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LAPACK-3

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LAPACK-3: reduces NB rows and columns of a complex Hermitian matrix A to Hermitian tridiagonal form by a unitary similarity

NAME

LAPACK-3 - reduces NB rows and columns of a complex Hermitian matrix A to Hermitian tridiagonal form by a unitary similarity transformation Q' * A * Q, and returns the matrices V and W which are needed to apply the transformation to the unreduced part of A

SYNOPSIS

SUBROUTINE ZLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW ) CHARACTER UPLO INTEGER LDA, LDW, N, NB DOUBLE PRECISION E( * ) COMPLEX*16 A( LDA, * ), TAU( * ), W( LDW, * )

PURPOSE

ZLATRD reduces NB rows and columns of a complex Hermitian matrix A to Hermitian tridiagonal form by a unitary similarity transformation Q' * A * Q, and returns the matrices V and W which are needed to apply the transformation to the unreduced part of A. If UPLO = 'U', ZLATRD reduces the last NB rows and columns of a matrix, of which the upper triangle is supplied; if UPLO = 'L', ZLATRD reduces the first NB rows and columns of a matrix, of which the lower triangle is supplied. This is an auxiliary routine called by ZHETRD.

ARGUMENTS

UPLO (input) CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular N (input) INTEGER The order of the matrix A. NB (input) INTEGER The number of rows and columns to be reduced. A (input/output) COMPLEX*16 array, dimension (LDA,N) On entry, the 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. 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 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 unitary matrix Q as a product of elementary reflectors. See Further Details. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). E (output) DOUBLE PRECISION array, dimension (N-1) 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 (output) COMPLEX*16 array, dimension (N-1) 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'. See Further Details. W (output) COMPLEX*16 array, dimension (LDW,NB) The n-by-nb matrix W required to update the unreduced part of A. LDW (input) INTEGER The leading dimension of the array W. LDW >= max(1,N).
FURTHER DETAILS
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 complex scalar, and v is a 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 complex scalar, and v is a 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 Hermitian rank-2k update of the form: A := A - V*W' - W*V'. The contents of A on exit are illustrated by the following examples with n = 5 and nb = 2: if UPLO = 'U': if UPLO = 'L': ( a a a v4 v5 ) ( d ) ( a a v4 v5 ) ( 1 d ) ( a 1 v5 ) ( v1 1 a ) ( d 1 ) ( v1 v2 a a ) ( d ) ( v1 v2 a a a ) 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). LAPACK auxiliary routine (versionMarch 2011 LAPACK-3(3)
 
 
 

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