NAG Library Function Document
nag_dsptrd (f08gec)
1 Purpose
nag_dsptrd (f08gec) reduces a real symmetric matrix to tridiagonal form, using packed storage.
2 Specification
| #include <nag.h> |
| #include <nagf08.h> |
| void |
nag_dsptrd (Nag_OrderType order,
Nag_UploType uplo,
Integer n,
double ap[],
double d[],
double e[],
double tau[],
NagError *fail) |
|
3 Description
nag_dsptrd (f08gec) reduces a real symmetric matrix , held in packed storage, to symmetric tridiagonal form by an orthogonal similarity transformation: .
The matrix
is not formed explicitly but is represented as a product of
elementary reflectors (see the
f08 Chapter Introduction for details). Functions are provided to work with
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:
order – Nag_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
. See
Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint:
or Nag_ColMajor.
- 2:
uplo – Nag_UploTypeInput
-
On entry: indicates whether the upper or lower triangular part of
is stored.
- The upper triangular part of is stored.
- The lower triangular part of is stored.
Constraint:
or .
- 3:
n – IntegerInput
-
On entry:
, the order of the matrix .
Constraint:
.
- 4:
ap[] – doubleInput/Output
-
Note: the dimension,
dim, of the array
ap
must be at least
.
On entry: the upper or lower triangle of the
by
symmetric
matrix
, packed by rows or columns.
The storage of elements
depends on the
order and
uplo arguments as follows:
- if and ,
is stored in , for ; - if and ,
is stored in , for ; - if and ,
is stored in , for ; - if and ,
is stored in , for .
On exit:
ap is overwritten by the tridiagonal matrix
and details of the
orthogonal
matrix
.
- 5:
d[n] – doubleOutput
On exit: the diagonal elements of the tridiagonal matrix .
- 6:
e[] – doubleOutput
On exit: the off-diagonal elements of the tridiagonal matrix .
- 7:
tau[] – doubleOutput
On exit: further details of the
orthogonal
matrix .
- 8:
fail – NagError *Input/Output
-
The NAG error argument (see
Section 3.6 in the Essential Introduction).
6 Error Indicators and Warnings
- NE_BAD_PARAM
On entry, argument had an illegal value.
- NE_INT
On entry, .
Constraint: .
- 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
is exactly similar to a nearby matrix
, where
is a modestly increasing function of
, and
is the
machine precision.
The elements of themselves may be sensitive to small perturbations in or to rounding errors in the computation, but this does not affect the stability of the eigenvalues and eigenvectors.
The total number of floating point operations is approximately .
To form the orthogonal matrix
nag_dsptrd (f08gec) may be followed by a call to
nag_dopgtr (f08gfc):
nag_dopgtr(order,uplo,n,ap,tau,&q,pdq,&fail)
To apply
to an
by
real matrix
nag_dsptrd (f08gec) may be followed by a call to
nag_dopmtr (f08ggc). For example,
nag_dopmtr(order,Nag_LeftSide,uplo,Nag_NoTrans,n,p,ap,tau,&c,
pdc,&fail)
forms the matrix product
.
The complex analogue of this function is
nag_zhptrd (f08gsc).
9 Example
This example reduces the matrix
to tridiagonal form, where
using packed storage.
9.1 Program Text
Program Text (f08gece.c)
9.2 Program Data
Program Data (f08gece.d)
9.3 Program Results
Program Results (f08gece.r)