?latrd

Reduces the first nb rows and columns of a symmetric/Hermitian matrix A to real tridiagonal form by an orthogonal/unitary similarity transformation.

Syntax

call slatrd( uplo, n, nb, a, lda, e, tau, w, ldw )

call dlatrd( uplo, n, nb, a, lda, e, tau, w, ldw )

call clatrd( uplo, n, nb, a, lda, e, tau, w, ldw )

call zlatrd( uplo, n, nb, a, lda, e, tau, w, ldw )

Include Files

The FORTRAN 77 interfaces are specified in the mkl_lapack.fi include file (to be used in Fortran programs) and in the mkl_lapack.h include file (to be used in C programs).

Description

The routine ?latrd reduces nb rows and columns of a real symmetric or complex Hermitian matrix A to symmetric/Hermitian tridiagonal form by an orthogonal/unitary similarity transformation QT*A*Q for real flavors, QH*A*Q for complex flavors, and returns the matrices V and W which are needed to apply the transformation to the unreduced part of A.

If uplo = 'U', ?latrd reduces the last nb rows and columns of a matrix, of which the upper triangle is supplied;

if uplo = 'L', ?latrd reduces the first nb rows and columns of a matrix, of which the lower triangle is supplied.

This is an auxiliary routine called by ?sytrd/?hetrd.

Input Parameters

uplo

CHARACTER*1.

Specifies whether the upper or lower triangular part of the symmetric/Hermitian matrix A is stored:

= 'U': upper triangular

= 'L': lower triangular

n

INTEGER. The order of the matrix A.

nb

INTEGER. The number of rows and columns to be reduced.

a

REAL for slatrd

DOUBLE PRECISION for dlatrd

COMPLEX for clatrd

COMPLEX*16 for zlatrd.

Array, DIMENSION (lda, n).

On entry, the symmetric/Hermitian matrix A

If uplo = 'U', the leading n-by-n upper triangular part of a contains the upper triangular part of the matrix A, and the strictly lower triangular part of a is not referenced.

If uplo = 'L', the leading n-by-n lower triangular part of a contains the lower triangular part of the matrix A, and the strictly upper triangular part of a is not referenced.

lda

INTEGER. The leading dimension of the array a. lda (1,n).

ldw

INTEGER.

The leading dimension of the output array w. ldw max(1,n).

Output Parameters

a

On exit, if uplo = 'U', the last nb columns have been reduced to tridiagonal form, with the diagonal elements overwriting the diagonal elements of a; the elements above the diagonal with the array tau, represent the orthogonal/unitary matrix Q as a product of elementary reflectors;

if uplo = 'L', the first nb columns have been reduced to tridiagonal form, with the diagonal elements overwriting the diagonal elements of a; the elements below the diagonal with the array tau, represent the orthogonal/unitary matrix Q as a product of elementary reflectors.

e

REAL for slatrd/clatrd

DOUBLE PRECISION for dlatrd/zlatrd.

If uplo = 'U', e(n-nb:n-1) contains the superdiagonal elements of the last nb columns of the reduced matrix;

if uplo = 'L', e(1:nb) contains the subdiagonal elements of the first nb columns of the reduced matrix.

tau

REAL for slatrd

DOUBLE PRECISION for dlatrd

COMPLEX for clatrd

COMPLEX*16 for zlatrd.

Array, DIMENSION (lda, n).

The scalar factors of the elementary reflectors, stored in tau(n-nb:n-1) if uplo = 'U', and in tau(1:nb) if uplo = 'L'.

w

REAL for slatrd

DOUBLE PRECISION for dlatrd

COMPLEX for clatrd

COMPLEX*16 for zlatrd.

Array, DIMENSION (ldw, n).

The n-by-nb matrix W required to update the unreduced part of A.

Application Notes

If uplo = 'U', the matrix Q is represented as a product of elementary reflectors

Q = H(n)*H(n-1)*...*H(n-nb+1)

Each H(i) has the form

H(i) = I - tau*v*v'

where tau is a real/complex scalar, and v is a real/complex vector with v(i:n) = 0 and v(i-1) = 1; v(1: i-1) is stored on exit in a(1: i-1, i), and tau in tau(i-1).

If uplo = 'L', the matrix Q is represented as a product of elementary reflectors

Q = H(1)*H(2)*...*H(nb)

Each H(i) has the form H(i) = I - tau*v*v'

where tau is a real/complex scalar, and v is a real/complex vector with v(1: i) = 0 and v(i+1) = 1; v( i+1:n) is stored on exit in a(i+1:n, i), and tau in tau(i).

The elements of the vectors v together form the n-by-nb matrix V which is needed, with W, to apply the transformation to the unreduced part of the matrix, using a symmetric/Hermitian rank-2k update of the form:

A := A - VW' - WV'.

The contents of a on exit are illustrated by the following examples with n = 5 and nb = 2:


Equation

where d denotes a diagonal element of the reduced matrix, a denotes an element of the original matrix that is unchanged, and vi denotes an element of the vector defining H(i).


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