numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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| lapack/TESTING/MATGEN/zlagsy.f | 7892B | -rw-r--r-- |
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*> \brief \b ZLAGSY * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition: * =========== * * SUBROUTINE ZLAGSY( N, K, D, A, LDA, ISEED, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, K, LDA, N * .. * .. Array Arguments .. * INTEGER ISEED( 4 ) * DOUBLE PRECISION D( * ) * COMPLEX*16 A( LDA, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZLAGSY generates a complex symmetric matrix A, by pre- and post- *> multiplying a real diagonal matrix D with a random unitary matrix: *> A = U*D*U**T. The semi-bandwidth may then be reduced to k by *> additional unitary transformations. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] K *> \verbatim *> K is INTEGER *> The number of nonzero subdiagonals within the band of A. *> 0 <= K <= N-1. *> \endverbatim *> *> \param[in] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (N) *> The diagonal elements of the diagonal matrix D. *> \endverbatim *> *> \param[out] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) *> The generated n by n symmetric matrix A (the full matrix is *> stored). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= N. *> \endverbatim *> *> \param[in,out] ISEED *> \verbatim *> ISEED is INTEGER array, dimension (4) *> On entry, the seed of the random number generator; the array *> elements must be between 0 and 4095, and ISEED(4) must be *> odd. *> On exit, the seed is updated. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX*16 array, dimension (2*N) *> \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 complex16_matgen * * ===================================================================== SUBROUTINE ZLAGSY( N, K, D, A, LDA, ISEED, WORK, INFO ) * * -- LAPACK auxiliary routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER INFO, K, LDA, N * .. * .. Array Arguments .. INTEGER ISEED( 4 ) DOUBLE PRECISION D( * ) COMPLEX*16 A( LDA, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. COMPLEX*16 ZERO, ONE, HALF PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ), $ ONE = ( 1.0D+0, 0.0D+0 ), $ HALF = ( 0.5D+0, 0.0D+0 ) ) * .. * .. Local Scalars .. INTEGER I, II, J, JJ DOUBLE PRECISION WN COMPLEX*16 ALPHA, TAU, WA, WB * .. * .. External Subroutines .. EXTERNAL XERBLA, ZAXPY, ZGEMV, ZGERC, ZLACGV, ZLARNV, $ ZSCAL, ZSYMV * .. * .. External Functions .. DOUBLE PRECISION DZNRM2 COMPLEX*16 ZDOTC EXTERNAL DZNRM2, ZDOTC * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, MAX * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( K.LT.0 .OR. K.GT.N-1 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 END IF IF( INFO.LT.0 ) THEN CALL XERBLA( 'ZLAGSY', -INFO ) RETURN END IF * * initialize lower triangle of A to diagonal matrix * DO 20 J = 1, N DO 10 I = J + 1, N A( I, J ) = ZERO 10 CONTINUE 20 CONTINUE DO 30 I = 1, N A( I, I ) = D( I ) 30 CONTINUE * * Generate lower triangle of symmetric matrix * DO 60 I = N - 1, 1, -1 * * generate random reflection * CALL ZLARNV( 3, ISEED, N-I+1, WORK ) WN = DZNRM2( N-I+1, WORK, 1 ) WA = ( WN / ABS( WORK( 1 ) ) )*WORK( 1 ) IF( WN.EQ.ZERO ) THEN TAU = ZERO ELSE WB = WORK( 1 ) + WA CALL ZSCAL( N-I, ONE / WB, WORK( 2 ), 1 ) WORK( 1 ) = ONE TAU = DBLE( WB / WA ) END IF * * apply random reflection to A(i:n,i:n) from the left * and the right * * compute y := tau * A * conjg(u) * CALL ZLACGV( N-I+1, WORK, 1 ) CALL ZSYMV( 'Lower', N-I+1, TAU, A( I, I ), LDA, WORK, 1, ZERO, $ WORK( N+1 ), 1 ) CALL ZLACGV( N-I+1, WORK, 1 ) * * compute v := y - 1/2 * tau * ( u, y ) * u * ALPHA = -HALF*TAU*ZDOTC( N-I+1, WORK, 1, WORK( N+1 ), 1 ) CALL ZAXPY( N-I+1, ALPHA, WORK, 1, WORK( N+1 ), 1 ) * * apply the transformation as a rank-2 update to A(i:n,i:n) * * CALL ZSYR2( 'Lower', N-I+1, -ONE, WORK, 1, WORK( N+1 ), 1, * $ A( I, I ), LDA ) * DO 50 JJ = I, N DO 40 II = JJ, N A( II, JJ ) = A( II, JJ ) - $ WORK( II-I+1 )*WORK( N+JJ-I+1 ) - $ WORK( N+II-I+1 )*WORK( JJ-I+1 ) 40 CONTINUE 50 CONTINUE 60 CONTINUE * * Reduce number of subdiagonals to K * DO 100 I = 1, N - 1 - K * * generate reflection to annihilate A(k+i+1:n,i) * WN = DZNRM2( N-K-I+1, A( K+I, I ), 1 ) WA = ( WN / ABS( A( K+I, I ) ) )*A( K+I, I ) IF( WN.EQ.ZERO ) THEN TAU = ZERO ELSE WB = A( K+I, I ) + WA CALL ZSCAL( N-K-I, ONE / WB, A( K+I+1, I ), 1 ) A( K+I, I ) = ONE TAU = DBLE( WB / WA ) END IF * * apply reflection to A(k+i:n,i+1:k+i-1) from the left * CALL ZGEMV( 'Conjugate transpose', N-K-I+1, K-1, ONE, $ A( K+I, I+1 ), LDA, A( K+I, I ), 1, ZERO, WORK, 1 ) CALL ZGERC( N-K-I+1, K-1, -TAU, A( K+I, I ), 1, WORK, 1, $ A( K+I, I+1 ), LDA ) * * apply reflection to A(k+i:n,k+i:n) from the left and the right * * compute y := tau * A * conjg(u) * CALL ZLACGV( N-K-I+1, A( K+I, I ), 1 ) CALL ZSYMV( 'Lower', N-K-I+1, TAU, A( K+I, K+I ), LDA, $ A( K+I, I ), 1, ZERO, WORK, 1 ) CALL ZLACGV( N-K-I+1, A( K+I, I ), 1 ) * * compute v := y - 1/2 * tau * ( u, y ) * u * ALPHA = -HALF*TAU*ZDOTC( N-K-I+1, A( K+I, I ), 1, WORK, 1 ) CALL ZAXPY( N-K-I+1, ALPHA, A( K+I, I ), 1, WORK, 1 ) * * apply symmetric rank-2 update to A(k+i:n,k+i:n) * * CALL ZSYR2( 'Lower', N-K-I+1, -ONE, A( K+I, I ), 1, WORK, 1, * $ A( K+I, K+I ), LDA ) * DO 80 JJ = K + I, N DO 70 II = JJ, N A( II, JJ ) = A( II, JJ ) - A( II, I )*WORK( JJ-K-I+1 ) - $ WORK( II-K-I+1 )*A( JJ, I ) 70 CONTINUE 80 CONTINUE * A( K+I, I ) = -WA DO 90 J = K + I + 1, N A( J, I ) = ZERO 90 CONTINUE 100 CONTINUE * * Store full symmetric matrix * DO 120 J = 1, N DO 110 I = J + 1, N A( J, I ) = A( I, J ) 110 CONTINUE 120 CONTINUE RETURN * * End of ZLAGSY * END