File:  [local] / rpl / lapack / lapack / dsytrd.f
Revision 1.15: download - view: text, annotated - select for diffs - revision graph
Sat Jun 17 10:54:05 2017 UTC (6 years, 10 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour de lapack.

    1: *> \brief \b DSYTRD
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    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">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
   22: *
   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: *       ..
   31: *
   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: *
  137: *> \author Univ. of Tennessee
  138: *> \author Univ. of California Berkeley
  139: *> \author Univ. of Colorado Denver
  140: *> \author NAG Ltd.
  141: *
  142: *> \date December 2016
  143: *
  144: *> \ingroup doubleSYcomputational
  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-1) . . . H(2) H(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+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
  162: *>  A(1:i-1,i+1), and tau in TAU(i).
  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(n-1).
  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+2:n) is stored on exit in A(i+2:n,i),
  175: *>  and tau in TAU(i).
  176: *>
  177: *>  The contents of A on exit are illustrated by the following examples
  178: *>  with n = 5:
  179: *>
  180: *>  if UPLO = 'U':                       if UPLO = 'L':
  181: *>
  182: *>    (  d   e   v2  v3  v4 )              (  d                  )
  183: *>    (      d   e   v3  v4 )              (  e   d              )
  184: *>    (          d   e   v4 )              (  v1  e   d          )
  185: *>    (              d   e  )              (  v1  v2  e   d      )
  186: *>    (                  d  )              (  v1  v2  v3  e   d  )
  187: *>
  188: *>  where d and e denote diagonal and off-diagonal elements of T, and vi
  189: *>  denotes an element of the vector defining H(i).
  190: *> \endverbatim
  191: *>
  192: *  =====================================================================
  193:       SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
  194: *
  195: *  -- LAPACK computational routine (version 3.7.0) --
  196: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  197: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  198: *     December 2016
  199: *
  200: *     .. Scalar Arguments ..
  201:       CHARACTER          UPLO
  202:       INTEGER            INFO, LDA, LWORK, N
  203: *     ..
  204: *     .. Array Arguments ..
  205:       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAU( * ),
  206:      $                   WORK( * )
  207: *     ..
  208: *
  209: *  =====================================================================
  210: *
  211: *     .. Parameters ..
  212:       DOUBLE PRECISION   ONE
  213:       PARAMETER          ( ONE = 1.0D+0 )
  214: *     ..
  215: *     .. Local Scalars ..
  216:       LOGICAL            LQUERY, UPPER
  217:       INTEGER            I, IINFO, IWS, J, KK, LDWORK, LWKOPT, NB,
  218:      $                   NBMIN, NX
  219: *     ..
  220: *     .. External Subroutines ..
  221:       EXTERNAL           DLATRD, DSYR2K, DSYTD2, XERBLA
  222: *     ..
  223: *     .. Intrinsic Functions ..
  224:       INTRINSIC          MAX
  225: *     ..
  226: *     .. External Functions ..
  227:       LOGICAL            LSAME
  228:       INTEGER            ILAENV
  229:       EXTERNAL           LSAME, ILAENV
  230: *     ..
  231: *     .. Executable Statements ..
  232: *
  233: *     Test the input parameters
  234: *
  235:       INFO = 0
  236:       UPPER = LSAME( UPLO, 'U' )
  237:       LQUERY = ( LWORK.EQ.-1 )
  238:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  239:          INFO = -1
  240:       ELSE IF( N.LT.0 ) THEN
  241:          INFO = -2
  242:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  243:          INFO = -4
  244:       ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  245:          INFO = -9
  246:       END IF
  247: *
  248:       IF( INFO.EQ.0 ) THEN
  249: *
  250: *        Determine the block size.
  251: *
  252:          NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
  253:          LWKOPT = N*NB
  254:          WORK( 1 ) = LWKOPT
  255:       END IF
  256: *
  257:       IF( INFO.NE.0 ) THEN
  258:          CALL XERBLA( 'DSYTRD', -INFO )
  259:          RETURN
  260:       ELSE IF( LQUERY ) THEN
  261:          RETURN
  262:       END IF
  263: *
  264: *     Quick return if possible
  265: *
  266:       IF( N.EQ.0 ) THEN
  267:          WORK( 1 ) = 1
  268:          RETURN
  269:       END IF
  270: *
  271:       NX = N
  272:       IWS = 1
  273:       IF( NB.GT.1 .AND. NB.LT.N ) THEN
  274: *
  275: *        Determine when to cross over from blocked to unblocked code
  276: *        (last block is always handled by unblocked code).
