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dsytd2.f 9.9 kB

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  1. *> \brief \b DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSYTD2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytd2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytd2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytd2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
  38. *> form T by an orthogonal similarity transformation: Q**T * A * Q = T.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] UPLO
  45. *> \verbatim
  46. *> UPLO is CHARACTER*1
  47. *> Specifies whether the upper or lower triangular part of the
  48. *> symmetric matrix A is stored:
  49. *> = 'U': Upper triangular
  50. *> = 'L': Lower triangular
  51. *> \endverbatim
  52. *>
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The order of the matrix A. N >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in,out] A
  60. *> \verbatim
  61. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  62. *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  63. *> n-by-n upper triangular part of A contains the upper
  64. *> triangular part of the matrix A, and the strictly lower
  65. *> triangular part of A is not referenced. If UPLO = 'L', the
  66. *> leading n-by-n lower triangular part of A contains the lower
  67. *> triangular part of the matrix A, and the strictly upper
  68. *> triangular part of A is not referenced.
  69. *> On exit, if UPLO = 'U', the diagonal and first superdiagonal
  70. *> of A are overwritten by the corresponding elements of the
  71. *> tridiagonal matrix T, and the elements above the first
  72. *> superdiagonal, with the array TAU, represent the orthogonal
  73. *> matrix Q as a product of elementary reflectors; if UPLO
  74. *> = 'L', the diagonal and first subdiagonal of A are over-
  75. *> written by the corresponding elements of the tridiagonal
  76. *> matrix T, and the elements below the first subdiagonal, with
  77. *> the array TAU, represent the orthogonal matrix Q as a product
  78. *> of elementary reflectors. See Further Details.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDA
  82. *> \verbatim
  83. *> LDA is INTEGER
  84. *> The leading dimension of the array A. LDA >= max(1,N).
  85. *> \endverbatim
  86. *>
  87. *> \param[out] D
  88. *> \verbatim
  89. *> D is DOUBLE PRECISION array, dimension (N)
  90. *> The diagonal elements of the tridiagonal matrix T:
  91. *> D(i) = A(i,i).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] E
  95. *> \verbatim
  96. *> E is DOUBLE PRECISION array, dimension (N-1)
  97. *> The off-diagonal elements of the tridiagonal matrix T:
  98. *> E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] TAU
  102. *> \verbatim
  103. *> TAU is DOUBLE PRECISION array, dimension (N-1)
  104. *> The scalar factors of the elementary reflectors (see Further
  105. *> Details).
  106. *> \endverbatim
  107. *>
  108. *> \param[out] INFO
  109. *> \verbatim
  110. *> INFO is INTEGER
  111. *> = 0: successful exit
  112. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  113. *> \endverbatim
  114. *
  115. * Authors:
  116. * ========
  117. *
  118. *> \author Univ. of Tennessee
  119. *> \author Univ. of California Berkeley
  120. *> \author Univ. of Colorado Denver
  121. *> \author NAG Ltd.
  122. *
  123. *> \date December 2016
  124. *
  125. *> \ingroup doubleSYcomputational
  126. *
  127. *> \par Further Details:
  128. * =====================
  129. *>
  130. *> \verbatim
  131. *>
  132. *> If UPLO = 'U', the matrix Q is represented as a product of elementary
  133. *> reflectors
  134. *>
  135. *> Q = H(n-1) . . . H(2) H(1).
  136. *>
  137. *> Each H(i) has the form
  138. *>
  139. *> H(i) = I - tau * v * v**T
  140. *>
  141. *> where tau is a real scalar, and v is a real vector with
  142. *> v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
  143. *> A(1:i-1,i+1), and tau in TAU(i).
  144. *>
  145. *> If UPLO = 'L', the matrix Q is represented as a product of elementary
  146. *> reflectors
  147. *>
  148. *> Q = H(1) H(2) . . . H(n-1).
  149. *>
  150. *> Each H(i) has the form
  151. *>
  152. *> H(i) = I - tau * v * v**T
  153. *>
  154. *> where tau is a real scalar, and v is a real vector with
  155. *> v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
  156. *> and tau in TAU(i).
  157. *>
  158. *> The contents of A on exit are illustrated by the following examples
  159. *> with n = 5:
  160. *>
  161. *> if UPLO = 'U': if UPLO = 'L':
  162. *>
  163. *> ( d e v2 v3 v4 ) ( d )
  164. *> ( d e v3 v4 ) ( e d )
  165. *> ( d e v4 ) ( v1 e d )
  166. *> ( d e ) ( v1 v2 e d )
  167. *> ( d ) ( v1 v2 v3 e d )
  168. *>
  169. *> where d and e denote diagonal and off-diagonal elements of T, and vi
  170. *> denotes an element of the vector defining H(i).
  171. *> \endverbatim
  172. *>
  173. * =====================================================================
  174. SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO )
  175. *
  176. * -- LAPACK computational routine (version 3.7.0) --
  177. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  178. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  179. * December 2016
  180. *
  181. * .. Scalar Arguments ..
