LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
dlatrd.f
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1 *> \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.
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
22 *
23 * .. Scalar Arguments ..
24 * CHARACTER UPLO
25 * INTEGER LDA, LDW, N, NB
26 * ..
27 * .. Array Arguments ..
28 * DOUBLE PRECISION A( LDA, * ), E( * ), TAU( * ), W( LDW, * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> DLATRD reduces NB rows and columns of a real symmetric matrix A to
38 *> symmetric tridiagonal form by an orthogonal similarity
39 *> transformation Q**T * A * Q, and returns the matrices V and W which are
40 *> needed to apply the transformation to the unreduced part of A.
41 *>
42 *> If UPLO = 'U', DLATRD reduces the last NB rows and columns of a
43 *> matrix, of which the upper triangle is supplied;
44 *> if UPLO = 'L', DLATRD reduces the first NB rows and columns of a
45 *> matrix, of which the lower triangle is supplied.
46 *>
47 *> This is an auxiliary routine called by DSYTRD.
48 *> \endverbatim
49 *
50 * Arguments:
51 * ==========
52 *
53 *> \param[in] UPLO
54 *> \verbatim
55 *> UPLO is CHARACTER*1
56 *> Specifies whether the upper or lower triangular part of the
57 *> symmetric matrix A is stored:
58 *> = 'U': Upper triangular
59 *> = 'L': Lower triangular
60 *> \endverbatim
61 *>
62 *> \param[in] N
63 *> \verbatim
64 *> N is INTEGER
65 *> The order of the matrix A.
66 *> \endverbatim
67 *>
68 *> \param[in] NB
69 *> \verbatim
70 *> NB is INTEGER
71 *> The number of rows and columns to be reduced.
72 *> \endverbatim
73 *>
74 *> \param[in,out] A
75 *> \verbatim
76 *> A is DOUBLE PRECISION array, dimension (LDA,N)
77 *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
78 *> n-by-n upper triangular part of A contains the upper
79 *> triangular part of the matrix A, and the strictly lower
80 *> triangular part of A is not referenced. If UPLO = 'L', the
81 *> leading n-by-n lower triangular part of A contains the lower
82 *> triangular part of the matrix A, and the strictly upper
83 *> triangular part of A is not referenced.
84 *> On exit:
85 *> if UPLO = 'U', the last NB columns have been reduced to
86 *> tridiagonal form, with the diagonal elements overwriting
87 *> the diagonal elements of A; the elements above the diagonal
88 *> with the array TAU, represent the orthogonal matrix Q as a
89 *> product of elementary reflectors;
90 *> if UPLO = 'L', the first NB columns have been reduced to
91 *> tridiagonal form, with the diagonal elements overwriting
92 *> the diagonal elements of A; the elements below the diagonal
93 *> with the array TAU, represent the orthogonal matrix Q as a
94 *> product of elementary reflectors.
95 *> See Further Details.
96 *> \endverbatim
97 *>
98 *> \param[in] LDA
99 *> \verbatim
100 *> LDA is INTEGER
101 *> The leading dimension of the array A. LDA >= (1,N).
102 *> \endverbatim
103 *>
104 *> \param[out] E
105 *> \verbatim
106 *> E is DOUBLE PRECISION array, dimension (N-1)
107 *> If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal
108 *> elements of the last NB columns of the reduced matrix;
109 *> if UPLO = 'L', E(1:nb) contains the subdiagonal elements of
110 *> the first NB columns of the reduced matrix.
111 *> \endverbatim
112 *>
113 *> \param[out] TAU
114 *> \verbatim
115 *> TAU is DOUBLE PRECISION array, dimension (N-1)
116 *> The scalar factors of the elementary reflectors, stored in
117 *> TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.
118 *> See Further Details.
119 *> \endverbatim
120 *>
121 *> \param[out] W
122 *> \verbatim
123 *> W is DOUBLE PRECISION array, dimension (LDW,NB)
124 *> The n-by-nb matrix W required to update the unreduced part
125 *> of A.
126 *> \endverbatim
127 *>
128 *> \param[in] LDW
129 *> \verbatim
130 *> LDW is INTEGER
131 *> The leading dimension of the array W. LDW >= max(1,N).
132 *> \endverbatim
133 *
134 * Authors:
135 * ========
136 *
137 *> \author Univ. of Tennessee
138 *> \author Univ. of California Berkeley
139 *> \author Univ. of Colorado Denver
140 *> \author NAG Ltd.
