Annotation of rpl/lapack/lapack/dsytrd.f, revision 1.1

1.1     ! bertrand    1:       SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, 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, LDA, LWORK, N
        !            11: *     ..
        !            12: *     .. Array Arguments ..
        !            13:       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAU( * ),
        !            14:      $                   WORK( * )
        !            15: *     ..
        !            16: *
        !            17: *  Purpose
        !            18: *  =======
        !            19: *
        !            20: *  DSYTRD reduces a real symmetric matrix A to real symmetric
        !            21: *  tridiagonal form T by an orthogonal similarity transformation:
        !            22: *  Q**T * A * Q = T.
        !            23: *
        !            24: *  Arguments
        !            25: *  =========
        !            26: *
        !            27: *  UPLO    (input) CHARACTER*1
        !            28: *          = 'U':  Upper triangle of A is stored;
        !            29: *          = 'L':  Lower triangle of A is stored.
        !            30: *
        !            31: *  N       (input) INTEGER
        !            32: *          The order of the matrix A.  N >= 0.
        !            33: *
        !            34: *  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
        !            35: *          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
        !            36: *          N-by-N upper triangular part of A contains the upper
        !            37: *          triangular part of the matrix A, and the strictly lower
        !            38: *          triangular part of A is not referenced.  If UPLO = 'L', the
        !            39: *          leading N-by-N lower triangular part of A contains the lower
        !            40: *          triangular part of the matrix A, and the strictly upper
        !            41: *          triangular part of A is not referenced.
        !            42: *          On exit, if UPLO = 'U', the diagonal and first superdiagonal
        !            43: *          of A are overwritten by the corresponding elements of the
        !            44: *          tridiagonal matrix T, and the elements above the first
        !            45: *          superdiagonal, with the array TAU, represent the orthogonal
        !            46: *          matrix Q as a product of elementary reflectors; if UPLO
        !            47: *          = 'L', the diagonal and first subdiagonal of A are over-
        !            48: *          written by the corresponding elements of the tridiagonal
        !            49: *          matrix T, and the elements below the first subdiagonal, with
        !            50: *          the array TAU, represent the orthogonal matrix Q as a product
        !            51: *          of elementary reflectors. See Further Details.
        !            52: *
        !            53: *  LDA     (input) INTEGER
        !            54: *          The leading dimension of the array A.  LDA >= max(1,N).
        !            55: *
        !            56: *  D       (output) DOUBLE PRECISION array, dimension (N)
        !            57: *          The diagonal elements of the tridiagonal matrix T:
        !            58: *          D(i) = A(i,i).
        !            59: *
        !            60: *  E       (output) DOUBLE PRECISION array, dimension (N-1)
        !            61: *          The off-diagonal elements of the tridiagonal matrix T:
        !            62: *          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
        !            63: *
        !            64: *  TAU     (output) DOUBLE PRECISION array, dimension (N-1)
        !            65: *          The scalar factors of the elementary reflectors (see Further
        !            66: *          Details).
        !            67: *
        !            68: *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
        !            69: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
        !            70: *
        !            71: *  LWORK   (input) INTEGER
        !            72: *          The dimension of the array WORK.  LWORK >= 1.
        !            73: *          For optimum performance LWORK >= N*NB, where NB is the
        !            74: *          optimal blocksize.
        !            75: *
        !            76: *          If LWORK = -1, then a workspace query is assumed; the routine
        !            77: *          only calculates the optimal size of the WORK array, returns
        !            78: *          this value as the first entry of the WORK array, and no error
        !            79: *          message related to LWORK is issued by XERBLA.
        !            80: *
        !            81: *  INFO    (output) INTEGER
        !            82: *          = 0:  successful exit
        !            83: *          < 0:  if INFO = -i, the i-th argument had an illegal value
        !            84: *
        !            85: *  Further Details
        !            86: *  ===============
        !            87: *
        !            88: *  If UPLO = 'U', the matrix Q is represented as a product of elementary
        !            89: *  reflectors
        !            90: *
        !            91: *     Q = H(n-1) . . . H(2) H(1).
        !            92: *
        !            93: *  Each H(i) has the form
        !            94: *
        !            95: *     H(i) = I - tau * v * v'
        !            96: *
        !            97: *  where tau is a real scalar, and v is a real vector with
        !            98: *  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
        !            99: *  A(1:i-1,i+1), and tau in TAU(i).
