dsytd2.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DSYTD2 + dependencies
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!> [TGZ]</a>
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!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytd2.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO )
!
!       .. Scalar Arguments ..
!       CHARACTER          UPLO
!       INTEGER            INFO, LDA, N
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAU( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
!> form T by an orthogonal similarity transformation: Q**T * A * Q = T.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] UPLO
!> \verbatim
!>          UPLO is CHARACTER*1
!>          Specifies whether the upper or lower triangular part of the
!>          symmetric matrix A is stored:
!>          = 'U':  Upper triangular
!>          = 'L':  Lower triangular
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!> \endverbatim
!>
!> \param[in,out] A
!> \verbatim
!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
!>          n-by-n upper triangular part of A contains the upper
!>          triangular part of the matrix A, and the strictly lower
!>          triangular part of A is not referenced.  If UPLO = 'L', the
!>          leading n-by-n lower triangular part of A contains the lower
!>          triangular part of the matrix A, and the strictly upper
!>          triangular part of A is not referenced.
!>          On exit, if UPLO = 'U', the diagonal and first superdiagonal
!>          of A are overwritten by the corresponding elements of the
!>          tridiagonal matrix T, and the elements above the first
!>          superdiagonal, with the array TAU, represent the orthogonal
!>          matrix Q as a product of elementary reflectors; if UPLO
!>          = 'L', the diagonal and first subdiagonal of A are over-
!>          written by the corresponding elements of the tridiagonal
!>          matrix T, and the elements below the first subdiagonal, with
!>          the array TAU, represent the orthogonal matrix Q as a product
!>          of elementary reflectors. See Further Details.
!> \endverbatim
!>
!> \param[in] LDA
!> \verbatim
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,N).
!> \endverbatim
!>
!> \param[out] D
!> \verbatim
!>          D is DOUBLE PRECISION array, dimension (N)
!>          The diagonal elements of the tridiagonal matrix T:
!>          D(i) = A(i,i).
!> \endverbatim
!>
!> \param[out] E
!> \verbatim
!>          E is DOUBLE PRECISION array, dimension (N-1)
!>          The off-diagonal elements of the tridiagonal matrix T:
!>          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
!> \endverbatim
!>
!> \param[out] TAU
!> \verbatim
!>          TAU is DOUBLE PRECISION array, dimension (N-1)
!>          The scalar factors of the elementary reflectors (see Further
!>          Details).
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>          = 0:  successful exit
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date December 2016
!
!> \ingroup doubleSYcomputational
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  If UPLO = 'U', the matrix Q is represented as a product of elementary
!>  reflectors
!>
!>     Q = H(n-1) . . . H(2) H(1).
!>
!>  Each H(i) has the form
!>
!>     H(i) = I - tau * v * v**T
!>
!>  where tau is a real scalar, and v is a real vector with
!>  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
!>  A(1:i-1,i+1), and tau in TAU(i).
!>
!>  If UPLO = 'L', the matrix Q is represented as a product of elementary
!>  reflectors
!>
!>     Q = H(1) H(2) . . . H(n-1).
!>
!>  Each H(i) has the form
!>
!>     H(i) = I - tau * v * v**T
!>
!>  where tau is a real scalar, and v is a real vector with
!>  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
!>  and tau in TAU(i).
!>
!>  The contents of A on exit are illustrated by the following examples
!>  with n = 5:
!>
!>  if UPLO = 'U':                       if UPLO = 'L':
!>
!>    (  d   e   v2  v3  v4 )              (  d                  )
!>    (      d   e   v3  v4 )              (  e   d              )
!>    (          d   e   v4 )              (  v1  e   d          )
!>    (              d   e  )              (  v1  v2  e   d      )
!>    (                  d  )              (  v1  v2  v3  e   d  )
!>
!>  where d and e denote diagonal and off-diagonal elements of T, and vi
!>  denotes an element of the vector defining H(i).
!> \endverbatim
!>
!  =====================================================================
      SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO )
!
!  -- LAPACK computational routine (version 3.7.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     December 2016
!
!     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), D( * ), E( * ), TAU( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO, HALF
      PARAMETER          ( ONE = 1.0D0, ZERO = 0.0D0, &
                         HALF = 1.0D0 / 2.0D0 )
!     ..
!     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            I
      DOUBLE PRECISION   ALPHA, TAUI
!     ..
!     .. External Subroutines ..
      EXTERNAL           DAXPY, DLARFG, DSYMV, DSYR2, XERBLA
!     ..
!     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DDOT
      EXTERNAL           LSAME, DDOT
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters
!
      INFO = 0
      UPPER = LSAME( UPLO, 'U' )
      IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -4
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DSYTD2', -INFO )
         RETURN
      END IF
!
!     Quick return if possible
!
      IF( N.LE.0 ) &
         RETURN
!
      IF( UPPER ) THEN
!
!        Reduce the upper triangle of A
!
         DO 10 I = N - 1, 1, -1
!
!           Generate elementary reflector H(i) = I - tau * v * v**T
!           to annihilate A(1:i-1,i+1)
!
            CALL DLARFG( I, A( I, I+1 ), A( 1, I+1 ), 1, TAUI )
            E( I ) = A( I, I+1 )
!
            IF( TAUI.NE.ZERO ) THEN
!
!              Apply H(i) from both sides to A(1:i,1:i)
!
               A( I, I+1 ) = ONE
!
!              Compute  x := tau * A * v  storing x in TAU(1:i)
!
               CALL DSYMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO, &
                           TAU, 1 )
!
!              Compute  w := x - 1/2 * tau * (x**T * v) * v
!
               ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, A( 1, I+1 ), 1 )
               CALL DAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 )
!
!              Apply the transformation as a rank-2 update:
!                 A := A - v * w**T - w * v**T
!
               CALL DSYR2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A, &
                           LDA )
!
               A( I, I+1 ) = E( I )
            END IF
            D( I+1 ) = A( I+1, I+1 )
            TAU( I ) = TAUI
   10    CONTINUE
         D( 1 ) = A( 1, 1 )
      ELSE
!
!        Reduce the lower triangle of A
!
         DO 20 I = 1, N - 1
!
!           Generate elementary reflector H(i) = I - tau * v * v**T
!           to annihilate A(i+2:n,i)
!
            CALL DLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1, &
                         TAUI )
            E( I ) = A( I+1, I )
!
            IF( TAUI.NE.ZERO ) THEN
!
!              Apply H(i) from both sides to A(i+1:n,i+1:n)
!
               A( I+1, I ) = ONE
!
!              Compute  x := tau * A * v  storing y in TAU(i:n-1)
!
               CALL DSYMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA, &
                           A( I+1, I ), 1, ZERO, TAU( I ), 1 )
!
!              Compute  w := x - 1/2 * tau * (x**T * v) * v
!
               ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, A( I+1, I ), &
                       1 )
               CALL DAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 )
!
!              Apply the transformation as a rank-2 update:
!                 A := A - v * w**T - w * v**T
!
               CALL DSYR2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1, &
                           A( I+1, I+1 ), LDA )
!
               A( I+1, I ) = E( I )
            END IF
            D( I ) = A( I, I )
            TAU( I ) = TAUI
   20    CONTINUE
         D( N ) = A( N, N )
      END IF
!
      RETURN
!
!     End of DSYTD2
!
      END