LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE SSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.3.1) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * -- April 2011 -- 00007 * 00008 * .. Scalar Arguments .. 00009 CHARACTER UPLO 00010 INTEGER INFO, LDA, N 00011 * .. 00012 * .. Array Arguments .. 00013 REAL A( LDA, * ), D( * ), E( * ), TAU( * ) 00014 * .. 00015 * 00016 * Purpose 00017 * ======= 00018 * 00019 * SSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal 00020 * form T by an orthogonal similarity transformation: Q**T * A * Q = T. 00021 * 00022 * Arguments 00023 * ========= 00024 * 00025 * UPLO (input) CHARACTER*1 00026 * Specifies whether the upper or lower triangular part of the 00027 * symmetric matrix A is stored: 00028 * = 'U': Upper triangular 00029 * = 'L': Lower triangular 00030 * 00031 * N (input) INTEGER 00032 * The order of the matrix A. N >= 0. 00033 * 00034 * A (input/output) REAL array, dimension (LDA,N) 00035 * On entry, the symmetric matrix A. If UPLO = 'U', the leading 00036 * n-by-n upper triangular part of A contains the upper 00037 * triangular part of the matrix A, and the strictly lower 00038 * triangular part of A is not referenced. If UPLO = 'L', the 00039 * leading n-by-n lower triangular part of A contains the lower 00040 * triangular part of the matrix A, and the strictly upper 00041 * triangular part of A is not referenced. 00042 * On exit, if UPLO = 'U', the diagonal and first superdiagonal 00043 * of A are overwritten by the corresponding elements of the 00044 * tridiagonal matrix T, and the elements above the first 00045 * superdiagonal, with the array TAU, represent the orthogonal 00046 * matrix Q as a product of elementary reflectors; if UPLO 00047 * = 'L', the diagonal and first subdiagonal of A are over- 00048 * written by the corresponding elements of the tridiagonal 00049 * matrix T, and the elements below the first subdiagonal, with 00050 * the array TAU, represent the orthogonal matrix Q as a product 00051 * of elementary reflectors. See Further Details. 00052 * 00053 * LDA (input) INTEGER 00054 * The leading dimension of the array A. LDA >= max(1,N). 00055 * 00056 * D (output) REAL array, dimension (N) 00057 * The diagonal elements of the tridiagonal matrix T: 00058 * D(i) = A(i,i). 00059 * 00060 * E (output) REAL array, dimension (N-1) 00061 * The off-diagonal elements of the tridiagonal matrix T: 00062 * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'. 00063 * 00064 * TAU (output) REAL array, dimension (N-1) 00065 * The scalar factors of the elementary reflectors (see Further 00066 * Details). 00067 * 00068 * INFO (output) INTEGER 00069 * = 0: successful exit 00070 * < 0: if INFO = -i, the i-th argument had an illegal value. 00071 * 00072 * Further Details 00073 * =============== 00074 * 00075 * If UPLO = 'U', the matrix Q is represented as a product of elementary 00076 * reflectors 00077 * 00078 * Q = H(n-1) . . . H(2) H(1). 00079 * 00080 * Each H(i) has the form 00081 * 00082 * H(i) = I - tau * v * v**T 00083 * 00084 * where tau is a real scalar, and v is a real vector with 00085 * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in 00086 * A(1:i-1,i+1), and tau in TAU(i). 00087 * 00088 * If UPLO = 'L', the matrix Q is represented as a product of elementary 00089 * reflectors 00090 * 00091 * Q = H(1) H(2) . . . H(n-1). 00092 * 00093 * Each H(i) has the form 00094 * 00095 * H(i) = I - tau * v * v**T 00096 * 00097 * where tau is a real scalar, and v is a real vector with 00098 * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), 00099 * and tau in TAU(i). 