numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

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..
lapack/SRC/chetrd.f	11595B	-rw-r--r--

*> \brief \b CHETRD
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHETRD + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetrd.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetrd.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetrd.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, LDA, LWORK, N
*       ..
*       .. Array Arguments ..
*       REAL               D( * ), E( * )
*       COMPLEX            A( LDA, * ), TAU( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHETRD reduces a complex Hermitian matrix A to real symmetric
*> tridiagonal form T by a unitary similarity transformation:
*> Q**H * A * Q = T.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          = 'U':  Upper triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA,N)
*>          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
*>          N-by-N upper triangular part of A contains the upper
*>          triangular part of the matrix A, and the strictly lower
*>          triangular part of A is not referenced.  If UPLO = 'L', the
*>          leading N-by-N lower triangular part of A contains the lower
*>          triangular part of the matrix A, and the strictly upper
*>          triangular part of A is not referenced.
*>          On exit, if UPLO = 'U', the diagonal and first superdiagonal
*>          of A are overwritten by the corresponding elements of the
*>          tridiagonal matrix T, and the elements above the first
*>          superdiagonal, with the array TAU, represent the unitary
*>          matrix Q as a product of elementary reflectors; if UPLO
*>          = 'L', the diagonal and first subdiagonal of A are over-
*>          written by the corresponding elements of the tridiagonal
*>          matrix T, and the elements below the first subdiagonal, with
*>          the array TAU, represent the unitary matrix Q as a product
*>          of elementary reflectors. See Further Details.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[out] D
*> \verbatim
*>          D is REAL array, dimension (N)
*>          The diagonal elements of the tridiagonal matrix T:
*>          D(i) = A(i,i).
*> \endverbatim
*>
*> \param[out] E
*> \verbatim
*>          E is REAL array, dimension (N-1)
*>          The off-diagonal elements of the tridiagonal matrix T:
*>          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
*> \endverbatim
*>
*> \param[out] TAU
*> \verbatim
*>          TAU is COMPLEX array, dimension (N-1)
*>          The scalar factors of the elementary reflectors (see Further
*>          Details).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.  LWORK >= 1.
*>          For optimum performance LWORK >= N*NB, where NB is the
*>          optimal blocksize.
*>
*>          If LWORK = -1, then a workspace query is assumed; the routine
*>          only calculates the optimal size of the WORK array, returns
*>          this value as the first entry of the WORK array, and no error
*>          message related to LWORK is issued by XERBLA.
*> \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 hetrd
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  If UPLO = 'U', the matrix Q is represented as a product of elementary
*>  reflectors
*>
*>     Q = H(n-1) . . . H(2) H(1).
*>
*>  Each H(i) has the form
*>
*>     H(i) = I - tau * v * v**H
*>
*>  where tau is a complex scalar, and v is a complex vector with
*>  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
*>  A(1:i-1,i+1), and tau in TAU(i).
*>
*>  If UPLO = 'L', the matrix Q is represented as a product of elementary
*>  reflectors
*>
*>     Q = H(1) H(2) . . . H(n-1).
*>
*>  Each H(i) has the form
*>
*>     H(i) = I - tau * v * v**H
*>
*>  where tau is a complex scalar, and v is a complex vector with
*>  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
*>  and tau in TAU(i).
*>
*>  The contents of A on exit are illustrated by the following examples
*>  with n = 5:
*>
*>  if UPLO = 'U':                       if UPLO = 'L':
*>
*>    (  d   e   v2  v3  v4 )              (  d                  )
*>    (      d   e   v3  v4 )              (  e   d              )
*>    (          d   e   v4 )              (  v1  e   d          )
*>    (              d   e  )              (  v1  v2  e   d      )
*>    (                  d  )              (  v1  v2  v3  e   d  )
*>
*>  where d and e denote diagonal and off-diagonal elements of T, and vi
*>  denotes an element of the vector defining H(i).
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE CHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK,
     $                   INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, LWORK, N
*     ..
*     .. Array Arguments ..
      REAL               D( * ), E( * )
      COMPLEX            A( LDA, * ), TAU( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE
      PARAMETER          ( ONE = 1.0E+0 )
      COMPLEX            CONE
      PARAMETER          ( CONE = ( 1.0E+0, 0.0E+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY, UPPER
      INTEGER            I, IINFO, IWS, J, KK, LDWORK, LWKOPT, NB,
     $                   NBMIN, NX
*     ..
