LAPACK  3.4.2
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dlatrd.f File Reference

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Functions/Subroutines

subroutine dlatrd (UPLO, N, NB, A, LDA, E, TAU, W, LDW)
 DLATRD reduces the first nb rows and columns of a symmetric/Hermitian matrix A to real tridiagonal form by an orthogonal similarity transformation.

Function/Subroutine Documentation

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.
Date:
September 2012
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 199 of file dlatrd.f.

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