The function may be called by the names: f01epc or nag_matop_real_tri_matrix_sqrt.
A square root of a matrix is a solution to the equation . A nonsingular matrix has multiple square roots. For a matrix with no eigenvalues on the closed negative real line, the principal square root, denoted by , is the unique square root whose eigenvalues lie in the open right half-plane.
f01epc computes , where is an upper quasi-triangular matrix, with and blocks on the diagonal. Such matrices arise from the Schur factorization of a real general matrix, as computed by f08pec, for example. f01epc does not require to be in the canonical Schur form described in f08pec, it merely requires to be upper quasi-triangular. then has the same block triangular structure as .
Björck Å and Hammarling S (1983) A Schur method for the square root of a matrix Linear Algebra Appl.52/53 127–140
Deadman E, Higham N J and Ralha R (2013) Blocked Schur Algorithms for Computing the Matrix Square Root Applied Parallel and Scientific Computing: 11th International Conference, (PARA 2012, Helsinki, Finland) P. Manninen and P. Öster, Eds Lecture Notes in Computer Science7782 171–181 Springer–Verlag
Higham N J (1987) Computing real square roots of a real matrix Linear Algebra Appl.88/89 405–430
Higham N J (2008) Functions of Matrices: Theory and Computation SIAM, Philadelphia, PA, USA
1: – IntegerInput
On entry: , the order of the matrix .
2: – doubleInput/Output
Note: the dimension, dim, of the array a
must be at least
The th element of the matrix is stored in .
On entry: the upper quasi-triangular matrix .
On exit: the principal matrix square root .
3: – IntegerInput
On entry: the stride separating matrix row elements in the array a.
4: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument had an illegal value.
has negative or vanishing eigenvalues. The principal square root is not defined in this case. f01encorf01fnc may be able to provide further information.
On entry, .
On entry, and .
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.
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.
The computed square root satisfies , where , where is machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f01epc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f01epc 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.
The cost of the algorithm is floating-point operations; see Algorithm 6.7 of Higham (2008). of integer allocatable memory is required by the function.
If is a full matrix, then f01enc should be used to compute the square root. If has negative real eigenvalues then f01fnc can be used to return a complex, non-principal square root.
If condition number and residual bound estimates are required, then f01jdc should be used. For further discussion of the condition of the matrix square root see Section 6.1 of Higham (2008).
This example finds the principal matrix square root of the matrix