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zhetd2.f 10 kB

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  1. *> \brief \b ZHETD2 reduces a Hermitian matrix to real symmetric tridiagonal form by an unitary similarity transformation (unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETD2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetd2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetd2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetd2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION D( * ), E( * )
  29. * COMPLEX*16 A( LDA, * ), TAU( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZHETD2 reduces a complex Hermitian matrix A to real symmetric
  39. *> tridiagonal form T by a unitary similarity transformation:
  40. *> Q**H * A * Q = T.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] UPLO
  47. *> \verbatim
  48. *> UPLO is CHARACTER*1
  49. *> Specifies whether the upper or lower triangular part of the
  50. *> Hermitian matrix A is stored:
  51. *> = 'U': Upper triangular
  52. *> = 'L': Lower triangular
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The order of the matrix A. N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in,out] A
  62. *> \verbatim
  63. *> A is COMPLEX*16 array, dimension (LDA,N)
  64. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  65. *> n-by-n upper triangular part of A contains the upper
  66. *> triangular part of the matrix A, and the strictly lower
  67. *> triangular part of A is not referenced. If UPLO = 'L', the
  68. *> leading n-by-n lower triangular part of A contains the lower
  69. *> triangular part of the matrix A, and the strictly upper
  70. *> triangular part of A is not referenced.
  71. *> On exit, if UPLO = 'U', the diagonal and first superdiagonal
  72. *> of A are overwritten by the corresponding elements of the
  73. *> tridiagonal matrix T, and the elements above the first
  74. *> superdiagonal, with the array TAU, represent the unitary
  75. *> matrix Q as a product of elementary reflectors; if UPLO
  76. *> = 'L', the diagonal and first subdiagonal of A are over-
  77. *> written by the corresponding elements of the tridiagonal
  78. *> matrix T, and the elements below the first subdiagonal, with
  79. *> the array TAU, represent the unitary matrix Q as a product
  80. *> of elementary reflectors. See Further Details.
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDA
  84. *> \verbatim
  85. *> LDA is INTEGER
  86. *> The leading dimension of the array A. LDA >= max(1,N).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] D
  90. *> \verbatim
  91. *> D is DOUBLE PRECISION array, dimension (N)
  92. *> The diagonal elements of the tridiagonal matrix T:
  93. *> D(i) = A(i,i).
  94. *> \endverbatim
  95. *>
  96. *> \param[out] E
  97. *> \verbatim
  98. *> E is DOUBLE PRECISION array, dimension (N-1)
  99. *> The off-diagonal elements of the tridiagonal matrix T:
  100. *> E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
  101. *> \endverbatim
  102. *>
  103. *> \param[out] TAU
  104. *> \verbatim
  105. *> TAU is COMPLEX*16 array, dimension (N-1)
  106. *> The scalar factors of the elementary reflectors (see Further
  107. *> Details).
  108. *> \endverbatim
  109. *>
  110. *> \param[out] INFO
  111. *> \verbatim
  112. *> INFO is INTEGER
  113. *> = 0: successful exit
  114. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  115. *> \endverbatim
  116. *
  117. * Authors:
  118. * ========
  119. *
  120. *> \author Univ. of Tennessee
  121. *> \author Univ. of California Berkeley
  122. *> \author Univ. of Colorado Denver
  123. *> \author NAG Ltd.
  124. *
  125. *> \ingroup complex16HEcomputational
  126. *
  127. *> \par Further Details:
  128. * =====================
  129. *>
  130. *> \verbatim
  131. *>
  132. *> If UPLO = 'U', the matrix Q is represented as a product of elementary
  133. *> reflectors
  134. *>
  135. *> Q = H(n-1) . . . H(2) H(1).
  136. *>
  137. *> Each H(i) has the form
  138. *>
  139. *> H(i) = I - tau * v * v**H
  140. *>
  141. *> where tau is a complex scalar, and v is a complex vector with
  142. *> v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
  143. *> A(1:i-1,i+1), and tau in TAU(i).
  144. *>
  145. *> If UPLO = 'L', the matrix Q is represented as a product of elementary
  146. *> reflectors
  147. *>
  148. *> Q = H(1) H(2) . . . H(n-1).
  149. *>
  150. *> Each H(i) has the form
  151. *>
  152. *> H(i) = I - tau * v * v**H
  153. *>
  154. *> where tau is a complex scalar, and v is a complex vector with
  155. *> v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
  156. *> and tau in TAU(i).
  157. *>
  158. *> The contents of A on exit are illustrated by the following examples
  159. *> with n = 5:
  160. *>
  161. *> if UPLO = 'U': if UPLO = 'L':
  162. *>
  163. *> ( d e v2 v3 v4 ) ( d )
  164. *> ( d e v3 v4 ) ( e d )
  165. *> ( d e v4 ) ( v1 e d )
  166. *> ( d e ) ( v1 v2 e d )
  167. *> ( d ) ( v1 v2 v3 e d )
  168. *>
  169. *> where d and e denote diagonal and off-diagonal elements of T, and vi
  170. *> denotes an element of the vector defining H(i).
  171. *> \endverbatim
  172. *>
  173. * =====================================================================
  174. SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
  175. *
  176. * -- LAPACK computational routine --
  177. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  178. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  179. *
  180. * .. Scalar Arguments ..
  181. CHARACTER UPLO
  182. INTEGER INFO, LDA, N
  183. * ..
  184. * .. Array Arguments ..
