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Chapter Contents
Chapter Introduction
NAG Toolbox

NAG Toolbox: nag_lapack_dormtr (f08fg)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_lapack_dormtr (f08fg) multiplies an arbitrary real matrix C by the real orthogonal matrix Q which was determined by nag_lapack_dsytrd (f08fe) when reducing a real symmetric matrix to tridiagonal form.

Syntax

[c, info] = f08fg(side, uplo, trans, a, tau, c, 'm', m, 'n', n)
[c, info] = nag_lapack_dormtr(side, uplo, trans, a, tau, c, 'm', m, 'n', n)

Description

nag_lapack_dormtr (f08fg) is intended to be used after a call to nag_lapack_dsytrd (f08fe), which reduces a real symmetric matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: A=QTQT. nag_lapack_dsytrd (f08fe) represents the orthogonal matrix Q as a product of elementary reflectors.
This function may be used to form one of the matrix products
QC , QTC , CQ ​ or ​ CQT ,  
overwriting the result on C (which may be any real rectangular matrix).
A common application of this function is to transform a matrix Z of eigenvectors of T to the matrix QZ of eigenvectors of A.

References

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

Parameters

Compulsory Input Parameters

1:     side – string (length ≥ 1)
Indicates how Q or QT is to be applied to C.
side='L'
Q or QT is applied to C from the left.
side='R'
Q or QT is applied to C from the right.
Constraint: side='L' or 'R'.
2:     uplo – string (length ≥ 1)
This must be the same argument uplo as supplied to nag_lapack_dsytrd (f08fe).
Constraint: uplo='U' or 'L'.
3:     trans – string (length ≥ 1)
Indicates whether Q or QT is to be applied to C.
trans='N'
Q is applied to C.
trans='T'
QT is applied to C.
Constraint: trans='N' or 'T'.
4:     alda: – double array
The first dimension, lda, of the array a must satisfy
  • if side='L', lda max1,m ;
  • if side='R', lda max1,n .
The second dimension of the array a must be at least max1,m if side='L' and at least max1,n if side='R'.
Details of the vectors which define the elementary reflectors, as returned by nag_lapack_dsytrd (f08fe).
5:     tau: – double array
The dimension of the array tau must be at least max1,m-1 if side='L' and at least max1,n-1 if side='R'
Further details of the elementary reflectors, as returned by nag_lapack_dsytrd (f08fe).
6:     cldc: – double array
The first dimension of the array c must be at least max1,m.
The second dimension of the array c must be at least max1,n.
The m by n matrix C.

Optional Input Parameters

1:     m int64int32nag_int scalar
Default: the first dimension of the array c.
m, the number of rows of the matrix C; m is also the order of Q if side='L'.
Constraint: m0.
2:     n int64int32nag_int scalar
Default: the second dimension of the array c.
n, the number of columns of the matrix C; n is also the order of Q if side='R'.
Constraint: n0.

Output Parameters

1:     cldc: – double array
The first dimension of the array c will be max1,m.
The second dimension of the array c will be max1,n.
c stores QC or QTC or CQ or CQT as specified by side and trans.
2:     info int64int32nag_int scalar
info=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

   info=-i
If info=-i, parameter i had an illegal value on entry. The parameters are numbered as follows:
1: side, 2: uplo, 3: trans, 4: m, 5: n, 6: a, 7: lda, 8: tau, 9: c, 10: ldc, 11: work, 12: lwork, 13: info.
It is possible that info refers to a parameter that is omitted from the MATLAB interface. This usually indicates that an error in one of the other input parameters has caused an incorrect value to be inferred.

Accuracy

The computed result differs from the exact result by a matrix E such that
E2 = Oε C2 ,  
where ε is the machine precision.

Further Comments

The total number of floating-point operations is approximately 2m2n if side='L' and 2mn2 if side='R'.
The complex analogue of this function is nag_lapack_zunmtr (f08fu).

Example

This example computes the two smallest eigenvalues, and the associated 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 T by nag_lapack_dsytrd (f08fe). The program then calls nag_lapack_dstebz (f08jj) to compute the requested eigenvalues and nag_lapack_dstein (f08jk) to compute the associated eigenvectors of T. Finally nag_lapack_dormtr (f08fg) is called to transform the eigenvectors to those of A.
function f08fg_example


fprintf('f08fg example results\n\n');

% Find eigenvalues 1:2 of A
a = [ 2.07,  0,    0,     0;
      3.87, -0.21, 0,     0;
      4.20,  1.87, 1.15,  0;
     -1.15,  0.63, 2.06, -1.81];

% A --> Q T Q^T, for tridiagonal T with diagonal Td and off-diagonal Tod.
uplo = 'L';
[QT, Td, Tod, tau, info] = f08fe( ...
				  uplo, a);

% Get eigenvalues 1:2 of T (= eigenvalues of A)
vl = 0;
vu = 0;
il = int64(1);
iu = int64(2);
abstol = 0;
[m, ~, w, iblock, isplit, info] = ...
  f08jj(...
        'I', 'B', vl, vu, il, iu, abstol, Td, Tod);

% Get corresponding eigenvectors of T
[v, ifailv, info] = f08jk( ...
			   Td, Tod, m, w, iblock, isplit);

% Transform Q*V to get eigenvectors of A 
side = 'Left';
trans = 'No transpose';
[z, info] = f08fg( ...
                   side, uplo, trans, QT, tau, v);

fprintf(' Eigenvalues numbered 1 to 2 are:\n   ');
fprintf(' %7.4f',w(1:m));
fprintf('\n\n');

[ifail] = x04ca( ...
		 'General', ' ', z, 'Corresponding eigenvectors of A');


f08fg example results

 Eigenvalues numbered 1 to 2 are:
    -5.0034 -1.9987

 Corresponding eigenvectors of A
          1       2
 1   0.5658 -0.2328
 2  -0.3478  0.7994
 3  -0.4740 -0.4087
 4   0.5781  0.3737

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