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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dsptrd.f | |
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Move LAPACK trunk into position.
Diffstat (limited to 'SRC/dsptrd.f')
-rw-r--r-- | SRC/dsptrd.f | 228 |
1 files changed, 228 insertions, 0 deletions
diff --git a/SRC/dsptrd.f b/SRC/dsptrd.f new file mode 100644 index 00000000..6d3390e3 --- /dev/null +++ b/SRC/dsptrd.f @@ -0,0 +1,228 @@ + SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION AP( * ), D( * ), E( * ), TAU( * ) +* .. +* +* Purpose +* ======= +* +* DSPTRD reduces a real symmetric matrix A stored in packed form to +* symmetric tridiagonal form T by an orthogonal similarity +* transformation: Q**T * A * Q = T. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A is stored; +* = 'L': Lower triangle of A is stored. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) +* On entry, the upper or lower triangle of the symmetric matrix +* A, packed columnwise in a linear array. The j-th column of A +* is stored in the array AP as follows: +* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; +* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. +* 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. +* +* 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 AP, +* overwriting A(1:i-1,i+1), and tau is stored 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 AP, +* overwriting A(i+2:n,i), and tau is stored in TAU(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, I1, I1I1, II + DOUBLE PRECISION ALPHA, TAUI +* .. +* .. External Subroutines .. + EXTERNAL DAXPY, DLARFG, DSPMV, DSPR2, XERBLA +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DDOT + EXTERNAL LSAME, DDOT +* .. +* .. 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 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DSPTRD', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) + $ RETURN +* + IF( UPPER ) THEN +* +* Reduce the upper triangle of A. +* I1 is the index in AP of A(1,I+1). +* + I1 = N*( N-1 ) / 2 + 1 + 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, AP( I1+I-1 ), AP( I1 ), 1, TAUI ) + E( I ) = AP( I1+I-1 ) +* + IF( TAUI.NE.ZERO ) THEN +* +* Apply H(i) from both sides to A(1:i,1:i) +* + AP( I1+I-1 ) = ONE +* +* Compute y := tau * A * v storing y in TAU(1:i) +* + CALL DSPMV( UPLO, I, TAUI, AP, AP( I1 ), 1, ZERO, TAU, + $ 1 ) +* +* Compute w := y - 1/2 * tau * (y'*v) * v +* + ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, AP( I1 ), 1 ) + CALL DAXPY( I, ALPHA, AP( I1 ), 1, TAU, 1 ) +* +* Apply the transformation as a rank-2 update: +* A := A - v * w' - w * v' +* + CALL DSPR2( UPLO, I, -ONE, AP( I1 ), 1, TAU, 1, AP ) +* + AP( I1+I-1 ) = E( I ) + END IF + D( I+1 ) = AP( I1+I ) + TAU( I ) = TAUI + I1 = I1 - I + 10 CONTINUE + D( 1 ) = AP( 1 ) + ELSE +* +* Reduce the lower triangle of A. II is the index in AP of +* A(i,i) and I1I1 is the index of A(i+1,i+1). +* + II = 1 + DO 20 I = 1, N - 1 + I1I1 = II + N - I + 1 +* +* Generate elementary reflector H(i) = I - tau * v * v' +* to annihilate A(i+2:n,i) +* + CALL DLARFG( N-I, AP( II+1 ), AP( II+2 ), 1, TAUI ) + E( I ) = AP( II+1 ) +* + IF( TAUI.NE.ZERO ) THEN +* +* Apply H(i) from both sides to A(i+1:n,i+1:n) +* + AP( II+1 ) = ONE +* +* Compute y := tau * A * v storing y in TAU(i:n-1) +* + CALL DSPMV( UPLO, N-I, TAUI, AP( I1I1 ), AP( II+1 ), 1, + $ ZERO, TAU( I ), 1 ) +* +* Compute w := y - 1/2 * tau * (y'*v) * v +* + ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, AP( II+1 ), + $ 1 ) + CALL DAXPY( N-I, ALPHA, AP( II+1 ), 1, TAU( I ), 1 ) +* +* Apply the transformation as a rank-2 update: +* A := A - v * w' - w * v' +* + CALL DSPR2( UPLO, N-I, -ONE, AP( II+1 ), 1, TAU( I ), 1, + $ AP( I1I1 ) ) +* + AP( II+1 ) = E( I ) + END IF + D( I ) = AP( II ) + TAU( I ) = TAUI + II = I1I1 + 20 CONTINUE + D( N ) = AP( II ) + END IF +* + RETURN +* +* End of DSPTRD +* + END |