void	f08fgc (Nag_OrderType order, Nag_SideType side, Nag_UploType uplo, Nag_TransType trans, Integer m, Integer n, const double a[], Integer pda, const double tau[], double c[], Integer pdc, NagError *fail)

The function may be called by the names: f08fgc, nag_lapackeig_dormtr or nag_dormtr.

3 Description

f08fgc is intended to be used after a call to f08fec, which reduces a real symmetric matrix

A

to symmetric tridiagonal form

T

by an orthogonal similarity transformation:

A = Q T Q^{T}

. f08fec represents the orthogonal matrix

Q

as a product of elementary reflectors.

This function may be used to form one of the matrix products

Q C, Q^{T} C, C Q ​ or ​ C Q^{T},

overwriting the result on

C

(which may be any real rectangular matrix).

A common application of this function is to transform a matrix

Z

of eigenvectors of

T

to the matrix

QZ

of eigenvectors of

A

4 References

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

5 Arguments

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

Nag_ColMajor

2: $side$ – Nag_SideType Input

On entry: indicates how

Q

Q^{T}

is to be applied to

C

$side = Nag_LeftSide$: $Q$ or $Q^{T}$ is applied to $C$ from the left.
$side = Nag_RightSide$: $Q$ or $Q^{T}$ is applied to $C$ from the right.

Constraint:

side = Nag_LeftSide

Nag_RightSide

3: $uplo$ – Nag_UploType Input

On entry: this must be the same argument uplo as supplied to f08fec.

Constraint:

uplo = Nag_Upper

Nag_Lower

4: $trans$ – Nag_TransType Input

On entry: indicates whether

Q

Q^{T}

is to be applied to

C

$trans = Nag_NoTrans$: $Q$ is applied to $C$ .
$trans = Nag_Trans$: $Q^{T}$ is applied to $C$ .

Constraint:

trans = Nag_NoTrans

Nag_Trans

5: $m$ – Integer Input

On entry:

m

, the number of rows of the matrix

C

;

m

is also the order of

Q

side = Nag_LeftSide

Constraint:

m \geq 0

6: $n$ – Integer Input

On entry:

n

, the number of columns of the matrix

C

;

n

is also the order of

Q

side = Nag_RightSide

Constraint:

n \geq 0

7: $a [\dim]$ – const double Input

Note: the dimension, dim, of the array a must be at least

$\max (1, pda \times m)$ when $side = Nag_LeftSide$ ;
$\max (1, pda \times n)$ when $side = Nag_RightSide$ .

On entry: details of the vectors which define the elementary reflectors, as returned by f08fec.

8: $pda$ – 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.

Constraints:

if $side = Nag_LeftSide$ , $pda \geq \max (1, m)$ ;
if $side = Nag_RightSide$ , $pda \geq \max (1, n)$ .

9: $tau [\dim]$ – const double Input

Note: the dimension, dim, of the array tau must be at least

$\max (1, m - 1)$ when $side = Nag_LeftSide$ ;
$\max (1, n - 1)$ when $side = Nag_RightSide$ .

On entry: further details of the elementary reflectors, as returned by f08fec.

10: $c [\dim]$ – double Input/Output

Note: the dimension, dim, of the array c must be at least

$\max (1, pdc \times n)$ when $order = Nag_ColMajor$ ;
$\max (1, m \times pdc)$ when $order = Nag_RowMajor$ .

The

(i, j)

th element of the matrix

C

is stored in

$c [(j - 1) \times pdc + i - 1]$ when $order = Nag_ColMajor$ ;
$c [(i - 1) \times pdc + j - 1]$ when $order = Nag_RowMajor$ .

On entry: the

m \times n

matrix

C

On exit: c is overwritten by

Q C

Q^{T} C

C Q

C Q^{T}

as specified by side and trans.

11: $pdc$ – Integer Input

On entry: the stride separating row or column elements (depending on the value of order) in the array c.

Constraints:

if $order = Nag_ColMajor$ , $pdc \geq \max (1, m)$ ;
if $order = Nag_RowMajor$ , $pdc \geq \max (1, n)$ .

12: $fail$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

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_ENUM_INT_3: On entry, $side = ⟨ value ⟩$ , $m = ⟨ value ⟩$ , $n = ⟨ value ⟩$ and $pda = ⟨ value ⟩$ .
Constraint: if $side = Nag_LeftSide$ , $pda \geq \max (1, m)$ ;
if $side = Nag_RightSide$ , $pda \geq \max (1, n)$ .
NE_INT: On entry, $m = ⟨ value ⟩$ .
Constraint: $m \geq 0$ .

On entry, $n = ⟨ value ⟩$ .
Constraint: $n \geq 0$ .

On entry, $pda = ⟨ value ⟩$ .
Constraint: $pda > 0$ .

On entry, $pdc = ⟨ value ⟩$ .
Constraint: $pdc > 0$ .
NE_INT_2: On entry, $pdc = ⟨ value ⟩$ and $m = ⟨ value ⟩$ .
Constraint: $pdc \geq \max (1, m)$ .

On entry, $pdc = ⟨ value ⟩$ and $n = ⟨ value ⟩$ .
Constraint: $pdc \geq \max (1, n)$ .
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

The computed result differs from the exact result by a matrix

E

such that

{‖ E ‖}_{2} = O (ε) {‖ C ‖}_{2},

where

ε

is the machine precision.

8 Parallelism and Performance

f08fgc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

f08fgc 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 total number of floating-point operations is approximately

2 m^{2} n

side = Nag_LeftSide

and

2 m n^{2}

side = Nag_RightSide

The complex analogue of this function is f08fuc.

10 Example

This example computes the two smallest eigenvalues, and the associated 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

T

by f08fec. The program then calls f08jjc to compute the requested eigenvalues and f08jkc to compute the associated eigenvectors of

T

. Finally f08fgc is called to transform the eigenvectors to those of

A

f08fg: FL CL CPP AD

NAG CL Interfacef08fgc (dormtr)

▸▿ 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
f08fgc (dormtr)