        !           100: *
        !           101: *  If UPLO = 'L', the matrix Q is represented as a product of elementary
        !           102: *  reflectors
        !           103: *
        !           104: *     Q = H(1) H(2) . . . H(n-1).
        !           105: *
        !           106: *  Each H(i) has the form
        !           107: *
        !           108: *     H(i) = I - tau * v * v'
        !           109: *
        !           110: *  where tau is a real scalar, and v is a real vector with
        !           111: *  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
        !           112: *  and tau in TAU(i).
        !           113: *
        !           114: *  The contents of A on exit are illustrated by the following examples
        !           115: *  with n = 5:
        !           116: *
        !           117: *  if UPLO = 'U':                       if UPLO = 'L':
        !           118: *
        !           119: *    (  d   e   v2  v3  v4 )              (  d                  )
        !           120: *    (      d   e   v3  v4 )              (  e   d              )
        !           121: *    (          d   e   v4 )              (  v1  e   d          )
        !           122: *    (              d   e  )              (  v1  v2  e   d      )
        !           123: *    (                  d  )              (  v1  v2  v3  e   d  )
        !           124: *
        !           125: *  where d and e denote diagonal and off-diagonal elements of T, and vi
        !           126: *  denotes an element of the vector defining H(i).
        !           127: *
        !           128: *  =====================================================================
        !           129: *
        !           130: *     .. Parameters ..
        !           131:       DOUBLE PRECISION   ONE
        !           132:       PARAMETER          ( ONE = 1.0D+0 )
        !           133: *     ..
        !           134: *     .. Local Scalars ..
        !           135:       LOGICAL            LQUERY, UPPER
        !           136:       INTEGER            I, IINFO, IWS, J, KK, LDWORK, LWKOPT, NB,
        !           137:      $                   NBMIN, NX
        !           138: *     ..
        !           139: *     .. External Subroutines ..
        !           140:       EXTERNAL           DLATRD, DSYR2K, DSYTD2, XERBLA
        !           141: *     ..
        !           142: *     .. Intrinsic Functions ..
        !           143:       INTRINSIC          MAX
        !           144: *     ..
        !           145: *     .. External Functions ..
        !           146:       LOGICAL            LSAME
        !           147:       INTEGER            ILAENV
        !           148:       EXTERNAL           LSAME, ILAENV
        !           149: *     ..
        !           150: *     .. Executable Statements ..
        !           151: *
        !           152: *     Test the input parameters
        !           153: *
        !           154:       INFO = 0
        !           155:       UPPER = LSAME( UPLO, 'U' )
        !           156:       LQUERY = ( LWORK.EQ.-1 )
        !           157:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
        !           158:          INFO = -1
        !           159:       ELSE IF( N.LT.0 ) THEN
        !           160:          INFO = -2
        !           161:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
        !           162:          INFO = -4
        !           163:       ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
        !           164:          INFO = -9
        !           165:       END IF
        !           166: *
        !           167:       IF( INFO.EQ.0 ) THEN
        !           168: *
        !           169: *        Determine the block size.
        !           170: *
        !           171:          NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
        !           172:          LWKOPT = N*NB
        !           173:          WORK( 1 ) = LWKOPT
        !           174:       END IF
        !           175: *
        !           176:       IF( INFO.NE.0 ) THEN
        !           177:          CALL XERBLA( 'DSYTRD', -INFO )
        !           178:          RETURN
        !           179:       ELSE IF( LQUERY ) THEN
        !           180:          RETURN
        !           181:       END IF
        !           182: *
        !           183: *     Quick return if possible
        !           184: *
        !           185:       IF( N.EQ.0 ) THEN
        !           186:          WORK( 1 ) = 1
        !           187:          RETURN
        !           188:       END IF
        !           189: *
        !           190:       NX = N
        !           191:       IWS = 1
        !           192:       IF( NB.GT.1 .AND. NB.LT.N ) THEN
        !           193: *
        !           194: *        Determine when to cross over from blocked to unblocked code
        !           195: *        (last block is always handled by unblocked code).
