1: $order$ – Nag_OrderType Input: On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by $order = Nag_RowMajor$ . See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.

Constraint: $order = Nag_RowMajor$ or $Nag_ColMajor$ .
2: $uplo$ – Nag_UploType Input: On entry: if $uplo = Nag_Upper$ , the upper triangle of the matrix $A$ is stored.
If $uplo = Nag_Lower$ , the lower triangle of the matrix $A$ is stored.

Constraint: $uplo = Nag_Upper$ or $Nag_Lower$ .
3: $n$ – Integer Input: On entry: $n$ , the order of the matrix $A$ .

Constraint: $n \geq 0$ .
4: $a [\dim]$ – Complex Input/Output: Note: the dimension, dim, of the array a must be at least $pda \times n$ .

On entry: the $n$ by $n$ Hermitian matrix $A$ .
If $order = Nag_ColMajor$ , $A_{i j}$ is stored in $a [(j - 1) \times pda + i - 1]$ .
If $order = Nag_RowMajor$ , $A_{i j}$ is stored in $a [(i - 1) \times pda + j - 1]$ .
If $uplo = Nag_Upper$ , the upper triangular part of $A$ must be stored and the elements of the array below the diagonal are not referenced.
If $uplo = Nag_Lower$ , the lower triangular part of $A$ must be stored and the elements of the array above the diagonal are not referenced.

On exit: if $fail . code =$ NE_NOERROR, the upper or lower triangular part of the $n$ by $n$ matrix exponential, $e^{A}$ .
5: $pda$ – Integer Input: On entry: the stride separating row or column elements (depending on the value of order) of the matrix $A$ in the array a.

Constraint: $pda \geq n$ .
6: $fail$ – NagError * Input/Output: The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

The value of fail gives the number of off-diagonal elements of an intermediate tridiagonal form that did not converge to zero (see f08fnc).
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 $〈value〉$ had an illegal value.
NE_CONVERGENCE: The computation of the spectral factorization failed to converge.
NE_INT: On entry, $n = 〈value〉$ .
Constraint: $n \geq 0$ .

On entry, $pda = 〈value〉$ .
Constraint: $pda > 0$ .
NE_INT_2: On entry, $pda = 〈value〉$ and $n = 〈value〉$ .
Constraint: $pda \geq n$ .
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 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.

7 Accuracy

For an Hermitian matrix

A

, the matrix

e^{A}

, has the relative condition number

κ (A) = {‖A‖}_{2},

which is the minimal possible for the matrix exponential and so the computed matrix exponential is guaranteed to be close to the exact matrix. See Section 10.2 of Higham (2008) for details and further discussion.

8 Parallelism and Performance

f01fdc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

f01fdc 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The Integer allocatable memory required is n, the double allocatable memory required is n and the Complex allocatable memory required is approximately

(n + nb + 1) \times n

, where nb is the block size required by f08fnc.

The cost of the algorithm is

O (n^{3})

As well as the excellent book cited above, the classic reference for the computation of the matrix exponential is Moler and Van Loan (2003).

10 Example

This example finds the matrix exponential of the Hermitian matrix

A = (\begin{matrix} 1 & 2 + i & 3 + 2 i & 4 + 3 i \\ 2 - i & 1 & 2 + i & 3 + 2 i \\ 3 - 2 i & 2 - i & 1 & 2 + i \\ 4 - 3 i & 3 - 2 i & 2 - i & 1 \end{matrix}) .

f01fd: FL CL CPP AD

NAG CL Interfacef01fdc (complex_​herm_​matrix_​exp)

▸▿ 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 CL Interface
f01fdc (complex_herm_matrix_exp)