NAG Library Routine Document
F08FEF (DSYTRD)
1 Purpose
F08FEF (DSYTRD) reduces a real symmetric matrix to tridiagonal form.
2 Specification
INTEGER |
N, LDA, LWORK, INFO |
REAL (KIND=nag_wp) |
A(LDA,*), D(*), E(*), TAU(*), WORK(max(1,LWORK)) |
CHARACTER(1) |
UPLO |
|
The routine may be called by its
LAPACK
name dsytrd.
3 Description
F08FEF (DSYTRD) reduces a real symmetric matrix to symmetric tridiagonal form by an orthogonal similarity transformation: .
The matrix
is not formed explicitly but is represented as a product of
elementary reflectors (see the
F08 Chapter Introduction for details). Routines are provided to work with
in this representation (see
Section 8).
4 References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5 Parameters
- 1: UPLO – CHARACTER(1)Input
On entry: indicates whether the upper or lower triangular part of
is stored.
- The upper triangular part of is stored.
- The lower triangular part of is stored.
Constraint:
or .
- 2: N – INTEGERInput
On entry: , the order of the matrix .
Constraint:
.
- 3: A(LDA,) – REAL (KIND=nag_wp) arrayInput/Output
-
Note: the second dimension of the array
A
must be at least
.
On entry: the
by
symmetric matrix
.
- If , the upper triangular part of must be stored and the elements of the array below the diagonal are not referenced.
- If , the lower triangular part of must be stored and the elements of the array above the diagonal are not referenced.
On exit:
A is overwritten by the tridiagonal matrix
and details of the orthogonal matrix
as specified by
UPLO.
- 4: LDA – INTEGERInput
On entry: the first dimension of the array
A as declared in the (sub)program from which F08FEF (DSYTRD) is called.
Constraint:
.
- 5: D() – REAL (KIND=nag_wp) arrayOutput
-
Note: the dimension of the array
D
must be at least
.
On exit: the diagonal elements of the tridiagonal matrix .
- 6: E() – REAL (KIND=nag_wp) arrayOutput
-
Note: the dimension of the array
E
must be at least
.
On exit: the off-diagonal elements of the tridiagonal matrix .
- 7: TAU() – REAL (KIND=nag_wp) arrayOutput
-
Note: the dimension of the array
TAU
must be at least
.
On exit: further details of the orthogonal matrix .
- 8: WORK() – REAL (KIND=nag_wp) arrayWorkspace
On exit: if
,
contains the minimum value of
LWORK required for optimal performance.
- 9: LWORK – INTEGERInput
On entry: the dimension of the array
WORK as declared in the (sub)program from which F08FEF (DSYTRD) is called.
If
, a workspace query is assumed; the routine only calculates the optimal size of the
WORK array, returns this value as the first entry of the
WORK array, and no error message related to
LWORK is issued.
Suggested value:
for optimal performance, , where is the optimal block size.
Constraint:
or .
- 10: INFO – INTEGEROutput
On exit:
unless the routine detects an error (see
Section 6).
6 Error Indicators and Warnings
Errors or warnings detected by the routine:
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
7 Accuracy
The computed tridiagonal matrix
is exactly similar to a nearby matrix
, where
is a modestly increasing function of
, and
is the
machine precision.
The elements of themselves may be sensitive to small perturbations in or to rounding errors in the computation, but this does not affect the stability of the eigenvalues and eigenvectors.
The total number of floating point operations is approximately .
To form the orthogonal matrix
F08FEF (DSYTRD) may be followed by a call to
F08FFF (DORGTR):
CALL DORGTR(UPLO,N,A,LDA,TAU,WORK,LWORK,INFO)
To apply
to an
by
real matrix
F08FEF (DSYTRD) may be followed by a call to
F08FGF (DORMTR). For example,
CALL DORMTR('Left',UPLO,'No Transpose',N,P,A,LDA,TAU,C,LDC, &
WORK,LWORK,INFO)
forms the matrix product
.
The complex analogue of this routine is
F08FSF (ZHETRD).
9 Example
This example reduces the matrix
to tridiagonal form, where
9.1 Program Text
Program Text (f08fefe.f90)
9.2 Program Data
Program Data (f08fefe.d)
9.3 Program Results
Program Results (f08fefe.r)