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dsytd2.f
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1997-06-25
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SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO )
*
* -- LAPACK routine (version 2.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* October 31, 1992
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, LDA, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * )
* ..
*
* Purpose
* =======
*
* DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
* form T by an orthogonal similarity transformation: Q' * A * Q = T.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the upper or lower triangular part of the
* symmetric matrix A is stored:
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) 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.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* D (output) DOUBLE PRECISION array, dimension (N)
* The diagonal elements of the tridiagonal matrix T:
* D(i) = A(i,i).
*
* E (output) 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'.
*
* TAU (output) DOUBLE PRECISION array, dimension (N-1)
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* 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'
*
* 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'
*
* 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).
*
* =====================================================================
*
* .. 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'
* 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'*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' - w * v'
*
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'
* 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'*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' - w * v'
*
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