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zlatrd.f 12 kB

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  1. *> \brief \b ZLATRD reduces the first nb rows and columns of a symmetric/Hermitian matrix A to real tridiagonal form by an unitary similarity transformation.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLATRD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlatrd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlatrd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlatrd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER LDA, LDW, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION E( * )
  29. * COMPLEX*16 A( LDA, * ), TAU( * ), W( LDW, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZLATRD reduces NB rows and columns of a complex Hermitian matrix A to
  39. *> Hermitian tridiagonal form by a unitary similarity
  40. *> transformation Q**H * A * Q, and returns the matrices V and W which are
  41. *> needed to apply the transformation to the unreduced part of A.
  42. *>
  43. *> If UPLO = 'U', ZLATRD reduces the last NB rows and columns of a
  44. *> matrix, of which the upper triangle is supplied;
  45. *> if UPLO = 'L', ZLATRD reduces the first NB rows and columns of a
  46. *> matrix, of which the lower triangle is supplied.
  47. *>
  48. *> This is an auxiliary routine called by ZHETRD.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] UPLO
  55. *> \verbatim
  56. *> UPLO is CHARACTER*1
  57. *> Specifies whether the upper or lower triangular part of the
  58. *> Hermitian matrix A is stored:
  59. *> = 'U': Upper triangular
  60. *> = 'L': Lower triangular
  61. *> \endverbatim
  62. *>
  63. *> \param[in] N
  64. *> \verbatim
  65. *> N is INTEGER
  66. *> The order of the matrix A.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] NB
  70. *> \verbatim
  71. *> NB is INTEGER
  72. *> The number of rows and columns to be reduced.
  73. *> \endverbatim
  74. *>
  75. *> \param[in,out] A
  76. *> \verbatim
  77. *> A is COMPLEX*16 array, dimension (LDA,N)
  78. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  79. *> n-by-n upper triangular part of A contains the upper
  80. *> triangular part of the matrix A, and the strictly lower
  81. *> triangular part of A is not referenced. If UPLO = 'L', the
  82. *> leading n-by-n lower triangular part of A contains the lower
  83. *> triangular part of the matrix A, and the strictly upper
  84. *> triangular part of A is not referenced.
  85. *> On exit:
  86. *> if UPLO = 'U', the last NB columns have been reduced to
  87. *> tridiagonal form, with the diagonal elements overwriting
  88. *> the diagonal elements of A; the elements above the diagonal
  89. *> with the array TAU, represent the unitary matrix Q as a
  90. *> product of elementary reflectors;
  91. *> if UPLO = 'L', the first NB columns have been reduced to
  92. *> tridiagonal form, with the diagonal elements overwriting
  93. *> the diagonal elements of A; the elements below the diagonal
  94. *> with the array TAU, represent the unitary matrix Q as a
  95. *> product of elementary reflectors.
  96. *> See Further Details.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDA
  100. *> \verbatim
  101. *> LDA is INTEGER
  102. *> The leading dimension of the array A. LDA >= max(1,N).
  103. *> \endverbatim
  104. *>
  105. *> \param[out] E
  106. *> \verbatim
  107. *> E is DOUBLE PRECISION array, dimension (N-1)
  108. *> If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal
  109. *> elements of the last NB columns of the reduced matrix;
  110. *> if UPLO = 'L', E(1:nb) contains the subdiagonal elements of
  111. *> the first NB columns of the reduced matrix.
  112. *> \endverbatim
  113. *>
  114. *> \param[out] TAU
  115. *> \verbatim
  116. *> TAU is COMPLEX*16 array, dimension (N-1)
  117. *> The scalar factors of the elementary reflectors, stored in
  118. *> TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.
  119. *> See Further Details.
  120. *> \endverbatim
  121. *>
  122. *> \param[out] W
  123. *> \verbatim
  124. *> W is COMPLEX*16 array, dimension (LDW,NB)
  125. *> The n-by-nb matrix W required to update the unreduced part
  126. *> of A.
  127. *> \endverbatim
  128. *>
  129. *> \param[in] LDW
  130. *> \verbatim
  131. *> LDW is INTEGER
  132. *> The leading dimension of the array W. LDW >= max(1,N).
  133. *> \endverbatim
  134. *
  135. * Authors:
  136. * ========
  137. *
  138. *> \author Univ. of Tennessee
  139. *> \author Univ. of California Berkeley
  140. *> \author Univ. of Colorado Denver
  141. *> \author NAG Ltd.
  142. *
  143. *> \date December 2016
  144. *
  145. *> \ingroup complex16OTHERauxiliary
  146. *
  147. *> \par Further Details:
  148. * =====================
  149. *>
  150. *> \verbatim
  151. *>
  152. *> If UPLO = 'U', the matrix Q is represented as a product of elementary
  153. *> reflectors
  154. *>
  155. *> Q = H(n) H(n-1) . . . H(n-nb+1).
