The routine may be called by the names f08gef, nagf_lapackeig_dsptrd or its LAPACK name dsptrd.
3Description
f08gef reduces a real symmetric matrix , held in packed storage, 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 9).
4References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5Arguments
1: – 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: – IntegerInput
On entry: , the order of the matrix .
Constraint:
.
3: – Real (Kind=nag_wp) arrayInput/Output
Note: the dimension of the array ap
must be at least
.
On entry: the upper or lower triangle of the symmetric matrix , packed by columns.
More precisely,
if , the upper triangle of must be stored with element in for ;
if , the lower triangle of must be stored with element in for .
On exit: ap is overwritten by the tridiagonal matrix and details of the orthogonal matrix .
4: – Real (Kind=nag_wp) arrayOutput
On exit: the diagonal elements of the tridiagonal matrix .
5: – 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 .
6: – Real (Kind=nag_wp) arrayOutput
Note: the dimension of the array tau
must be at least
.
On exit: further details of the orthogonal matrix .
7: – IntegerOutput
On exit: unless the routine detects an error (see Section 6).
6Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
7Accuracy
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.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08gef 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.
9Further Comments
The total number of floating-point operations is approximately .
To form the orthogonal matrix f08gef may be followed by a call to f08gff
:
Call dopgtr(uplo,n,ap,tau,q,ldq,work,info)
To apply to an real matrix f08gef may be followed by a call to f08ggf
. For example,