141 *
142 *> \date September 2012
143 *
144 *> \ingroup doubleOTHERauxiliary
145 *
146 *> \par Further Details:
147 * =====================
148 *>
149 *> \verbatim
150 *>
151 *> If UPLO = 'U', the matrix Q is represented as a product of elementary
152 *> reflectors
153 *>
154 *> Q = H(n) H(n-1) . . . H(n-nb+1).
155 *>
156 *> Each H(i) has the form
157 *>
158 *> H(i) = I - tau * v * v**T
159 *>
160 *> where tau is a real scalar, and v is a real vector with
161 *> v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
162 *> and tau in TAU(i-1).
163 *>
164 *> If UPLO = 'L', the matrix Q is represented as a product of elementary
165 *> reflectors
166 *>
167 *> Q = H(1) H(2) . . . H(nb).
168 *>
169 *> Each H(i) has the form
170 *>
171 *> H(i) = I - tau * v * v**T
172 *>
173 *> where tau is a real scalar, and v is a real vector with
174 *> v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
175 *> and tau in TAU(i).
176 *>
177 *> The elements of the vectors v together form the n-by-nb matrix V
178 *> which is needed, with W, to apply the transformation to the unreduced
179 *> part of the matrix, using a symmetric rank-2k update of the form:
180 *> A := A - V*W**T - W*V**T.
181 *>
182 *> The contents of A on exit are illustrated by the following examples
183 *> with n = 5 and nb = 2:
184 *>
185 *> if UPLO = 'U': if UPLO = 'L':
186 *>
187 *> ( a a a v4 v5 ) ( d )
188 *> ( a a v4 v5 ) ( 1 d )
189 *> ( a 1 v5 ) ( v1 1 a )
190 *> ( d 1 ) ( v1 v2 a a )
191 *> ( d ) ( v1 v2 a a a )
192 *>
193 *> where d denotes a diagonal element of the reduced matrix, a denotes
194 *> an element of the original matrix that is unchanged, and vi denotes
195 *> an element of the vector defining H(i).
196 *> \endverbatim
197 *>
198 * =====================================================================
199  SUBROUTINE dlatrd( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
200 *
201 * -- LAPACK auxiliary routine (version 3.4.2) --
202 * -- LAPACK is a software package provided by Univ. of Tennessee, --
203 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
204 * September 2012
205 *
206 * .. Scalar Arguments ..
207  CHARACTER UPLO
208  INTEGER LDA, LDW, N, NB
209 * ..
210 * .. Array Arguments ..
211  DOUBLE PRECISION A( lda, * ), E( * ), TAU( * ), W( ldw, * )
212 * ..
213 *
214 * =====================================================================
215 *
216 * .. Parameters ..
217  DOUBLE PRECISION ZERO, ONE, HALF
218  parameter ( zero = 0.0d+0, one = 1.0d+0, half = 0.5d+0 )
219 * ..
220 * .. Local Scalars ..
221  INTEGER I, IW
222  DOUBLE PRECISION ALPHA
223 * ..
224 * .. External Subroutines ..
225  EXTERNAL daxpy, dgemv, dlarfg, dscal, dsymv
226 * ..
227 * .. External Functions ..
228  LOGICAL LSAME
229  DOUBLE PRECISION DDOT
230  EXTERNAL lsame, ddot
231 * ..
232 * .. Intrinsic Functions ..
233  INTRINSIC min
234 * ..
235 * .. Executable Statements ..
