F06WCF (DSFRK) (PDF version)
F06 Chapter Contents
F06 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F06WCF (DSFRK)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

 Contents

    1  Purpose
    7  Accuracy

1  Purpose

F06WCF (DSFRK) performs one of the symmetric rank-k update operations
CαAAT + βC   or   CαATA + βC ,  
where A is a real matrix, C is an n by n real symmetric matrix stored in Rectangular Full Packed (RFP) format, and α and β are real scalars.

2  Specification

SUBROUTINE F06WCF ( TRANSR, UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, CR)
INTEGER  N, K, LDA
REAL (KIND=nag_wp)  ALPHA, A(LDA,*), BETA, CR(N*(N+1)/2)
CHARACTER(1)  TRANSR, UPLO, TRANS
The routine may be called by its LAPACK name dsfrk.

3  Description

F06WCF (DSFRK) performs one of the symmetric rank-k update operations
CαAAT + βC   or   CαATA + βC ,  
where A is a real matrix, C is an n by n real symmetric matrix stored in Rectangular Full Packed (RFP) format, and α and β are real scalars. The RFP storage format is described in Section 3.3.3 in the F07 Chapter Introduction.
If n=0 or if β=1.0 and either k=0 or α=0.0 then F06WCF (DSFRK) returns immediately. If β=0.0 and either k=0 or α=0.0 then C is set to the zero matrix.

4  References

Gustavson F G, Waśniewski J, Dongarra J J and Langou J (2010) Rectangular full packed format for Cholesky's algorithm: factorization, solution, and inversion ACM Trans. Math. Software 37, 2

5  Parameters

1:     TRANSR – CHARACTER(1)Input
On entry: specifies whether the RFP representation of C is normal or transposed.
TRANSR='N'
The matrix C is stored in normal RFP format.
TRANSR='T'
The matrix C is stored in transposed RFP format.
Constraint: TRANSR='N' or 'T'.
2:     UPLO – CHARACTER(1)Input
On entry: specifies whether the upper or lower triangular part of C is stored in RFP format.
UPLO='U'
The upper triangular part of C is stored in RFP format.
UPLO='L'
The lower triangular part of C is stored in RFP format.
Constraint: UPLO='U' or 'L'.
3:     TRANS – CHARACTER(1)Input
On entry: specifies the operation to be performed.
TRANS='N'
CαAAT+βC.
TRANS='T'
CαATA+βC.
Constraint: TRANS='N' or 'T'.
4:     N – INTEGERInput
On entry: n, the order of the matrix C.
Constraint: N0.
5:     K – INTEGERInput
On entry: k, the number of columns of A if TRANS='N', or the number of rows of A if TRANS='T'.
Constraint: K0.
6:     ALPHA – REAL (KIND=nag_wp)Input
On entry: the scalar α.
7:     ALDA* – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array A must be at least max1,K if TRANS='N' and at least max1,N if TRANS='T'.
On entry: the matrix A; A is n by k if TRANS='N', or k by n if TRANS='T'. If ALPHA=0.0, A is not referenced.
8:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F06WCF (DSFRK) is called.
Constraints:
  • if TRANS='N', LDA max1,N ;
  • if TRANS='T', LDA max1,K .
9:     BETA – REAL (KIND=nag_wp)Input
On entry: the scalar β.
10:   CRN×N+1/2 – REAL (KIND=nag_wp) arrayInput/Output
On entry: the upper or lower triangular part (as specified by UPLO) of the n by n symmetric matrix C, stored in RFP format (as specified by TRANSR). The storage format is described in detail in Section 3.3.3 in the F07 Chapter Introduction.
On exit: the updated matrix C, that is its upper or lower triangular part stored in RFP format.

6  Error Indicators and Warnings

None.

7  Accuracy

Not applicable.

8  Parallelism and Performance

F06WCF (DSFRK) is not threaded by NAG in any implementation.
F06WCF (DSFRK) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

None.

10  Example

This example reads in the lower triangular part of a symmetric matrix C which it converts to RFP format. It also reads in α, β and a 6 by 4 matrix A and then performs the symmetric rank-4 update CαAAT+βC.

10.1  Program Text

Program Text (f06wcfe.f90)

10.2  Program Data

Program Data (f06wcfe.d)

10.3  Program Results

Program Results (f06wcfe.r)


F06WCF (DSFRK) (PDF version)
F06 Chapter Contents
F06 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015