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

1.9       bertrand    1: *> \brief \b DSYTRD
                      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 DSYTRD + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrd.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrd.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrd.f">
1.9       bertrand   15: *> [TXT]</a>
1.15      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
1.15      bertrand   22: *
1.9       bertrand   23: *       .. Scalar Arguments ..
                     24: *       CHARACTER          UPLO
                     25: *       INTEGER            INFO, LDA, LWORK, N
                     26: *       ..
                     27: *       .. Array Arguments ..
                     28: *       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAU( * ),
                     29: *      $                   WORK( * )
                     30: *       ..
1.15      bertrand   31: *
1.9       bertrand   32: *
                     33: *> \par Purpose:
                     34: *  =============
                     35: *>
                     36: *> \verbatim
                     37: *>
                     38: *> DSYTRD reduces a real symmetric matrix A to real symmetric
                     39: *> tridiagonal form T by an orthogonal similarity transformation:
                     40: *> Q**T * A * Q = T.
                     41: *> \endverbatim
                     42: *
                     43: *  Arguments:
                     44: *  ==========
                     45: *
                     46: *> \param[in] UPLO
                     47: *> \verbatim
                     48: *>          UPLO is CHARACTER*1
                     49: *>          = 'U':  Upper triangle of A is stored;
                     50: *>          = 'L':  Lower triangle of A is stored.
                     51: *> \endverbatim
                     52: *>
                     53: *> \param[in] N
                     54: *> \verbatim
                     55: *>          N is INTEGER
                     56: *>          The order of the matrix A.  N >= 0.
                     57: *> \endverbatim
                     58: *>
                     59: *> \param[in,out] A
                     60: *> \verbatim
                     61: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
                     62: *>          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
                     63: *>          N-by-N upper triangular part of A contains the upper
                     64: *>          triangular part of the matrix A, and the strictly lower
                     65: *>          triangular part of A is not referenced.  If UPLO = 'L', the
                     66: *>          leading N-by-N lower triangular part of A contains the lower
                     67: *>          triangular part of the matrix A, and the strictly upper
                     68: *>          triangular part of A is not referenced.
                     69: *>          On exit, if UPLO = 'U', the diagonal and first superdiagonal
                     70: *>          of A are overwritten by the corresponding elements of the
                     71: *>          tridiagonal matrix T, and the elements above the first
                     72: *>          superdiagonal, with the array TAU, represent the orthogonal
                     73: *>          matrix Q as a product of elementary reflectors; if UPLO
                     74: *>          = 'L', the diagonal and first subdiagonal of A are over-
                     75: *>          written by the corresponding elements of the tridiagonal
                     76: *>          matrix T, and the elements below the first subdiagonal, with
                     77: *>          the array TAU, represent the orthogonal matrix Q as a product
                     78: *>          of elementary reflectors. See Further Details.
                     79: *> \endverbatim
                     80: *>
                     81: *> \param[in] LDA
                     82: *> \verbatim
                     83: *>          LDA is INTEGER
                     84: *>          The leading dimension of the array A.  LDA >= max(1,N).
                     85: *> \endverbatim
                     86: *>
                     87: *> \param[out] D
                     88: *> \verbatim
                     89: *>          D is DOUBLE PRECISION array, dimension (N)
                     90: *>          The diagonal elements of the tridiagonal matrix T:
                     91: *>          D(i) = A(i,i).
                     92: *> \endverbatim
                     93: *>
                     94: *> \param[out] E
                     95: *> \verbatim
                     96: *>          E is DOUBLE PRECISION array, dimension (N-1)
                     97: *>          The off-diagonal elements of the tridiagonal matrix T:
                     98: *>          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
                     99: *> \endverbatim
                    100: *>
                    101: *> \param[out] TAU
                    102: *> \verbatim
                    103: *>          TAU is DOUBLE PRECISION array, dimension (N-1)
                    104: *>          The scalar factors of the elementary reflectors (see Further
                    105: *>          Details).
                    106: *> \endverbatim
                    107: *>
                    108: *> \param[out] WORK
                    109: *> \verbatim
                    110: *>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
                    111: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
                    112: *> \endverbatim
                    113: *>
                    114: *> \param[in] LWORK
                    115: *> \verbatim
                    116: *>          LWORK is INTEGER
                    117: *>          The dimension of the array WORK.  LWORK >= 1.
                    118: *>          For optimum performance LWORK >= N*NB, where NB is the
                    119: *>          optimal blocksize.
                    120: *>
                    121: *>          If LWORK = -1, then a workspace query is assumed; the routine
                    122: *>          only calculates the optimal size of the WORK array, returns
                    123: *>          this value as the first entry of the WORK array, and no error
                    124: *>          message related to LWORK is issued by XERBLA.