        !           196: *
        !           197:          NX = MAX( NB, ILAENV( 3, 'DSYTRD', UPLO, N, -1, -1, -1 ) )
        !           198:          IF( NX.LT.N ) THEN
        !           199: *
        !           200: *           Determine if workspace is large enough for blocked code.
        !           201: *
        !           202:             LDWORK = N
        !           203:             IWS = LDWORK*NB
        !           204:             IF( LWORK.LT.IWS ) THEN
        !           205: *
        !           206: *              Not enough workspace to use optimal NB:  determine the
        !           207: *              minimum value of NB, and reduce NB or force use of
        !           208: *              unblocked code by setting NX = N.
        !           209: *
        !           210:                NB = MAX( LWORK / LDWORK, 1 )
        !           211:                NBMIN = ILAENV( 2, 'DSYTRD', UPLO, N, -1, -1, -1 )
        !           212:                IF( NB.LT.NBMIN )
        !           213:      $            NX = N
        !           214:             END IF
        !           215:          ELSE
        !           216:             NX = N
        !           217:          END IF
        !           218:       ELSE
        !           219:          NB = 1
        !           220:       END IF
        !           221: *
        !           222:       IF( UPPER ) THEN
        !           223: *
        !           224: *        Reduce the upper triangle of A.
        !           225: *        Columns 1:kk are handled by the unblocked method.
        !           226: *
        !           227:          KK = N - ( ( N-NX+NB-1 ) / NB )*NB
        !           228:          DO 20 I = N - NB + 1, KK + 1, -NB
        !           229: *
        !           230: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
        !           231: *           matrix W which is needed to update the unreduced part of
        !           232: *           the matrix
        !           233: *
        !           234:             CALL DLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK,
        !           235:      $                   LDWORK )
        !           236: *
        !           237: *           Update the unreduced submatrix A(1:i-1,1:i-1), using an
        !           238: *           update of the form:  A := A - V*W' - W*V'
        !           239: *
        !           240:             CALL DSYR2K( UPLO, 'No transpose', I-1, NB, -ONE, A( 1, I ),
        !           241:      $                   LDA, WORK, LDWORK, ONE, A, LDA )
        !           242: *
        !           243: *           Copy superdiagonal elements back into A, and diagonal
        !           244: *           elements into D
        !           245: *
        !           246:             DO 10 J = I, I + NB - 1
        !           247:                A( J-1, J ) = E( J-1 )
        !           248:                D( J ) = A( J, J )
        !           249:    10       CONTINUE
        !           250:    20    CONTINUE
        !           251: *
        !           252: *        Use unblocked code to reduce the last or only block
        !           253: *
        !           254:          CALL DSYTD2( UPLO, KK, A, LDA, D, E, TAU, IINFO )
        !           255:       ELSE
        !           256: *
        !           257: *        Reduce the lower triangle of A
        !           258: *
        !           259:          DO 40 I = 1, N - NX, NB
        !           260: *
        !           261: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
        !           262: *           matrix W which is needed to update the unreduced part of
        !           263: *           the matrix
        !           264: *
        !           265:             CALL DLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ),
        !           266:      $                   TAU( I ), WORK, LDWORK )
        !           267: *
        !           268: *           Update the unreduced submatrix A(i+ib:n,i+ib:n), using
        !           269: *           an update of the form:  A := A - V*W' - W*V'
        !           270: *
        !           271:             CALL DSYR2K( UPLO, 'No transpose', N-I-NB+1, NB, -ONE,
        !           272:      $                   A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE,
        !           273:      $                   A( I+NB, I+NB ), LDA )
        !           274: *
        !           275: *           Copy subdiagonal elements back into A, and diagonal
        !           276: *           elements into D
        !           277: *
        !           278:             DO 30 J = I, I + NB - 1
        !           279:                A( J+1, J ) = E( J )
        !           280:                D( J ) = A( J, J )
        !           281:    30       CONTINUE
        !           282:    40    CONTINUE
        !           283: *
        !           284: *        Use unblocked code to reduce the last or only block
        !           285: *
        !           286:          CALL DSYTD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ),
        !           287:      $                TAU( I ), IINFO )
        !           288:       END IF
        !           289: *
        !           290:       WORK( 1 ) = LWKOPT
        !           291:       RETURN
        !           292: *
        !           293: *     End of DSYTRD
        !           294: *
        !           295:       END

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