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slagsy.f 6.9 kB

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  1. *> \brief \b SLAGSY
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE SLAGSY( N, K, D, A, LDA, ISEED, WORK, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER INFO, K, LDA, N
  15. * ..
  16. * .. Array Arguments ..
  17. * INTEGER ISEED( 4 )
  18. * REAL A( LDA, * ), D( * ), WORK( * )
  19. * ..
  20. *
  21. *
  22. *> \par Purpose:
  23. * =============
  24. *>
  25. *> \verbatim
  26. *>
  27. *> SLAGSY generates a real symmetric matrix A, by pre- and post-
  28. *> multiplying a real diagonal matrix D with a random orthogonal matrix:
  29. *> A = U*D*U'. The semi-bandwidth may then be reduced to k by additional
  30. *> orthogonal transformations.
  31. *> \endverbatim
  32. *
  33. * Arguments:
  34. * ==========
  35. *
  36. *> \param[in] N
  37. *> \verbatim
  38. *> N is INTEGER
  39. *> The order of the matrix A. N >= 0.
  40. *> \endverbatim
  41. *>
  42. *> \param[in] K
  43. *> \verbatim
  44. *> K is INTEGER
  45. *> The number of nonzero subdiagonals within the band of A.
  46. *> 0 <= K <= N-1.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] D
  50. *> \verbatim
  51. *> D is REAL array, dimension (N)
  52. *> The diagonal elements of the diagonal matrix D.
  53. *> \endverbatim
  54. *>
  55. *> \param[out] A
  56. *> \verbatim
  57. *> A is REAL array, dimension (LDA,N)
  58. *> The generated n by n symmetric matrix A (the full matrix is
  59. *> stored).
  60. *> \endverbatim
  61. *>
  62. *> \param[in] LDA
  63. *> \verbatim
  64. *> LDA is INTEGER
  65. *> The leading dimension of the array A. LDA >= N.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] ISEED
  69. *> \verbatim
  70. *> ISEED is INTEGER array, dimension (4)
  71. *> On entry, the seed of the random number generator; the array
  72. *> elements must be between 0 and 4095, and ISEED(4) must be
  73. *> odd.
  74. *> On exit, the seed is updated.
  75. *> \endverbatim
  76. *>
  77. *> \param[out] WORK
  78. *> \verbatim
  79. *> WORK is REAL array, dimension (2*N)
  80. *> \endverbatim
  81. *>
  82. *> \param[out] INFO
  83. *> \verbatim
  84. *> INFO is INTEGER
  85. *> = 0: successful exit
  86. *> < 0: if INFO = -i, the i-th argument had an illegal value
  87. *> \endverbatim
  88. *
  89. * Authors:
  90. * ========
  91. *
  92. *> \author Univ. of Tennessee
  93. *> \author Univ. of California Berkeley
  94. *> \author Univ. of Colorado Denver
  95. *> \author NAG Ltd.
  96. *
  97. *> \ingroup real_matgen
  98. *
  99. * =====================================================================
  100. SUBROUTINE SLAGSY( N, K, D, A, LDA, ISEED, WORK, INFO )
  101. *
  102. * -- LAPACK auxiliary routine --
  103. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  104. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  105. *
  106. * .. Scalar Arguments ..
  107. INTEGER INFO, K, LDA, N
  108. * ..
  109. * .. Array Arguments ..
  110. INTEGER ISEED( 4 )
  111. REAL A( LDA, * ), D( * ), WORK( * )
  112. * ..
  113. *
  114. * =====================================================================
  115. *
  116. * .. Parameters ..
  117. REAL ZERO, ONE, HALF
  118. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0, HALF = 0.5E+0 )
  119. * ..
  120. * .. Local Scalars ..
  121. INTEGER I, J
  122. REAL ALPHA, TAU, WA, WB, WN
  123. * ..
  124. * .. External Subroutines ..
  125. EXTERNAL SAXPY, SGEMV, SGER, SLARNV, SSCAL, SSYMV,
  126. $ SSYR2, XERBLA
  127. * ..
  128. * .. External Functions ..
  129. REAL SDOT, SNRM2
  130. EXTERNAL SDOT, SNRM2
  131. * ..
  132. * .. Intrinsic Functions ..
  133. INTRINSIC MAX, SIGN
  134. * ..
  135. * .. Executable Statements ..
