dlatrd
C DLATRD SOURCE BP208322 22/09/16 21:15:04 11454 *> \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. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLATRD + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlatrd.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlatrd.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlatrd.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER LDA, LDW, N, NB * .. * .. Array Arguments .. * REAL*8 A( LDA, * ), E( * ), TAU( * ), W( LDW, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> 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. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> 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 *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. *> \endverbatim *> *> \param[in] NB *> \verbatim *> NB is INTEGER *> The number of rows and columns to be reduced. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is REAL*8 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. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= (1,N). *> \endverbatim *> *> \param[out] E *> \verbatim *> E is REAL*8 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. *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is REAL*8 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. *> \endverbatim *> *> \param[out] W *> \verbatim *> W is REAL*8 array, dimension (LDW,NB) *> The n-by-nb matrix W required to update the unreduced part *> of A. *> \endverbatim *> *> \param[in] LDW *> \verbatim *> LDW is INTEGER *> The leading dimension of the array W. LDW >= max(1,N). *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup doubleOTHERauxiliary * *> \par Further Details: * ===================== *> *> \verbatim *> *> 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). *> \endverbatim *> * ===================================================================== SUBROUTINE DLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW ) * * -- LAPACK auxiliary routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER UPLO INTEGER LDA, LDW, N, NB * .. * .. Array Arguments .. REAL*8 A( LDA, * ), E( * ), TAU( * ), W( LDW, * ) * .. * * ===================================================================== * * .. Parameters .. * .. * .. Local Scalars .. INTEGER I, IW * .. * .. External Subroutines .. * .. * .. External Functions .. LOGICAL LSAME * .. * .. Intrinsic Functions .. * INTRINSIC MIN * .. * .. Executable Statements .. * * Quick return if possible * IF( N.LE.0 ) $ RETURN * * * Reduce last NB columns of upper triangle * DO 10 I = N, N - NB + 1, -1 IW = I - N + NB IF( I.LT.N ) THEN * * Update A(1:i,i) * $ LDA, W( I, IW+1 ), LDW, ONE, A( 1, I ), 1 ) $ LDW, A( I, I+1 ), LDA, ONE, A( 1, I ), 1 ) END IF IF( I.GT.1 ) THEN * * Generate elementary reflector H(i) to annihilate * A(1:i-2,i) * E( I-1 ) = A( I-1, I ) A( I-1, I ) = ONE * * Compute W(1:i-1,i) * CALL DSYMV( 'Upper', I-1, ONE, A, LDA, A( 1, I ), 1, IF( I.LT.N ) THEN $ A( 1, I+1 ), LDA, W( I+1, IW ), 1, ONE, $ W( 1, IW ), 1 ) $ W( 1, IW+1 ), LDW, W( I+1, IW ), 1, ONE, $ W( 1, IW ), 1 ) END IF $ A( 1, I ), 1 ) END IF * 10 CONTINUE ELSE * * Reduce first NB columns of lower triangle * DO 20 I = 1, NB * * Update A(i:n,i) * $ LDA, W( I, 1 ), LDW, ONE, A( I, I ), 1 ) $ LDW, A( I, 1 ), LDA, ONE, A( I, I ), 1 ) IF( I.LT.N ) THEN * * Generate elementary reflector H(i) to annihilate * A(i+2:n,i) * $ TAU( I ) ) E( I ) = A( I+1, I ) A( I+1, I ) = ONE * * Compute W(i+1:n,i) * CALL DSYMV( 'Lower', N-I, ONE, A( I+1, I+1 ), LDA, $ LDA, W( 1, I ), 1, ONE, W( I+1, I ), 1 ) $ LDW, W( 1, I ), 1, ONE, W( I+1, I ), 1 ) $ A( I+1, I ), 1 ) END IF * 20 CONTINUE END IF * RETURN * * End of DLATRD * END
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