LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ dlatrd()

subroutine dlatrd ( character uplo,
integer n,
integer nb,
double precision, dimension( lda, * ) a,
integer lda,
double precision, dimension( * ) e,
double precision, dimension( * ) tau,
double precision, dimension( ldw, * ) w,
integer ldw )

DLATRD reduces the first nb rows and columns of a symmetric/Hermitian matrix A to real tridiagonal form by an orthogonal similarity transformation.

Download DLATRD + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> DLATRD reduces NB rows and columns of a real symmetric matrix A to
!> symmetric tridiagonal form by an orthogonal similarity
!> transformation Q**T * A * Q, and returns the matrices V and W which are
!> needed to apply the transformation to the unreduced part of A.
!>
!> If UPLO = 'U', DLATRD reduces the last NB rows and columns of a
!> matrix, of which the upper triangle is supplied;
!> if UPLO = 'L', DLATRD reduces the first NB rows and columns of a
!> matrix, of which the lower triangle is supplied.
!>
!> This is an auxiliary routine called by DSYTRD.
!> 
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          Specifies whether the upper or lower triangular part of the
!>          symmetric matrix A is stored:
!>          = 'U': Upper triangular
!>          = 'L': Lower triangular
!> 
[in]N
!>          N is INTEGER
!>          The order of the matrix A.
!> 
[in]NB
!>          NB is INTEGER
!>          The number of rows and columns to be reduced.
!> 
[in,out]A
!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
!>          n-by-n upper triangular part of A contains the upper
!>          triangular part of the matrix A, and the strictly lower
!>          triangular part of A is not referenced.  If UPLO = 'L', the
!>          leading n-by-n lower triangular part of A contains the lower
!>          triangular part of the matrix A, and the strictly upper
!>          triangular part of A is not referenced.
!>          On exit:
!>          if UPLO = 'U', the last NB columns have been reduced to
!>            tridiagonal form, with the diagonal elements overwriting
!>            the diagonal elements of A; the elements above the diagonal
!>            with the array TAU, represent the orthogonal matrix Q as a
!>            product of elementary reflectors;
!>          if UPLO = 'L', the first NB columns have been reduced to
!>            tridiagonal form, with the diagonal elements overwriting
!>            the diagonal elements of A; the elements below the diagonal
!>            with the array TAU, represent the  orthogonal matrix Q as a
!>            product of elementary reflectors.
!>          See Further Details.
!> 
[in]LDA
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= (1,N).
!> 
[out]E
!>          E is DOUBLE PRECISION array, dimension (N-1)
!>          If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal
!>          elements of the last NB columns of the reduced matrix;
!>          if UPLO = 'L', E(1:nb) contains the subdiagonal elements of
!>          the first NB columns of the reduced matrix.
!> 
[out]TAU
!>          TAU is DOUBLE PRECISION array, dimension (N-1)
!>          The scalar factors of the elementary reflectors, stored in
!>          TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.
!>          See Further Details.
!> 
[out]W
!>          W is DOUBLE PRECISION array, dimension (LDW,NB)
!>          The n-by-nb matrix W required to update the unreduced part
!>          of A.
!> 
[in]LDW
!>          LDW is INTEGER
!>          The leading dimension of the array W. LDW >= max(1,N).
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!>
!>  If UPLO = 'U', the matrix Q is represented as a product of elementary
!>  reflectors
!>
!>     Q = H(n) H(n-1) . . . H(n-nb+1).
!>
!>  Each H(i) has the form
!>
!>     H(i) = I - tau * v * v**T
!>
!>  where tau is a real scalar, and v is a real vector with
!>  v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
!>  and tau in TAU(i-1).
!>
!>  If UPLO = 'L', the matrix Q is represented as a product of elementary
!>  reflectors
!>
!>     Q = H(1) H(2) . . . H(nb).
!>
!>  Each H(i) has the form
!>
!>     H(i) = I - tau * v * v**T
!>
!>  where tau is a real scalar, and v is a real vector with
!>  v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
!>  and tau in TAU(i).
!>
!>  The elements of the vectors v together form the n-by-nb matrix V
!>  which is needed, with W, to apply the transformation to the unreduced
!>  part of the matrix, using a symmetric rank-2k update of the form:
!>  A := A - V*W**T - W*V**T.
!>
!>  The contents of A on exit are illustrated by the following examples
!>  with n = 5 and nb = 2:
!>
!>  if UPLO = 'U':                       if UPLO = 'L':
!>
!>    (  a   a   a   v4  v5 )              (  d                  )
!>    (      a   a   v4  v5 )              (  1   d              )
!>    (          a   1   v5 )              (  v1  1   a          )
!>    (              d   1  )              (  v1  v2  a   a      )
!>    (                  d  )              (  v1  v2  a   a   a  )
!>
!>  where d denotes a diagonal element of the reduced matrix, a denotes
!>  an element of the original matrix that is unchanged, and vi denotes
!>  an element of the vector defining H(i).
!> 

Definition at line 195 of file dlatrd.f.

