File:  [local] / rpl / lapack / lapack / dsytrd.f
Revision 1.8: download - view: text, annotated - select for diffs - revision graph
Fri Jul 22 07:38:11 2011 UTC (12 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_3, rpl-4_1_2, rpl-4_1_1, HEAD
En route vers la 4.4.1.

    1:       SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.3.1) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *  -- April 2011                                                      --
    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**T
   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**T
  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**T - W*V**T
  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**T - W*V**T
  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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