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dsptrd.f 8.8 kB

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  1. *> \brief \b DSPTRD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSPTRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsptrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsptrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsptrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, N
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION AP( * ), D( * ), E( * ), TAU( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DSPTRD reduces a real symmetric matrix A stored in packed form to
  38. *> symmetric tridiagonal form T by an orthogonal similarity
  39. *> transformation: Q**T * A * Q = T.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] UPLO
  46. *> \verbatim
  47. *> UPLO is CHARACTER*1
  48. *> = 'U': Upper triangle of A is stored;
  49. *> = 'L': Lower triangle of A is stored.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The order of the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] AP
  59. *> \verbatim
  60. *> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  61. *> On entry, the upper or lower triangle of the symmetric matrix
  62. *> A, packed columnwise in a linear array. The j-th column of A
  63. *> is stored in the array AP as follows:
  64. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  65. *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
  66. *> On exit, if UPLO = 'U', the diagonal and first superdiagonal
  67. *> of A are overwritten by the corresponding elements of the
  68. *> tridiagonal matrix T, and the elements above the first
  69. *> superdiagonal, with the array TAU, represent the orthogonal
  70. *> matrix Q as a product of elementary reflectors; if UPLO
  71. *> = 'L', the diagonal and first subdiagonal of A are over-
  72. *> written by the corresponding elements of the tridiagonal
  73. *> matrix T, and the elements below the first subdiagonal, with
  74. *> the array TAU, represent the orthogonal matrix Q as a product
  75. *> of elementary reflectors. See Further Details.
  76. *> \endverbatim
  77. *>
  78. *> \param[out] D
  79. *> \verbatim
  80. *> D is DOUBLE PRECISION array, dimension (N)
  81. *> The diagonal elements of the tridiagonal matrix T:
  82. *> D(i) = A(i,i).
  83. *> \endverbatim
  84. *>
  85. *> \param[out] E
  86. *> \verbatim
  87. *> E is DOUBLE PRECISION array, dimension (N-1)
  88. *> The off-diagonal elements of the tridiagonal matrix T:
  89. *> E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] TAU
  93. *> \verbatim
  94. *> TAU is DOUBLE PRECISION array, dimension (N-1)
  95. *> The scalar factors of the elementary reflectors (see Further
  96. *> Details).
  97. *> \endverbatim
  98. *>
  99. *> \param[out] INFO
  100. *> \verbatim
  101. *> INFO is INTEGER
  102. *> = 0: successful exit
  103. *> < 0: if INFO = -i, the i-th argument had an illegal value
  104. *> \endverbatim
  105. *
  106. * Authors:
  107. * ========
  108. *
  109. *> \author Univ. of Tennessee
  110. *> \author Univ. of California Berkeley
  111. *> \author Univ. of Colorado Denver
  112. *> \author NAG Ltd.
  113. *
  114. *> \date November 2011
  115. *
  116. *> \ingroup doubleOTHERcomputational
  117. *
  118. *> \par Further Details:
  119. * =====================
  120. *>
  121. *> \verbatim
  122. *>
  123. *> If UPLO = 'U', the matrix Q is represented as a product of elementary
  124. *> reflectors
  125. *>
  126. *> Q = H(n-1) . . . H(2) H(1).
  127. *>
  128. *> Each H(i) has the form
  129. *>
  130. *> H(i) = I - tau * v * v**T
  131. *>
  132. *> where tau is a real scalar, and v is a real vector with
  133. *> v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
  134. *> overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
  135. *>
  136. *> If UPLO = 'L', the matrix Q is represented as a product of elementary
  137. *> reflectors
  138. *>
  139. *> Q = H(1) H(2) . . . H(n-1).
  140. *>
  141. *> Each H(i) has the form
  142. *>
  143. *> H(i) = I - tau * v * v**T
  144. *>
  145. *> where tau is a real scalar, and v is a real vector with
  146. *> v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
  147. *> overwriting A(i+2:n,i), and tau is stored in TAU(i).
  148. *> \endverbatim
  149. *>
  150. * =====================================================================
  151. SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO )
  152. *
  153. * -- LAPACK computational routine (version 3.4.0) --
  154. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  155. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  156. * November 2011
  157. *
  158. * .. Scalar Arguments ..
  159. CHARACTER UPLO
  160. INTEGER INFO, N
  161. * ..
  162. * .. Array Arguments ..
  163. DOUBLE PRECISION AP( * ), D( * ), E( * ), TAU( * )
  164. * ..
  165. *
  166. * =====================================================================
  167. *
  168. * .. Parameters ..
  169. DOUBLE PRECISION ONE, ZERO, HALF
  170. PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0,
  171. $ HALF = 1.0D0 / 2.0D0 )
  172. * ..
  173. * .. Local Scalars ..
