void	f08nuc (Nag_OrderType order, Nag_SideType side, Nag_TransType trans, Integer m, Integer n, Integer ilo, Integer ihi, const Complex a[], Integer pda, const Complex tau[], Complex c[], Integer pdc, NagError *fail)

The function may be called by the names: f08nuc, nag_lapackeig_zunmhr or nag_zunmhr.

3 Description

f08nuc is intended to be used following a call to f08nsc, which reduces a complex general matrix

A

to upper Hessenberg form

H

by a unitary similarity transformation:

A = Q H Q^{H}

. f08nsc represents the matrix

Q

as a product of

i_{hi} - i_{lo}

elementary reflectors. Here

i_{lo}

and

i_{hi}

are values determined by f08nvc when balancing the matrix; if the matrix has not been balanced,

i_{lo} = 1

and

i_{hi} = n

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

Q C, Q^{H} C, C Q ​ or ​ C Q^{H},

overwriting the result on

C

(which may be any complex rectangular matrix).

A common application of this function is to transform a matrix

V

of eigenvectors of

H

to the matrix

QV

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^{H}

is to be applied to

C

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

Constraint:

side = Nag_LeftSide

Nag_RightSide

3: $trans$ – Nag_TransType Input

On entry: indicates whether

Q

Q^{H}

is to be applied to

C

$trans = Nag_NoTrans$: $Q$ is applied to $C$ .
$trans = Nag_ConjTrans$: $Q^{H}$ is applied to $C$ .

Constraint:

trans = Nag_NoTrans

Nag_ConjTrans

4: $m$ – 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

5: $n$ – 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

6: $ilo$ – Integer Input

7: $ihi$ – Integer Input

On entry: these must be the same arguments ilo and ihi, respectively, as supplied to f08nsc.

Constraints:

if $side = Nag_LeftSide$ and $m > 0$ , $1 \leq ilo \leq ihi \leq m$ ;
if $side = Nag_LeftSide$ and $m = 0$ , $ilo = 1$ and $ihi = 0$ ;
if $side = Nag_RightSide$ and $n > 0$ , $1 \leq ilo \leq ihi \leq n$ ;
if $side = Nag_RightSide$ and $n = 0$ , $ilo = 1$ and $ihi = 0$ .

8: $a [\dim]$ – const Complex 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 f08nsc.

9: $pda$ – Integer Input

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

Constraints:

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

10: $tau [\dim]$ – const Complex 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 f08nsc.

11: $c [\dim]$ – Complex 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^{H} C

C Q

C Q^{H}

as specified by side and trans.

12: $pdc$ – 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 $order = Nag_RowMajor$ , $pdc \geq \max (1, n)$ .

13: $fail$ – 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 $side = Nag_RightSide$ , $pda \geq \max (1, n)$ .

On entry, $side = ⟨ value ⟩$ , $pda = ⟨ value ⟩$ , $m = ⟨ value ⟩$ and $n = ⟨ value ⟩$ .
Constraint: if $side = Nag_LeftSide$ , $pda \geq \max (1, m)$ ;
if $side = Nag_RightSide$ , $pda \geq \max (1, n)$ .
NE_ENUM_INT_4: On entry, $side = ⟨ value ⟩$ , $m = ⟨ value ⟩$ , $n = ⟨ value ⟩$ , $ilo = ⟨ value ⟩$ and $ihi = ⟨ value ⟩$ .
Constraint: if $side = Nag_LeftSide$ and $m > 0$ , $1 \leq ilo \leq ihi \leq m$ ;
if $side = Nag_LeftSide$ and $m = 0$ , $ilo = 1$ and $ihi = 0$ ;
if $side = Nag_RightSide$ and $n > 0$ , $1 \leq ilo \leq ihi \leq n$ ;
if $side = Nag_RightSide$ and $n = 0$ , $ilo = 1$ and $ihi = 0$ .
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

f08nuc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

f08nuc 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 real floating-point operations is approximately

8 n q^{2}

side = Nag_LeftSide

and

8 m q^{2}

side = Nag_RightSide

, where

q = i_{hi} - i_{lo}

The real analogue of this function is f08ngc.

10 Example

This example computes all the eigenvalues of the matrix

A

, where

A = (\begin{array}{r} - 3.97 - 5.04 i & - 4.11 + 3.70 i & - 0.34 + 1.01 i & 1.29 - 0.86 i \\ 0.34 - 1.50 i & 1.52 - 0.43 i & 1.88 - 5.38 i & 3.36 + 0.65 i \\ 3.31 - 3.85 i & 2.50 + 3.45 i & 0.88 - 1.08 i & 0.64 - 1.48 i \\ - 1.10 + 0.82 i & 1.81 - 1.59 i & 3.25 + 1.33 i & 1.57 - 3.44 i \end{array}),

and those eigenvectors which correspond to eigenvalues

λ

such that

Re (λ) < 0

. Here

A

is general and must first be reduced to upper Hessenberg form

H

by f08nsc. The program then calls f08psc to compute the eigenvalues, and f08pxc to compute the required eigenvectors of

H

by inverse iteration. Finally f08nuc is called to transform the eigenvectors of

H

back to eigenvectors of the original matrix

A

f08nu: FL CL CPP AD

NAG CL Interfacef08nuc (zunmhr)

▸▿ 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
f08nuc (zunmhr)