NAG CL Interface
f01hbc (complex_gen_matrix_actexp_rcomm)
1
Purpose
f01hbc computes the action of the matrix exponential , on the matrix , where is a complex by matrix, is a complex by matrix and is a complex scalar. It uses reverse communication for evaluating matrix products, so that the matrix is not accessed explicitly.
2
Specification
void |
f01hbc (Integer *irevcm,
Integer n,
Integer m,
Complex b[],
Integer pdb,
Complex t,
Complex tr,
Complex b2[],
Integer pdb2,
Complex x[],
Integer pdx,
Complex y[],
Integer pdy,
Complex p[],
Complex r[],
Complex z[],
Complex ccomm[],
double comm[],
Integer icomm[],
NagError *fail) |
|
The function may be called by the names: f01hbc or nag_matop_complex_gen_matrix_actexp_rcomm.
3
Description
is computed using the algorithm described in
Al–Mohy and Higham (2011) which uses a truncated Taylor series to compute the
without explicitly forming
.
The algorithm does not explicity need to access the elements of ; it only requires the result of matrix multiplications of the form or . A reverse communication interface is used, in which control is returned to the calling program whenever a matrix product is required.
4
References
Al–Mohy A H and Higham N J (2011) Computing the action of the matrix exponential, with an application to exponential integrators SIAM J. Sci. Statist. Comput. 33(2) 488-511
Higham N J (2008) Functions of Matrices: Theory and Computation SIAM, Philadelphia, PA, USA
5
Arguments
Note: this function uses
reverse communication. Its use involves an initial entry, intermediate exits and re-entries, and a final exit, as indicated by the
argument irevcm. Between intermediate exits and re-entries,
all arguments other than b2, x, y, p and r must remain unchanged.
-
1:
– Integer *
Input/Output
-
On initial entry: must be set to .
On intermediate exit:
,
,
,
or
. The calling program must:
-
(a)if : evaluate , where is an by matrix, and store the result in b2;
if : evaluate , where and are by matrices, and store the result in y;
if : evaluate and store the result in x;
if : evaluate and store the result in p;
if : evaluate and store the result in r.
-
(b)call f01hbc again with all other parameters unchanged.
On final exit: .
Note: any values you return to f01hbc as part of the reverse communication procedure should not include floating-point NaN (Not a Number) or infinity values, since these are not handled by f01hbc. If your code inadvertently does return any NaNs or infinities, f01hbc is likely to produce unexpected results.
-
2:
– Integer
Input
-
On entry: , the order of the matrix .
Constraint:
.
-
3:
– Integer
Input
-
On entry: the number of columns of the matrix .
Constraint:
.
-
4:
– Complex
Input/Output
-
Note: the dimension,
dim, of the array
b
must be at least
.
The th element of the matrix is stored in .
On initial entry: the by matrix .
On intermediate exit:
if , contains the by matrix .
On intermediate re-entry: must not be changed.
On final exit: the by matrix .
-
5:
– Integer
Input
-
On entry: the stride separating matrix row elements in the array
b.
Constraint:
.
-
6:
– Complex
Input
-
On entry: the scalar .
-
7:
– Complex
Input
-
On entry: the trace of
. If this is not available then any number can be supplied (
is a reasonable default); however, in the trivial case,
, the result
is immediately returned in the first row of
. See
Section 9.
-
8:
– Complex
Input/Output
-
Note: the dimension,
dim, of the array
b2
must be at least
.
The th element of the matrix is stored in .
On initial entry: need not be set.
On intermediate re-entry: if , must contain .
On final exit: the array is undefined.
-
9:
– Integer
Input
-
On entry: the stride separating matrix row elements in the array
b2.
Constraint:
.
-
10:
– Complex
Input/Output
-
Note: the dimension,
dim, of the array
x
must be at least
.
The th element of the matrix is stored in .
On initial entry: need not be set.
On intermediate exit:
if , contains the current by matrix .
On intermediate re-entry: if , must contain .