  174. LOGICAL UPPER
  175. INTEGER I, I1, I1I1, II
  176. DOUBLE PRECISION ALPHA, TAUI
  177. * ..
  178. * .. External Subroutines ..
  179. EXTERNAL DAXPY, DLARFG, DSPMV, DSPR2, XERBLA
  180. * ..
  181. * .. External Functions ..
  182. LOGICAL LSAME
  183. DOUBLE PRECISION DDOT
  184. EXTERNAL LSAME, DDOT
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. * Test the input parameters
  189. *
  190. INFO = 0
  191. UPPER = LSAME( UPLO, 'U' )
  192. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  193. INFO = -1
  194. ELSE IF( N.LT.0 ) THEN
  195. INFO = -2
  196. END IF
  197. IF( INFO.NE.0 ) THEN
  198. CALL XERBLA( 'DSPTRD', -INFO )
  199. RETURN
  200. END IF
  201. *
  202. * Quick return if possible
  203. *
  204. IF( N.LE.0 )
  205. $ RETURN
  206. *
  207. IF( UPPER ) THEN
  208. *
  209. * Reduce the upper triangle of A.
  210. * I1 is the index in AP of A(1,I+1).
  211. *
  212. I1 = N*( N-1 ) / 2 + 1
  213. DO 10 I = N - 1, 1, -1
  214. *
  215. * Generate elementary reflector H(i) = I - tau * v * v**T
  216. * to annihilate A(1:i-1,i+1)
  217. *
  218. CALL DLARFG( I, AP( I1+I-1 ), AP( I1 ), 1, TAUI )
  219. E( I ) = AP( I1+I-1 )
  220. *
  221. IF( TAUI.NE.ZERO ) THEN
  222. *
  223. * Apply H(i) from both sides to A(1:i,1:i)
  224. *
  225. AP( I1+I-1 ) = ONE
  226. *
  227. * Compute y := tau * A * v storing y in TAU(1:i)
  228. *
  229. CALL DSPMV( UPLO, I, TAUI, AP, AP( I1 ), 1, ZERO, TAU,
  230. $ 1 )
  231. *
  232. * Compute w := y - 1/2 * tau * (y**T *v) * v
  233. *
  234. ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, AP( I1 ), 1 )
  235. CALL DAXPY( I, ALPHA, AP( I1 ), 1, TAU, 1 )
  236. *
  237. * Apply the transformation as a rank-2 update:
  238. * A := A - v * w**T - w * v**T
  239. *
  240. CALL DSPR2( UPLO, I, -ONE, AP( I1 ), 1, TAU, 1, AP )
  241. *
  242. AP( I1+I-1 ) = E( I )
  243. END IF
  244. D( I+1 ) = AP( I1+I )
  245. TAU( I ) = TAUI
  246. I1 = I1 - I
  247. 10 CONTINUE
  248. D( 1 ) = AP( 1 )
  249. ELSE
  250. *
  251. * Reduce the lower triangle of A. II is the index in AP of
  252. * A(i,i) and I1I1 is the index of A(i+1,i+1).
  253. *
  254. II = 1
  255. DO 20 I = 1, N - 1
  256. I1I1 = II + N - I + 1
  257. *
  258. * Generate elementary reflector H(i) = I - tau * v * v**T
  259. * to annihilate A(i+2:n,i)
  260. *
  261. CALL DLARFG( N-I, AP( II+1 ), AP( II+2 ), 1, TAUI )
  262. E( I ) = AP( II+1 )
  263. *
  264. IF( TAUI.NE.ZERO ) THEN
  265. *
  266. * Apply H(i) from both sides to A(i+1:n,i+1:n)
  267. *
  268. AP( II+1 ) = ONE
  269. *
  270. * Compute y := tau * A * v storing y in TAU(i:n-1)
  271. *
  272. CALL DSPMV( UPLO, N-I, TAUI, AP( I1I1 ), AP( II+1 ), 1,
  273. $ ZERO, TAU( I ), 1 )
  274. *
  275. * Compute w := y - 1/2 * tau * (y**T *v) * v
  276. *
  277. ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, AP( II+1 ),
  278. $ 1 )
  279. CALL DAXPY( N-I, ALPHA, AP( II+1 ), 1, TAU( I ), 1 )
  280. *
  281. * Apply the transformation as a rank-2 update:
  282. * A := A - v * w**T - w * v**T
  283. *
  284. CALL DSPR2( UPLO, N-I, -ONE, AP( II+1 ), 1, TAU( I ), 1,
  285. $ AP( I1I1 ) )
  286. *
  287. AP( II+1 ) = E( I )
  288. END IF
  289. D( I ) = AP( II )
  290. TAU( I ) = TAUI
  291. II = I1I1
  292. 20 CONTINUE
  293. D( N ) = AP( II )
  294. END IF
  295. *
  296. RETURN
  297. *
  298. * End of DSPTRD
  299. *
  300. END