  156. *>
  157. *> Each H(i) has the form
  158. *>
  159. *> H(i) = I - tau * v * v**H
  160. *>
  161. *> where tau is a complex scalar, and v is a complex vector with
  162. *> v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
  163. *> and tau in TAU(i-1).
  164. *>
  165. *> If UPLO = 'L', the matrix Q is represented as a product of elementary
  166. *> reflectors
  167. *>
  168. *> Q = H(1) H(2) . . . H(nb).
  169. *>
  170. *> Each H(i) has the form
  171. *>
  172. *> H(i) = I - tau * v * v**H
  173. *>
  174. *> where tau is a complex scalar, and v is a complex vector with
  175. *> v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
  176. *> and tau in TAU(i).
  177. *>
  178. *> The elements of the vectors v together form the n-by-nb matrix V
  179. *> which is needed, with W, to apply the transformation to the unreduced
  180. *> part of the matrix, using a Hermitian rank-2k update of the form:
  181. *> A := A - V*W**H - W*V**H.
  182. *>
  183. *> The contents of A on exit are illustrated by the following examples
  184. *> with n = 5 and nb = 2:
  185. *>
  186. *> if UPLO = 'U': if UPLO = 'L':
  187. *>
  188. *> ( a a a v4 v5 ) ( d )
  189. *> ( a a v4 v5 ) ( 1 d )
  190. *> ( a 1 v5 ) ( v1 1 a )
  191. *> ( d 1 ) ( v1 v2 a a )
  192. *> ( d ) ( v1 v2 a a a )
  193. *>
  194. *> where d denotes a diagonal element of the reduced matrix, a denotes
  195. *> an element of the original matrix that is unchanged, and vi denotes
  196. *> an element of the vector defining H(i).
  197. *> \endverbatim
  198. *>
  199. * =====================================================================
  200. SUBROUTINE ZLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW )
  201. *
  202. * -- LAPACK auxiliary routine (version 3.7.0) --
  203. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  204. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  205. * December 2016
  206. *
  207. * .. Scalar Arguments ..
  208. CHARACTER UPLO
  209. INTEGER LDA, LDW, N, NB
  210. * ..
  211. * .. Array Arguments ..
  212. DOUBLE PRECISION E( * )
  213. COMPLEX*16 A( LDA, * ), TAU( * ), W( LDW, * )
  214. * ..
  215. *
  216. * =====================================================================
  217. *
  218. * .. Parameters ..
  219. COMPLEX*16 ZERO, ONE, HALF
  220. PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
  221. $ ONE = ( 1.0D+0, 0.0D+0 ),
  222. $ HALF = ( 0.5D+0, 0.0D+0 ) )
  223. * ..
  224. * .. Local Scalars ..
  225. INTEGER I, IW
  226. COMPLEX*16 ALPHA
  227. * ..
  228. * .. External Subroutines ..
  229. EXTERNAL ZAXPY, ZGEMV, ZHEMV, ZLACGV, ZLARFG, ZSCAL
  230. * ..
  231. * .. External Functions ..
  232. LOGICAL LSAME
  233. COMPLEX*16 ZDOTC
  234. EXTERNAL LSAME, ZDOTC
  235. * ..
  236. * .. Intrinsic Functions ..
  237. INTRINSIC DBLE, MIN
  238. * ..
  239. * .. Executable Statements ..
