nag_dsytrd (f08fec) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG C Library Manual

NAG Library Function Document

nag_dsytrd (f08fec)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dsytrd (f08fec) reduces a real symmetric matrix to tridiagonal form.

2  Specification

#include <nag.h>
#include <nagf08.h>
void  nag_dsytrd (Nag_OrderType order, Nag_UploType uplo, Integer n, double a[], Integer pda, double d[], double e[], double tau[], NagError *fail)

3  Description

nag_dsytrd (f08fec) reduces a real symmetric matrix A 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). Functions 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  Arguments

1:     orderNag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     uploNag_UploTypeInput
On entry: indicates whether the upper or lower triangular part of A is stored.
uplo=Nag_Upper
The upper triangular part of A is stored.
uplo=Nag_Lower
The lower triangular part of A is stored.
Constraint: uplo=Nag_Upper or Nag_Lower.
3:     nIntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
4:     a[dim]doubleInput/Output
Note: the dimension, dim, of the array a must be at least max1,pda×n.
On entry: the n by n symmetric matrix A.
If order=Nag_ColMajor, Aij is stored in a[j-1×pda+i-1].
If order=Nag_RowMajor, Aij is stored in a[i-1×pda+j-1].
If uplo=Nag_Upper, the upper triangular part of A must be stored and the elements of the array below the diagonal are not referenced.
If uplo=Nag_Lower, the lower triangular part of A must be stored and the elements of the array above the diagonal are not referenced.
On exit: a is overwritten by the tridiagonal matrix T and details of the orthogonal matrix Q as specified by uplo.
5:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array a.
Constraint: pdamax1,n.
6:     d[dim]doubleOutput
Note: the dimension, dim, of the array d must be at least max1,n.
On exit: the diagonal elements of the tridiagonal matrix T.
7:     e[dim]doubleOutput
Note: the dimension, dim, of the array e must be at least max1,n-1.
On exit: the off-diagonal elements of the tridiagonal matrix T.
8:     tau[dim]doubleOutput
Note: the dimension, dim, of the array tau must be at least max1,n-1.
On exit: further details of the orthogonal matrix Q.
9:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
On entry, pda=value.
Constraint: pda>0.
NE_INT_2
On entry, pda=value and n=value.
Constraint: pdamax1,n.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

7  Accuracy

The computed tridiagonal matrix T is exactly similar to a nearby matrix A+E, where
E2 c n 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 nag_dsytrd (f08fec) may be followed by a call to nag_dorgtr (f08ffc):
nag_dorgtr(order,uplo,n,&a,pda,tau,&fail)
To apply Q to an n by p real matrix C nag_dsytrd (f08fec) may be followed by a call to nag_dormtr (f08fgc). For example,
nag_dormtr(order,Nag_LeftSide,uplo,Nag_NoTrans,n,p,&a,pda,
  tau,&c,pdc,&fail)
forms the matrix product QC.
The complex analogue of this function is nag_zhetrd (f08fsc).

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 .

9.1  Program Text

Program Text (f08fece.c)

9.2  Program Data

Program Data (f08fece.d)

9.3  Program Results

Program Results (f08fece.r)


nag_dsytrd (f08fec) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012