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dlatrd.f 12 kB

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  1. *> \brief \b DLATRD reduces the first nb rows and columns of a symmetric/Hermitian matrix A to real tridiagonal form by an orthogonal similarity transformation.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLATRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlatrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlatrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlatrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER LDA, LDW, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION A( LDA, * ), E( * ), TAU( * ), W( LDW, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DLATRD reduces NB rows and columns of a real symmetric matrix A to
  38. *> symmetric tridiagonal form by an orthogonal similarity
  39. *> transformation Q**T * A * Q, and returns the matrices V and W which are
  40. *> needed to apply the transformation to the unreduced part of A.
  41. *>
  42. *> If UPLO = 'U', DLATRD reduces the last NB rows and columns of a
  43. *> matrix, of which the upper triangle is supplied;
  44. *> if UPLO = 'L', DLATRD reduces the first NB rows and columns of a
  45. *> matrix, of which the lower triangle is supplied.
  46. *>
  47. *> This is an auxiliary routine called by DSYTRD.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> Specifies whether the upper or lower triangular part of the
  57. *> symmetric matrix A is stored:
  58. *> = 'U': Upper triangular
  59. *> = 'L': Lower triangular
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] NB
  69. *> \verbatim
  70. *> NB is INTEGER
  71. *> The number of rows and columns to be reduced.
  72. *> \endverbatim
  73. *>
  74. *> \param[in,out] A
  75. *> \verbatim
  76. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  77. *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  78. *> n-by-n upper triangular part of A contains the upper
  79. *> triangular part of the matrix A, and the strictly lower
  80. *> triangular part of A is not referenced. If UPLO = 'L', the
  81. *> leading n-by-n lower triangular part of A contains the lower
  82. *> triangular part of the matrix A, and the strictly upper
  83. *> triangular part of A is not referenced.
  84. *> On exit:
  85. *> if UPLO = 'U', the last NB columns have been reduced to
  86. *> tridiagonal form, with the diagonal elements overwriting
  87. *> the diagonal elements of A; the elements above the diagonal
  88. *> with the array TAU, represent the orthogonal matrix Q as a
  89. *> product of elementary reflectors;
  90. *> if UPLO = 'L', the first NB columns have been reduced to
  91. *> tridiagonal form, with the diagonal elements overwriting
  92. *> the diagonal elements of A; the elements below the diagonal
  93. *> with the array TAU, represent the orthogonal matrix Q as a
  94. *> product of elementary reflectors.
  95. *> See Further Details.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] LDA
  99. *> \verbatim
  100. *> LDA is INTEGER
  101. *> The leading dimension of the array A. LDA >= (1,N).
  102. *> \endverbatim
  103. *>
  104. *> \param[out] E
  105. *> \verbatim
  106. *> E is DOUBLE PRECISION array, dimension (N-1)
  107. *> If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal
  108. *> elements of the last NB columns of the reduced matrix;
  109. *> if UPLO = 'L', E(1:nb) contains the subdiagonal elements of
  110. *> the first NB columns of the reduced matrix.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] TAU
  114. *> \verbatim
  115. *> TAU is DOUBLE PRECISION array, dimension (N-1)
  116. *> The scalar factors of the elementary reflectors, stored in
  117. *> TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.
  118. *> See Further Details.
  119. *> \endverbatim
  120. *>
  121. *> \param[out] W
  122. *> \verbatim
  123. *> W is DOUBLE PRECISION array, dimension (LDW,NB)
  124. *> The n-by-nb matrix W required to update the unreduced part
  125. *> of A.
  126. *> \endverbatim
  127. *>
  128. *> \param[in] LDW
  129. *> \verbatim
  130. *> LDW is INTEGER
  131. *> The leading dimension of the array W. LDW >= max(1,N).
  132. *> \endverbatim
  133. *
  134. * Authors:
  135. * ========
  136. *
  137. *> \author Univ. of Tennessee
  138. *> \author Univ. of California Berkeley
  139. *> \author Univ. of Colorado Denver
  140. *> \author NAG Ltd.
  141. *
  142. *> \ingroup doubleOTHERauxiliary
  143. *
  144. *> \par Further Details:
  145. * =====================
  146. *>
  147. *> \verbatim
  148. *>
  149. *> If UPLO = 'U', the matrix Q is represented as a product of elementary
  150. *> reflectors
  151. *>
  152. *> Q = H(n) H(n-1) . . . H(n-nb+1).
