table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/TESTING/EIG/dspt21.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/TESTING/EIG/dspt21.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/TESTING/EIG/dspt21.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine DSPT21 (itype, uplo, n, kband, ap, d, e, u, ldu,
vp, tau, work, result)
DSPT21
Function/Subroutine Documentation¶
subroutine DSPT21 (integer itype, character uplo, integer n, integer kband, double precision, dimension( * ) ap, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( * ) vp, double precision, dimension( * ) tau, double precision, dimension( * ) work, double precision, dimension( 2 ) result)¶
DSPT21
Purpose:
!> !> DSPT21 generally checks a decomposition of the form !> !> A = U S U**T !> !> where **T means transpose, A is symmetric (stored in packed format), U !> is orthogonal, and S is diagonal (if KBAND=0) or symmetric !> tridiagonal (if KBAND=1). If ITYPE=1, then U is represented as a !> dense matrix, otherwise the U is expressed as a product of !> Householder transformations, whose vectors are stored in the array !> and whose scaling constants are in
we shall use the !> letter to refer to the product of Householder transformations !> (which should be equal to U). !> !> Specifically, if ITYPE=1, then: !> !> RESULT(1) = | A - U S U**T | / ( |A| n ulp ) and !> RESULT(2) = | I - U U**T | / ( n ulp ) !> !> If ITYPE=2, then: !> !> RESULT(1) = | A - V S V**T | / ( |A| n ulp ) !> !> If ITYPE=3, then: !> !> RESULT(1) = | I - V U**T | / ( n ulp ) !> !> Packed storage means that, for example, if UPLO='U', then the columns !> of the upper triangle of A are stored one after another, so that !> A(1,j+1) immediately follows A(j,j) in the array AP. Similarly, if !> UPLO='L', then the columns of the lower triangle of A are stored one !> after another in AP, so that A(j+1,j+1) immediately follows A(n,j) !> in the array AP. This means that A(i,j) is stored in: !> !> AP( i + j*(j-1)/2 ) if UPLO='U' !> !> AP( i + (2*n-j)*(j-1)/2 ) if UPLO='L' !> !> The array VP bears the same relation to the matrix V that A does to !> AP. !> !> For ITYPE > 1, the transformation U is expressed as a product !> of Householder transformations: !> !> If UPLO='U', then V = H(n-1)...H(1), where !> !> H(j) = I - tau(j) v(j) v(j)**T !> !> and the first j-1 elements of v(j) are stored in V(1:j-1,j+1), !> (i.e., VP( j*(j+1)/2 + 1 : j*(j+1)/2 + j-1 ) ), !> the j-th element is 1, and the last n-j elements are 0. !> !> If UPLO='L', then V = H(1)...H(n-1), where !> !> H(j) = I - tau(j) v(j) v(j)**T !> !> and the first j elements of v(j) are 0, the (j+1)-st is 1, and the !> (j+2)-nd through n-th elements are stored in V(j+2:n,j) (i.e., !> in VP( (2*n-j)*(j-1)/2 + j+2 : (2*n-j)*(j-1)/2 + n ) .) !>
Parameters
ITYPE
!> ITYPE is INTEGER !> Specifies the type of tests to be performed. !> 1: U expressed as a dense orthogonal matrix: !> RESULT(1) = | A - U S U**T | / ( |A| n ulp ) and !> RESULT(2) = | I - U U**T | / ( n ulp ) !> !> 2: U expressed as a product V of Housholder transformations: !> RESULT(1) = | A - V S V**T | / ( |A| n ulp ) !> !> 3: U expressed both as a dense orthogonal matrix and !> as a product of Housholder transformations: !> RESULT(1) = | I - V U**T | / ( n ulp ) !>
UPLO
!> UPLO is CHARACTER !> If UPLO='U', AP and VP are considered to contain the upper !> triangle of A and V. !> If UPLO='L', AP and VP are considered to contain the lower !> triangle of A and V. !>
N
!> N is INTEGER !> The size of the matrix. If it is zero, DSPT21 does nothing. !> It must be at least zero. !>
KBAND
!> KBAND is INTEGER !> The bandwidth of the matrix. It may only be zero or one. !> If zero, then S is diagonal, and E is not referenced. If !> one, then S is symmetric tri-diagonal. !>
AP
!> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2) !> The original (unfactored) matrix. It is assumed to be !> symmetric, and contains the columns of just the upper !> triangle (UPLO='U') or only the lower triangle (UPLO='L'), !> packed one after another. !>
D
!> D is DOUBLE PRECISION array, dimension (N) !> The diagonal of the (symmetric tri-) diagonal matrix. !>
E
!> E is DOUBLE PRECISION array, dimension (N-1) !> The off-diagonal of the (symmetric tri-) diagonal matrix. !> E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and !> (3,2) element, etc. !> Not referenced if KBAND=0. !>
U
!> U is DOUBLE PRECISION array, dimension (LDU, N) !> If ITYPE=1 or 3, this contains the orthogonal matrix in !> the decomposition, expressed as a dense matrix. If ITYPE=2, !> then it is not referenced. !>
LDU
!> LDU is INTEGER !> The leading dimension of U. LDU must be at least N and !> at least 1. !>
VP
!> VP is DOUBLE PRECISION array, dimension (N*(N+1)/2) !> If ITYPE=2 or 3, the columns of this array contain the !> Householder vectors used to describe the orthogonal matrix !> in the decomposition, as described in purpose. !> *NOTE* If ITYPE=2 or 3, V is modified and restored. The !> subdiagonal (if UPLO='L') or the superdiagonal (if UPLO='U') !> is set to one, and later reset to its original value, during !> the course of the calculation. !> If ITYPE=1, then it is neither referenced nor modified. !>
TAU
!> TAU is DOUBLE PRECISION array, dimension (N) !> If ITYPE >= 2, then TAU(j) is the scalar factor of !> v(j) v(j)**T in the Householder transformation H(j) of !> the product U = H(1)...H(n-2) !> If ITYPE < 2, then TAU is not referenced. !>
WORK
!> WORK is DOUBLE PRECISION array, dimension (N**2+N) !> Workspace. !>
RESULT
!> RESULT is DOUBLE PRECISION array, dimension (2) !> The values computed by the two tests described above. The !> values are currently limited to 1/ulp, to avoid overflow. !> RESULT(1) is always modified. RESULT(2) is modified only !> if ITYPE=1. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 219 of file dspt21.f.
Author¶
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