Integer, Intent (In)	::	n, lda, lwork
Integer, Intent (Out)	::	info
Real (Kind=nag_wp), Intent (In)	::	tau(*)
Real (Kind=nag_wp), Intent (Inout)	::	a(lda,*)
Real (Kind=nag_wp), Intent (Out)	::	work(max(1,lwork))
Character (1), Intent (In)	::	uplo

C Header Interface

#include <nag.h>

void	f08fff_ (const char uplo, const Integer n, double a[], const Integer lda, const double tau[], double work[], const Integer lwork, Integer *info, const Charlen length_uplo)

The routine may be called by the names f08fff, nagf_lapackeig_dorgtr or its LAPACK name dorgtr.

3 Description

f08fff is intended to be used after a call to f08fef, which reduces a real symmetric matrix

A

to symmetric tridiagonal form

T

by an orthogonal similarity transformation:

A = Q T Q^{T}

. f08fef represents the orthogonal matrix

Q

as a product of

n - 1

elementary reflectors.

This routine may be used to generate

Q

explicitly as a square matrix.

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Arguments

1: $uplo$ – Character(1) Input: On entry: this must be the same argument uplo as supplied to f08fef.

Constraint: $uplo ='U'$ or $'L'$ .
2: $n$ – Integer Input: On entry: $n$ , the order of the matrix $Q$ .

Constraint: $n \geq 0$ .
3: $a (lda, *)$ – Real (Kind=nag_wp) array Input/Output: Note: the second dimension of the array a must be at least $\max (1, n)$ .

On entry: details of the vectors which define the elementary reflectors, as returned by f08fef.

On exit: the $n \times n$ orthogonal matrix $Q$ .
4: $lda$ – Integer Input: On entry: the first dimension of the array a as declared in the (sub)program from which f08fff is called.

Constraint: $lda \geq \max (1, n)$ .
5: $tau (*)$ – Real (Kind=nag_wp) array Input: Note: the dimension of the array tau must be at least $\max (1, n - 1)$ .

On entry: further details of the elementary reflectors, as returned by f08fef.
6: $work (\max (1, lwork))$ – Real (Kind=nag_wp) array Workspace: On exit: if $info = 0$ , $work (1)$ contains the minimum value of lwork required for optimal performance.
7: $lwork$ – Integer Input: On entry: the dimension of the array work as declared in the (sub)program from which f08fff is called.
If $lwork = - 1$ , 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, $lwork \geq (n - 1) \times nb$ , where $nb$ is the optimal block size.

Constraint: $lwork \geq \max (1, n - 1)$ or $lwork = - 1$ .
8: $info$ – Integer Output: On exit: $info = 0$ unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

$info < 0$: 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 matrix

Q

differs from an exactly orthogonal matrix by a matrix

E

such that

{‖ E ‖}_{2} = O (ε),

where

ε

is the machine precision.

8 Parallelism and Performance

f08fff is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

f08fff 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.

9 Further Comments

The total number of floating-point operations is approximately

\frac{4}{3} n^{3}

The complex analogue of this routine is f08ftf.

10 Example

This example computes all the eigenvalues and eigenvectors of the matrix

A

, where

A = (\begin{array}{r} 2.07 & 3.87 & 4.20 & - 1.15 \\ 3.87 & - 0.21 & 1.87 & 0.63 \\ 4.20 & 1.87 & 1.15 & 2.06 \\ - 1.15 & 0.63 & 2.06 & - 1.81 \end{array}) .

Here

A

is symmetric and must first be reduced to tridiagonal form by f08fef. The program then calls f08fff to form

Q

, and passes this matrix to f08jef which computes the eigenvalues and eigenvectors of

A

f08ff: FL CL CPP AD

NAG FL Interfacef08fff (dorgtr)

▸▿ 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 FL Interface
f08fff (dorgtr)