  185. DOUBLE PRECISION D( * ), E( * )
  186. COMPLEX*16 A( LDA, * ), TAU( * )
  187. * ..
  188. *
  189. * =====================================================================
  190. *
  191. * .. Parameters ..
  192. COMPLEX*16 ONE, ZERO, HALF
  193. PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ),
  194. $ ZERO = ( 0.0D+0, 0.0D+0 ),
  195. $ HALF = ( 0.5D+0, 0.0D+0 ) )
  196. * ..
  197. * .. Local Scalars ..
  198. LOGICAL UPPER
  199. INTEGER I
  200. COMPLEX*16 ALPHA, TAUI
  201. * ..
  202. * .. External Subroutines ..
  203. EXTERNAL XERBLA, ZAXPY, ZHEMV, ZHER2, ZLARFG
  204. * ..
  205. * .. External Functions ..
  206. LOGICAL LSAME
  207. COMPLEX*16 ZDOTC
  208. EXTERNAL LSAME, ZDOTC
  209. * ..
  210. * .. Intrinsic Functions ..
  211. INTRINSIC DBLE, MAX, MIN
  212. * ..
  213. * .. Executable Statements ..
  214. *
  215. * Test the input parameters
  216. *
  217. INFO = 0
  218. UPPER = LSAME( UPLO, 'U')
  219. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  220. INFO = -1
  221. ELSE IF( N.LT.0 ) THEN
  222. INFO = -2
  223. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  224. INFO = -4
  225. END IF
  226. IF( INFO.NE.0 ) THEN
  227. CALL XERBLA( 'ZHETD2', -INFO )
  228. RETURN
  229. END IF
  230. *
  231. * Quick return if possible
  232. *
  233. IF( N.LE.0 )
  234. $ RETURN
  235. *
  236. IF( UPPER ) THEN
  237. *
  238. * Reduce the upper triangle of A
  239. *
  240. A( N, N ) = DBLE( A( N, N ) )
  241. DO 10 I = N - 1, 1, -1
  242. *
  243. * Generate elementary reflector H(i) = I - tau * v * v**H
  244. * to annihilate A(1:i-1,i+1)
  245. *
  246. ALPHA = A( I, I+1 )
  247. CALL ZLARFG( I, ALPHA, A( 1, I+1 ), 1, TAUI )
  248. E( I ) = DBLE( ALPHA )
  249. *
  250. IF( TAUI.NE.ZERO ) THEN
  251. *
  252. * Apply H(i) from both sides to A(1:i,1:i)
  253. *
  254. A( I, I+1 ) = ONE
  255. *
  256. * Compute x := tau * A * v storing x in TAU(1:i)
  257. *
  258. CALL ZHEMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO,
  259. $ TAU, 1 )
  260. *
  261. * Compute w := x - 1/2 * tau * (x**H * v) * v
  262. *
  263. ALPHA = -HALF*TAUI*ZDOTC( I, TAU, 1, A( 1, I+1 ), 1 )
  264. CALL ZAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 )
  265. *
  266. * Apply the transformation as a rank-2 update:
  267. * A := A - v * w**H - w * v**H
  268. *
  269. CALL ZHER2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A,
  270. $ LDA )
  271. *
  272. ELSE
  273. A( I, I ) = DBLE( A( I, I ) )
  274. END IF
  275. A( I, I+1 ) = E( I )
  276. D( I+1 ) = DBLE( A( I+1, I+1 ) )
  277. TAU( I ) = TAUI
  278. 10 CONTINUE
  279. D( 1 ) = DBLE( A( 1, 1 ) )
  280. ELSE
  281. *
  282. * Reduce the lower triangle of A
  283. *
  284. A( 1, 1 ) = DBLE( A( 1, 1 ) )
  285. DO 20 I = 1, N - 1
  286. *
  287. * Generate elementary reflector H(i) = I - tau * v * v**H
  288. * to annihilate A(i+2:n,i)
  289. *
  290. ALPHA = A( I+1, I )
  291. CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1, TAUI )
  292. E( I ) = DBLE( ALPHA )
  293. *
  294. IF( TAUI.NE.ZERO ) THEN
  295. *
  296. * Apply H(i) from both sides to A(i+1:n,i+1:n)
  297. *
  298. A( I+1, I ) = ONE
  299. *
  300. * Compute x := tau * A * v storing y in TAU(i:n-1)
  301. *
  302. CALL ZHEMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA,
  303. $ A( I+1, I ), 1, ZERO, TAU( I ), 1 )
  304. *
  305. * Compute w := x - 1/2 * tau * (x**H * v) * v
  306. *
  307. ALPHA = -HALF*TAUI*ZDOTC( N-I, TAU( I ), 1, A( I+1, I ),
  308. $ 1 )
  309. CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 )
  310. *
  311. * Apply the transformation as a rank-2 update:
  312. * A := A - v * w**H - w * v**H
  313. *
  314. CALL ZHER2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1,
  315. $ A( I+1, I+1 ), LDA )
  316. *
  317. ELSE
  318. A( I+1, I+1 ) = DBLE( A( I+1, I+1 ) )
  319. END IF
  320. A( I+1, I ) = E( I )
  321. D( I ) = DBLE( A( I, I ) )
  322. TAU( I ) = TAUI
  323. 20 CONTINUE
  324. D( N ) = DBLE( A( N, N ) )
  325. END IF
  326. *
  327. RETURN
  328. *
  329. * End of ZHETD2
  330. *
  331. END