  277: *
  278:          NX = MAX( NB, ILAENV( 3, 'DSYTRD', UPLO, N, -1, -1, -1 ) )
  279:          IF( NX.LT.N ) THEN
  280: *
  281: *           Determine if workspace is large enough for blocked code.
  282: *
  283:             LDWORK = N
  284:             IWS = LDWORK*NB
  285:             IF( LWORK.LT.IWS ) THEN
  286: *
  287: *              Not enough workspace to use optimal NB:  determine the
  288: *              minimum value of NB, and reduce NB or force use of
  289: *              unblocked code by setting NX = N.
  290: *
  291:                NB = MAX( LWORK / LDWORK, 1 )
  292:                NBMIN = ILAENV( 2, 'DSYTRD', UPLO, N, -1, -1, -1 )
  293:                IF( NB.LT.NBMIN )
  294:      $            NX = N
  295:             END IF
  296:          ELSE
  297:             NX = N
  298:          END IF
  299:       ELSE
  300:          NB = 1
  301:       END IF
  302: *
  303:       IF( UPPER ) THEN
  304: *
  305: *        Reduce the upper triangle of A.
  306: *        Columns 1:kk are handled by the unblocked method.
  307: *
  308:          KK = N - ( ( N-NX+NB-1 ) / NB )*NB
  309:          DO 20 I = N - NB + 1, KK + 1, -NB
  310: *
  311: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
  312: *           matrix W which is needed to update the unreduced part of
  313: *           the matrix
  314: *
  315:             CALL DLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK,
  316:      $                   LDWORK )
  317: *
  318: *           Update the unreduced submatrix A(1:i-1,1:i-1), using an
  319: *           update of the form:  A := A - V*W**T - W*V**T
  320: *
  321:             CALL DSYR2K( UPLO, 'No transpose', I-1, NB, -ONE, A( 1, I ),
  322:      $                   LDA, WORK, LDWORK, ONE, A, LDA )
  323: *
  324: *           Copy superdiagonal elements back into A, and diagonal
  325: *           elements into D
  326: *
  327:             DO 10 J = I, I + NB - 1
  328:                A( J-1, J ) = E( J-1 )
  329:                D( J ) = A( J, J )
  330:    10       CONTINUE
  331:    20    CONTINUE
  332: *
  333: *        Use unblocked code to reduce the last or only block
  334: *
  335:          CALL DSYTD2( UPLO, KK, A, LDA, D, E, TAU, IINFO )
  336:       ELSE
  337: *
  338: *        Reduce the lower triangle of A
  339: *
  340:          DO 40 I = 1, N - NX, NB
  341: *
  342: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
  343: *           matrix W which is needed to update the unreduced part of
  344: *           the matrix
  345: *
  346:             CALL DLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ),
  347:      $                   TAU( I ), WORK, LDWORK )
  348: *
  349: *           Update the unreduced submatrix A(i+ib:n,i+ib:n), using
  350: *           an update of the form:  A := A - V*W**T - W*V**T
  351: *
  352:             CALL DSYR2K( UPLO, 'No transpose', N-I-NB+1, NB, -ONE,
  353:      $                   A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE,
  354:      $                   A( I+NB, I+NB ), LDA )
  355: *
  356: *           Copy subdiagonal elements back into A, and diagonal
  357: *           elements into D
  358: *
  359:             DO 30 J = I, I + NB - 1
  360:                A( J+1, J ) = E( J )
  361:                D( J ) = A( J, J )
  362:    30       CONTINUE
  363:    40    CONTINUE
  364: *
  365: *        Use unblocked code to reduce the last or only block
  366: *
  367:          CALL DSYTD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ),
  368:      $                TAU( I ), IINFO )
  369:       END IF
  370: *
  371:       WORK( 1 ) = LWKOPT
  372:       RETURN
  373: *
  374: *     End of DSYTRD
  375: *
  376:       END

CVSweb interface <joel.bertrand@systella.fr>