  153. *>
  154. *> Each H(i) has the form
  155. *>
  156. *> H(i) = I - tau * v * v**T
  157. *>
  158. *> where tau is a real scalar, and v is a real vector with
  159. *> v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
  160. *> and tau in TAU(i-1).
  161. *>
  162. *> If UPLO = 'L', the matrix Q is represented as a product of elementary
  163. *> reflectors
  164. *>
  165. *> Q = H(1) H(2) . . . H(nb).
  166. *>
  167. *> Each H(i) has the form
  168. *>
  169. *> H(i) = I - tau * v * v**T
  170. *>
  171. *> where tau is a real scalar, and v is a real vector with
  172. *> v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
  173. *> and tau in TAU(i).
  174. *>
  175. *> The elements of the vectors v together form the n-by-nb matrix V
  176. *> which is needed, with W, to apply the transformation to the unreduced
  177. *> part of the matrix, using a symmetric rank-2k update of the form:
  178. *> A := A - V*W**T - W*V**T.
  179. *>
  180. *> The contents of A on exit are illustrated by the following examples
  181. *> with n = 5 and nb = 2:
  182. *>
  183. *> if UPLO = 'U': if UPLO = 'L':
  184. *>
  185. *> ( a a a v4 v5 ) ( d )
  186. *> ( a a v4 v5 ) ( 1 d )
  187. *> ( a 1 v5 ) ( v1 1 a )
  188. *> ( d 1 ) ( v1 v2 a a )
  189. *> ( d ) ( v1 v2 a a a )
  190. *>
  191. *> where d denotes a diagonal element of the reduced matrix, a denotes
  192. *> an element of the original matrix that is unchanged, and vi denotes
  193. *> an element of the vector defining H(i).
  194. *> \endverbatim
  195. *>
  196. * =====================================================================
  197. SUBROUTINE DLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
  198. *
  199. * -- LAPACK auxiliary routine --
  200. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  201. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  202. *
  203. * .. Scalar Arguments ..
  204. CHARACTER UPLO
  205. INTEGER LDA, LDW, N, NB
  206. * ..
  207. * .. Array Arguments ..
  208. DOUBLE PRECISION A( LDA, * ), E( * ), TAU( * ), W( LDW, * )
  209. * ..
  210. *
  211. * =====================================================================
  212. *
  213. * .. Parameters ..
  214. DOUBLE PRECISION ZERO, ONE, HALF
  215. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, HALF = 0.5D+0 )
  216. * ..
  217. * .. Local Scalars ..
  218. INTEGER I, IW
  219. DOUBLE PRECISION ALPHA
  220. * ..
  221. * .. External Subroutines ..
  222. EXTERNAL DAXPY, DGEMV, DLARFG, DSCAL, DSYMV
  223. * ..
  224. * .. External Functions ..
  225. LOGICAL LSAME
  226. DOUBLE PRECISION DDOT
  227. EXTERNAL LSAME, DDOT
  228. * ..
  229. * .. Intrinsic Functions ..
  230. INTRINSIC MIN
  231. * ..
  232. * .. Executable Statements ..
