NAG Library Routine Document
F08NGF (DORMHR)
1 Purpose
F08NGF (DORMHR) multiplies an arbitrary real matrix
by the real orthogonal matrix
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
to upper Hessenberg form
by an orthogonal similarity transformation:
.
F08NEF (DGEHRD) represents the matrix
as a product of
elementary reflectors. Here
and
are values determined by
F08NHF (DGEBAL) when balancing the matrix; if the matrix has not been balanced,
and
.
This routine may be used to form one of the matrix products
overwriting the result on
(which may be any real rectangular matrix).
A common application of this routine is to transform a matrix of eigenvectors of to the matrix of eigenvectors of .
4 References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5 Parameters
- 1: – CHARACTER(1)Input
-
On entry: indicates how
or
is to be applied to
.
- or is applied to from the left.
- or is applied to from the right.
Constraint:
or .
- 2: – CHARACTER(1)Input
-
On entry: indicates whether
or
is to be applied to
.
- is applied to .
- is applied to .
Constraint:
or .
- 3: – INTEGERInput
-
On entry: , the number of rows of the matrix ; is also the order of if .
Constraint:
.
- 4: – INTEGERInput
-
On entry: , the number of columns of the matrix ; is also the order of if .
Constraint:
.
- 5: – INTEGERInput
- 6: – INTEGERInput
-
On entry: these
must be the same parameters
ILO and
IHI, respectively, as supplied to
F08NEF (DGEHRD).
Constraints:
- if and , ;
- if and , and ;
- if and , ;
- if and , and .
- 7: – REAL (KIND=nag_wp) arrayInput
-
Note: the second dimension of the array
A
must be at least
if
and at least
if
.
On entry: details of the vectors which define the elementary reflectors, as returned by
F08NEF (DGEHRD).
- 8: – INTEGERInput
-
On entry: the first dimension of the array
A as declared in the (sub)program from which F08NGF (DORMHR) is called.
Constraints:
- if , ;
- if , .
- 9: – REAL (KIND=nag_wp) arrayInput
-
Note: the dimension of the array
TAU
must be at least
if
and at least
if
.
On entry: further details of the elementary reflectors, as returned by
F08NEF (DGEHRD).
- 10: – REAL (KIND=nag_wp) arrayInput/Output
-
Note: the second dimension of the array
C
must be at least
.
On entry: the by matrix .
On exit:
C is overwritten by
or
or
or
as specified by
SIDE and
TRANS.
- 11: – INTEGERInput
-
On entry: the first dimension of the array
C as declared in the (sub)program from which F08NGF (DORMHR) is called.
Constraint:
.
- 12: – REAL (KIND=nag_wp) arrayWorkspace
-
On exit: if
,
contains the minimum value of
LWORK required for optimal performance.
- 13: – INTEGERInput
-
On entry: the dimension of the array
WORK as declared in the (sub)program from which F08NGF (DORMHR) is called.
If
, 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, if and at least if , where is the optimal block size.
Constraints:
- if , or ;
- if , or .
- 14: – INTEGEROutput
On exit:
unless the routine detects an error (see
Section 6).
6 Error Indicators and Warnings
-
If , argument 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
such that
where
is the
machine precision.
8 Parallelism and Performance
F08NGF (DORMHR) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
F08NGF (DORMHR) 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 routine. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The total number of floating-point operations is approximately if and if , where .
The complex analogue of this routine is
F08NUF (ZUNMHR).
10 Example
This example computes all the eigenvalues of the matrix
, where
and those eigenvectors which correspond to eigenvalues
such that
. Here
is general and must first be reduced to upper Hessenberg form
by
F08NEF (DGEHRD). The program then calls
F08PEF (DHSEQR) to compute the eigenvalues, and
F08PKF (DHSEIN) to compute the required eigenvectors of
by inverse iteration. Finally F08NGF (DORMHR) is called to transform the eigenvectors of
back to eigenvectors of the original matrix
.
10.1 Program Text
Program Text (f08ngfe.f90)
10.2 Program Data
Program Data (f08ngfe.d)
10.3 Program Results
Program Results (f08ngfe.r)