Annotation of rpl/lapack/lapack/zhetd2.f, revision 1.9

1.9     ! bertrand    1: *> \brief \b ZHETD2
        !             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: *> \date November 2011
        !           126: *
        !           127: *> \ingroup complex16HEcomputational
        !           128: *
        !           129: *> \par Further Details:
        !           130: *  =====================
        !           131: *>
        !           132: *> \verbatim
        !           133: *>
        !           134: *>  If UPLO = 'U', the matrix Q is represented as a product of elementary
        !           135: *>  reflectors
        !           136: *>
        !           137: *>     Q = H(n-1) . . . H(2) H(1).
        !           138: *>
        !           139: *>  Each H(i) has the form
        !           140: *>
        !           141: *>     H(i) = I - tau * v * v**H
        !           142: *>
        !           143: *>  where tau is a complex scalar, and v is a complex vector with
        !           144: *>  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
        !           145: *>  A(1:i-1,i+1), and tau in TAU(i).
        !           146: *>
        !           147: *>  If UPLO = 'L', the matrix Q is represented as a product of elementary
        !           148: *>  reflectors
        !           149: *>
        !           150: *>     Q = H(1) H(2) . . . H(n-1).
        !           151: *>
        !           152: *>  Each H(i) has the form
        !           153: *>
        !           154: *>     H(i) = I - tau * v * v**H
        !           155: *>
        !           156: *>  where tau is a complex scalar, and v is a complex vector with
        !           157: *>  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
        !           158: *>  and tau in TAU(i).
        !           159: *>
        !           160: *>  The contents of A on exit are illustrated by the following examples
        !           161: *>  with n = 5:
        !           162: *>
        !           163: *>  if UPLO = 'U':                       if UPLO = 'L':
        !           164: *>
        !           165: *>    (  d   e   v2  v3  v4 )              (  d                  )
        !           166: *>    (      d   e   v3  v4 )              (  e   d              )
        !           167: *>    (          d   e   v4 )              (  v1  e   d          )
        !           168: *>    (              d   e  )              (  v1  v2  e   d      )
        !           169: *>    (                  d  )              (  v1  v2  v3  e   d  )
        !           170: *>
        !           171: *>  where d and e denote diagonal and off-diagonal elements of T, and vi
        !           172: *>  denotes an element of the vector defining H(i).
        !           173: *> \endverbatim
        !           174: *>
        !           175: *  =====================================================================
1.1       bertrand  176:       SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
                    177: *
1.9     ! bertrand  178: *  -- LAPACK computational routine (version 3.4.0) --
1.1       bertrand  179: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    180: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9     ! bertrand  181: *     November 2011
1.1       bertrand  182: *
                    183: *     .. Scalar Arguments ..
                    184:       CHARACTER          UPLO
                    185:       INTEGER            INFO, LDA, N
                    186: *     ..
                    187: *     .. Array Arguments ..
                    188:       DOUBLE PRECISION   D( * ), E( * )
                    189:       COMPLEX*16         A( LDA, * ), TAU( * )
                    190: *     ..
                    191: *
                    192: *  =====================================================================
                    193: *
                    194: *     .. Parameters ..
                    195:       COMPLEX*16         ONE, ZERO, HALF
                    196:       PARAMETER          ( ONE = ( 1.0D+0, 0.0D+0 ),
                    197:      $                   ZERO = ( 0.0D+0, 0.0D+0 ),
                    198:      $                   HALF = ( 0.5D+0, 0.0D+0 ) )
                    199: *     ..
                    200: *     .. Local Scalars ..
                    201:       LOGICAL            UPPER
                    202:       INTEGER            I
                    203:       COMPLEX*16         ALPHA, TAUI
                    204: *     ..
                    205: *     .. External Subroutines ..
                    206:       EXTERNAL           XERBLA, ZAXPY, ZHEMV, ZHER2, ZLARFG
                    207: *     ..
                    208: *     .. External Functions ..
                    209:       LOGICAL            LSAME
                    210:       COMPLEX*16         ZDOTC
                    211:       EXTERNAL           LSAME, ZDOTC
                    212: *     ..
                    213: *     .. Intrinsic Functions ..
                    214:       INTRINSIC          DBLE, MAX, MIN
                    215: *     ..
                    216: *     .. Executable Statements ..
