Annotation of rpl/lapack/lapack/dsptrd.f, revision 1.18

1.9       bertrand    1: *> \brief \b DSPTRD
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.15      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.15      bertrand    9: *> Download DSPTRD + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsptrd.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsptrd.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsptrd.f">
1.9       bertrand   15: *> [TXT]</a>
1.15      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO )
1.15      bertrand   22: *
1.9       bertrand   23: *       .. Scalar Arguments ..
                     24: *       CHARACTER          UPLO
                     25: *       INTEGER            INFO, N
                     26: *       ..
                     27: *       .. Array Arguments ..
                     28: *       DOUBLE PRECISION   AP( * ), D( * ), E( * ), TAU( * )
                     29: *       ..
1.15      bertrand   30: *
1.9       bertrand   31: *
                     32: *> \par Purpose:
                     33: *  =============
                     34: *>
                     35: *> \verbatim
                     36: *>
                     37: *> DSPTRD reduces a real symmetric matrix A stored in packed form to
                     38: *> symmetric tridiagonal form T by an orthogonal similarity
                     39: *> transformation: Q**T * A * Q = T.
                     40: *> \endverbatim
                     41: *
                     42: *  Arguments:
                     43: *  ==========
                     44: *
                     45: *> \param[in] UPLO
                     46: *> \verbatim
                     47: *>          UPLO is CHARACTER*1
                     48: *>          = 'U':  Upper triangle of A is stored;
                     49: *>          = 'L':  Lower triangle of A is stored.
                     50: *> \endverbatim
                     51: *>
                     52: *> \param[in] N
                     53: *> \verbatim
                     54: *>          N is INTEGER
                     55: *>          The order of the matrix A.  N >= 0.
                     56: *> \endverbatim
                     57: *>
                     58: *> \param[in,out] AP
                     59: *> \verbatim
                     60: *>          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
                     61: *>          On entry, the upper or lower triangle of the symmetric matrix
                     62: *>          A, packed columnwise in a linear array.  The j-th column of A
                     63: *>          is stored in the array AP as follows:
                     64: *>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
                     65: *>          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
                     66: *>          On exit, if UPLO = 'U', the diagonal and first superdiagonal
                     67: *>          of A are overwritten by the corresponding elements of the
                     68: *>          tridiagonal matrix T, and the elements above the first
                     69: *>          superdiagonal, with the array TAU, represent the orthogonal
                     70: *>          matrix Q as a product of elementary reflectors; if UPLO
                     71: *>          = 'L', the diagonal and first subdiagonal of A are over-
                     72: *>          written by the corresponding elements of the tridiagonal
                     73: *>          matrix T, and the elements below the first subdiagonal, with
                     74: *>          the array TAU, represent the orthogonal matrix Q as a product
                     75: *>          of elementary reflectors. See Further Details.
                     76: *> \endverbatim
                     77: *>
                     78: *> \param[out] D
                     79: *> \verbatim
                     80: *>          D is DOUBLE PRECISION array, dimension (N)
                     81: *>          The diagonal elements of the tridiagonal matrix T:
                     82: *>          D(i) = A(i,i).
                     83: *> \endverbatim
                     84: *>
                     85: *> \param[out] E
                     86: *> \verbatim
                     87: *>          E is DOUBLE PRECISION array, dimension (N-1)
                     88: *>          The off-diagonal elements of the tridiagonal matrix T:
                     89: *>          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
                     90: *> \endverbatim
                     91: *>
                     92: *> \param[out] TAU
                     93: *> \verbatim
                     94: *>          TAU is DOUBLE PRECISION array, dimension (N-1)
                     95: *>          The scalar factors of the elementary reflectors (see Further
                     96: *>          Details).
                     97: *> \endverbatim
                     98: *>
                     99: *> \param[out] INFO
                    100: *> \verbatim
                    101: *>          INFO is INTEGER
                    102: *>          = 0:  successful exit
                    103: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    104: *> \endverbatim
                    105: *
                    106: *  Authors:
                    107: *  ========
                    108: *
1.15      bertrand  109: *> \author Univ. of Tennessee
                    110: *> \author Univ. of California Berkeley
                    111: *> \author Univ. of Colorado Denver
                    112: *> \author NAG Ltd.
