File:  [local] / rpl / lapack / lapack / zhetrd.f
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Tue Jan 26 15:22:45 2010 UTC (14 years, 3 months ago) by bertrand
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CVS tags: HEAD
Initial revision

    1:       SUBROUTINE ZHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, 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, LWORK, N
   11: *     ..
   12: *     .. Array Arguments ..
   13:       DOUBLE PRECISION   D( * ), E( * )
   14:       COMPLEX*16         A( LDA, * ), TAU( * ), WORK( * )
   15: *     ..
   16: *
   17: *  Purpose
   18: *  =======
   19: *
   20: *  ZHETRD reduces a complex Hermitian matrix A to real symmetric
   21: *  tridiagonal form T by a unitary similarity transformation:
   22: *  Q**H * A * Q = T.
   23: *
   24: *  Arguments
   25: *  =========
   26: *
   27: *  UPLO    (input) CHARACTER*1
   28: *          = 'U':  Upper triangle of A is stored;
   29: *          = 'L':  Lower triangle of A is stored.
   30: *
   31: *  N       (input) INTEGER
   32: *          The order of the matrix A.  N >= 0.
   33: *
   34: *  A       (input/output) COMPLEX*16 array, dimension (LDA,N)
   35: *          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
   36: *          N-by-N upper triangular part of A contains the upper
   37: *          triangular part of the matrix A, and the strictly lower
   38: *          triangular part of A is not referenced.  If UPLO = 'L', the
   39: *          leading N-by-N lower triangular part of A contains the lower
   40: *          triangular part of the matrix A, and the strictly upper
   41: *          triangular part of A is not referenced.
   42: *          On exit, if UPLO = 'U', the diagonal and first superdiagonal
   43: *          of A are overwritten by the corresponding elements of the
   44: *          tridiagonal matrix T, and the elements above the first
   45: *          superdiagonal, with the array TAU, represent the unitary
   46: *          matrix Q as a product of elementary reflectors; if UPLO
   47: *          = 'L', the diagonal and first subdiagonal of A are over-
   48: *          written by the corresponding elements of the tridiagonal
   49: *          matrix T, and the elements below the first subdiagonal, with
   50: *          the array TAU, represent the unitary matrix Q as a product
   51: *          of elementary reflectors. See Further Details.
   52: *
   53: *  LDA     (input) INTEGER
   54: *          The leading dimension of the array A.  LDA >= max(1,N).
   55: *
   56: *  D       (output) DOUBLE PRECISION array, dimension (N)
   57: *          The diagonal elements of the tridiagonal matrix T:
   58: *          D(i) = A(i,i).
   59: *
   60: *  E       (output) DOUBLE PRECISION array, dimension (N-1)
   61: *          The off-diagonal elements of the tridiagonal matrix T:
   62: *          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
   63: *
   64: *  TAU     (output) COMPLEX*16 array, dimension (N-1)
   65: *          The scalar factors of the elementary reflectors (see Further
   66: *          Details).
   67: *
   68: *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
   69: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
   70: *
   71: *  LWORK   (input) INTEGER
   72: *          The dimension of the array WORK.  LWORK >= 1.
   73: *          For optimum performance LWORK >= N*NB, where NB is the
   74: *          optimal blocksize.
   75: *
   76: *          If LWORK = -1, then a workspace query is assumed; the routine
   77: *          only calculates the optimal size of the WORK array, returns
   78: *          this value as the first entry of the WORK array, and no error
   79: *          message related to LWORK is issued by XERBLA.
   80: *
   81: *  INFO    (output) INTEGER
   82: *          = 0:  successful exit
   83: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   84: *
   85: *  Further Details
   86: *  ===============
   87: *
   88: *  If UPLO = 'U', the matrix Q is represented as a product of elementary
   89: *  reflectors
   90: *
   91: *     Q = H(n-1) . . . H(2) H(1).
