f08fuf multiplies an arbitrary complex matrix by the complex unitary matrix which was determined by f08fsf when reducing a complex Hermitian matrix to tridiagonal form.
The routine may be called by the names f08fuf, nagf_lapackeig_zunmtr or its LAPACK name zunmtr.
3Description
f08fuf is intended to be used after a call to f08fsf, which reduces a complex Hermitian matrix to real symmetric tridiagonal form by a unitary similarity transformation: . f08fsf represents the unitary matrix as a product of elementary reflectors.
This routine may be used to form one of the matrix products
overwriting the result on (which may be any complex rectangular matrix).
A common application of this routine is to transform a matrix of eigenvectors of to the matrix of eigenvectors of .
4References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5Arguments
1: – Character(1)Input
On entry: indicates how or is to be applied to .
or is applied to from the left.
or is applied to from the right.
Constraint:
or .
2: – Character(1)Input
On entry: this must be the same argument uplo as supplied to f08fsf.
Constraint:
or .
3: – Character(1)Input
On entry: indicates whether or is to be applied to .
is applied to .
is applied to .
Constraint:
or .
4: – IntegerInput
On entry: , the number of rows of the matrix ; is also the order of if .
Constraint:
.
5: – IntegerInput
On entry: , the number of columns of the matrix ; is also the order of if .
Constraint:
.
6: – Complex (Kind=nag_wp) arrayInput
Note: the second dimension of the array a
must be at least
if and at least if .
On entry: details of the vectors which define the elementary reflectors, as returned by f08fsf.
7: – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f08fuf is called.
Constraints:
if , ;
if , .
8: – Complex (Kind=nag_wp) arrayInput
Note: the dimension of the array tau
must be at least
if and at least if .
On entry: further details of the elementary reflectors, as returned by f08fsf.
9: – Complex (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array c
must be at least
.
On entry: the matrix .
On exit: c is overwritten by or or or as specified by side and trans.
10: – IntegerInput
On entry: the first dimension of the array c as declared in the (sub)program from which f08fuf is called.
Constraint:
.
11: – Complex (Kind=nag_wp) arrayWorkspace
On exit: if , the real part of contains the minimum value of lwork required for optimal performance.
12: – IntegerInput
On entry: the dimension of the array work as declared in the (sub)program from which f08fuf is called.
If , a workspace query is assumed; the routine only calculates the optimal size of the work array, returns this value as the first entry of the work array, and no error message related to lwork is issued.
Suggested value:
for optimal performance, if and at least if , where is the optimal block size.
Constraints:
if , or ;
if , or .
13: – IntegerOutput
On exit: unless the routine detects an error (see Section 6).
6Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
7Accuracy
The computed result differs from the exact result by a matrix such that
where is the machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08fuf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08fuf 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 routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
The total number of real floating-point operations is approximately if and if .
This example computes the two smallest eigenvalues, and the associated eigenvectors, of the matrix , where
Here is Hermitian and must first be reduced to tridiagonal form by f08fsf. The program then calls f08jjf to compute the requested eigenvalues and f08jxf to compute the associated eigenvectors of . Finally f08fuf is called to transform the eigenvectors to those of .