f01 Chapter Contents
f01 Chapter Introduction
NAG Library Manual

NAG Library Function Documentnag_matop_complex_gen_matrix_sqrt (f01fnc)

1  Purpose

nag_matop_complex_gen_matrix_sqrt (f01fnc) computes the principal matrix square root, ${A}^{1/2}$, of a complex $n$ by $n$ matrix $A$.

2  Specification

 #include #include
 void nag_matop_complex_gen_matrix_sqrt (Integer n, Complex a[], Integer pda, NagError *fail)

3  Description

A square root of a matrix $A$ is a solution $X$ to the equation ${X}^{2}=A$. 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 ${A}^{1/2}$, is the unique square root whose eigenvalues lie in the open right half-plane.
${A}^{1/2}$ is computed using the algorithm described in Björck and Hammarling (1983). In addition a blocking scheme described in Deadman et al. (2013) is used.

4  References

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 Science 7782 171–181 Springer–Verlag
Higham N J (2008) Functions of Matrices: Theory and Computation SIAM, Philadelphia, PA, USA

5  Arguments

1:    $\mathbf{n}$IntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
2:    $\mathbf{a}\left[\mathit{dim}\right]$ComplexInput/Output
Note: the dimension, dim, of the array a must be at least ${\mathbf{pda}}×{\mathbf{n}}$.
The $\left(i,j\right)$th element of the matrix $A$ is stored in ${\mathbf{a}}\left[\left(j-1\right)×{\mathbf{pda}}+i-1\right]$.
On entry: the $n$ by $n$ matrix $A$.
On exit: contains, if ${\mathbf{fail}}\mathbf{.}\mathbf{code}=$ NE_NOERROR, the $n$ by $n$ principal matrix square root, ${A}^{1/2}$. Alternatively, if ${\mathbf{fail}}\mathbf{.}\mathbf{code}=$ NE_EIGENVALUES, contains an $n$ by $n$ non-principal square root of $A$.
3:    $\mathbf{pda}$IntegerInput
On entry: the stride separating matrix row elements in the array a.
Constraint: ${\mathbf{pda}}\ge {\mathbf{n}}$.
4:    $\mathbf{fail}$NagError *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.
See Section 3.2.1.2 in the Essential Introduction for further information.
On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.
NE_EIGENVALUES
$A$ has a negative or semisimple vanishing eigenvalue. A non-principal square root is returned.
NE_INT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 0$.
NE_INT_2
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}\ge {\mathbf{n}}$.
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.
See Section 3.6.6 in the Essential Introduction for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 3.6.5 in the Essential Introduction for further information.
NE_SINGULAR
$A$ has a defective vanishing eigenvalue. The square root cannot be found in this case.

7  Accuracy

The computed square root $\stackrel{^}{X}$ satisfies ${\stackrel{^}{X}}^{2}=A+\Delta A$, where ${‖\Delta A‖}_{F}\approx O\left(\epsilon \right){n}^{3}{‖\stackrel{^}{X}‖}_{F}^{2}$, where $\epsilon$ is machine precision.

8  Parallelism and Performance

nag_matop_complex_gen_matrix_sqrt (f01fnc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_matop_complex_gen_matrix_sqrt (f01fnc) 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 $85{n}^{3}/3$ complex floating-point operations; see Algorithm 6.3 in Higham (2008). $O\left(2×{n}^{2}\right)$ of complex allocatable memory is required by the function.
If condition number and residual bound estimates are required, then nag_matop_complex_gen_matrix_cond_sqrt (f01kdc) should be used. For further discussion of the condition of the matrix square root see Section 6.1 of Higham (2008).

10  Example

This example finds the principal matrix square root of the matrix
 $A = 105+121i -21+157i 42+18i -4-02i 174+072i 28+236i 51+31i 16-06i 176+052i 37+177i 23+27i 25+13i -9+125i -111+067i -8+30i 08i .$

10.1  Program Text

Program Text (f01fnce.c)

10.2  Program Data

Program Data (f01fnce.d)

10.3  Program Results

Program Results (f01fnce.r)