  182. CHARACTER UPLO
  183. INTEGER INFO, LDA, N
  184. * ..
  185. * .. Array Arguments ..
  186. DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * )
  187. * ..
  188. *
  189. * =====================================================================
  190. *
  191. * .. Parameters ..
  192. DOUBLE PRECISION ONE, ZERO, HALF
  193. PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0,
  194. $ HALF = 1.0D0 / 2.0D0 )
  195. * ..
  196. * .. Local Scalars ..
  197. LOGICAL UPPER
  198. INTEGER I
  199. DOUBLE PRECISION ALPHA, TAUI
  200. * ..
  201. * .. External Subroutines ..
  202. EXTERNAL DAXPY, DLARFG, DSYMV, DSYR2, XERBLA
  203. * ..
  204. * .. External Functions ..
  205. LOGICAL LSAME
  206. DOUBLE PRECISION DDOT
  207. EXTERNAL LSAME, DDOT
  208. * ..
  209. * .. Intrinsic Functions ..
  210. INTRINSIC MAX, MIN
  211. * ..
  212. * .. Executable Statements ..
  213. *
  214. * Test the input parameters
  215. *
  216. INFO = 0
  217. UPPER = LSAME( UPLO, 'U' )
  218. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  219. INFO = -1
  220. ELSE IF( N.LT.0 ) THEN
  221. INFO = -2
  222. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  223. INFO = -4
  224. END IF
  225. IF( INFO.NE.0 ) THEN
  226. CALL XERBLA( 'DSYTD2', -INFO )
  227. RETURN
  228. END IF
  229. *
  230. * Quick return if possible
  231. *
  232. IF( N.LE.0 )
  233. $ RETURN
  234. *
  235. IF( UPPER ) THEN
  236. *
  237. * Reduce the upper triangle of A
  238. *
  239. DO 10 I = N - 1, 1, -1
  240. *
  241. * Generate elementary reflector H(i) = I - tau * v * v**T
  242. * to annihilate A(1:i-1,i+1)
  243. *
  244. CALL DLARFG( I, A( I, I+1 ), A( 1, I+1 ), 1, TAUI )
  245. E( I ) = A( I, I+1 )
  246. *
  247. IF( TAUI.NE.ZERO ) THEN
  248. *
  249. * Apply H(i) from both sides to A(1:i,1:i)
  250. *
  251. A( I, I+1 ) = ONE
  252. *
  253. * Compute x := tau * A * v storing x in TAU(1:i)
  254. *
  255. CALL DSYMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO,
  256. $ TAU, 1 )
  257. *
  258. * Compute w := x - 1/2 * tau * (x**T * v) * v
  259. *
  260. ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, A( 1, I+1 ), 1 )
  261. CALL DAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 )
  262. *
  263. * Apply the transformation as a rank-2 update:
  264. * A := A - v * w**T - w * v**T
  265. *
  266. CALL DSYR2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A,
  267. $ LDA )
  268. *
  269. A( I, I+1 ) = E( I )
  270. END IF
  271. D( I+1 ) = A( I+1, I+1 )
  272. TAU( I ) = TAUI
  273. 10 CONTINUE
  274. D( 1 ) = A( 1, 1 )
  275. ELSE
  276. *
  277. * Reduce the lower triangle of A
  278. *
  279. DO 20 I = 1, N - 1
  280. *
  281. * Generate elementary reflector H(i) = I - tau * v * v**T
  282. * to annihilate A(i+2:n,i)
  283. *
  284. CALL DLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
  285. $ TAUI )
  286. E( I ) = A( I+1, I )
  287. *
  288. IF( TAUI.NE.ZERO ) THEN
  289. *
  290. * Apply H(i) from both sides to A(i+1:n,i+1:n)
  291. *
  292. A( I+1, I ) = ONE
  293. *
  294. * Compute x := tau * A * v storing y in TAU(i:n-1)
  295. *
  296. CALL DSYMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA,
  297. $ A( I+1, I ), 1, ZERO, TAU( I ), 1 )
  298. *
  299. * Compute w := x - 1/2 * tau * (x**T * v) * v
  300. *
  301. ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, A( I+1, I ),
  302. $ 1 )
  303. CALL DAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 )
  304. *
  305. * Apply the transformation as a rank-2 update:
  306. * A := A - v * w**T - w * v**T
  307. *
  308. CALL DSYR2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1,
  309. $ A( I+1, I+1 ), LDA )
  310. *
  311. A( I+1, I ) = E( I )
  312. END IF
  313. D( I ) = A( I, I )
  314. TAU( I ) = TAUI
  315. 20 CONTINUE
  316. D( N ) = A( N, N )
  317. END IF
  318. *
  319. RETURN
  320. *
  321. * End of DSYTD2
  322. *
  323. END