  233. *
  234. * Quick return if possible
  235. *
  236. IF( N.LE.0 )
  237. $ RETURN
  238. *
  239. IF( LSAME( UPLO, 'U' ) ) THEN
  240. *
  241. * Reduce last NB columns of upper triangle
  242. *
  243. DO 10 I = N, N - NB + 1, -1
  244. IW = I - N + NB
  245. IF( I.LT.N ) THEN
  246. *
  247. * Update A(1:i,i)
  248. *
  249. CALL DGEMV( 'No transpose', I, N-I, -ONE, A( 1, I+1 ),
  250. $ LDA, W( I, IW+1 ), LDW, ONE, A( 1, I ), 1 )
  251. CALL DGEMV( 'No transpose', I, N-I, -ONE, W( 1, IW+1 ),
  252. $ LDW, A( I, I+1 ), LDA, ONE, A( 1, I ), 1 )
  253. END IF
  254. IF( I.GT.1 ) THEN
  255. *
  256. * Generate elementary reflector H(i) to annihilate
  257. * A(1:i-2,i)
  258. *
  259. CALL DLARFG( I-1, A( I-1, I ), A( 1, I ), 1, TAU( I-1 ) )
  260. E( I-1 ) = A( I-1, I )
  261. A( I-1, I ) = ONE
  262. *
  263. * Compute W(1:i-1,i)
  264. *
  265. CALL DSYMV( 'Upper', I-1, ONE, A, LDA, A( 1, I ), 1,
  266. $ ZERO, W( 1, IW ), 1 )
  267. IF( I.LT.N ) THEN
  268. CALL DGEMV( 'Transpose', I-1, N-I, ONE, W( 1, IW+1 ),
  269. $ LDW, A( 1, I ), 1, ZERO, W( I+1, IW ), 1 )
  270. CALL DGEMV( 'No transpose', I-1, N-I, -ONE,
  271. $ A( 1, I+1 ), LDA, W( I+1, IW ), 1, ONE,
  272. $ W( 1, IW ), 1 )
  273. CALL DGEMV( 'Transpose', I-1, N-I, ONE, A( 1, I+1 ),
  274. $ LDA, A( 1, I ), 1, ZERO, W( I+1, IW ), 1 )
  275. CALL DGEMV( 'No transpose', I-1, N-I, -ONE,
  276. $ W( 1, IW+1 ), LDW, W( I+1, IW ), 1, ONE,
  277. $ W( 1, IW ), 1 )
  278. END IF
  279. CALL DSCAL( I-1, TAU( I-1 ), W( 1, IW ), 1 )
  280. ALPHA = -HALF*TAU( I-1 )*DDOT( I-1, W( 1, IW ), 1,
  281. $ A( 1, I ), 1 )
  282. CALL DAXPY( I-1, ALPHA, A( 1, I ), 1, W( 1, IW ), 1 )
  283. END IF
  284. *
  285. 10 CONTINUE
  286. ELSE
  287. *
  288. * Reduce first NB columns of lower triangle
  289. *
  290. DO 20 I = 1, NB
  291. *
  292. * Update A(i:n,i)
  293. *
  294. CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, A( I, 1 ),
  295. $ LDA, W( I, 1 ), LDW, ONE, A( I, I ), 1 )
  296. CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, W( I, 1 ),
  297. $ LDW, A( I, 1 ), LDA, ONE, A( I, I ), 1 )
  298. IF( I.LT.N ) THEN
  299. *
  300. * Generate elementary reflector H(i) to annihilate
  301. * A(i+2:n,i)
  302. *
  303. CALL DLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
  304. $ TAU( I ) )
  305. E( I ) = A( I+1, I )
  306. A( I+1, I ) = ONE
  307. *
  308. * Compute W(i+1:n,i)
  309. *
  310. CALL DSYMV( 'Lower', N-I, ONE, A( I+1, I+1 ), LDA,
  311. $ A( I+1, I ), 1, ZERO, W( I+1, I ), 1 )
  312. CALL DGEMV( 'Transpose', N-I, I-1, ONE, W( I+1, 1 ), LDW,
  313. $ A( I+1, I ), 1, ZERO, W( 1, I ), 1 )
  314. CALL DGEMV( 'No transpose', N-I, I-1, -ONE, A( I+1, 1 ),
  315. $ LDA, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
  316. CALL DGEMV( 'Transpose', N-I, I-1, ONE, A( I+1, 1 ), LDA,
  317. $ A( I+1, I ), 1, ZERO, W( 1, I ), 1 )
  318. CALL DGEMV( 'No transpose', N-I, I-1, -ONE, W( I+1, 1 ),
  319. $ LDW, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
  320. CALL DSCAL( N-I, TAU( I ), W( I+1, I ), 1 )
  321. ALPHA = -HALF*TAU( I )*DDOT( N-I, W( I+1, I ), 1,
  322. $ A( I+1, I ), 1 )
  323. CALL DAXPY( N-I, ALPHA, A( I+1, I ), 1, W( I+1, I ), 1 )
  324. END IF
  325. *
  326. 20 CONTINUE
  327. END IF
  328. *
  329. RETURN
  330. *
  331. * End of DLATRD
  332. *
  333. END