236 *
237 * Quick return if possible
238 *
239  IF( n.LE.0 )
240  \$ RETURN
241 *
242  IF( lsame( uplo, 'U' ) ) THEN
243 *
244 * Reduce last NB columns of upper triangle
245 *
246  DO 10 i = n, n - nb + 1, -1
247  iw = i - n + nb
248  IF( i.LT.n ) THEN
249 *
250 * Update A(1:i,i)
251 *
252  CALL dgemv( 'No transpose', i, n-i, -one, a( 1, i+1 ),
253  \$ lda, w( i, iw+1 ), ldw, one, a( 1, i ), 1 )
254  CALL dgemv( 'No transpose', i, n-i, -one, w( 1, iw+1 ),
255  \$ ldw, a( i, i+1 ), lda, one, a( 1, i ), 1 )
256  END IF
257  IF( i.GT.1 ) THEN
258 *
259 * Generate elementary reflector H(i) to annihilate
260 * A(1:i-2,i)
261 *
262  CALL dlarfg( i-1, a( i-1, i ), a( 1, i ), 1, tau( i-1 ) )
263  e( i-1 ) = a( i-1, i )
264  a( i-1, i ) = one
265 *
266 * Compute W(1:i-1,i)
267 *
268  CALL dsymv( 'Upper', i-1, one, a, lda, a( 1, i ), 1,
269  \$ zero, w( 1, iw ), 1 )
270  IF( i.LT.n ) THEN
271  CALL dgemv( 'Transpose', i-1, n-i, one, w( 1, iw+1 ),
272  \$ ldw, a( 1, i ), 1, zero, w( i+1, iw ), 1 )
273  CALL dgemv( 'No transpose', i-1, n-i, -one,
274  \$ a( 1, i+1 ), lda, w( i+1, iw ), 1, one,
275  \$ w( 1, iw ), 1 )
276  CALL dgemv( 'Transpose', i-1, n-i, one, a( 1, i+1 ),
277  \$ lda, a( 1, i ), 1, zero, w( i+1, iw ), 1 )
278  CALL dgemv( 'No transpose', i-1, n-i, -one,
279  \$ w( 1, iw+1 ), ldw, w( i+1, iw ), 1, one,
280  \$ w( 1, iw ), 1 )
281  END IF
282  CALL dscal( i-1, tau( i-1 ), w( 1, iw ), 1 )
283  alpha = -half*tau( i-1 )*ddot( i-1, w( 1, iw ), 1,
284  \$ a( 1, i ), 1 )
285  CALL daxpy( i-1, alpha, a( 1, i ), 1, w( 1, iw ), 1 )
286  END IF
287 *
288  10 CONTINUE
289  ELSE
290 *
291 * Reduce first NB columns of lower triangle
292 *
293  DO 20 i = 1, nb
294 *
295 * Update A(i:n,i)
296 *
297  CALL dgemv( 'No transpose', n-i+1, i-1, -one, a( i, 1 ),
298  \$ lda, w( i, 1 ), ldw, one, a( i, i ), 1 )
299  CALL dgemv( 'No transpose', n-i+1, i-1, -one, w( i, 1 ),
300  \$ ldw, a( i, 1 ), lda, one, a( i, i ), 1 )
301  IF( i.LT.n ) THEN
302 *
303 * Generate elementary reflector H(i) to annihilate
304 * A(i+2:n,i)
305 *
306  CALL dlarfg( n-i, a( i+1, i ), a( min( i+2, n ), i ), 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 ), ldw,
316  \$ a( i+1, i ), 1, zero, w( 1, i ), 1 )
317  CALL dgemv( 'No transpose', n-i, i-1, -one, a( i+1, 1 ),
318  \$ lda, w( 1, i ), 1, one, w( i+1, i ), 1 )
319  CALL dgemv( 'Transpose', n-i, i-1, one, a( i+1, 1 ), lda,
320  \$ a( i+1, i ), 1, zero, w( 1, i ), 1 )
321  CALL dgemv( 'No transpose', n-i, i-1, -one, w( i+1, 1 ),
322  \$ ldw, w( 1, i ), 1, one, w( i+1, i ), 1 )
323  CALL dscal( n-i, tau( i ), w( i+1, i ), 1 )
324  alpha = -half*tau( i )*ddot( n-i, w( i+1, i ), 1,
325  \$ a( i+1, i ), 1 )
326  CALL daxpy( n-i, alpha, a( i+1, i ), 1, w( i+1, i ), 1 )
327  END IF
328 *
329  20 CONTINUE
330  END IF
331 *
332  RETURN
333 *
334 * End of DLATRD
335 *
336  END
subroutine dgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DGEMV
Definition: dgemv.f:158
subroutine daxpy(N, DA, DX, INCX, DY, INCY)
DAXPY
Definition: daxpy.f:54
subroutine dscal(N, DA, DX, INCX)
DSCAL
Definition: dscal.f:55
subroutine dlarfg(N, ALPHA, X, INCX, TAU)
DLARFG generates an elementary reflector (Householder matrix).
Definition: dlarfg.f:108
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 fo...
Definition: dlatrd.f:200
subroutine dsymv(UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DSYMV
Definition: dsymv.f:154