  136. *
  137. * Test the input arguments
  138. *
  139. INFO = 0
  140. IF( N.LT.0 ) THEN
  141. INFO = -1
  142. ELSE IF( K.LT.0 .OR. K.GT.N-1 ) THEN
  143. INFO = -2
  144. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  145. INFO = -5
  146. END IF
  147. IF( INFO.LT.0 ) THEN
  148. CALL XERBLA( 'SLAGSY', -INFO )
  149. RETURN
  150. END IF
  151. *
  152. * initialize lower triangle of A to diagonal matrix
  153. *
  154. DO 20 J = 1, N
  155. DO 10 I = J + 1, N
  156. A( I, J ) = ZERO
  157. 10 CONTINUE
  158. 20 CONTINUE
  159. DO 30 I = 1, N
  160. A( I, I ) = D( I )
  161. 30 CONTINUE
  162. *
  163. * Generate lower triangle of symmetric matrix
  164. *
  165. DO 40 I = N - 1, 1, -1
  166. *
  167. * generate random reflection
  168. *
  169. CALL SLARNV( 3, ISEED, N-I+1, WORK )
  170. WN = SNRM2( N-I+1, WORK, 1 )
  171. WA = SIGN( WN, WORK( 1 ) )
  172. IF( WN.EQ.ZERO ) THEN
  173. TAU = ZERO
  174. ELSE
  175. WB = WORK( 1 ) + WA
  176. CALL SSCAL( N-I, ONE / WB, WORK( 2 ), 1 )
  177. WORK( 1 ) = ONE
  178. TAU = WB / WA
  179. END IF
  180. *
  181. * apply random reflection to A(i:n,i:n) from the left
  182. * and the right
  183. *
  184. * compute y := tau * A * u
  185. *
  186. CALL SSYMV( 'Lower', N-I+1, TAU, A( I, I ), LDA, WORK, 1, ZERO,
  187. $ WORK( N+1 ), 1 )
  188. *
  189. * compute v := y - 1/2 * tau * ( y, u ) * u
  190. *
  191. ALPHA = -HALF*TAU*SDOT( N-I+1, WORK( N+1 ), 1, WORK, 1 )
  192. CALL SAXPY( N-I+1, ALPHA, WORK, 1, WORK( N+1 ), 1 )
  193. *
  194. * apply the transformation as a rank-2 update to A(i:n,i:n)
  195. *
  196. CALL SSYR2( 'Lower', N-I+1, -ONE, WORK, 1, WORK( N+1 ), 1,
  197. $ A( I, I ), LDA )
  198. 40 CONTINUE
  199. *
  200. * Reduce number of subdiagonals to K
  201. *
  202. DO 60 I = 1, N - 1 - K
  203. *
  204. * generate reflection to annihilate A(k+i+1:n,i)
  205. *
  206. WN = SNRM2( N-K-I+1, A( K+I, I ), 1 )
  207. WA = SIGN( WN, A( K+I, I ) )
  208. IF( WN.EQ.ZERO ) THEN
  209. TAU = ZERO
  210. ELSE
  211. WB = A( K+I, I ) + WA
  212. CALL SSCAL( N-K-I, ONE / WB, A( K+I+1, I ), 1 )
  213. A( K+I, I ) = ONE
  214. TAU = WB / WA
  215. END IF
  216. *
  217. * apply reflection to A(k+i:n,i+1:k+i-1) from the left
  218. *
  219. CALL SGEMV( 'Transpose', N-K-I+1, K-1, ONE, A( K+I, I+1 ), LDA,
  220. $ A( K+I, I ), 1, ZERO, WORK, 1 )
  221. CALL SGER( N-K-I+1, K-1, -TAU, A( K+I, I ), 1, WORK, 1,
  222. $ A( K+I, I+1 ), LDA )
  223. *
  224. * apply reflection to A(k+i:n,k+i:n) from the left and the right
  225. *
  226. * compute y := tau * A * u
  227. *
  228. CALL SSYMV( 'Lower', N-K-I+1, TAU, A( K+I, K+I ), LDA,
  229. $ A( K+I, I ), 1, ZERO, WORK, 1 )
  230. *
  231. * compute v := y - 1/2 * tau * ( y, u ) * u
  232. *
  233. ALPHA = -HALF*TAU*SDOT( N-K-I+1, WORK, 1, A( K+I, I ), 1 )
  234. CALL SAXPY( N-K-I+1, ALPHA, A( K+I, I ), 1, WORK, 1 )
  235. *
  236. * apply symmetric rank-2 update to A(k+i:n,k+i:n)
  237. *
  238. CALL SSYR2( 'Lower', N-K-I+1, -ONE, A( K+I, I ), 1, WORK, 1,
  239. $ A( K+I, K+I ), LDA )
  240. *
  241. A( K+I, I ) = -WA
  242. DO 50 J = K + I + 1, N
  243. A( J, I ) = ZERO
  244. 50 CONTINUE
  245. 60 CONTINUE
  246. *
  247. * Store full symmetric matrix
  248. *
  249. DO 80 J = 1, N
  250. DO 70 I = J + 1, N
  251. A( J, I ) = A( I, J )
  252. 70 CONTINUE
  253. 80 CONTINUE
  254. RETURN
  255. *
  256. * End of SLAGSY
  257. *
  258. END