196*
197* -- LAPACK auxiliary routine --
198* -- LAPACK is a software package provided by Univ. of Tennessee, --
199* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
200*
201* .. Scalar Arguments ..
202 CHARACTER UPLO
203 INTEGER LDA, LDW, N, NB
204* ..
205* .. Array Arguments ..
206 DOUBLE PRECISION A( LDA, * ), E( * ), TAU( * ), W( LDW, * )
207* ..
208*
209* =====================================================================
210*
211* .. Parameters ..
212 DOUBLE PRECISION ZERO, ONE, HALF
213 parameter( zero = 0.0d+0, one = 1.0d+0, half = 0.5d+0 )
214* ..
215* .. Local Scalars ..
216 INTEGER I, IW
217 DOUBLE PRECISION ALPHA
218* ..
219* .. External Subroutines ..
220 EXTERNAL daxpy, dgemv, dlarfg, dscal, dsymv
221* ..
222* .. External Functions ..
223 LOGICAL LSAME
224 DOUBLE PRECISION DDOT
225 EXTERNAL lsame, ddot
226* ..
227* .. Intrinsic Functions ..
228 INTRINSIC min
229* ..
230* .. Executable Statements ..
231*
232* Quick return if possible
233*
234 IF( n.LE.0 )
235 $ RETURN
236*
237 IF( lsame( uplo, 'U' ) ) THEN
238*
239* Reduce last NB columns of upper triangle
240*
241 DO 10 i = n, n - nb + 1, -1
242 iw = i - n + nb
243 IF( i.LT.n ) THEN
244*
245* Update A(1:i,i)
246*
247 CALL dgemv( 'No transpose', i, n-i, -one, a( 1, i+1 ),
248 $ lda, w( i, iw+1 ), ldw, one, a( 1, i ), 1 )
249 CALL dgemv( 'No transpose', i, n-i, -one, w( 1,
250 $ iw+1 ),
251 $ ldw, a( i, i+1 ), lda, one, a( 1, i ), 1 )
252 END IF
253 IF( i.GT.1 ) THEN
254*
255* Generate elementary reflector H(i) to annihilate
256* A(1:i-2,i)
257*
258 CALL dlarfg( i-1, a( i-1, i ), a( 1, i ), 1,
259 $ 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,
269 $ iw+1 ),
270 $ ldw, a( 1, i ), 1, zero, w( i+1, iw ), 1 )
271 CALL dgemv( 'No transpose', i-1, n-i, -one,
272 $ a( 1, i+1 ), lda, w( i+1, iw ), 1, one,
273 $ w( 1, iw ), 1 )
274 CALL dgemv( 'Transpose', i-1, n-i, one, a( 1,
275 $ i+1 ),
276 $ lda, a( 1, i ), 1, zero, w( i+1, iw ), 1 )
277 CALL dgemv( 'No transpose', i-1, n-i, -one,
278 $ w( 1, iw+1 ), ldw, w( i+1, iw ), 1, one,
279 $ w( 1, iw ), 1 )
280 END IF
281 CALL dscal( i-1, tau( i-1 ), w( 1, iw ), 1 )
282 alpha = -half*tau( i-1 )*ddot( i-1, w( 1, iw ), 1,
283 $ a( 1, i ), 1 )
284 CALL daxpy( i-1, alpha, a( 1, i ), 1, w( 1, iw ), 1 )
285 END IF
286*
287 10 CONTINUE
288 ELSE
289*
290* Reduce first NB columns of lower triangle
291*
292 DO 20 i = 1, nb
293*
294* Update A(i:n,i)
295*
296 CALL dgemv( 'No transpose', n-i+1, i-1, -one, a( i, 1 ),
297 $ lda, w( i, 1 ), ldw, one, a( i, i ), 1 )
298 CALL dgemv( 'No transpose', n-i+1, i-1, -one, w( i, 1 ),
299 $ ldw, a( i, 1 ), lda, one, a( i, i ), 1 )
300 IF( i.LT.n ) THEN
301*
302* Generate elementary reflector H(i) to annihilate
303* A(i+2:n,i)
304*
305 CALL dlarfg( n-i, a( i+1, i ), a( min( i+2, n ), i ),
306 $ 1,
307 $ tau( i ) )
308 e( i ) = a( i+1, i )
309 a( i+1, i ) = one
310*
311* Compute W(i+1:n,i)
312*
313 CALL dsymv( 'Lower', n-i, one, a( i+1, i+1 ), lda,
314 $ a( i+1, i ), 1, zero, w( i+1, i ), 1 )
315 CALL dgemv( 'Transpose', n-i, i-1, one, w( i+1, 1 ),
316 $ ldw,
317 $ a( i+1, i ), 1, zero, w( 1, i ), 1 )
318 CALL dgemv( 'No transpose', n-i, i-1, -one, a( i+1,
319 $ 1 ),
320 $ lda, w( 1, i ), 1, one, w( i+1, i ), 1 )
321 CALL dgemv( 'Transpose', n-i, i-1, one, a( i+1, 1 ),
322 $ lda,
323 $ a( i+1, i ), 1, zero, w( 1, i ), 1 )
324 CALL dgemv( 'No transpose', n-i, i-1, -one, w( i+1,
325 $ 1 ),
326 $ ldw, w( 1, i ), 1, one, w( i+1, i ), 1 )
327 CALL dscal( n-i, tau( i ), w( i+1, i ), 1 )
328 alpha = -half*tau( i )*ddot( n-i, w( i+1, i ), 1,
329 $ a( i+1, i ), 1 )
330 CALL daxpy( n-i, alpha, a( i+1, i ), 1, w( i+1, i ),
331 $ 1 )
332 END IF
333*
334 20 CONTINUE
335 END IF
336*
337 RETURN
338*
339* End of DLATRD
340*
subroutine daxpy(n, da, dx, incx, dy, incy)
DAXPY
Definition daxpy.f:89
double precision function ddot(n, dx, incx, dy, incy)
DDOT
Definition ddot.f:82
subroutine dgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
DGEMV
Definition dgemv.f:158
subroutine dsymv(uplo, n, alpha, a, lda, x, incx, beta, y, incy)
DSYMV
Definition dsymv.f:152
subroutine dlarfg(n, alpha, x, incx, tau)
DLARFG generates an elementary reflector (Householder matrix).
Definition dlarfg.f:104
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine dscal(n, da, dx, incx)
DSCAL
Definition dscal.f:79
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