File:  [local] / rpl / lapack / lapack / dsptrd.f
Revision 1.2: download - view: text, annotated - select for diffs - revision graph
Wed Apr 21 13:45:24 2010 UTC (14 years ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_17, rpl-4_0_16, rpl-4_0_15, HEAD
En route pour la 4.0.15 !

    1:       SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.2) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *     November 2006
    7: *
    8: *     .. Scalar Arguments ..
    9:       CHARACTER          UPLO
   10:       INTEGER            INFO, N
   11: *     ..
   12: *     .. Array Arguments ..
   13:       DOUBLE PRECISION   AP( * ), D( * ), E( * ), TAU( * )
   14: *     ..
   15: *
   16: *  Purpose
   17: *  =======
   18: *
   19: *  DSPTRD reduces a real symmetric matrix A stored in packed form to
   20: *  symmetric tridiagonal form T by an orthogonal similarity
   21: *  transformation: Q**T * A * Q = T.
   22: *
   23: *  Arguments
   24: *  =========
   25: *
   26: *  UPLO    (input) CHARACTER*1
   27: *          = 'U':  Upper triangle of A is stored;
   28: *          = 'L':  Lower triangle of A is stored.
   29: *
   30: *  N       (input) INTEGER
   31: *          The order of the matrix A.  N >= 0.
   32: *
   33: *  AP      (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
   34: *          On entry, the upper or lower triangle of the symmetric matrix
   35: *          A, packed columnwise in a linear array.  The j-th column of A
   36: *          is stored in the array AP as follows:
   37: *          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
   38: *          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
   39: *          On exit, if UPLO = 'U', the diagonal and first superdiagonal
   40: *          of A are overwritten by the corresponding elements of the
   41: *          tridiagonal matrix T, and the elements above the first
   42: *          superdiagonal, with the array TAU, represent the orthogonal
   43: *          matrix Q as a product of elementary reflectors; if UPLO
   44: *          = 'L', the diagonal and first subdiagonal of A are over-
   45: *          written by the corresponding elements of the tridiagonal
   46: *          matrix T, and the elements below the first subdiagonal, with
   47: *          the array TAU, represent the orthogonal matrix Q as a product
   48: *          of elementary reflectors. See Further Details.
   49: *
   50: *  D       (output) DOUBLE PRECISION array, dimension (N)
   51: *          The diagonal elements of the tridiagonal matrix T:
   52: *          D(i) = A(i,i).
   53: *
   54: *  E       (output) DOUBLE PRECISION array, dimension (N-1)
   55: *          The off-diagonal elements of the tridiagonal matrix T:
   56: *          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
   57: *
   58: *  TAU     (output) DOUBLE PRECISION array, dimension (N-1)
   59: *          The scalar factors of the elementary reflectors (see Further
   60: *          Details).
   61: *
   62: *  INFO    (output) INTEGER
   63: *          = 0:  successful exit
   64: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   65: *
   66: *  Further Details
   67: *  ===============
   68: *
   69: *  If UPLO = 'U', the matrix Q is represented as a product of elementary
   70: *  reflectors
   71: *
   72: *     Q = H(n-1) . . . H(2) H(1).
   73: *
   74: *  Each H(i) has the form
   75: *
   76: *     H(i) = I - tau * v * v'
   77: *
   78: *  where tau is a real scalar, and v is a real vector with
   79: *  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
   80: *  overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
   81: *
   82: *  If UPLO = 'L', the matrix Q is represented as a product of elementary
   83: *  reflectors
   84: *
   85: *     Q = H(1) H(2) . . . H(n-1).
   86: *
   87: *  Each H(i) has the form
   88: *
   89: *     H(i) = I - tau * v * v'
   90: *
   91: *  where tau is a real scalar, and v is a real vector with
   92: *  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
   93: *  overwriting A(i+2:n,i), and tau is stored in TAU(i).
   94: *
   95: *  =====================================================================
   96: *
   97: *     .. Parameters ..
   98:       DOUBLE PRECISION   ONE, ZERO, HALF
   99:       PARAMETER          ( ONE = 1.0D0, ZERO = 0.0D0,
  100:      $                   HALF = 1.0D0 / 2.0D0 )
  101: *     ..
  102: *     .. Local Scalars ..
  103:       LOGICAL            UPPER
  104:       INTEGER            I, I1, I1I1, II
  105:       DOUBLE PRECISION   ALPHA, TAUI
  106: *     ..
  107: *     .. External Subroutines ..
  108:       EXTERNAL           DAXPY, DLARFG, DSPMV, DSPR2, XERBLA
  109: *     ..
  110: *     .. External Functions ..
  111:       LOGICAL            LSAME
  112:       DOUBLE PRECISION   DDOT
  113:       EXTERNAL           LSAME, DDOT
  114: *     ..
