F08GEF (DSPTRD) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


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

F08GEF (DSPTRD) reduces a real symmetric matrix to tridiagonal form, using packed storage.

2  Specification

REAL (KIND=nag_wp)  AP(*), D(N), E(N-1), TAU(N-1)
The routine may be called by its LAPACK name dsptrd.

3  Description

F08GEF (DSPTRD) reduces a real symmetric matrix A, held in packed storage, to symmetric tridiagonal form T by an orthogonal similarity transformation: A=QTQT.
The matrix Q is not formed explicitly but is represented as a product of n-1 elementary reflectors (see the F08 Chapter Introduction for details). Routines are provided to work with Q 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 A is stored.
The upper triangular part of A is stored.
The lower triangular part of A is stored.
Constraint: UPLO='U' or 'L'.
2:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
3:     AP(*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the dimension of the array AP must be at least max1,N×N+1/2.
On entry: the n by n symmetric matrix A, packed by columns.
More precisely,
  • if UPLO='U', the upper triangle of A must be stored with element Aij in APi+jj-1/2 for ij;
  • if UPLO='L', the lower triangle of A must be stored with element Aij in APi+2n-jj-1/2 for ij.
On exit: AP is overwritten by the tridiagonal matrix T and details of the orthogonal matrix Q.
4:     D(N) – REAL (KIND=nag_wp) arrayOutput
On exit: the diagonal elements of the tridiagonal matrix T.
5:     E(N-1) – REAL (KIND=nag_wp) arrayOutput
6:     TAU(N-1) – REAL (KIND=nag_wp) arrayOutput
7:     INFO – INTEGEROutput

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

The computed tridiagonal matrix T is exactly similar to a nearby matrix A+E, where
E2 cn ε A2 ,
cn is a modestly increasing function of n, and ε is the machine precision.
The elements of T themselves may be sensitive to small perturbations in A or to rounding errors in the computation, but this does not affect the stability of the eigenvalues and eigenvectors.

8  Further Comments

The total number of floating point operations is approximately 43 n3 .
To form the orthogonal matrix Q F08GEF (DSPTRD) may be followed by a call to F08GFF (DOPGTR):
To apply Q to an n by p real matrix C F08GEF (DSPTRD) may be followed by a call to F08GGF (DOPMTR). For example,
 CALL DOPMTR('Left',UPLO,'No Transpose',N,P,AP,TAU,C,LDC,WORK, &
forms the matrix product QC.
The complex analogue of this routine is F08GSF (ZHPTRD).

9  Example

This example reduces the matrix A to tridiagonal form, where
A = 2.07 3.87 4.20 -1.15 3.87 -0.21 1.87 0.63 4.20 1.87 1.15 2.06 -1.15 0.63 2.06 -1.81 ,
using packed storage.

9.1  Program Text

Program Text (f08gefe.f90)

9.2  Program Data

Program Data (f08gefe.d)

9.3  Program Results

Program Results (f08gefe.r)

F08GEF (DSPTRD) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2011