MB01XY

Computing U' U or L L', with U and L upper and lower triangular matrices (unblock algorithm)

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

  To compute the matrix product U' * U or L * L', where U and L are
  upper and lower triangular matrices, respectively, stored in the
  corresponding upper or lower triangular part of the array A.

  If UPLO = 'U' then the upper triangle of the result is stored,
  overwriting the matrix U in A.
  If UPLO = 'L' then the lower triangle of the result is stored,
  overwriting the matrix L in A.

Specification
      SUBROUTINE MB01XY( UPLO, N, A, LDA, INFO )
C     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
C     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * )

Arguments

Mode Parameters

  UPLO    CHARACTER*1
          Specifies which triangle (U or L) is given in the array A,
          as follows:
          = 'U':  the upper triangular part U is given;
          = 'L':  the lower triangular part L is given.

Input/Output Parameters
  N       (input) INTEGER
          The order of the triangular matrices U or L.  N >= 0.

  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
          On entry, if UPLO = 'U', the leading N-by-N upper
          triangular part of this array must contain the upper
          triangular matrix U.
          On entry, if UPLO = 'L', the leading N-by-N lower
          triangular part of this array must contain the lower
          triangular matrix L.
          On exit, if UPLO = 'U', the leading N-by-N upper
          triangular part of this array contains the upper
          triangular part of the product U' * U. The strictly lower
          triangular part is not referenced.
          On exit, if UPLO = 'L', the leading N-by-N lower
          triangular part of this array contains the lower
          triangular part of the product L * L'. The strictly upper
          triangular part is not referenced.

  LDA     INTEGER
          The leading dimension of array A.  LDA >= max(1,N).

Error Indicator
  INFO    INTEGER
          = 0:  successful exit;
          < 0:  if INFO = -i, the i-th argument had an illegal
                value.

Method
  The matrix product U' * U or L * L' is computed using BLAS 2 and
  BLAS 1 operations (an unblocked algorithm).

Further Comments
  This routine is a counterpart of LAPACK Library routine DLAUU2,
  which computes the matrix product U * U' or L' * L.

Example

Program Text

  None
Program Data
  None
Program Results
  None

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