NAG Library Routine Document

F08NGF (DORMHR)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

F08NGF (DORMHR) multiplies an arbitrary real matrix

C

by the real orthogonal matrix

Q

which was determined by F08NEF (DGEHRD) when reducing a real general matrix to Hessenberg form.

2 Specification

SUBROUTINE F08NGF (

SIDE, TRANS, M, N, ILO, IHI, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)

INTEGER	M, N, ILO, IHI, LDA, LDC, LWORK, INFO
REAL (KIND=nag_wp)	A(LDA,), TAU(), C(LDC,*), WORK(max(1,LWORK))
CHARACTER(1)	SIDE, TRANS

The routine may be called by its LAPACK name dormhr.

3 Description

F08NGF (DORMHR) is intended to be used following a call to F08NEF (DGEHRD), which reduces a real general matrix

A

to upper Hessenberg form

H

by an orthogonal similarity transformation:

A = Q H Q^{T}

. F08NEF (DGEHRD) represents the matrix

Q

as a product of

i_{hi} - i_{lo}

elementary reflectors. Here

i_{lo}

and

i_{hi}

are values determined by F08NHF (DGEBAL) when balancing the matrix; if the matrix has not been balanced,

i_{lo} = 1

and

i_{hi} = n

This routine 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 routine is to transform a matrix

V

of eigenvectors of

H

to the matrix

QV

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 Parameters

1: SIDE – CHARACTER(1)Input

On entry: indicates how

Q

Q^{T}

is to be applied to

C

$SIDE ='L'$: $Q$ or $Q^{T}$ is applied to $C$ from the left.
$SIDE ='R'$: $Q$ or $Q^{T}$ is applied to $C$ from the right.

Constraint:

SIDE ='L'

'R'

2: TRANS – CHARACTER(1)Input

On entry: indicates whether

Q

Q^{T}

is to be applied to

C

$TRANS ='N'$: $Q$ is applied to $C$ .
$TRANS ='T'$: $Q^{T}$ is applied to $C$ .

Constraint:

TRANS ='N'

'T'

3: M – INTEGERInput

On entry:

m

, the number of rows of the matrix

C

;

m

is also the order of

Q

SIDE ='L'

Constraint:

M \geq 0

4: N – INTEGERInput

On entry:

n

, the number of columns of the matrix

C

;

n

is also the order of

Q

SIDE ='R'

Constraint:

N \geq 0

5: ILO – INTEGERInput

6: IHI – INTEGERInput

On entry: these must be the same parameters ILO and IHI, respectively, as supplied to F08NEF (DGEHRD).

Constraints:

if $SIDE ='L'$ and $M > 0$ , $1 \leq ILO \leq IHI \leq M$ ;
if $SIDE ='L'$ and $M = 0$ , $ILO = 1$ and $IHI = 0$ ;
if $SIDE ='R'$ and $N > 0$ , $1 \leq ILO \leq IHI \leq N$ ;
if $SIDE ='R'$ and $N = 0$ , $ILO = 1$ and $IHI = 0$ .

7: A(LDA, $*$ ) – REAL (KIND=nag_wp) arrayInput

Note: the second dimension of the array A must be at least

\max (1, M)

SIDE ='L'

and at least

\max (1, N)

SIDE ='R'

On entry: details of the vectors which define the elementary reflectors, as returned by F08NEF (DGEHRD).

8: LDA – INTEGERInput

On entry: the first dimension of the array A as declared in the (sub)program from which F08NGF (DORMHR) is called.

Constraints:

if $SIDE ='L'$ , $LDA \geq \max (1, M)$ ;
if $SIDE ='R'$ , $LDA \geq \max (1, N)$ .

9: TAU( $*$ ) – REAL (KIND=nag_wp) arrayInput

Note: the dimension of the array TAU must be at least

\max (1, M - 1)

SIDE ='L'

and at least

\max (1, N - 1)

SIDE ='R'

On entry: further details of the elementary reflectors, as returned by F08NEF (DGEHRD).

10: C(LDC, $*$ ) – REAL (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array C must be at least

\max (1, N)

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.

11: LDC – INTEGERInput

On entry: the first dimension of the array C as declared in the (sub)program from which F08NGF (DORMHR) is called.

Constraint:

LDC \geq \max (1, M)

12: WORK( $\max (1, LWORK)$ ) – REAL (KIND=nag_wp) arrayWorkspace

On exit: if

INFO = 0

WORK (1)

contains the minimum value of LWORK required for optimal performance.

13: LWORK – INTEGERInput

On entry: the dimension of the array WORK as declared in the (sub)program from which F08NGF (DORMHR) is called.

LWORK = - 1

, a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued.

Suggested value: for optimal performance,

LWORK \geq N \times nb

SIDE ='L'

and at least

M \times nb

SIDE ='R'

, where

nb

is the optimal block size.

Constraints:

if $SIDE ='L'$ , $LWORK \geq \max (1, N)$ or $LWORK = - 1$ ;
if $SIDE ='R'$ , $LWORK \geq \max (1, M)$ or $LWORK = - 1$ .

14: INFO – INTEGEROutput

On exit:

INFO = 0

unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

Errors or warnings detected by the routine:

$INFO < 0$: If $INFO = - i$ , argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

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 Further Comments

The total number of floating point operations is approximately

2 n q^{2}

SIDE ='L'

and

2 m q^{2}

SIDE ='R'

, where

q = i_{hi} - i_{lo}

The complex analogue of this routine is F08NUF (ZUNMHR).

9 Example

This example computes all the eigenvalues of the matrix

A

, where

A = (\begin{array}{r} 0.35 & 0.45 & - 0.14 & - 0.17 \\ 0.09 & 0.07 & - 0.54 & 0.35 \\ - 0.44 & - 0.33 & - 0.03 & 0.17 \\ 0.25 & - 0.32 & - 0.13 & 0.11 \end{array}),

and those eigenvectors which correspond to eigenvalues

λ

such that

Re (λ) < 0

. Here

A

is general and must first be reduced to upper Hessenberg form

H

by F08NEF (DGEHRD). The program then calls F08PEF (DHSEQR) to compute the eigenvalues, and F08PKF (DHSEIN) to compute the required eigenvectors of

H

by inverse iteration. Finally F08NGF (DORMHR) is called to transform the eigenvectors of

H

back to eigenvectors of the original matrix

A

NAG Library Routine DocumentF08NGF (DORMHR)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

NAG Library Routine Document

F08NGF (DORMHR)