   92: *
   93: *  Each H(i) has the form
   94: *
   95: *     H(i) = I - tau * v * v'
   96: *
   97: *  where tau is a complex scalar, and v is a complex vector with
   98: *  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
   99: *  A(1:i-1,i+1), and tau in TAU(i).
  100: *
  101: *  If UPLO = 'L', the matrix Q is represented as a product of elementary
  102: *  reflectors
  103: *
  104: *     Q = H(1) H(2) . . . H(n-1).
  105: *
  106: *  Each H(i) has the form
  107: *
  108: *     H(i) = I - tau * v * v'
  109: *
  110: *  where tau is a complex scalar, and v is a complex vector with
  111: *  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
  112: *  and tau in TAU(i).
  113: *
  114: *  The contents of A on exit are illustrated by the following examples
  115: *  with n = 5:
  116: *
  117: *  if UPLO = 'U':                       if UPLO = 'L':
  118: *
  119: *    (  d   e   v2  v3  v4 )              (  d                  )
  120: *    (      d   e   v3  v4 )              (  e   d              )
  121: *    (          d   e   v4 )              (  v1  e   d          )
  122: *    (              d   e  )              (  v1  v2  e   d      )
  123: *    (                  d  )              (  v1  v2  v3  e   d  )
  124: *
  125: *  where d and e denote diagonal and off-diagonal elements of T, and vi
  126: *  denotes an element of the vector defining H(i).
  127: *
  128: *  =====================================================================
  129: *
  130: *     .. Parameters ..
  131:       DOUBLE PRECISION   ONE
  132:       PARAMETER          ( ONE = 1.0D+0 )
  133:       COMPLEX*16         CONE
  134:       PARAMETER          ( CONE = ( 1.0D+0, 0.0D+0 ) )
  135: *     ..
  136: *     .. Local Scalars ..
  137:       LOGICAL            LQUERY, UPPER
  138:       INTEGER            I, IINFO, IWS, J, KK, LDWORK, LWKOPT, NB,
  139:      $                   NBMIN, NX
  140: *     ..
  141: *     .. External Subroutines ..
  142:       EXTERNAL           XERBLA, ZHER2K, ZHETD2, ZLATRD
  143: *     ..
  144: *     .. Intrinsic Functions ..
  145:       INTRINSIC          MAX
  146: *     ..
  147: *     .. External Functions ..
  148:       LOGICAL            LSAME
  149:       INTEGER            ILAENV
  150:       EXTERNAL           LSAME, ILAENV
  151: *     ..
  152: *     .. Executable Statements ..
  153: *
  154: *     Test the input parameters
  155: *
  156:       INFO = 0
  157:       UPPER = LSAME( UPLO, 'U' )
  158:       LQUERY = ( LWORK.EQ.-1 )
  159:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  160:          INFO = -1
  161:       ELSE IF( N.LT.0 ) THEN
  162:          INFO = -2
  163:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  164:          INFO = -4
  165:       ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  166:          INFO = -9
  167:       END IF
  168: *
  169:       IF( INFO.EQ.0 ) THEN
  170: *
  171: *        Determine the block size.
  172: *
  173:          NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 )
  174:          LWKOPT = N*NB
  175:          WORK( 1 ) = LWKOPT
  176:       END IF
  177: *
  178:       IF( INFO.NE.0 ) THEN
  179:          CALL XERBLA( 'ZHETRD', -INFO )
  180:          RETURN
  181:       ELSE IF( LQUERY ) THEN
  182:          RETURN
  183:       END IF
  184: *
  185: *     Quick return if possible
  186: *
  187:       IF( N.EQ.0 ) THEN
  188:          WORK( 1 ) = 1
  189:          RETURN
  190:       END IF
  191: *
  192:       NX = N
  193:       IWS = 1
  194:       IF( NB.GT.1 .AND. NB.LT.N ) THEN
  195: *
  196: *        Determine when to cross over from blocked to unblocked code
  197: *        (last block is always handled by unblocked code).
