NAG Library Function Document

nag_matop_real_gen_matrix_cond_usd (f01jcc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{n}$ – IntegerInput

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

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

2:    $\mathbf{a}\left[\mathit{dim}\right]$ – doubleInput/Output

Note: the dimension, dim, of the array a must be at least $\mathbf{pda}\times \mathbf{n}$.

The $\left(i,j\right)$th element of the matrix $A$ is stored in $\mathbf{a}\left[\left(j-1\right)\times \mathbf{pda}+i-1\right]$.

On entry: the $n$ by $n$ matrix $A$.

On exit: the $n$ by $n$ matrix, $f\left(A\right)$.

3:    $\mathbf{pda}$ – IntegerInput

On entry: the stride separating matrix row elements in the array a.

Constraint: $\mathbf{pda}\ge \mathbf{n}$.

4:    $\mathbf{f}$ – function, supplied by the userExternal Function

Given an integer $m$, the function f evaluates $f^{\left(m\right)}\left(z_i\right)$ at a number of points $z_i$.

The specification of f is:

void  f (Integer m, Integer *iflag, Integer nz, const Complex z[], Complex fz[], Nag_Comm *comm)

1:    $\mathbf{m}$ – IntegerInput

On entry: the order, $m$, of the derivative required.

If $\mathbf{m}=0$, $f\left(z_i\right)$ should be returned. For $\mathbf{m}>0$, $f^{\left(m\right)}\left(z_i\right)$ should be returned.

2:    $\mathbf{iflag}$ – Integer *Input/Output

On entry: iflag will be zero.

On exit: iflag should either be unchanged from its entry value of zero, or may be set nonzero to indicate that there is a problem in evaluating the function $f\left(z\right)$; for instance $f\left(z\right)$ may not be defined. If iflag is returned as nonzero then nag_matop_real_gen_matrix_cond_usd (f01jcc) will terminate the computation, with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_USER_STOP.

3:    $\mathbf{nz}$ – IntegerInput

On entry: $n_z$, the number of function or derivative values required.

4:    $\mathbf{z}\left[\mathbf{nz}\right]$ – const ComplexInput

On entry: the $n_z$ points $z_1,z_2,\dots ,z_{n_z}$ at which the function $f$ is to be evaluated.

5:    $\mathbf{fz}\left[\mathbf{nz}\right]$ – ComplexOutput

On exit: the $n_z$ function or derivative values. $\mathbf{fz}\left[\mathit{i}-1\right]$ should return the value $f^{\left(m\right)}\left(z_{\mathit{i}}\right)$, for $\mathit{i}=1,2,\dots ,n_z$. If $z_i$ lies on the real line, then so must $f^{\left(m\right)}\left(z_i\right)$.

6:    $\mathbf{comm}$ – Nag_Comm *

Pointer to structure of type Nag_Comm; the following members are relevant to f.

user – double *

iuser – Integer *

p – Pointer 

The type Pointer will be void *. Before calling nag_matop_real_gen_matrix_cond_usd (f01jcc) you may allocate memory and initialize these pointers with various quantities for use by f when called from nag_matop_real_gen_matrix_cond_usd (f01jcc) (see Section 3.3.1.1 in How to Use the NAG Library and its Documentation).

Note: f should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by nag_matop_real_gen_matrix_cond_usd (f01jcc). If your code inadvertently does return any NaNs or infinities, nag_matop_real_gen_matrix_cond_usd (f01jcc) is likely to produce unexpected results.

5:    $\mathbf{comm}$ – Nag_Comm *

The NAG communication argument (see Section 3.3.1.1 in How to Use the NAG Library and its Documentation).

6:    $\mathbf{iflag}$ – Integer *Output

On exit: $\mathbf{iflag}=0$, unless iflag has been set nonzero inside f, in which case iflag will be the value set and fail will be set to $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_USER_STOP.

7:    $\mathbf{conda}$ – double *Output

On exit: an estimate of the absolute condition number of $f$ at $A$.

8:    $\mathbf{norma}$ – double *Output

On exit: the $1$-norm of $A$.

9:    $\mathbf{normfa}$ – double *Output

On exit: the $1$-norm of $f\left(A\right)$.

10:  $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

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

NE_INT_2

On entry, $\mathbf{pda}=〈\mathit{\text{value}}〉$ and $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{pda}\ge \mathbf{n}$.

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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

An internal error occurred when estimating the norm of the Fréchet derivative of $f$ at $A$. Please contact NAG.

An internal error occurred when evaluating the matrix function $f\left(A\right)$. You can investigate further by calling nag_matop_real_gen_matrix_fun_usd (f01emc) with the matrix $A$ and the function $f$.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_USER_STOP

iflag has been set nonzero by the user-supplied function.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (f01jcce.c)

10.2

Program Data

Program Data (f01jcce.d)

10.3

Program Results

Program Results (f01jcce.r)