NAG CL Interface
f08ffc (dorgtr)

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1 Purpose

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

2 Specification

#include <nag.h>
void  f08ffc (Nag_OrderType order, Nag_UploType uplo, Integer n, double a[], Integer pda, const double tau[], NagError *fail)
The function may be called by the names: f08ffc, nag_lapackeig_dorgtr or nag_dorgtr.

3 Description

f08ffc is intended to be used after a call to f08fec, which reduces a real symmetric matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: A=QTQT. 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: order Nag_OrderType Input
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 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2: uplo Nag_UploType Input
On entry: this must be the same argument uplo as supplied to f08fec.
Constraint: uplo=Nag_Upper or Nag_Lower.
3: n Integer Input
On entry: n, the order of the matrix Q.
Constraint: n0.
4: a[dim] double Input/Output
Note: the dimension, dim, of the array a must be at least max(1,pda×n).
On entry: details of the vectors which define the elementary reflectors, as returned by f08fec.
On exit: the n×n orthogonal matrix Q.
5: pda Integer Input
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array a.
Constraint: pdamax(1,n).
6: tau[dim] const double Input
Note: the dimension, dim, of the array tau must be at least max(1,n-1).
On entry: further details of the elementary reflectors, as returned by f08fec.
7: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
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: pdamax(1,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 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

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

8 Parallelism and Performance

f08ffc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
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 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.

9 Further Comments

The total number of floating-point operations is approximately 43n3.
The complex analogue of this function is 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 f08fec. The program then calls f08ffc to form Q, and passes this matrix to 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)