|
- *> \brief \b CLAGHE
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE CLAGHE( N, K, D, A, LDA, ISEED, WORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, K, LDA, N
- * ..
- * .. Array Arguments ..
- * INTEGER ISEED( 4 )
- * REAL D( * )
- * COMPLEX A( LDA, * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> CLAGHE generates a complex hermitian matrix A, by pre- and post-
- *> multiplying a real diagonal matrix D with a random unitary matrix:
- *> A = U*D*U'. The semi-bandwidth may then be reduced to k by additional
- *> unitary transformations.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] K
- *> \verbatim
- *> K is INTEGER
- *> The number of nonzero subdiagonals within the band of A.
- *> 0 <= K <= N-1.
- *> \endverbatim
- *>
- *> \param[in] D
- *> \verbatim
- *> D is REAL array, dimension (N)
- *> The diagonal elements of the diagonal matrix D.
- *> \endverbatim
- *>
- *> \param[out] A
- *> \verbatim
- *> A is COMPLEX array, dimension (LDA,N)
- *> The generated n by n hermitian matrix A (the full matrix is
- *> stored).
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= N.
- *> \endverbatim
- *>
- *> \param[in,out] ISEED
- *> \verbatim
- *> ISEED is INTEGER array, dimension (4)
- *> On entry, the seed of the random number generator; the array
- *> elements must be between 0 and 4095, and ISEED(4) must be
- *> odd.
- *> On exit, the seed is updated.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is COMPLEX array, dimension (2*N)
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup complex_matgen
- *
- * =====================================================================
- SUBROUTINE CLAGHE( N, K, D, A, LDA, ISEED, WORK, INFO )
- *
- * -- LAPACK auxiliary routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER INFO, K, LDA, N
- * ..
- * .. Array Arguments ..
- INTEGER ISEED( 4 )
- REAL D( * )
- COMPLEX A( LDA, * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- COMPLEX ZERO, ONE, HALF
- PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
- $ ONE = ( 1.0E+0, 0.0E+0 ),
- $ HALF = ( 0.5E+0, 0.0E+0 ) )
- * ..
- * .. Local Scalars ..
- INTEGER I, J
- REAL WN
- COMPLEX ALPHA, TAU, WA, WB
- * ..
- * .. External Subroutines ..
- EXTERNAL CAXPY, CGEMV, CGERC, CHEMV, CHER2, CLARNV,
- $ CSCAL, XERBLA
- * ..
- * .. External Functions ..
- REAL SCNRM2
- COMPLEX CDOTC
- EXTERNAL SCNRM2, CDOTC
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, CONJG, MAX, REAL
- * ..
- * .. Executable Statements ..
- *
- * Test the input arguments
- *
- INFO = 0
- IF( N.LT.0 ) THEN
- INFO = -1
- ELSE IF( K.LT.0 .OR. K.GT.N-1 ) THEN
- INFO = -2
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -5
- END IF
- IF( INFO.LT.0 ) THEN
- CALL XERBLA( 'CLAGHE', -INFO )
- RETURN
- END IF
- *
- * initialize lower triangle of A to diagonal matrix
- *
- DO 20 J = 1, N
- DO 10 I = J + 1, N
- A( I, J ) = ZERO
- 10 CONTINUE
- 20 CONTINUE
- DO 30 I = 1, N
- A( I, I ) = D( I )
- 30 CONTINUE
- *
- * Generate lower triangle of hermitian matrix
- *
- DO 40 I = N - 1, 1, -1
- *
- * generate random reflection
- *
- CALL CLARNV( 3, ISEED, N-I+1, WORK )
- WN = SCNRM2( N-I+1, WORK, 1 )
- WA = ( WN / ABS( WORK( 1 ) ) )*WORK( 1 )
- IF( WN.EQ.ZERO ) THEN
- TAU = ZERO
- ELSE
- WB = WORK( 1 ) + WA
- CALL CSCAL( N-I, ONE / WB, WORK( 2 ), 1 )
- WORK( 1 ) = ONE
- TAU = REAL( WB / WA )
- END IF
- *
- * apply random reflection to A(i:n,i:n) from the left
- * and the right
- *
- * compute y := tau * A * u
- *
- CALL CHEMV( 'Lower', N-I+1, TAU, A( I, I ), LDA, WORK, 1, ZERO,
- $ WORK( N+1 ), 1 )
- *
- * compute v := y - 1/2 * tau * ( y, u ) * u
- *
- ALPHA = -HALF*TAU*CDOTC( N-I+1, WORK( N+1 ), 1, WORK, 1 )
- CALL CAXPY( N-I+1, ALPHA, WORK, 1, WORK( N+1 ), 1 )
- *
- * apply the transformation as a rank-2 update to A(i:n,i:n)
- *
- CALL CHER2( 'Lower', N-I+1, -ONE, WORK, 1, WORK( N+1 ), 1,
- $ A( I, I ), LDA )
- 40 CONTINUE
- *
- * Reduce number of subdiagonals to K
- *
- DO 60 I = 1, N - 1 - K
- *
- * generate reflection to annihilate A(k+i+1:n,i)
- *
- WN = SCNRM2( N-K-I+1, A( K+I, I ), 1 )
- WA = ( WN / ABS( A( K+I, I ) ) )*A( K+I, I )
- IF( WN.EQ.ZERO ) THEN
- TAU = ZERO
- ELSE
- WB = A( K+I, I ) + WA
- CALL CSCAL( N-K-I, ONE / WB, A( K+I+1, I ), 1 )
- A( K+I, I ) = ONE
- TAU = REAL( WB / WA )
- END IF
- *
- * apply reflection to A(k+i:n,i+1:k+i-1) from the left
- *
- CALL CGEMV( 'Conjugate transpose', N-K-I+1, K-1, ONE,
- $ A( K+I, I+1 ), LDA, A( K+I, I ), 1, ZERO, WORK, 1 )
- CALL CGERC( N-K-I+1, K-1, -TAU, A( K+I, I ), 1, WORK, 1,
- $ A( K+I, I+1 ), LDA )
- *
- * apply reflection to A(k+i:n,k+i:n) from the left and the right
- *
- * compute y := tau * A * u
- *
- CALL CHEMV( 'Lower', N-K-I+1, TAU, A( K+I, K+I ), LDA,
- $ A( K+I, I ), 1, ZERO, WORK, 1 )
- *
- * compute v := y - 1/2 * tau * ( y, u ) * u
- *
- ALPHA = -HALF*TAU*CDOTC( N-K-I+1, WORK, 1, A( K+I, I ), 1 )
- CALL CAXPY( N-K-I+1, ALPHA, A( K+I, I ), 1, WORK, 1 )
- *
- * apply hermitian rank-2 update to A(k+i:n,k+i:n)
- *
- CALL CHER2( 'Lower', N-K-I+1, -ONE, A( K+I, I ), 1, WORK, 1,
- $ A( K+I, K+I ), LDA )
- *
- A( K+I, I ) = -WA
- DO 50 J = K + I + 1, N
- A( J, I ) = ZERO
- 50 CONTINUE
- 60 CONTINUE
- *
- * Store full hermitian matrix
- *
- DO 80 J = 1, N
- DO 70 I = J + 1, N
- A( J, I ) = CONJG( A( I, J ) )
- 70 CONTINUE
- 80 CONTINUE
- RETURN
- *
- * End of CLAGHE
- *
- END
|