File:  [local] / rpl / lapack / lapack / zhetd2.f
Revision 1.7: download - view: text, annotated - select for diffs - revision graph
Tue Dec 21 13:53:46 2010 UTC (13 years, 4 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_0, rpl-4_0_24, rpl-4_0_22, rpl-4_0_21, rpl-4_0_20, rpl-4_0, HEAD
Mise à jour de lapack vers la version 3.3.0.

    1:       SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.2) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *     November 2006
    7: *
    8: *     .. Scalar Arguments ..
    9:       CHARACTER          UPLO
   10:       INTEGER            INFO, LDA, N
   11: *     ..
   12: *     .. Array Arguments ..
   13:       DOUBLE PRECISION   D( * ), E( * )
   14:       COMPLEX*16         A( LDA, * ), TAU( * )
   15: *     ..
   16: *
   17: *  Purpose
   18: *  =======
   19: *
   20: *  ZHETD2 reduces a complex Hermitian matrix A to real symmetric
   21: *  tridiagonal form T by a unitary similarity transformation:
   22: *  Q' * A * Q = T.
   23: *
   24: *  Arguments
   25: *  =========
   26: *
   27: *  UPLO    (input) CHARACTER*1
   28: *          Specifies whether the upper or lower triangular part of the
   29: *          Hermitian matrix A is stored:
   30: *          = 'U':  Upper triangular
   31: *          = 'L':  Lower triangular
   32: *
   33: *  N       (input) INTEGER
   34: *          The order of the matrix A.  N >= 0.
   35: *
   36: *  A       (input/output) COMPLEX*16 array, dimension (LDA,N)
   37: *          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
   38: *          n-by-n upper triangular part of A contains the upper
   39: *          triangular part of the matrix A, and the strictly lower
   40: *          triangular part of A is not referenced.  If UPLO = 'L', the
   41: *          leading n-by-n lower triangular part of A contains the lower
   42: *          triangular part of the matrix A, and the strictly upper
   43: *          triangular part of A is not referenced.
   44: *          On exit, if UPLO = 'U', the diagonal and first superdiagonal
   45: *          of A are overwritten by the corresponding elements of the
   46: *          tridiagonal matrix T, and the elements above the first
   47: *          superdiagonal, with the array TAU, represent the unitary
   48: *          matrix Q as a product of elementary reflectors; if UPLO
   49: *          = 'L', the diagonal and first subdiagonal of A are over-
   50: *          written by the corresponding elements of the tridiagonal
   51: *          matrix T, and the elements below the first subdiagonal, with
   52: *          the array TAU, represent the unitary matrix Q as a product
   53: *          of elementary reflectors. See Further Details.
   54: *
   55: *  LDA     (input) INTEGER
   56: *          The leading dimension of the array A.  LDA >= max(1,N).
   57: *
   58: *  D       (output) DOUBLE PRECISION array, dimension (N)
   59: *          The diagonal elements of the tridiagonal matrix T:
   60: *          D(i) = A(i,i).
   61: *
   62: *  E       (output) DOUBLE PRECISION array, dimension (N-1)
   63: *          The off-diagonal elements of the tridiagonal matrix T:
   64: *          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
   65: *
   66: *  TAU     (output) COMPLEX*16 array, dimension (N-1)
   67: *          The scalar factors of the elementary reflectors (see Further
   68: *          Details).
   69: *
   70: *  INFO    (output) INTEGER
   71: *          = 0:  successful exit
   72: *          < 0:  if INFO = -i, the i-th argument had an illegal value.
   73: *
   74: *  Further Details
   75: *  ===============
   76: *
   77: *  If UPLO = 'U', the matrix Q is represented as a product of elementary
   78: *  reflectors
   79: *
   80: *     Q = H(n-1) . . . H(2) H(1).
   81: *
   82: *  Each H(i) has the form
   83: *
   84: *     H(i) = I - tau * v * v'
   85: *
   86: *  where tau is a complex scalar, and v is a complex vector with
   87: *  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
   88: *  A(1:i-1,i+1), and tau in TAU(i).
   89: *
   90: *  If UPLO = 'L', the matrix Q is represented as a product of elementary
   91: *  reflectors
   92: *
   93: *     Q = H(1) H(2) . . . H(n-1).
   94: *
   95: *  Each H(i) has the form
   96: *
   97: *     H(i) = I - tau * v * v'
   98: *
   99: *  where tau is a complex scalar, and v is a complex vector with
  100: *  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
  101: *  and tau in TAU(i).
  102: *
  103: *  The contents of A on exit are illustrated by the following examples
  104: *  with n = 5:
  105: *
  106: *  if UPLO = 'U':                       if UPLO = 'L':
  107: *
  108: *    (  d   e   v2  v3  v4 )              (  d                  )
  109: *    (      d   e   v3  v4 )              (  e   d              )
  110: *    (          d   e   v4 )              (  v1  e   d          )
  111: *    (              d   e  )              (  v1  v2  e   d      )
  112: *    (                  d  )              (  v1  v2  v3  e   d  )
  113: *
  114: *  where d and e denote diagonal and off-diagonal elements of T, and vi
  115: *  denotes an element of the vector defining H(i).
  116: *
  117: *  =====================================================================
  118: *
  119: *     .. Parameters ..
