/
dsytd2.go
147 lines (134 loc) · 4.13 KB
/
dsytd2.go
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// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package gonum
import (
"gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64"
)
// Dsytd2 reduces a symmetric n×n matrix A to symmetric tridiagonal form T by
// an orthogonal similarity transformation
//
// Qᵀ * A * Q = T
//
// On entry, the matrix is contained in the specified triangle of a. On exit,
// if uplo == blas.Upper, the diagonal and first super-diagonal of a are
// overwritten with the elements of T. The elements above the first super-diagonal
// are overwritten with the elementary reflectors that are used with
// the elements written to tau in order to construct Q. If uplo == blas.Lower,
// the elements are written in the lower triangular region.
//
// d must have length at least n. e and tau must have length at least n-1. Dsytd2
// will panic if these sizes are not met.
//
// Q is represented as a product of elementary reflectors.
// If uplo == blas.Upper
//
// Q = H_{n-2} * ... * H_1 * H_0
//
// and if uplo == blas.Lower
//
// Q = H_0 * H_1 * ... * H_{n-2}
//
// where
//
// H_i = I - tau * v * vᵀ
//
// where tau is stored in tau[i], and v is stored in a.
//
// If uplo == blas.Upper, v[0:i-1] is stored in A[0:i-1,i+1], v[i] = 1, and
// v[i+1:] = 0. The elements of a are
//
// [ d e v2 v3 v4]
// [ d e v3 v4]
// [ d e v4]
// [ d e]
// [ d]
//
// If uplo == blas.Lower, v[0:i+1] = 0, v[i+1] = 1, and v[i+2:] is stored in
// A[i+2:n,i].
// The elements of a are
//
// [ d ]
// [ e d ]
// [v1 e d ]
// [v1 v2 e d ]
// [v1 v2 v3 e d]
//
// Dsytd2 is an internal routine. It is exported for testing purposes.
func (impl Implementation) Dsytd2(uplo blas.Uplo, n int, a []float64, lda int, d, e, tau []float64) {
switch {
case uplo != blas.Upper && uplo != blas.Lower:
panic(badUplo)
case n < 0:
panic(nLT0)
case lda < max(1, n):
panic(badLdA)
}
// Quick return if possible.
if n == 0 {
return
}
switch {
case len(a) < (n-1)*lda+n:
panic(shortA)
case len(d) < n:
panic(shortD)
case len(e) < n-1:
panic(shortE)
case len(tau) < n-1:
panic(shortTau)
}
bi := blas64.Implementation()
if uplo == blas.Upper {
// Reduce the upper triangle of A.
for i := n - 2; i >= 0; i-- {
// Generate elementary reflector H_i = I - tau * v * vᵀ to
// annihilate A[i:i-1, i+1].
var taui float64
a[i*lda+i+1], taui = impl.Dlarfg(i+1, a[i*lda+i+1], a[i+1:], lda)
e[i] = a[i*lda+i+1]
if taui != 0 {
// Apply H_i from both sides to A[0:i,0:i].
a[i*lda+i+1] = 1
// Compute x := tau * A * v storing x in tau[0:i].
bi.Dsymv(uplo, i+1, taui, a, lda, a[i+1:], lda, 0, tau, 1)
// Compute w := x - 1/2 * tau * (xᵀ * v) * v.
alpha := -0.5 * taui * bi.Ddot(i+1, tau, 1, a[i+1:], lda)
bi.Daxpy(i+1, alpha, a[i+1:], lda, tau, 1)
// Apply the transformation as a rank-2 update
// A = A - v * wᵀ - w * vᵀ.
bi.Dsyr2(uplo, i+1, -1, a[i+1:], lda, tau, 1, a, lda)
a[i*lda+i+1] = e[i]
}
d[i+1] = a[(i+1)*lda+i+1]
tau[i] = taui
}
d[0] = a[0]
return
}
// Reduce the lower triangle of A.
for i := 0; i < n-1; i++ {
// Generate elementary reflector H_i = I - tau * v * vᵀ to
// annihilate A[i+2:n, i].
var taui float64
a[(i+1)*lda+i], taui = impl.Dlarfg(n-i-1, a[(i+1)*lda+i], a[min(i+2, n-1)*lda+i:], lda)
e[i] = a[(i+1)*lda+i]
if taui != 0 {
// Apply H_i from both sides to A[i+1:n, i+1:n].
a[(i+1)*lda+i] = 1
// Compute x := tau * A * v, storing y in tau[i:n-1].
bi.Dsymv(uplo, n-i-1, taui, a[(i+1)*lda+i+1:], lda, a[(i+1)*lda+i:], lda, 0, tau[i:], 1)
// Compute w := x - 1/2 * tau * (xᵀ * v) * v.
alpha := -0.5 * taui * bi.Ddot(n-i-1, tau[i:], 1, a[(i+1)*lda+i:], lda)
bi.Daxpy(n-i-1, alpha, a[(i+1)*lda+i:], lda, tau[i:], 1)
// Apply the transformation as a rank-2 update
// A = A - v * wᵀ - w * vᵀ.
bi.Dsyr2(uplo, n-i-1, -1, a[(i+1)*lda+i:], lda, tau[i:], 1, a[(i+1)*lda+i+1:], lda)
a[(i+1)*lda+i] = e[i]
}
d[i] = a[i*lda+i]
tau[i] = taui
}
d[n-1] = a[(n-1)*lda+n-1]
}