nag_dorgtr (f08ffc) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_dorgtr (f08ffc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dorgtr (f08ffc) generates the real orthogonal matrix Q, which was determined by nag_dsytrd (f08fec) when reducing a symmetric matrix to tridiagonal form.

2  Specification

#include <nag.h>
#include <nagf08.h>
void  nag_dorgtr (Nag_OrderType order, Nag_UploType uplo, Integer n, double a[], Integer pda, const double tau[], NagError *fail)

3  Description

nag_dorgtr (f08ffc) is intended to be used after a call to nag_dsytrd (f08fec), which reduces a real symmetric matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: A=QTQT. nag_dsytrd (f08fec) represents the orthogonal matrix Q as a product of n-1 elementary reflectors.
This function may be used to generate Q explicitly as a square matrix.

4  References

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

5  Arguments

1:     orderNag_OrderTypeInput
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 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     uploNag_UploTypeInput
On entry: this must be the same argument uplo as supplied to nag_dsytrd (f08fec).
Constraint: uplo=Nag_Upper or Nag_Lower.
3:     nIntegerInput
On entry: n, the order of the matrix Q.
Constraint: n0.
4:     a[dim]doubleInput/Output
Note: the dimension, dim, of the array a must be at least max1,pda×n.
On entry: details of the vectors which define the elementary reflectors, as returned by nag_dsytrd (f08fec).
On exit: the n by n orthogonal matrix Q.
If order=Nag_ColMajor, the i,jth element of the matrix is stored in a[j-1×pda+i-1].
If order=Nag_RowMajor, the i,jth element of the matrix is stored in a[i-1×pda+j-1].
5:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array a.
Constraint: pdamax1,n.
6:     tau[dim]const doubleInput
Note: the dimension, dim, of the array tau must be at least max1,n-1.
On entry: further details of the elementary reflectors, as returned by nag_dsytrd (f08fec).
7:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
On entry, pda=value.
Constraint: pda>0.
NE_INT_2
On entry, pda=value and n=value.
Constraint: pdamax1,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.

7  Accuracy

The computed matrix Q differs from an exactly orthogonal matrix by a matrix E such that
E2 = Oε ,
where ε is the machine precision.

8  Parallelism and Performance

nag_dorgtr (f08ffc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dorgtr (f08ffc) 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 Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The total number of floating-point operations is approximately 43n3.
The complex analogue of this function is nag_zungtr (f08ftc).

10  Example

This example computes all the eigenvalues and eigenvectors of the matrix A, where
A = 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 .
Here A is symmetric and must first be reduced to tridiagonal form by nag_dsytrd (f08fec). The program then calls nag_dorgtr (f08ffc) to form Q, and passes this matrix to nag_dsteqr (f08jec) which computes the eigenvalues and eigenvectors of A.

10.1  Program Text

Program Text (f08ffce.c)

10.2  Program Data

Program Data (f08ffce.d)

10.3  Program Results

Program Results (f08ffce.r)


nag_dorgtr (f08ffc) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014