00100 * 00101 * The contents of A on exit are illustrated by the following examples 00102 * with n = 5: 00103 * 00104 * if UPLO = 'U': if UPLO = 'L': 00105 * 00106 * ( d e v2 v3 v4 ) ( d ) 00107 * ( d e v3 v4 ) ( e d ) 00108 * ( d e v4 ) ( v1 e d ) 00109 * ( d e ) ( v1 v2 e d ) 00110 * ( d ) ( v1 v2 v3 e d ) 00111 * 00112 * where d and e denote diagonal and off-diagonal elements of T, and vi 00113 * denotes an element of the vector defining H(i). 00114 * 00115 * ===================================================================== 00116 * 00117 * .. Parameters .. 00118 REAL ONE, ZERO, HALF 00119 PARAMETER ( ONE = 1.0, ZERO = 0.0, HALF = 1.0 / 2.0 ) 00120 * .. 00121 * .. Local Scalars .. 00122 LOGICAL UPPER 00123 INTEGER I 00124 REAL ALPHA, TAUI 00125 * .. 00126 * .. External Subroutines .. 00127 EXTERNAL SAXPY, SLARFG, SSYMV, SSYR2, XERBLA 00128 * .. 00129 * .. External Functions .. 00130 LOGICAL LSAME 00131 REAL SDOT 00132 EXTERNAL LSAME, SDOT 00133 * .. 00134 * .. Intrinsic Functions .. 00135 INTRINSIC MAX, MIN 00136 * .. 00137 * .. Executable Statements .. 00138 * 00139 * Test the input parameters 00140 * 00141 INFO = 0 00142 UPPER = LSAME( UPLO, 'U' ) 00143 IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 00144 INFO = -1 00145 ELSE IF( N.LT.0 ) THEN 00146 INFO = -2 00147 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN 00148 INFO = -4 00149 END IF 00150 IF( INFO.NE.0 ) THEN 00151 CALL XERBLA( 'SSYTD2', -INFO ) 00152 RETURN 00153 END IF 00154 * 00155 * Quick return if possible 00156 * 00157 IF( N.LE.0 ) 00158 $ RETURN 00159 * 00160 IF( UPPER ) THEN 00161 * 00162 * Reduce the upper triangle of A 00163 * 00164 DO 10 I = N - 1, 1, -1 00165 * 00166 * Generate elementary reflector H(i) = I - tau * v * v**T 00167 * to annihilate A(1:i-1,i+1) 00168 * 00169 CALL SLARFG( I, A( I, I+1 ), A( 1, I+1 ), 1, TAUI ) 00170 E( I ) = A( I, I+1 ) 00171 * 00172 IF( TAUI.NE.ZERO ) THEN 00173 * 00174 * Apply H(i) from both sides to A(1:i,1:i) 00175 * 00176 A( I, I+1 ) = ONE 00177 * 00178 * Compute x := tau * A * v storing x in TAU(1:i) 00179 * 00180 CALL SSYMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO, 00181 $ TAU, 1 ) 00182 * 00183 * Compute w := x - 1/2 * tau * (x**T * v) * v 00184 * 00185 ALPHA = -HALF*TAUI*SDOT( I, TAU, 1, A( 1, I+1 ), 1 ) 00186 CALL SAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 ) 00187 * 00188 * Apply the transformation as a rank-2 update: 00189 * A := A - v * w**T - w * v**T 00190 * 00191 CALL SSYR2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A, 00192 $ LDA ) 00193 * 00194 A( I, I+1 ) = E( I ) 00195 END IF 00196 D( I+1 ) = A( I+1, I+1 ) 00197 TAU( I ) = TAUI 00198 10 CONTINUE 00199 D( 1 ) = A( 1, 1 ) 00200 ELSE 00201 * 00202 * Reduce the lower triangle of A 00203 * 00204 DO 20 I = 1, N - 1 00205 * 00206 * Generate elementary reflector H(i) = I - tau * v * v**T 00207 * to annihilate A(i+2:n,i) 00208 * 00209 CALL SLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1, 00210 $ TAUI ) 00211 E( I ) = A( I+1, I ) 00212 * 00213 IF( TAUI.NE.ZERO ) THEN 00214 * 00215 * Apply H(i) from both sides to A(i+1:n,i+1:n) 00216 * 00217 A( I+1, I ) = ONE 00218 * 00219 * Compute x := tau * A * v storing y in TAU(i:n-1) 00220 * 00221 CALL SSYMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA, 00222 $ A( I+1, I ), 1, ZERO, TAU( I ), 1 ) 00223 * 00224 * Compute w := x - 1/2 * tau * (x**T * v) * v 00225 * 00226 ALPHA = -HALF*TAUI*SDOT( N-I, TAU( I ), 1, A( I+1, I ), 00227 $ 1 ) 00228 CALL SAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 ) 00229 * 00230 * Apply the transformation as a rank-2 update: 00231 * A := A - v * w**T - w * v**T 00232 * 00233 CALL SSYR2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1, 00234 $ A( I+1, I+1 ), LDA ) 00235 * 00236 A( I+1, I ) = E( I ) 00237 END IF 00238 D( I ) = A( I, I ) 00239 TAU( I ) = TAUI 00240 20 CONTINUE 00241 D( N ) = A( N, N ) 00242 END IF 00243 * 00244 RETURN 00245 * 00246 * End of SSYTD2 00247 * 00248 END