                    217: *
                    218: *     Test the input parameters
                    219: *
                    220:       INFO = 0
1.8       bertrand  221:       UPPER = LSAME( UPLO, 'U')
1.1       bertrand  222:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    223:          INFO = -1
                    224:       ELSE IF( N.LT.0 ) THEN
                    225:          INFO = -2
                    226:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    227:          INFO = -4
                    228:       END IF
                    229:       IF( INFO.NE.0 ) THEN
                    230:          CALL XERBLA( 'ZHETD2', -INFO )
                    231:          RETURN
                    232:       END IF
                    233: *
                    234: *     Quick return if possible
                    235: *
                    236:       IF( N.LE.0 )
                    237:      $   RETURN
                    238: *
                    239:       IF( UPPER ) THEN
                    240: *
                    241: *        Reduce the upper triangle of A
                    242: *
                    243:          A( N, N ) = DBLE( A( N, N ) )
                    244:          DO 10 I = N - 1, 1, -1
                    245: *
1.8       bertrand  246: *           Generate elementary reflector H(i) = I - tau * v * v**H
1.1       bertrand  247: *           to annihilate A(1:i-1,i+1)
                    248: *
                    249:             ALPHA = A( I, I+1 )
                    250:             CALL ZLARFG( I, ALPHA, A( 1, I+1 ), 1, TAUI )
                    251:             E( I ) = ALPHA
                    252: *
                    253:             IF( TAUI.NE.ZERO ) THEN
                    254: *
                    255: *              Apply H(i) from both sides to A(1:i,1:i)
                    256: *
                    257:                A( I, I+1 ) = ONE
                    258: *
                    259: *              Compute  x := tau * A * v  storing x in TAU(1:i)
                    260: *
                    261:                CALL ZHEMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO,
                    262:      $                     TAU, 1 )
                    263: *
1.8       bertrand  264: *              Compute  w := x - 1/2 * tau * (x**H * v) * v
1.1       bertrand  265: *
                    266:                ALPHA = -HALF*TAUI*ZDOTC( I, TAU, 1, A( 1, I+1 ), 1 )
                    267:                CALL ZAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 )
                    268: *
                    269: *              Apply the transformation as a rank-2 update:
1.8       bertrand  270: *                 A := A - v * w**H - w * v**H
1.1       bertrand  271: *
                    272:                CALL ZHER2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A,
                    273:      $                     LDA )
                    274: *
                    275:             ELSE
                    276:                A( I, I ) = DBLE( A( I, I ) )
                    277:             END IF
                    278:             A( I, I+1 ) = E( I )
                    279:             D( I+1 ) = A( I+1, I+1 )
                    280:             TAU( I ) = TAUI
                    281:    10    CONTINUE
                    282:          D( 1 ) = A( 1, 1 )
                    283:       ELSE
                    284: *
                    285: *        Reduce the lower triangle of A
                    286: *
                    287:          A( 1, 1 ) = DBLE( A( 1, 1 ) )
                    288:          DO 20 I = 1, N - 1
                    289: *
1.8       bertrand  290: *           Generate elementary reflector H(i) = I - tau * v * v**H
1.1       bertrand  291: *           to annihilate A(i+2:n,i)
                    292: *
                    293:             ALPHA = A( I+1, I )
                    294:             CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1, TAUI )
                    295:             E( I ) = ALPHA
                    296: *
                    297:             IF( TAUI.NE.ZERO ) THEN
                    298: *
                    299: *              Apply H(i) from both sides to A(i+1:n,i+1:n)
                    300: *
                    301:                A( I+1, I ) = ONE
                    302: *
                    303: *              Compute  x := tau * A * v  storing y in TAU(i:n-1)
                    304: *
                    305:                CALL ZHEMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA,
                    306:      $                     A( I+1, I ), 1, ZERO, TAU( I ), 1 )
                    307: *
1.8       bertrand  308: *              Compute  w := x - 1/2 * tau * (x**H * v) * v
1.1       bertrand  309: *
                    310:                ALPHA = -HALF*TAUI*ZDOTC( N-I, TAU( I ), 1, A( I+1, I ),
                    311:      $                 1 )
                    312:                CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 )
                    313: *
                    314: *              Apply the transformation as a rank-2 update:
1.8       bertrand  315: *                 A := A - v * w**H - w * v**H
1.1       bertrand  316: *
                    317:                CALL ZHER2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1,
                    318:      $                     A( I+1, I+1 ), LDA )
                    319: *
                    320:             ELSE
                    321:                A( I+1, I+1 ) = DBLE( A( I+1, I+1 ) )
                    322:             END IF
                    323:             A( I+1, I ) = E( I )
                    324:             D( I ) = A( I, I )
                    325:             TAU( I ) = TAUI
                    326:    20    CONTINUE
                    327:          D( N ) = A( N, N )
                    328:       END IF
                    329: *
                    330:       RETURN
                    331: *
                    332: *     End of ZHETD2
                    333: *
                    334:       END

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