DSYTD2 - reduce a real symmetric matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation

SUBROUTINE DSYTD2(

UPLO, N, A, LDA, D, E, TAU, INFO )

CHARACTER UPLO

INTEGER INFO, LDA, N

DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * )

DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: Q' * A * Q = T.

UPLO (input) CHARACTER*1

Specifies whether the upper or lower triangular part of the symmetric matrix A is stored:

= 'U': Upper triangular

= 'L': Lower triangular

N (input) INTEGER

The order of the matrix A. N >= 0.

A (input/output) DOUBLE PRECISION array, dimension (LDA,N)

On entry, the symmetric 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 diagonal and first superdiagonal of A are overwritten by the corresponding elements of the tridiagonal matrix T, and the elements above the first superdiagonal, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors; if UPLO = 'L', the diagonal and first subdiagonal of A are over- written by the corresponding elements of the tridiagonal matrix T, and the elements below the first subdiagonal, with the array TAU, represent the orthogonal 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).

D (output) DOUBLE PRECISION array, dimension (N)

The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i).

E (output) DOUBLE PRECISION array, dimension (N-1)

The off-diagonal elements of the tridiagonal matrix T: E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.

TAU (output) DOUBLE PRECISION array, dimension (N-1)

The scalar factors of the elementary reflectors (see Further Details).

INFO (output) INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value.

If UPLO = 'U', the matrix Q is represented as a product of elementary reflectors

Q = H(n-1) . . . H(2) H(1).

Each H(i) has the form

H(i) = I - tau * v * v'

where tau is a real scalar, and v is a real vector with

v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in

A(1:i-1,i+1), and tau in TAU(i).

If UPLO = 'L', the matrix Q is represented as a product of elementary reflectors

Q = H(1) H(2) . . . H(n-1).

Each H(i) has the form

H(i) = I - tau * v * v'

where tau is a real scalar, and v is a real vector with

v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), and tau in TAU(i).

The contents of A on exit are illustrated by the following examples with n = 5:

if UPLO = 'U': if UPLO = 'L':

( d e v2 v3 v4 ) ( d ) ( d e v3 v4 ) ( e d ) ( d e v4 ) ( v1 e d ) ( d e ) ( v1 v2 e d ) ( d ) ( v1 v2 v3 e d )

where d and e denote diagonal and off-diagonal elements of T, and vi denotes an element of the vector defining H(i).