nag_dspr2 (f16psc) performs a rank-2 update on a real symmetric matrix stored in packed form.
nag_dspr2 (f16psc) performs the symmetric rank-2 update operation
where
is an
by
real symmetric matrix, stored in packed form,
and
are
-element real vectors, while
and
are real scalars.
Basic Linear Algebra Subprograms Technical (BLAST) Forum (2001)
Basic Linear Algebra Subprograms Technical (BLAST) Forum Standard University of Tennessee, Knoxville, Tennessee
http://www.netlib.org/blas/blast-forum/blas-report.pdfThe BLAS standard requires accurate implementations which avoid unnecessary over/underflow (see Section 2.7 of
Basic Linear Algebra Subprograms Technical (BLAST) Forum (2001)).
Not applicable.
None.
Perform rank-2 update of real symmetric matrix
, stored in packed storage format, using vectors
and
:
where
is the
by
matrix given by
The vector
is stored in every second element of the array
y (
).