*     .. External Subroutines ..
      EXTERNAL           CHER2K, CHETD2, CLATRD, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      REAL               SROUNDUP_LWORK
      EXTERNAL           LSAME, ILAENV, SROUNDUP_LWORK
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters
*
      INFO = 0
      UPPER = LSAME( UPLO, 'U' )
      LQUERY = ( LWORK.EQ.-1 )
      IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -4
      ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
         INFO = -9
      END IF
*
      IF( INFO.EQ.0 ) THEN
*
*        Determine the block size.
*
         NB = ILAENV( 1, 'CHETRD', UPLO, N, -1, -1, -1 )
         LWKOPT = MAX( 1, N*NB )
         WORK( 1 ) = SROUNDUP_LWORK(LWKOPT)
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'CHETRD', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 ) THEN
         WORK( 1 ) = 1
         RETURN
      END IF
*
      NX = N
      IWS = 1
      IF( NB.GT.1 .AND. NB.LT.N ) THEN
*
*        Determine when to cross over from blocked to unblocked code
*        (last block is always handled by unblocked code).
*
         NX = MAX( NB, ILAENV( 3, 'CHETRD', UPLO, N, -1, -1, -1 ) )
         IF( NX.LT.N ) THEN
*
*           Determine if workspace is large enough for blocked code.
*
            LDWORK = N
            IWS = LDWORK*NB
            IF( LWORK.LT.IWS ) THEN
*
*              Not enough workspace to use optimal NB:  determine the
*              minimum value of NB, and reduce NB or force use of
*              unblocked code by setting NX = N.
*
               NB = MAX( LWORK / LDWORK, 1 )
               NBMIN = ILAENV( 2, 'CHETRD', UPLO, N, -1, -1, -1 )
               IF( NB.LT.NBMIN )
     $            NX = N
            END IF
         ELSE
            NX = N
         END IF
      ELSE
         NB = 1
      END IF
*
      IF( UPPER ) THEN
*
*        Reduce the upper triangle of A.
*        Columns 1:kk are handled by the unblocked method.
*
         KK = N - ( ( N-NX+NB-1 ) / NB )*NB
         DO 20 I = N - NB + 1, KK + 1, -NB
*
*           Reduce columns i:i+nb-1 to tridiagonal form and form the
*           matrix W which is needed to update the unreduced part of
*           the matrix
*
            CALL CLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK,
     $                   LDWORK )
*
*           Update the unreduced submatrix A(1:i-1,1:i-1), using an
*           update of the form:  A := A - V*W**H - W*V**H
*
            CALL CHER2K( UPLO, 'No transpose', I-1, NB, -CONE,
     $                   A( 1, I ), LDA, WORK, LDWORK, ONE, A, LDA )
*
*           Copy superdiagonal elements back into A, and diagonal
*           elements into D
*
            DO 10 J = I, I + NB - 1
               A( J-1, J ) = E( J-1 )
               D( J ) = REAL( A( J, J ) )
   10       CONTINUE
   20    CONTINUE
*
*        Use unblocked code to reduce the last or only block
*
         CALL CHETD2( UPLO, KK, A, LDA, D, E, TAU, IINFO )
      ELSE
*
*        Reduce the lower triangle of A
*
         DO 40 I = 1, N - NX, NB
*
*           Reduce columns i:i+nb-1 to tridiagonal form and form the
*           matrix W which is needed to update the unreduced part of
*           the matrix
*
            CALL CLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ),
     $                   TAU( I ), WORK, LDWORK )
*
*           Update the unreduced submatrix A(i+nb:n,i+nb:n), using
*           an update of the form:  A := A - V*W**H - W*V**H
*
            CALL CHER2K( UPLO, 'No transpose', N-I-NB+1, NB, -CONE,
     $                   A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE,
     $                   A( I+NB, I+NB ), LDA )
*
*           Copy subdiagonal elements back into A, and diagonal
*           elements into D
*
            DO 30 J = I, I + NB - 1
               A( J+1, J ) = E( J )
               D( J ) = REAL( A( J, J ) )
   30       CONTINUE
   40    CONTINUE
*
*        Use unblocked code to reduce the last or only block
*
         CALL CHETD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ),
     $                TAU( I ), IINFO )
      END IF
*
      WORK( 1 ) = SROUNDUP_LWORK(LWKOPT)
      RETURN
*
*     End of CHETRD
*
      END