On final exit: the array is undefined.
-
11:
– Integer
Input
-
On entry: the stride separating matrix row elements in the array
x.
Constraint:
.
-
12:
– Complex
Input/Output
-
Note: the dimension,
dim, of the array
y
must be at least
.
The th element of the matrix is stored in .
On initial entry: need not be set.
On intermediate exit:
if , contains the current by matrix .
On intermediate re-entry: if , must contain .
On final exit: the array is undefined.
-
13:
– Integer
Input
-
On entry: the stride separating matrix row elements in the array
y.
Constraint:
.
-
14:
– Complex
Input/Output
-
On initial entry: need not be set.
On intermediate re-entry: if , must contain .
On final exit: the array is undefined.
-
15:
– Complex
Input/Output
-
On initial entry: need not be set.
On intermediate re-entry: if , must contain .
On final exit: the array is undefined.
-
16:
– Complex
Input/Output
-
On initial entry: need not be set.
On intermediate exit:
if or , contains the vector .
On intermediate re-entry: must not be changed.
On final exit: the array is undefined.
-
17:
– Complex
Communication Array
-
-
18:
– double
Communication Array
-
-
19:
– Integer
Communication Array
-
-
20:
– NagError *
Input/Output
-
The NAG error argument (see
Section 7 in the Introduction to the NAG Library CL Interface).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On initial entry, .
Constraint: .
On intermediate re-entry, .
Constraint: , , , or .
- NE_INT_2
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
- 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 7.5 in the Introduction to the NAG Library CL Interface for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 8 in the Introduction to the NAG Library CL Interface for further information.
- NW_SOME_PRECISION_LOSS
-
has been computed using an IEEE double precision Taylor series, although the arithmetic precision is higher than IEEE double precision.
7
Accuracy
For an Hermitian matrix
(for which
) the computed matrix
is guaranteed to be close to the exact matrix, that is, the method is forward stable. No such guarantee can be given for non-Hermitian matrices. See Section 4 of
Al–Mohy and Higham (2011) for details and further discussion.
8
Parallelism and Performance
f01hbc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The elements of are not explicitly required by f01hbc. However, the trace of is used in the preprocessing phase of the algorithm. If is not available to the calling function then any number can be supplied ( is recommended). This will not affect the stability of the algorithm, but it may reduce its efficiency.
f01hbc is designed to be used when is large and sparse. Whenever a matrix multiplication is required, the function will return control to the calling program so that the multiplication can be done in the most efficient way possible. Note that will not, in general, be sparse even if is sparse.
If
is small and dense then
f01hac can be used to compute
without the use of a reverse communication interface.
The real analog of
f01hbc is
f01gbc.
To compute
, the following skeleton code can normally be used:
do {
f01hbc(&irevcm,n,m,b,tdb,t,tr,b2,tdb2,x,tdx,y,tdy,p,r,z,ccomm,comm, &
icomm,&fail);
if (irevcm == 1) {
.. Code to compute B2=AB ..
}
else if (irevcm == 2){
.. Code to compute Y=AX ..
}
else if (irevcm == 3){
.. Code to compute X=A^H Y ..
}
else if (irevcm == 4){
.. Code to compute P=AZ ..
}
else if (irevcm == 5){
.. Code to compute R=A^H Z ..
}
} (while irevcm !=0)
The code used to compute the matrix products will vary depending on the way
is stored. If all the elements of
are stored explicitly, then
f16zac can be used. If
is triangular then
f16zfc should be used. If
is Hermitian, then
f16zcc should be used. If
is symmetric, then
f16ztc should be used. For sparse
stored in coordinate storage format
f11xnc and
f11xsc can be used. For sparse
stored in compressed column storage format (CCS) the program text of
Section 10 contains the function matmul to perform matrix products.
10
Example
This example computes
where
and
is stored in compressed column storage format (CCS) and matrix multiplications are performed using the function matmul.
10.1
Program Text
10.2
Program Data
10.3
Program Results