  198: *
  199:          NX = MAX( NB, ILAENV( 3, 'ZHETRD', UPLO, N, -1, -1, -1 ) )
  200:          IF( NX.LT.N ) THEN
  201: *
  202: *           Determine if workspace is large enough for blocked code.
  203: *
  204:             LDWORK = N
  205:             IWS = LDWORK*NB
  206:             IF( LWORK.LT.IWS ) THEN
  207: *
  208: *              Not enough workspace to use optimal NB:  determine the
  209: *              minimum value of NB, and reduce NB or force use of
  210: *              unblocked code by setting NX = N.
  211: *
  212:                NB = MAX( LWORK / LDWORK, 1 )
  213:                NBMIN = ILAENV( 2, 'ZHETRD', UPLO, N, -1, -1, -1 )
  214:                IF( NB.LT.NBMIN )
  215:      $            NX = N
  216:             END IF
  217:          ELSE
  218:             NX = N
  219:          END IF
  220:       ELSE
  221:          NB = 1
  222:       END IF
  223: *
  224:       IF( UPPER ) THEN
  225: *
  226: *        Reduce the upper triangle of A.
  227: *        Columns 1:kk are handled by the unblocked method.
  228: *
  229:          KK = N - ( ( N-NX+NB-1 ) / NB )*NB
  230:          DO 20 I = N - NB + 1, KK + 1, -NB
  231: *
  232: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
  233: *           matrix W which is needed to update the unreduced part of
  234: *           the matrix
  235: *
  236:             CALL ZLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK,
  237:      $                   LDWORK )
  238: *
  239: *           Update the unreduced submatrix A(1:i-1,1:i-1), using an
  240: *           update of the form:  A := A - V*W' - W*V'
  241: *
  242:             CALL ZHER2K( UPLO, 'No transpose', I-1, NB, -CONE,
  243:      $                   A( 1, I ), LDA, WORK, LDWORK, ONE, A, LDA )
  244: *
  245: *           Copy superdiagonal elements back into A, and diagonal
  246: *           elements into D
  247: *
  248:             DO 10 J = I, I + NB - 1
  249:                A( J-1, J ) = E( J-1 )
  250:                D( J ) = A( J, J )
  251:    10       CONTINUE
  252:    20    CONTINUE
  253: *
  254: *        Use unblocked code to reduce the last or only block
  255: *
  256:          CALL ZHETD2( UPLO, KK, A, LDA, D, E, TAU, IINFO )
  257:       ELSE
  258: *
  259: *        Reduce the lower triangle of A
  260: *
  261:          DO 40 I = 1, N - NX, NB
  262: *
  263: *           Reduce columns i:i+nb-1 to tridiagonal form and form the
  264: *           matrix W which is needed to update the unreduced part of
  265: *           the matrix
  266: *
  267:             CALL ZLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ),
  268:      $                   TAU( I ), WORK, LDWORK )
  269: *
  270: *           Update the unreduced submatrix A(i+nb:n,i+nb:n), using
  271: *           an update of the form:  A := A - V*W' - W*V'
  272: *
  273:             CALL ZHER2K( UPLO, 'No transpose', N-I-NB+1, NB, -CONE,
  274:      $                   A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE,
  275:      $                   A( I+NB, I+NB ), LDA )
  276: *
  277: *           Copy subdiagonal elements back into A, and diagonal
  278: *           elements into D
  279: *
  280:             DO 30 J = I, I + NB - 1
  281:                A( J+1, J ) = E( J )
  282:                D( J ) = A( J, J )
  283:    30       CONTINUE
  284:    40    CONTINUE
  285: *
  286: *        Use unblocked code to reduce the last or only block
  287: *
  288:          CALL ZHETD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ),
  289:      $                TAU( I ), IINFO )
  290:       END IF
  291: *
  292:       WORK( 1 ) = LWKOPT
  293:       RETURN
  294: *
  295: *     End of ZHETRD
  296: *
  297:       END

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