1.9       bertrand  113: *
                    114: *> \ingroup doubleOTHERcomputational
                    115: *
                    116: *> \par Further Details:
                    117: *  =====================
                    118: *>
                    119: *> \verbatim
                    120: *>
                    121: *>  If UPLO = 'U', the matrix Q is represented as a product of elementary
                    122: *>  reflectors
                    123: *>
                    124: *>     Q = H(n-1) . . . H(2) H(1).
                    125: *>
                    126: *>  Each H(i) has the form
                    127: *>
                    128: *>     H(i) = I - tau * v * v**T
                    129: *>
                    130: *>  where tau is a real scalar, and v is a real vector with
                    131: *>  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
                    132: *>  overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
                    133: *>
                    134: *>  If UPLO = 'L', the matrix Q is represented as a product of elementary
                    135: *>  reflectors
                    136: *>
                    137: *>     Q = H(1) H(2) . . . H(n-1).
                    138: *>
                    139: *>  Each H(i) has the form
                    140: *>
                    141: *>     H(i) = I - tau * v * v**T
                    142: *>
                    143: *>  where tau is a real scalar, and v is a real vector with
                    144: *>  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
                    145: *>  overwriting A(i+2:n,i), and tau is stored in TAU(i).
                    146: *> \endverbatim
                    147: *>
                    148: *  =====================================================================
1.1       bertrand  149:       SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO )
                    150: *
1.18    ! bertrand  151: *  -- LAPACK computational routine --
1.1       bertrand  152: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    153: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    154: *
                    155: *     .. Scalar Arguments ..
                    156:       CHARACTER          UPLO
                    157:       INTEGER            INFO, N
                    158: *     ..
                    159: *     .. Array Arguments ..
                    160:       DOUBLE PRECISION   AP( * ), D( * ), E( * ), TAU( * )
                    161: *     ..
                    162: *
                    163: *  =====================================================================
                    164: *
                    165: *     .. Parameters ..
                    166:       DOUBLE PRECISION   ONE, ZERO, HALF
                    167:       PARAMETER          ( ONE = 1.0D0, ZERO = 0.0D0,
                    168:      $                   HALF = 1.0D0 / 2.0D0 )
                    169: *     ..
                    170: *     .. Local Scalars ..
                    171:       LOGICAL            UPPER
                    172:       INTEGER            I, I1, I1I1, II
                    173:       DOUBLE PRECISION   ALPHA, TAUI
                    174: *     ..
                    175: *     .. External Subroutines ..
                    176:       EXTERNAL           DAXPY, DLARFG, DSPMV, DSPR2, XERBLA
                    177: *     ..
                    178: *     .. External Functions ..
                    179:       LOGICAL            LSAME
                    180:       DOUBLE PRECISION   DDOT
                    181:       EXTERNAL           LSAME, DDOT
                    182: *     ..
                    183: *     .. Executable Statements ..
                    184: *
                    185: *     Test the input parameters
                    186: *
                    187:       INFO = 0
                    188:       UPPER = LSAME( UPLO, 'U' )
                    189:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    190:          INFO = -1
                    191:       ELSE IF( N.LT.0 ) THEN
                    192:          INFO = -2
                    193:       END IF
                    194:       IF( INFO.NE.0 ) THEN
                    195:          CALL XERBLA( 'DSPTRD', -INFO )
                    196:          RETURN
                    197:       END IF
                    198: *
                    199: *     Quick return if possible
                    200: *
                    201:       IF( N.LE.0 )
                    202:      $   RETURN
                    203: *
                    204:       IF( UPPER ) THEN
                    205: *
                    206: *        Reduce the upper triangle of A.
                    207: *        I1 is the index in AP of A(1,I+1).
