nag_dopgtr (f08gfc) generates the real orthogonal matrix
, which was determined by
nag_dsptrd (f08gec) when reducing a symmetric matrix to tridiagonal form.
nag_dopgtr (f08gfc) is intended to be used after a call to
nag_dsptrd (f08gec), which reduces a real symmetric matrix
to symmetric tridiagonal form
by an orthogonal similarity transformation:
.
nag_dsptrd (f08gec) represents the orthogonal matrix
as a product of
elementary reflectors.
The computed matrix
differs from an exactly orthogonal matrix by a matrix
such that
where
is the
machine precision.
The complex analogue of this function is
nag_zupgtr (f08gtc).
This example computes all the eigenvalues and eigenvectors of the matrix
, where
using packed storage. Here
is symmetric and must first be reduced to tridiagonal form by
nag_dsptrd (f08gec). The program then calls nag_dopgtr (f08gfc) to form
, and passes this matrix to
nag_dsteqr (f08jec) which computes the eigenvalues and eigenvectors of
.