                    125: *> \endverbatim
                    126: *>
                    127: *> \param[out] INFO
                    128: *> \verbatim
                    129: *>          INFO is INTEGER
                    130: *>          = 0:  successful exit
                    131: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    132: *> \endverbatim
                    133: *
                    134: *  Authors:
                    135: *  ========
                    136: *
1.15      bertrand  137: *> \author Univ. of Tennessee
                    138: *> \author Univ. of California Berkeley
                    139: *> \author Univ. of Colorado Denver
                    140: *> \author NAG Ltd.
1.9       bertrand  141: *
                    142: *> \ingroup doubleSYcomputational
                    143: *
                    144: *> \par Further Details:
                    145: *  =====================
                    146: *>
                    147: *> \verbatim
                    148: *>
                    149: *>  If UPLO = 'U', the matrix Q is represented as a product of elementary
                    150: *>  reflectors
                    151: *>
                    152: *>     Q = H(n-1) . . . H(2) H(1).
                    153: *>
                    154: *>  Each H(i) has the form
                    155: *>
                    156: *>     H(i) = I - tau * v * v**T
                    157: *>
                    158: *>  where tau is a real scalar, and v is a real vector with
                    159: *>  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
                    160: *>  A(1:i-1,i+1), and tau in TAU(i).
                    161: *>
                    162: *>  If UPLO = 'L', the matrix Q is represented as a product of elementary
                    163: *>  reflectors
                    164: *>
                    165: *>     Q = H(1) H(2) . . . H(n-1).
                    166: *>
                    167: *>  Each H(i) has the form
                    168: *>
                    169: *>     H(i) = I - tau * v * v**T
                    170: *>
                    171: *>  where tau is a real scalar, and v is a real vector with
                    172: *>  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
                    173: *>  and tau in TAU(i).
                    174: *>
                    175: *>  The contents of A on exit are illustrated by the following examples
                    176: *>  with n = 5:
                    177: *>
                    178: *>  if UPLO = 'U':                       if UPLO = 'L':
                    179: *>
                    180: *>    (  d   e   v2  v3  v4 )              (  d                  )
                    181: *>    (      d   e   v3  v4 )              (  e   d              )
                    182: *>    (          d   e   v4 )              (  v1  e   d          )
                    183: *>    (              d   e  )              (  v1  v2  e   d      )
                    184: *>    (                  d  )              (  v1  v2  v3  e   d  )
                    185: *>
                    186: *>  where d and e denote diagonal and off-diagonal elements of T, and vi
                    187: *>  denotes an element of the vector defining H(i).
                    188: *> \endverbatim
                    189: *>
                    190: *  =====================================================================
1.1       bertrand  191:       SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
                    192: *
1.18    ! bertrand  193: *  -- LAPACK computational routine --
1.1       bertrand  194: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    195: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    196: *
                    197: *     .. Scalar Arguments ..
                    198:       CHARACTER          UPLO
                    199:       INTEGER            INFO, LDA, LWORK, N
                    200: *     ..
                    201: *     .. Array Arguments ..
                    202:       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAU( * ),
                    203:      $                   WORK( * )
                    204: *     ..
                    205: *
                    206: *  =====================================================================
                    207: *
                    208: *     .. Parameters ..
                    209:       DOUBLE PRECISION   ONE
                    210:       PARAMETER          ( ONE = 1.0D+0 )
                    211: *     ..
                    212: *     .. Local Scalars ..
                    213:       LOGICAL            LQUERY, UPPER
                    214:       INTEGER            I, IINFO, IWS, J, KK, LDWORK, LWKOPT, NB,
                    215:      $                   NBMIN, NX
                    216: *     ..
                    217: *     .. External Subroutines ..
                    218:       EXTERNAL           DLATRD, DSYR2K, DSYTD2, XERBLA
                    219: *     ..
                    220: *     .. Intrinsic Functions ..
                    221:       INTRINSIC          MAX
                    222: *     ..
                    223: *     .. External Functions ..
                    224:       LOGICAL            LSAME
                    225:       INTEGER            ILAENV
                    226:       EXTERNAL           LSAME, ILAENV
                    227: *     ..
                    228: *     .. Executable Statements ..
                    229: *
                    230: *     Test the input parameters
                    231: *
                    232:       INFO = 0
                    233:       UPPER = LSAME( UPLO, 'U' )
                    234:       LQUERY = ( LWORK.EQ.-1 )
                    235:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    236:          INFO = -1
                    237:       ELSE IF( N.LT.0 ) THEN
                    238:          INFO = -2
                    239:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    240:          INFO = -4
                    241:       ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
                    242:          INFO = -9
                    243:       END IF
                    244: *
                    245:       IF( INFO.EQ.0 ) THEN
                    246: *
                    247: *        Determine the block size.
