dsyt213
Part of dsyt21.f(3).
Usage
Functions/Subroutines
DSYT21
Function/Subroutine Documentation
subroutine dsyt21 (integer itype, character uplo, integer n, integer kband, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldv, * ) v, integer ldv, double precision, dimension( * ) tau, double precision, dimension( * ) work, double precision, dimension( 2 ) result)
DSYT21
Purpose:
!> !> DSYT21 generally checks a decomposition of the form !> !> A = U S U**T !> !> where **T means transpose, A is symmetric, 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 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 ) !> !> For ITYPE > 1, the transformation U is expressed as a product !> V = H(1)...H(n-2), where H(j) = I - tau(j) v(j) v(j)**T and each !> vector v(j) has its first j elements 0 and the remaining n-j elements !> stored in V(j+1:n,j). !>
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', the upper triangle of A and V will be used and !> the (strictly) lower triangle will not be referenced. !> If UPLO='L', the lower triangle of A and V will be used and !> the (strictly) upper triangle will not be referenced. !>
N
!> N is INTEGER !> The size of the matrix. If it is zero, DSYT21 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. !>
A
!> A is DOUBLE PRECISION array, dimension (LDA, N) !> The original (unfactored) matrix. It is assumed to be !> symmetric, and only the upper (UPLO='U') or only the lower !> (UPLO='L') will be referenced. !>
LDA
!> LDA is INTEGER !> The leading dimension of A. It must be at least 1 !> and at least N. !>
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. !>
V
!> V is DOUBLE PRECISION array, dimension (LDV, N) !> If ITYPE=2 or 3, the columns of this array contain the !> Householder vectors used to describe the orthogonal matrix !> in the decomposition. If UPLO='L', then the vectors are in !> the lower triangle, if UPLO='U', then in the upper !> triangle. !> *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. !>
LDV
!> LDV is INTEGER !> The leading dimension of V. LDV must be at least N and !> at least 1. !>
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 (2*N**2) !>
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 205 of file dsyt21.f.