github.com/jingcheng-WU/gonum@v0.9.1-0.20210323123734-f1a2a11a8f7b/lapack/gonum/dsytrd.go (about) 1 // Copyright ©2016 The Gonum Authors. All rights reserved. 2 // Use of this source code is governed by a BSD-style 3 // license that can be found in the LICENSE file. 4 5 package gonum 6 7 import ( 8 "github.com/jingcheng-WU/gonum/blas" 9 "github.com/jingcheng-WU/gonum/blas/blas64" 10 ) 11 12 // Dsytrd reduces a symmetric n×n matrix A to symmetric tridiagonal form by an 13 // orthogonal similarity transformation 14 // Qᵀ * A * Q = T 15 // where Q is an orthonormal matrix and T is symmetric and tridiagonal. 16 // 17 // On entry, a contains the elements of the input matrix in the triangle specified 18 // by uplo. On exit, the diagonal and sub/super-diagonal are overwritten by the 19 // corresponding elements of the tridiagonal matrix T. The remaining elements in 20 // the triangle, along with the array tau, contain the data to construct Q as 21 // the product of elementary reflectors. 22 // 23 // If uplo == blas.Upper, Q is constructed with 24 // Q = H_{n-2} * ... * H_1 * H_0 25 // where 26 // H_i = I - tau_i * v * vᵀ 27 // v is constructed as v[i+1:n] = 0, v[i] = 1, v[0:i-1] is stored in A[0:i-1, i+1]. 28 // The elements of A are 29 // [ d e v1 v2 v3] 30 // [ d e v2 v3] 31 // [ d e v3] 32 // [ d e] 33 // [ e] 34 // 35 // If uplo == blas.Lower, Q is constructed with 36 // Q = H_0 * H_1 * ... * H_{n-2} 37 // where 38 // H_i = I - tau_i * v * vᵀ 39 // v is constructed as v[0:i+1] = 0, v[i+1] = 1, v[i+2:n] is stored in A[i+2:n, i]. 40 // The elements of A are 41 // [ d ] 42 // [ e d ] 43 // [v0 e d ] 44 // [v0 v1 e d ] 45 // [v0 v1 v2 e d] 46 // 47 // d must have length n, and e and tau must have length n-1. Dsytrd will panic if 48 // these conditions are not met. 49 // 50 // work is temporary storage, and lwork specifies the usable memory length. At minimum, 51 // lwork >= 1, and Dsytrd will panic otherwise. The amount of blocking is 52 // limited by the usable length. 53 // If lwork == -1, instead of computing Dsytrd the optimal work length is stored 54 // into work[0]. 55 // 56 // Dsytrd is an internal routine. It is exported for testing purposes. 57 func (impl Implementation) Dsytrd(uplo blas.Uplo, n int, a []float64, lda int, d, e, tau, work []float64, lwork int) { 58 switch { 59 case uplo != blas.Upper && uplo != blas.Lower: 60 panic(badUplo) 61 case n < 0: 62 panic(nLT0) 63 case lda < max(1, n): 64 panic(badLdA) 65 case lwork < 1 && lwork != -1: 66 panic(badLWork) 67 case len(work) < max(1, lwork): 68 panic(shortWork) 69 } 70 71 // Quick return if possible. 72 if n == 0 { 73 work[0] = 1 74 return 75 } 76 77 nb := impl.Ilaenv(1, "DSYTRD", string(uplo), n, -1, -1, -1) 78 lworkopt := n * nb 79 if lwork == -1 { 80 work[0] = float64(lworkopt) 81 return 82 } 83 84 switch { 85 case len(a) < (n-1)*lda+n: 86 panic(shortA) 87 case len(d) < n: 88 panic(shortD) 89 case len(e) < n-1: 90 panic(shortE) 91 case len(tau) < n-1: 92 panic(shortTau) 93 } 94 95 bi := blas64.Implementation() 96 97 nx := n 98 iws := 1 99 var ldwork int 100 if 1 < nb && nb < n { 101 // Determine when to cross over from blocked to unblocked code. The last 102 // block is always handled by unblocked code. 103 nx = max(nb, impl.Ilaenv(3, "DSYTRD", string(uplo), n, -1, -1, -1)) 104 if nx < n { 105 // Determine if workspace is large enough for blocked code. 106 ldwork = nb 107 iws = n * ldwork 108 if lwork < iws { 109 // Not enough workspace to use optimal nb: determine the minimum 110 // value of nb and reduce nb or force use of unblocked code by 111 // setting nx = n. 112 nb = max(lwork/n, 1) 113 nbmin := impl.Ilaenv(2, "DSYTRD", string(uplo), n, -1, -1, -1) 114 if nb < nbmin { 115 nx = n 116 } 117 } 118 } else { 119 nx = n 120 } 121 } else { 122 nb = 1 123 } 124 ldwork = nb 125 126 if uplo == blas.Upper { 127 // Reduce the upper triangle of A. Columns 0:kk are handled by the 128 // unblocked method. 129 var i int 130 kk := n - ((n-nx+nb-1)/nb)*nb 131 for i = n - nb; i >= kk; i -= nb { 132 // Reduce columns i:i+nb to tridiagonal form and form the matrix W 133 // which is needed to update the unreduced part of the matrix. 134 impl.Dlatrd(uplo, i+nb, nb, a, lda, e, tau, work, ldwork) 135 136 // Update the unreduced submatrix A[0:i-1,0:i-1], using an update 137 // of the form A = A - V*Wᵀ - W*Vᵀ. 138 bi.Dsyr2k(uplo, blas.NoTrans, i, nb, -1, a[i:], lda, work, ldwork, 1, a, lda) 139 140 // Copy superdiagonal elements back into A, and diagonal elements into D. 141 for j := i; j < i+nb; j++ { 142 a[(j-1)*lda+j] = e[j-1] 143 d[j] = a[j*lda+j] 144 } 145 } 146 // Use unblocked code to reduce the last or only block 147 // check that i == kk. 148 impl.Dsytd2(uplo, kk, a, lda, d, e, tau) 149 } else { 150 var i int 151 // Reduce the lower triangle of A. 152 for i = 0; i < n-nx; i += nb { 153 // Reduce columns 0:i+nb to tridiagonal form and form the matrix W 154 // which is needed to update the unreduced part of the matrix. 155 impl.Dlatrd(uplo, n-i, nb, a[i*lda+i:], lda, e[i:], tau[i:], work, ldwork) 156 157 // Update the unreduced submatrix A[i+ib:n, i+ib:n], using an update 158 // of the form A = A + V*Wᵀ - W*Vᵀ. 159 bi.Dsyr2k(uplo, blas.NoTrans, n-i-nb, nb, -1, a[(i+nb)*lda+i:], lda, 160 work[nb*ldwork:], ldwork, 1, a[(i+nb)*lda+i+nb:], lda) 161 162 // Copy subdiagonal elements back into A, and diagonal elements into D. 163 for j := i; j < i+nb; j++ { 164 a[(j+1)*lda+j] = e[j] 165 d[j] = a[j*lda+j] 166 } 167 } 168 // Use unblocked code to reduce the last or only block. 169 impl.Dsytd2(uplo, n-i, a[i*lda+i:], lda, d[i:], e[i:], tau[i:]) 170 } 171 work[0] = float64(iws) 172 }