Annotation of rpl/lapack/lapack/zhetd2.f, revision 1.19

1.12      bertrand    1: *> \brief \b ZHETD2 reduces a Hermitian matrix to real symmetric tridiagonal form by an unitary similarity transformation (unblocked algorithm).
1.9       bertrand    2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.16      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.16      bertrand    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">
1.9       bertrand   15: *> [TXT]</a>
1.16      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
1.16      bertrand   22: *
1.9       bertrand   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: *       ..
1.16      bertrand   31: *
1.9       bertrand   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: *
1.16      bertrand  120: *> \author Univ. of Tennessee
                    121: *> \author Univ. of California Berkeley
                    122: *> \author Univ. of Colorado Denver
                    123: *> \author NAG Ltd.
1.9       bertrand  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: *  =====================================================================
1.1       bertrand  174:       SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
                    175: *
1.19    ! bertrand  176: *  -- LAPACK computational routine --
1.1       bertrand  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
1.8       bertrand  218:       UPPER = LSAME( UPLO, 'U')
1.1       bertrand  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: *
1.8       bertrand  243: *           Generate elementary reflector H(i) = I - tau * v * v**H
1.1       bertrand  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 )
1.19    ! bertrand  248:             E( I ) = DBLE( ALPHA )
1.1       bertrand  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: *
1.8       bertrand  261: *              Compute  w := x - 1/2 * tau * (x**H * v) * v
1.1       bertrand  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:
1.8       bertrand  267: *                 A := A - v * w**H - w * v**H
1.1       bertrand  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 )
1.19    ! bertrand  276:             D( I+1 ) = DBLE( A( I+1, I+1 ) )
1.1       bertrand  277:             TAU( I ) = TAUI
                    278:    10    CONTINUE
1.19    ! bertrand  279:          D( 1 ) = DBLE( A( 1, 1 ) )
1.1       bertrand  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: *
1.8       bertrand  287: *           Generate elementary reflector H(i) = I - tau * v * v**H
1.1       bertrand  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 )
1.19    ! bertrand  292:             E( I ) = DBLE( ALPHA )
1.1       bertrand  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: *
1.8       bertrand  305: *              Compute  w := x - 1/2 * tau * (x**H * v) * v
1.1       bertrand  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:
1.8       bertrand  312: *                 A := A - v * w**H - w * v**H
1.1       bertrand  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 )
1.19    ! bertrand  321:             D( I ) = DBLE( A( I, I ) )
1.1       bertrand  322:             TAU( I ) = TAUI
                    323:    20    CONTINUE
1.19    ! bertrand  324:          D( N ) = DBLE( A( N, N ) )
1.1       bertrand  325:       END IF
                    326: *
                    327:       RETURN
                    328: *
                    329: *     End of ZHETD2
                    330: *
                    331:       END

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