  115: *     .. Executable Statements ..
  116: *
  117: *     Test the input parameters
  118: *
  119:       INFO = 0
  120:       UPPER = LSAME( UPLO, 'U' )
  121:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  122:          INFO = -1
  123:       ELSE IF( N.LT.0 ) THEN
  124:          INFO = -2
  125:       END IF
  126:       IF( INFO.NE.0 ) THEN
  127:          CALL XERBLA( 'DSPTRD', -INFO )
  128:          RETURN
  129:       END IF
  130: *
  131: *     Quick return if possible
  132: *
  133:       IF( N.LE.0 )
  134:      $   RETURN
  135: *
  136:       IF( UPPER ) THEN
  137: *
  138: *        Reduce the upper triangle of A.
  139: *        I1 is the index in AP of A(1,I+1).
  140: *
  141:          I1 = N*( N-1 ) / 2 + 1
  142:          DO 10 I = N - 1, 1, -1
  143: *
  144: *           Generate elementary reflector H(i) = I - tau * v * v'
  145: *           to annihilate A(1:i-1,i+1)
  146: *
  147:             CALL DLARFG( I, AP( I1+I-1 ), AP( I1 ), 1, TAUI )
  148:             E( I ) = AP( I1+I-1 )
  149: *
  150:             IF( TAUI.NE.ZERO ) THEN
  151: *
  152: *              Apply H(i) from both sides to A(1:i,1:i)
  153: *
  154:                AP( I1+I-1 ) = ONE
  155: *
  156: *              Compute  y := tau * A * v  storing y in TAU(1:i)
  157: *
  158:                CALL DSPMV( UPLO, I, TAUI, AP, AP( I1 ), 1, ZERO, TAU,
  159:      $                     1 )
  160: *
  161: *              Compute  w := y - 1/2 * tau * (y'*v) * v
  162: *
  163:                ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, AP( I1 ), 1 )
  164:                CALL DAXPY( I, ALPHA, AP( I1 ), 1, TAU, 1 )
  165: *
  166: *              Apply the transformation as a rank-2 update:
  167: *                 A := A - v * w' - w * v'
  168: *
  169:                CALL DSPR2( UPLO, I, -ONE, AP( I1 ), 1, TAU, 1, AP )
  170: *
  171:                AP( I1+I-1 ) = E( I )
  172:             END IF
  173:             D( I+1 ) = AP( I1+I )
  174:             TAU( I ) = TAUI
  175:             I1 = I1 - I
  176:    10    CONTINUE
  177:          D( 1 ) = AP( 1 )
  178:       ELSE
  179: *
  180: *        Reduce the lower triangle of A. II is the index in AP of
  181: *        A(i,i) and I1I1 is the index of A(i+1,i+1).
  182: *
  183:          II = 1
  184:          DO 20 I = 1, N - 1
  185:             I1I1 = II + N - I + 1
  186: *
  187: *           Generate elementary reflector H(i) = I - tau * v * v'
  188: *           to annihilate A(i+2:n,i)
  189: *
  190:             CALL DLARFG( N-I, AP( II+1 ), AP( II+2 ), 1, TAUI )
  191:             E( I ) = AP( II+1 )
  192: *
  193:             IF( TAUI.NE.ZERO ) THEN
  194: *
  195: *              Apply H(i) from both sides to A(i+1:n,i+1:n)
  196: *
  197:                AP( II+1 ) = ONE
  198: *
  199: *              Compute  y := tau * A * v  storing y in TAU(i:n-1)
  200: *
  201:                CALL DSPMV( UPLO, N-I, TAUI, AP( I1I1 ), AP( II+1 ), 1,
  202:      $                     ZERO, TAU( I ), 1 )
  203: *
  204: *              Compute  w := y - 1/2 * tau * (y'*v) * v
  205: *
  206:                ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, AP( II+1 ),
  207:      $                 1 )
  208:                CALL DAXPY( N-I, ALPHA, AP( II+1 ), 1, TAU( I ), 1 )
  209: *
  210: *              Apply the transformation as a rank-2 update:
  211: *                 A := A - v * w' - w * v'
  212: *
  213:                CALL DSPR2( UPLO, N-I, -ONE, AP( II+1 ), 1, TAU( I ), 1,
  214:      $                     AP( I1I1 ) )
  215: *
  216:                AP( II+1 ) = E( I )
  217:             END IF
  218:             D( I ) = AP( II )
  219:             TAU( I ) = TAUI
  220:             II = I1I1
  221:    20    CONTINUE
  222:          D( N ) = AP( II )
  223:       END IF
  224: *
  225:       RETURN
  226: *
  227: *     End of DSPTRD
  228: *
  229:       END

CVSweb interface <joel.bertrand@systella.fr>