|
|
◆ Dsbtrd()
| Sub Dsbtrd |
( |
Vect As |
String, |
|
|
Uplo As |
String, |
|
|
N As |
Long, |
|
|
Kd As |
Long, |
|
|
Ab() As |
Double, |
|
|
D() As |
Double, |
|
|
E() As |
Double, |
|
|
Q() As |
Double, |
|
|
Info As |
Long |
|
) |
| |
Reduces a real symmetric band matrix to tridiagonal form
- Purpose
- This routine reduces a real symmetric band matrix A to real symmetric tridiagonal form T by an orthogonal similarity transformation: Q^T * A * Q = T.
- Parameters
-
| [in] | Vect | = "N": Do not form Q.
= "V": Form Q.
= "U": Update a matrix X, by forming X*Q. |
| [in] | Uplo | = "U": Upper triangle of A is stored.
= "L": Lower triangle of A is stored. |
| [in] | N | Order of the matrix A. (N >= 0) (If N = 0, returns without computation) |
| [in] | Kd | Number of superdiagonals of the matrix A if Uplo = "U" or number of subdiagonals if Uplo = "L". (Kd >= 0) |
| [in,out] | Ab() | Array Ab(LAb1 - 1, LAb2 - 1) (LAb1 >= Kd + 1, LAb2 >= N)
[in] The upper or lower triangle of the symmetric band matrix A, stored in the first Kd + 1 rows of the array. The j-th column of A is stored in the j-th column of the array Ab() as follows.
Uplo = "U": ab[j][Kd + i - j] = A(i, j) for max(0, j - Kd - 1) <= i <= j <= N - 1.
Uplo = "L": ab[j][i - j] = A(i, j) for 0 <= j <= i <= min(N - 1, j + Kd - 1).
[out] The diagonal elements of Ab() are overwritten by the diagonal elements of the tridiagonal matrix T. If Kd > 0, the elements on the first superdiagonal (if Uplo = "U") or the first subdiagonal (if Uplo = "L") are overwritten by the off-diagonal elements of T. The rest of Ab() is overwritten by values generated during the reduction. |
| [out] | D() | Array D(LD - 1) (LD >= N)
The diagonal elements of the tridiagonal matrix T: D(i) = Tii. |
| [out] | E() | Array E(LE - 1) (LE >= N - 1)
The off-diagonal elements of the tridiagonal matrix T: E(i) = T(i+1, i) if Uplo = "U", E(i) = T(i, i+1) if Uplo = "L". |
| [in,out] | Q() | Array Q(LQ1 - 1, LQ2 - 1) (LQ1 >= N, LQ2 >= N)
[in] If Vect = "U", then Q() must contain an N x N matrix X. If Vect = "N" or "V", then Q() need not be set.
[out] If Vect = "V", Q() contains the N x N orthogonal matrix Q. If Vect = "U", Q() contains the product X*Q. If Vect = "N", the array Q() is not referenced. |
| [out] | Info | = 0: Successful exit.
= -1: The argument Vect had an illegal value. (Vect <> "N", "V" nor "Q")
= -2: The argument Uplo had an illegal value (Uplo != "U" nor "L")
= -3: The argument N had an illegal value. (N < 0)
= -4: The argument Kd had an illegal value. (Kd < 0)
= -5: The argument Ab() is invalid.
= -6: The argument D() is invalid.
= -7: The argument E() is invalid.
= -8: The argument Q() is invalid. |
- Reference
- LAPACK
- Example Program
- Compute all eigenvalues of the symmetric band matrix A, where
( 0.61 0.79 0 )
A = ( 0.79 2.23 0.25 )
( 0 0.25 2.87 )
Reduces to tridiagonal form by Dsbtrd, then Dsterf is applied. Sub Ex_Dsbtrd_Dsterf()
Const N = 3, Kd = 1
Dim Ab(Kd, N - 1) As Double, Q() As Double
Dim D(N - 1) As Double, E(N - 2) As Double, Info As Long
Ab(0, 0) = 0.61: Ab(0, 1) = 2.23: Ab(0, 2) = 2.87
Ab(1, 0) = 0.79: Ab(1, 1) = 0.25
Call Dsbtrd("N", "L", N, Kd, Ab(), D(), E(), Q(), Info)
If Info <> 0 Then
Debug.Print "Error in Dsbtrd: Info =", Info
Exit Sub
End If
Call Dsterf(N, D(), E(), Info)
If Info <> 0 Then
Debug.Print "Error in Dsterf: Info =", Info
Exit Sub
End If
Debug.Print "Eigenvalues =", D(0), D(1), D(2)
End Sub
Sub Dsterf(N As Long, D() As Double, E() As Double, Info As Long) Eigenvalues of a symmetric tridiagonal matrix (QL or QR method)
Sub Dsbtrd(Vect As String, Uplo As String, N As Long, Kd As Long, Ab() As Double, D() As Double, E() As Double, Q() As Double, Info As Long) Reduces a real symmetric band matrix to tridiagonal form
- Example Results
Eigenvalues = 0.285074336232239 2.43057331973532 2.99435234403244
|