NAG Library Routine Document

F01HBF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{IREVCM}$ – INTEGERInput/Output

On initial entry: must be set to $0$.

On intermediate exit: $\mathbf{IREVCM}=1$, $2$, $3$, $4$ or $5$. The calling program must:

(a)

if $\mathbf{IREVCM}=1$: evaluate $B_2=AB$, where $B_2$ is an $n$ by $m$ matrix, and store the result in B2; if $\mathbf{IREVCM}=2$: evaluate $Y=AX$, where $X$ and $Y$ are $n$ by $2$ matrices, and store the result in Y; if $\mathbf{IREVCM}=3$: evaluate $X=A^{\mathrm{H}}Y$ and store the result in X; if $\mathbf{IREVCM}=4$: evaluate $p=Az$ and store the result in P; if $\mathbf{IREVCM}=5$: evaluate $r=A^{\mathrm{H}}z$ and store the result in R.

(b)

call F01HBF again with all other parameters unchanged.

On final exit: $\mathbf{IREVCM}=0$.

2:     $\mathrm{N}$ – INTEGERInput

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{N}\ge 0$.

3:     $\mathrm{M}$ – INTEGERInput

On entry: the number of columns of the matrix $B$.

Constraint: $\mathbf{M}\ge 0$.

4:     $\mathrm{B}\left(\mathbf{LDB},*\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array B must be at least $\mathbf{M}$.

On initial entry: the $n$ by $m$ matrix $B$.

On intermediate exit: if $\mathbf{IREVCM}=1$, contains the $n$ by $m$ matrix $B$.

On intermediate re-entry: must not be changed.

On final exit: the $n$ by $m$ matrix $e^{tA}B$.

5:     $\mathrm{LDB}$ – INTEGERInput

On entry: the first dimension of the array B as declared in the (sub)program from which F01HBF is called.

Constraint: $\mathbf{LDB}\ge \mathbf{N}$.

6:     $\mathrm{T}$ – COMPLEX (KIND=nag_wp)Input

On entry: the scalar $t$.

7:     $\mathrm{TR}$ – COMPLEX (KIND=nag_wp)Input

On entry: the trace of $A$. If this is not available then any number can be supplied ($0$ is a reasonable default); however, in the trivial case, $n=1$, the result $e^{\mathbf{TR}t}B$ is immediately returned in the first row of $B$. See Section 9.

8:     $\mathrm{B2}\left(\mathbf{LDB2},*\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array B2 must be at least $\mathbf{M}$.

On initial entry: need not be set.

On intermediate re-entry: if $\mathbf{IREVCM}=1$, must contain $AB$.

On final exit: the array is undefined.

9:     $\mathrm{LDB2}$ – INTEGERInput

On initial entry: the first dimension of the array B2 as declared in the (sub)program from which F01HBF is called.

Constraint: $\mathbf{LDB2}\ge \mathbf{N}$.

10:   $\mathrm{X}\left(\mathbf{LDX},*\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array X must be at least $2$.

On initial entry: need not be set.

On intermediate exit: if $\mathbf{IREVCM}=2$, contains the current $n$ by $2$ matrix $X$.

On intermediate re-entry: if $\mathbf{IREVCM}=3$, must contain $A^{\mathrm{H}}Y$.

On final exit: the array is undefined.

11:   $\mathrm{LDX}$ – INTEGERInput

On entry: the first dimension of the array X as declared in the (sub)program from which F01HBF is called.

Constraint: $\mathbf{LDX}\ge \mathbf{N}$.

12:   $\mathrm{Y}\left(\mathbf{LDY},*\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array Y must be at least $2$.

On initial entry: need not be set.

On intermediate exit: if $\mathbf{IREVCM}=3$, contains the current $n$ by $2$ matrix $Y$.

On intermediate re-entry: if $\mathbf{IREVCM}=2$, must contain $AX$.

On final exit: the array is undefined.

13:   $\mathrm{LDY}$ – INTEGERInput

On entry: the first dimension of the array Y as declared in the (sub)program from which F01HBF is called.