                    248: *
                    249:          NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
                    250:          LWKOPT = N*NB
                    251:          WORK( 1 ) = LWKOPT
                    252:       END IF
                    253: *
                    254:       IF( INFO.NE.0 ) THEN
                    255:          CALL XERBLA( 'DSYTRD', -INFO )
                    256:          RETURN
                    257:       ELSE IF( LQUERY ) THEN
                    258:          RETURN
                    259:       END IF
                    260: *
                    261: *     Quick return if possible
                    262: *
                    263:       IF( N.EQ.0 ) THEN
                    264:          WORK( 1 ) = 1
                    265:          RETURN
                    266:       END IF
                    267: *
                    268:       NX = N
                    269:       IWS = 1
                    270:       IF( NB.GT.1 .AND. NB.LT.N ) THEN
                    271: *
                    272: *        Determine when to cross over from blocked to unblocked code
                    273: *        (last block is always handled by unblocked code).
                    274: *
                    275:          NX = MAX( NB, ILAENV( 3, 'DSYTRD', UPLO, N, -1, -1, -1 ) )
                    276:          IF( NX.LT.N ) THEN
                    277: *
                    278: *           Determine if workspace is large enough for blocked code.
                    279: *
                    280:             LDWORK = N
                    281:             IWS = LDWORK*NB
                    282:             IF( LWORK.LT.IWS ) THEN
                    283: *
                    284: *              Not enough workspace to use optimal NB:  determine the
                    285: *              minimum value of NB, and reduce NB or force use of
                    286: *              unblocked code by setting NX = N.
                    287: *
                    288:                NB = MAX( LWORK / LDWORK, 1 )
                    289:                NBMIN = ILAENV( 2, 'DSYTRD', UPLO, N, -1, -1, -1 )
                    290:                IF( NB.LT.NBMIN )
                    291:      $            NX = N
                    292:             END IF
                    293:          ELSE
                    294:             NX = N
                    295:          END IF
                    296:       ELSE
                    297:          NB = 1
                    298:       END IF
                    299: *
                    300:       IF( UPPER ) THEN
                    301: *
                    302: *        Reduce the upper triangle of A.
                    303: *        Columns 1:kk are handled by the unblocked method.
                    304: *
                    305:          KK = N - ( ( N-NX+NB-1 ) / NB )*NB
                    306:          DO 20 I = N - NB + 1, KK + 1, -NB
                    307: *
                    308: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
                    309: *           matrix W which is needed to update the unreduced part of
                    310: *           the matrix
                    311: *
                    312:             CALL DLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK,
                    313:      $                   LDWORK )
                    314: *
                    315: *           Update the unreduced submatrix A(1:i-1,1:i-1), using an
1.8       bertrand  316: *           update of the form:  A := A - V*W**T - W*V**T
1.1       bertrand  317: *
                    318:             CALL DSYR2K( UPLO, 'No transpose', I-1, NB, -ONE, A( 1, I ),
                    319:      $                   LDA, WORK, LDWORK, ONE, A, LDA )
                    320: *
                    321: *           Copy superdiagonal elements back into A, and diagonal
                    322: *           elements into D
                    323: *
                    324:             DO 10 J = I, I + NB - 1
                    325:                A( J-1, J ) = E( J-1 )
                    326:                D( J ) = A( J, J )
                    327:    10       CONTINUE
                    328:    20    CONTINUE
                    329: *
                    330: *        Use unblocked code to reduce the last or only block
                    331: *
                    332:          CALL DSYTD2( UPLO, KK, A, LDA, D, E, TAU, IINFO )
                    333:       ELSE
                    334: *
                    335: *        Reduce the lower triangle of A
                    336: *
                    337:          DO 40 I = 1, N - NX, NB
                    338: *
                    339: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
                    340: *           matrix W which is needed to update the unreduced part of
                    341: *           the matrix
                    342: *
                    343:             CALL DLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ),
                    344:      $                   TAU( I ), WORK, LDWORK )
                    345: *
                    346: *           Update the unreduced submatrix A(i+ib:n,i+ib:n), using
1.8       bertrand  347: *           an update of the form:  A := A - V*W**T - W*V**T
1.1       bertrand  348: *
                    349:             CALL DSYR2K( UPLO, 'No transpose', N-I-NB+1, NB, -ONE,
                    350:      $                   A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE,
                    351:      $                   A( I+NB, I+NB ), LDA )
                    352: *
                    353: *           Copy subdiagonal elements back into A, and diagonal
                    354: *           elements into D
                    355: *
                    356:             DO 30 J = I, I + NB - 1
                    357:                A( J+1, J ) = E( J )
                    358:                D( J ) = A( J, J )
                    359:    30       CONTINUE
                    360:    40    CONTINUE
                    361: *
                    362: *        Use unblocked code to reduce the last or only block
                    363: *
                    364:          CALL DSYTD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ),
                    365:      $                TAU( I ), IINFO )
                    366:       END IF
                    367: *
                    368:       WORK( 1 ) = LWKOPT
                    369:       RETURN
                    370: *
                    371: *     End of DSYTRD
                    372: *
                    373:       END

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