f01fjf computes the principal matrix logarithm, $\mathrm{log}\left(A\right)$, of a complex $n\times n$ matrix $A$, with no eigenvalues on the closed negative real line.
The routine may be called by the names f01fjf or nagf_matop_complex_gen_matrix_log.
3Description
Any nonsingular matrix $A$ has infinitely many logarithms. For a matrix with no eigenvalues on the closed negative real line, the principal logarithm is the unique logarithm whose spectrum lies in the strip $\left\{z:-\pi <\mathrm{Im}\left(z\right)<\pi \right\}$. If $A$ is nonsingular but has eigenvalues on the negative real line, the principal logarithm is not defined, but f01fjf will return a non-principal logarithm.
$\mathrm{log}\left(A\right)$ is computed using the inverse scaling and squaring algorithm for the matrix logarithm described in Al–Mohy and Higham (2011).
4References
Al–Mohy A H and Higham N J (2011) Improved inverse scaling and squaring algorithms for the matrix logarithm SIAM J. Sci. Comput.34(4) C152–C169
Higham N J (2008) Functions of Matrices: Theory and Computation SIAM, Philadelphia, PA, USA
Note: the second dimension of the array a
must be at least
${\mathbf{n}}$.
On entry: the $n\times n$ matrix $A$.
On exit: the $n\times n$ principal matrix logarithm, $\mathrm{log}\left(A\right)$, unless ${\mathbf{ifail}}={\mathbf{2}}$, in which case a non-principal logarithm is returned.
3: $\mathbf{lda}$ – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f01fjf is called.
Constraint:
${\mathbf{lda}}\ge {\mathbf{n}}$.
4: $\mathbf{ifail}$ – IntegerInput/Output
On entry: ifail must be set to $0$, $\mathrm{-1}$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $\mathrm{-1}$ means that an error message is printed while a value of $1$ means that it is not.
If halting is not appropriate, the value $\mathrm{-1}$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $-\mathbf{1}$ or $\mathbf{1}$ is used it is essential to test the value of ifail on exit.
On exit: ${\mathbf{ifail}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry ${\mathbf{ifail}}=0$ or $\mathrm{-1}$, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
${\mathbf{ifail}}=1$
$A$ is singular so the logarithm cannot be computed.
${\mathbf{ifail}}=2$
$A$ was found to have eigenvalues on the negative real line. The principal logarithm is not defined in this case, so a non-principal logarithm was returned.
${\mathbf{ifail}}=3$
$\mathrm{log}\left(A\right)$ has been computed using an IEEE double precision Padé approximant, although the arithmetic precision is higher than IEEE double precision.
${\mathbf{ifail}}=4$
An unexpected internal error has occurred. Please contact NAG.
${\mathbf{ifail}}=-1$
On entry, ${\mathbf{n}}=\u27e8\mathit{\text{value}}\u27e9$.
Constraint: ${\mathbf{n}}\ge 0$.
${\mathbf{ifail}}=-3$
On entry, ${\mathbf{lda}}=\u27e8\mathit{\text{value}}\u27e9$ and ${\mathbf{n}}=\u27e8\mathit{\text{value}}\u27e9$.
Constraint: ${\mathbf{lda}}\ge {\mathbf{n}}$.
${\mathbf{ifail}}=-99$
An unexpected error has been triggered by this routine. Please
contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
${\mathbf{ifail}}=-399$
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
${\mathbf{ifail}}=-999$
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
7Accuracy
For a normal matrix $A$ (for which ${A}^{\mathrm{H}}A=A{A}^{\mathrm{H}}$), the Schur decomposition is diagonal and the algorithm reduces to evaluating the logarithm of the eigenvalues of $A$ and then constructing $\mathrm{log}\left(A\right)$ using the Schur vectors. This should give a very accurate result. In general, however, no error bounds are available for the algorithm. See Al–Mohy and Higham (2011) and Section 9.4 of Higham (2008) for details and further discussion.
The sensitivity of the computation of $\mathrm{log}\left(A\right)$ is worst when $A$ has an eigenvalue of very small modulus or has a complex conjugate pair of eigenvalues lying close to the negative real axis.
If estimates of the condition number of the matrix logarithm are required then f01kjf should be used.
8Parallelism and Performance
f01fjf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f01fjf 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 routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
The cost of the algorithm is $O\left({n}^{3}\right)$ floating-point operations (see Al–Mohy and Higham (2011)). The complex allocatable memory required is approximately $3\times {n}^{2}$.
If the Fréchet derivative of the matrix logarithm is required then f01kkf should be used.
f01ejf can be used to find the principal logarithm of a real matrix.
10Example
This example finds the principal matrix logarithm of the matrix