                    208: *
                    209:          I1 = N*( N-1 ) / 2 + 1
                    210:          DO 10 I = N - 1, 1, -1
                    211: *
1.8       bertrand  212: *           Generate elementary reflector H(i) = I - tau * v * v**T
1.1       bertrand  213: *           to annihilate A(1:i-1,i+1)
                    214: *
                    215:             CALL DLARFG( I, AP( I1+I-1 ), AP( I1 ), 1, TAUI )
                    216:             E( I ) = AP( I1+I-1 )
                    217: *
                    218:             IF( TAUI.NE.ZERO ) THEN
                    219: *
                    220: *              Apply H(i) from both sides to A(1:i,1:i)
                    221: *
                    222:                AP( I1+I-1 ) = ONE
                    223: *
                    224: *              Compute  y := tau * A * v  storing y in TAU(1:i)
                    225: *
                    226:                CALL DSPMV( UPLO, I, TAUI, AP, AP( I1 ), 1, ZERO, TAU,
                    227:      $                     1 )
                    228: *
1.8       bertrand  229: *              Compute  w := y - 1/2 * tau * (y**T *v) * v
1.1       bertrand  230: *
                    231:                ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, AP( I1 ), 1 )
                    232:                CALL DAXPY( I, ALPHA, AP( I1 ), 1, TAU, 1 )
                    233: *
                    234: *              Apply the transformation as a rank-2 update:
1.8       bertrand  235: *                 A := A - v * w**T - w * v**T
1.1       bertrand  236: *
                    237:                CALL DSPR2( UPLO, I, -ONE, AP( I1 ), 1, TAU, 1, AP )
                    238: *
                    239:                AP( I1+I-1 ) = E( I )
                    240:             END IF
                    241:             D( I+1 ) = AP( I1+I )
                    242:             TAU( I ) = TAUI
                    243:             I1 = I1 - I
                    244:    10    CONTINUE
                    245:          D( 1 ) = AP( 1 )
                    246:       ELSE
                    247: *
                    248: *        Reduce the lower triangle of A. II is the index in AP of
                    249: *        A(i,i) and I1I1 is the index of A(i+1,i+1).
                    250: *
                    251:          II = 1
                    252:          DO 20 I = 1, N - 1
                    253:             I1I1 = II + N - I + 1
                    254: *
1.8       bertrand  255: *           Generate elementary reflector H(i) = I - tau * v * v**T
1.1       bertrand  256: *           to annihilate A(i+2:n,i)
                    257: *
                    258:             CALL DLARFG( N-I, AP( II+1 ), AP( II+2 ), 1, TAUI )
                    259:             E( I ) = AP( II+1 )
                    260: *
                    261:             IF( TAUI.NE.ZERO ) THEN
                    262: *
                    263: *              Apply H(i) from both sides to A(i+1:n,i+1:n)
                    264: *
                    265:                AP( II+1 ) = ONE
                    266: *
                    267: *              Compute  y := tau * A * v  storing y in TAU(i:n-1)
                    268: *
                    269:                CALL DSPMV( UPLO, N-I, TAUI, AP( I1I1 ), AP( II+1 ), 1,
                    270:      $                     ZERO, TAU( I ), 1 )
                    271: *
1.8       bertrand  272: *              Compute  w := y - 1/2 * tau * (y**T *v) * v
1.1       bertrand  273: *
                    274:                ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, AP( II+1 ),
                    275:      $                 1 )
                    276:                CALL DAXPY( N-I, ALPHA, AP( II+1 ), 1, TAU( I ), 1 )
                    277: *
                    278: *              Apply the transformation as a rank-2 update:
1.8       bertrand  279: *                 A := A - v * w**T - w * v**T
1.1       bertrand  280: *
                    281:                CALL DSPR2( UPLO, N-I, -ONE, AP( II+1 ), 1, TAU( I ), 1,
                    282:      $                     AP( I1I1 ) )
                    283: *
                    284:                AP( II+1 ) = E( I )
                    285:             END IF
                    286:             D( I ) = AP( II )
                    287:             TAU( I ) = TAUI
                    288:             II = I1I1
                    289:    20    CONTINUE
                    290:          D( N ) = AP( II )
                    291:       END IF
                    292: *
                    293:       RETURN
                    294: *
                    295: *     End of DSPTRD
                    296: *
                    297:       END

CVSweb interface <joel.bertrand@systella.fr>