Constraint: $\mathbf{LDY}\ge \mathbf{N}$.

14:   $\mathrm{P}\left(\mathbf{N}\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

On initial entry: need not be set.

On intermediate re-entry: if $\mathbf{IREVCM}=4$, must contain $Az$.

On final exit: the array is undefined.

15:   $\mathrm{R}\left(\mathbf{N}\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

On initial entry: need not be set.

On intermediate re-entry: if $\mathbf{IREVCM}=5$, must contain $A^{\mathrm{H}}z$.

On final exit: the array is undefined.

16:   $\mathrm{Z}\left(\mathbf{N}\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

On initial entry: need not be set.

On intermediate exit: if $\mathbf{IREVCM}=4$ or $5$, contains the vector $z$.

On intermediate re-entry: must not be changed.

On final exit: the array is undefined.

17:   $\mathrm{CCOMM}\left(\mathbf{N}\times \left(\mathbf{M}+2\right)\right)$ – COMPLEX (KIND=nag_wp) arrayCommunication Array

18:   $\mathrm{COMM}\left(3\times \mathbf{N}+14\right)$ – REAL (KIND=nag_wp) arrayCommunication Array

19:   $\mathrm{ICOMM}\left(2\times \mathbf{N}+40\right)$ – INTEGER arrayCommunication Array

20:   $\mathrm{IFAIL}$ – INTEGERInput/Output

On entry: IFAIL must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$. When the value $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.

On exit: $\mathbf{IFAIL}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

$\mathbf{IFAIL}=2$

$e^{tA}B$ has been computed using an IEEE double precision Taylor series, although the arithmetic precision is higher than IEEE double precision.

$\mathbf{IFAIL}=-1$

On initial entry, $\mathbf{IREVCM}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{IREVCM}=0$.

On intermediate re-entry, $\mathbf{IREVCM}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{IREVCM}=1$, $2$, $3$, $4$ or $5$.

$\mathbf{IFAIL}=-2$

On initial entry, $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{N}\ge 0$.

$\mathbf{IFAIL}=-3$

On initial entry, $\mathbf{M}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{M}\ge 0$.

$\mathbf{IFAIL}=-5$

On initial entry, $\mathbf{LDB}=〈\mathit{\text{value}}〉$ and $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{LDB}\ge \mathbf{N}$.

$\mathbf{IFAIL}=-9$

On initial entry, $\mathbf{LDB2}=〈\mathit{\text{value}}〉$ and $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{LDB2}\ge \mathbf{N}$.

$\mathbf{IFAIL}=-11$

On initial entry, $\mathbf{LDX}=〈\mathit{\text{value}}〉$ and $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{LDX}\ge \mathbf{N}$.

$\mathbf{IFAIL}=-13$

On initial entry, $\mathbf{LDY}=〈\mathit{\text{value}}〉$ and $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{LDY}\ge \mathbf{N}$.

$\mathbf{IFAIL}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 3.8 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 3.7 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-999$

Dynamic memory allocation failed.

See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

9.1  Use of $Tr\left(A\right)$

9.2  When to use F01HBF

9.3  Use in Conjunction with NAG Library Routines

revcm: Do 
  Call F01HBF(IREVCM,N,M,B,LDB,T,TR,B2,LDB2,X,LDX,Y,LDX,P,R,Z, &
             CCOMM,COMM,ICOMM,IFAIL)
  If (IREVCM == 0) Then 
      Exit revcm 
  Else If (IREVCM == 1) Then
      .. Code to compute B2=AB ..
  Else If (IREVCM == 2) Then
      .. Code to compute Y=AX ..
  Else If (IREVCM == 3) Then
      .. Code to compute X=A^H Y ..
  Else If (IREVCM == 4) Then
      .. Code to compute P=AZ ..
  Else If (IREVCM == 5) Then 
      .. Code to compute R=A^H Z ..
  End If
End Do revcm

10  Example

10.1  Program Text

Program Text (f01hbfe.f90)

10.2  Program Data

Program Data (f01hbfe.d)

10.3  Program Results

Program Results (f01hbfe.r)