NAG C Library Function Document

1Purpose

nag_zunghr (f08ntc) generates the complex unitary matrix $Q$ which was determined by nag_zgehrd (f08nsc) when reducing a complex general matrix $A$ to Hessenberg form.

2Specification

 #include #include
 void nag_zunghr (Nag_OrderType order, Integer n, Integer ilo, Integer ihi, Complex a[], Integer pda, const Complex tau[], NagError *fail)

3Description

nag_zunghr (f08ntc) is intended to be used following a call to nag_zgehrd (f08nsc), which reduces a complex general matrix $A$ to upper Hessenberg form $H$ by a unitary similarity transformation: $A=QH{Q}^{\mathrm{H}}$. nag_zgehrd (f08nsc) represents the matrix $Q$ as a product of ${i}_{\mathrm{hi}}-{i}_{\mathrm{lo}}$ elementary reflectors. Here ${i}_{\mathrm{lo}}$ and ${i}_{\mathrm{hi}}$ are values determined by nag_zgebal (f08nvc) when balancing the matrix; if the matrix has not been balanced, ${i}_{\mathrm{lo}}=1$ and ${i}_{\mathrm{hi}}=n$.
This function may be used to generate $Q$ explicitly as a square matrix. $Q$ has the structure:
 $Q = I 0 0 0 Q22 0 0 0 I$
where ${Q}_{22}$ occupies rows and columns ${i}_{\mathrm{lo}}$ to ${i}_{\mathrm{hi}}$.

4References

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

5Arguments

1:    $\mathbf{order}$Nag_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 ${\mathbf{order}}=\mathrm{Nag_RowMajor}$. See Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or $\mathrm{Nag_ColMajor}$.
2:    $\mathbf{n}$IntegerInput
On entry: $n$, the order of the matrix $Q$.
Constraint: ${\mathbf{n}}\ge 0$.
3:    $\mathbf{ilo}$IntegerInput
4:    $\mathbf{ihi}$IntegerInput
On entry: these must be the same arguments ilo and ihi, respectively, as supplied to nag_zgehrd (f08nsc).
Constraints:
• if ${\mathbf{n}}>0$, $1\le {\mathbf{ilo}}\le {\mathbf{ihi}}\le {\mathbf{n}}$;
• if ${\mathbf{n}}=0$, ${\mathbf{ilo}}=1$ and ${\mathbf{ihi}}=0$.
5:    $\mathbf{a}\left[\mathit{dim}\right]$ComplexInput/Output
Note: the dimension, dim, of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pda}}×{\mathbf{n}}\right)$.
On entry: details of the vectors which define the elementary reflectors, as returned by nag_zgehrd (f08nsc).
On exit: the $n$ by $n$ unitary matrix $Q$.
If ${\mathbf{order}}=\mathrm{Nag_ColMajor}$, the $\left(i,j\right)$th element of the matrix is stored in ${\mathbf{a}}\left[\left(j-1\right)×{\mathbf{pda}}+i-1\right]$.
If ${\mathbf{order}}=\mathrm{Nag_RowMajor}$, the $\left(i,j\right)$th element of the matrix is stored in ${\mathbf{a}}\left[\left(i-1\right)×{\mathbf{pda}}+j-1\right]$.
6:    $\mathbf{pda}$IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
7:    $\mathbf{tau}\left[\mathit{dim}\right]$const ComplexInput
Note: the dimension, dim, of the array tau must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}-1\right)$.
On entry: further details of the elementary reflectors, as returned by nag_zgehrd (f08nsc).
8:    $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 0$.
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}>0$.
NE_INT_2
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
NE_INT_3
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$, ${\mathbf{ilo}}=〈\mathit{\text{value}}〉$ and ${\mathbf{ihi}}=〈\mathit{\text{value}}〉$.
Constraint: if ${\mathbf{n}}>0$, $1\le {\mathbf{ilo}}\le {\mathbf{ihi}}\le {\mathbf{n}}$;
if ${\mathbf{n}}=0$, ${\mathbf{ilo}}=1$ and ${\mathbf{ihi}}=0$.
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 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

7Accuracy

The computed matrix $Q$ differs from an exactly unitary matrix by a matrix $E$ such that
 $E2 = Oε ,$
where $\epsilon$ is the machine precision.

8Parallelism and Performance

nag_zunghr (f08ntc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_zunghr (f08ntc) 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 total number of real floating-point operations is approximately $\frac{16}{3}{q}^{3}$, where $q={i}_{\mathrm{hi}}-{i}_{\mathrm{lo}}$.
The real analogue of this function is nag_dorghr (f08nfc).

10Example

This example computes the Schur factorization of the matrix $A$, where
 $A = -3.97-5.04i -4.11+3.70i -0.34+1.01i 1.29-0.86i 0.34-1.50i 1.52-0.43i 1.88-5.38i 3.36+0.65i 3.31-3.85i 2.50+3.45i 0.88-1.08i 0.64-1.48i -1.10+0.82i 1.81-1.59i 3.25+1.33i 1.57-3.44i .$
Here $A$ is general and must first be reduced to Hessenberg form by nag_zgehrd (f08nsc). The program then calls nag_zunghr (f08ntc) to form $Q$, and passes this matrix to nag_zhseqr (f08psc) which computes the Schur factorization of $A$.

10.1Program Text

Program Text (f08ntce.c)

10.2Program Data

Program Data (f08ntce.d)

10.3Program Results

Program Results (f08ntce.r)