  120:       COMPLEX*16         ONE, ZERO, HALF
  121:       PARAMETER          ( ONE = ( 1.0D+0, 0.0D+0 ),
  122:      $                   ZERO = ( 0.0D+0, 0.0D+0 ),
  123:      $                   HALF = ( 0.5D+0, 0.0D+0 ) )
  124: *     ..
  125: *     .. Local Scalars ..
  126:       LOGICAL            UPPER
  127:       INTEGER            I
  128:       COMPLEX*16         ALPHA, TAUI
  129: *     ..
  130: *     .. External Subroutines ..
  131:       EXTERNAL           XERBLA, ZAXPY, ZHEMV, ZHER2, ZLARFG
  132: *     ..
  133: *     .. External Functions ..
  134:       LOGICAL            LSAME
  135:       COMPLEX*16         ZDOTC
  136:       EXTERNAL           LSAME, ZDOTC
  137: *     ..
  138: *     .. Intrinsic Functions ..
  139:       INTRINSIC          DBLE, MAX, MIN
  140: *     ..
  141: *     .. Executable Statements ..
  142: *
  143: *     Test the input parameters
  144: *
  145:       INFO = 0
  146:       UPPER = LSAME( UPLO, 'U' )
  147:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  148:          INFO = -1
  149:       ELSE IF( N.LT.0 ) THEN
  150:          INFO = -2
  151:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  152:          INFO = -4
  153:       END IF
  154:       IF( INFO.NE.0 ) THEN
  155:          CALL XERBLA( 'ZHETD2', -INFO )
  156:          RETURN
  157:       END IF
  158: *
  159: *     Quick return if possible
  160: *
  161:       IF( N.LE.0 )
  162:      $   RETURN
  163: *
  164:       IF( UPPER ) THEN
  165: *
  166: *        Reduce the upper triangle of A
  167: *
  168:          A( N, N ) = DBLE( A( N, N ) )
  169:          DO 10 I = N - 1, 1, -1
  170: *
  171: *           Generate elementary reflector H(i) = I - tau * v * v'
  172: *           to annihilate A(1:i-1,i+1)
  173: *
  174:             ALPHA = A( I, I+1 )
  175:             CALL ZLARFG( I, ALPHA, A( 1, I+1 ), 1, TAUI )
  176:             E( I ) = ALPHA
  177: *
  178:             IF( TAUI.NE.ZERO ) THEN
  179: *
  180: *              Apply H(i) from both sides to A(1:i,1:i)
  181: *
  182:                A( I, I+1 ) = ONE
  183: *
  184: *              Compute  x := tau * A * v  storing x in TAU(1:i)
  185: *
  186:                CALL ZHEMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO,
  187:      $                     TAU, 1 )
  188: *
  189: *              Compute  w := x - 1/2 * tau * (x'*v) * v
  190: *
  191:                ALPHA = -HALF*TAUI*ZDOTC( I, TAU, 1, A( 1, I+1 ), 1 )
  192:                CALL ZAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 )
  193: *
  194: *              Apply the transformation as a rank-2 update:
  195: *                 A := A - v * w' - w * v'
  196: *
  197:                CALL ZHER2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A,
  198:      $                     LDA )
  199: *
  200:             ELSE
  201:                A( I, I ) = DBLE( A( I, I ) )
  202:             END IF
  203:             A( I, I+1 ) = E( I )
  204:             D( I+1 ) = A( I+1, I+1 )
  205:             TAU( I ) = TAUI
  206:    10    CONTINUE
  207:          D( 1 ) = A( 1, 1 )
  208:       ELSE
  209: *
  210: *        Reduce the lower triangle of A
  211: *
  212:          A( 1, 1 ) = DBLE( A( 1, 1 ) )
  213:          DO 20 I = 1, N - 1
  214: *
  215: *           Generate elementary reflector H(i) = I - tau * v * v'
  216: *           to annihilate A(i+2:n,i)
  217: *
  218:             ALPHA = A( I+1, I )
  219:             CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1, TAUI )
  220:             E( I ) = ALPHA
  221: *
  222:             IF( TAUI.NE.ZERO ) THEN
  223: *
  224: *              Apply H(i) from both sides to A(i+1:n,i+1:n)
  225: *
  226:                A( I+1, I ) = ONE
  227: *
  228: *              Compute  x := tau * A * v  storing y in TAU(i:n-1)
  229: *
  230:                CALL ZHEMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA,
  231:      $                     A( I+1, I ), 1, ZERO, TAU( I ), 1 )
  232: *
  233: *              Compute  w := x - 1/2 * tau * (x'*v) * v
  234: *
  235:                ALPHA = -HALF*TAUI*ZDOTC( N-I, TAU( I ), 1, A( I+1, I ),
  236:      $                 1 )
  237:                CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 )
  238: *
  239: *              Apply the transformation as a rank-2 update:
  240: *                 A := A - v * w' - w * v'
  241: *
  242:                CALL ZHER2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1,
  243:      $                     A( I+1, I+1 ), LDA )
  244: *
  245:             ELSE
  246:                A( I+1, I+1 ) = DBLE( A( I+1, I+1 ) )
  247:             END IF
  248:             A( I+1, I ) = E( I )
  249:             D( I ) = A( I, I )
  250:             TAU( I ) = TAUI
  251:    20    CONTINUE
  252:          D( N ) = A( N, N )
  253:       END IF
  254: *
  255:       RETURN
  256: *
  257: *     End of ZHETD2
  258: *
  259:       END

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