  240. *
  241. * Quick return if possible
  242. *
  243. IF( N.LE.0 )
  244. $ RETURN
  245. *
  246. IF( LSAME( UPLO, 'U' ) ) THEN
  247. *
  248. * Reduce last NB columns of upper triangle
  249. *
  250. DO 10 I = N, N - NB + 1, -1
  251. IW = I - N + NB
  252. IF( I.LT.N ) THEN
  253. *
  254. * Update A(1:i,i)
  255. *
  256. A( I, I ) = DBLE( A( I, I ) )
  257. CALL ZLACGV( N-I, W( I, IW+1 ), LDW )
  258. CALL ZGEMV( 'No transpose', I, N-I, -ONE, A( 1, I+1 ),
  259. $ LDA, W( I, IW+1 ), LDW, ONE, A( 1, I ), 1 )
  260. CALL ZLACGV( N-I, W( I, IW+1 ), LDW )
  261. CALL ZLACGV( N-I, A( I, I+1 ), LDA )
  262. CALL ZGEMV( 'No transpose', I, N-I, -ONE, W( 1, IW+1 ),
  263. $ LDW, A( I, I+1 ), LDA, ONE, A( 1, I ), 1 )
  264. CALL ZLACGV( N-I, A( I, I+1 ), LDA )
  265. A( I, I ) = DBLE( A( I, I ) )
  266. END IF
  267. IF( I.GT.1 ) THEN
  268. *
  269. * Generate elementary reflector H(i) to annihilate
  270. * A(1:i-2,i)
  271. *
  272. ALPHA = A( I-1, I )
  273. CALL ZLARFG( I-1, ALPHA, A( 1, I ), 1, TAU( I-1 ) )
  274. E( I-1 ) = ALPHA
  275. A( I-1, I ) = ONE
  276. *
  277. * Compute W(1:i-1,i)
  278. *
  279. CALL ZHEMV( 'Upper', I-1, ONE, A, LDA, A( 1, I ), 1,
  280. $ ZERO, W( 1, IW ), 1 )
  281. IF( I.LT.N ) THEN
  282. CALL ZGEMV( 'Conjugate transpose', I-1, N-I, ONE,
  283. $ W( 1, IW+1 ), LDW, A( 1, I ), 1, ZERO,
  284. $ W( I+1, IW ), 1 )
  285. CALL ZGEMV( 'No transpose', I-1, N-I, -ONE,
  286. $ A( 1, I+1 ), LDA, W( I+1, IW ), 1, ONE,
  287. $ W( 1, IW ), 1 )
  288. CALL ZGEMV( 'Conjugate transpose', I-1, N-I, ONE,
  289. $ A( 1, I+1 ), LDA, A( 1, I ), 1, ZERO,
  290. $ W( I+1, IW ), 1 )
  291. CALL ZGEMV( 'No transpose', I-1, N-I, -ONE,
  292. $ W( 1, IW+1 ), LDW, W( I+1, IW ), 1, ONE,
  293. $ W( 1, IW ), 1 )
  294. END IF
  295. CALL ZSCAL( I-1, TAU( I-1 ), W( 1, IW ), 1 )
  296. ALPHA = -HALF*TAU( I-1 )*ZDOTC( I-1, W( 1, IW ), 1,
  297. $ A( 1, I ), 1 )
  298. CALL ZAXPY( I-1, ALPHA, A( 1, I ), 1, W( 1, IW ), 1 )
  299. END IF
  300. *
  301. 10 CONTINUE
  302. ELSE
  303. *
  304. * Reduce first NB columns of lower triangle
  305. *
  306. DO 20 I = 1, NB
  307. *
  308. * Update A(i:n,i)
  309. *
  310. A( I, I ) = DBLE( A( I, I ) )
  311. CALL ZLACGV( I-1, W( I, 1 ), LDW )
  312. CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, A( I, 1 ),
  313. $ LDA, W( I, 1 ), LDW, ONE, A( I, I ), 1 )
  314. CALL ZLACGV( I-1, W( I, 1 ), LDW )
  315. CALL ZLACGV( I-1, A( I, 1 ), LDA )
  316. CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, W( I, 1 ),
  317. $ LDW, A( I, 1 ), LDA, ONE, A( I, I ), 1 )
  318. CALL ZLACGV( I-1, A( I, 1 ), LDA )
  319. A( I, I ) = DBLE( A( I, I ) )
  320. IF( I.LT.N ) THEN
  321. *
  322. * Generate elementary reflector H(i) to annihilate
  323. * A(i+2:n,i)
  324. *
  325. ALPHA = A( I+1, I )
  326. CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1,
  327. $ TAU( I ) )
  328. E( I ) = ALPHA
  329. A( I+1, I ) = ONE
  330. *
  331. * Compute W(i+1:n,i)
  332. *
  333. CALL ZHEMV( 'Lower', N-I, ONE, A( I+1, I+1 ), LDA,
  334. $ A( I+1, I ), 1, ZERO, W( I+1, I ), 1 )
  335. CALL ZGEMV( 'Conjugate transpose', N-I, I-1, ONE,
  336. $ W( I+1, 1 ), LDW, A( I+1, I ), 1, ZERO,
  337. $ W( 1, I ), 1 )
  338. CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, A( I+1, 1 ),
  339. $ LDA, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
  340. CALL ZGEMV( 'Conjugate transpose', N-I, I-1, ONE,
  341. $ A( I+1, 1 ), LDA, A( I+1, I ), 1, ZERO,
  342. $ W( 1, I ), 1 )
  343. CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, W( I+1, 1 ),
  344. $ LDW, W( 1, I ), 1, ONE, W( I+1, I ), 1 )
  345. CALL ZSCAL( N-I, TAU( I ), W( I+1, I ), 1 )
  346. ALPHA = -HALF*TAU( I )*ZDOTC( N-I, W( I+1, I ), 1,
  347. $ A( I+1, I ), 1 )
  348. CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, W( I+1, I ), 1 )
  349. END IF
  350. *
  351. 20 CONTINUE
  352. END IF
  353. *
  354. RETURN
  355. *
  356. * End of ZLATRD
  357. *
  358. END