunghr (f08ntc):

nag_zunghr(order,n,ilo,ihi,&a,pda,tau,&fail)

To apply

Q

to an

m

n

complex matrix

C

nag_zgehrd (f08nsc) may be followed by a call to nag_zunmhr (f08nuc). For example,

nag_zunmhr(order,Nag_LeftSide,Nag_NoTrans,m,n,ilo,ihi,&a,pda,
  tau,&c,pdc,&fail)

forms the matrix product

Q C

The real analogue of this function is nag_dgehrd (f08nec).

10 Example

This example computes the upper Hessenberg form of the matrix

A

, where

A = (\begin{array}{r} - 3.97 - 5.04 i & - 4.11 + 3.70 i & - 0.34 + 1.01 i & 1.29 - 0.86 i \\ 0.34 - 1.50 i & 1.52 - 0.43 i & 1.88 - 5.38 i & 3.36 + 0.65 i \\ 3.31 - 3.85 i & 2.50 + 3.45 i & 0.88 - 1.08 i & 0.64 - 1.48 i \\ - 1.10 + 0.82 i & 1.81 - 1.59 i & 3.25 + 1.33 i & 1.57 - 3.44 i \end{array}) .

NAG Library Function Documentnag_zgehrd (f08nsc)

+− 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_zgehrd (f08nsc)