claghe.f

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*> \brief \b CLAGHE
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition:
*  ===========
*
*       SUBROUTINE CLAGHE( N, K, D, A, LDA, ISEED, WORK, INFO )
* 
*       .. Scalar Arguments ..
*       INTEGER            INFO, K, LDA, N
*       ..
*       .. Array Arguments ..
*       INTEGER            ISEED( 4 )
*       REAL               D( * )
*       COMPLEX            A( LDA, * ), WORK( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CLAGHE generates a complex hermitian matrix A, by pre- and post-
*> multiplying a real diagonal matrix D with a random unitary matrix:
*> A = U*D*U'. 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 REAL array, dimension (N)
*>          The diagonal elements of the diagonal matrix D.
*> \endverbatim
*>
*> \param[out] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA,N)
*>          The generated n by n hermitian 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 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. 
*
*> \date November 2011
*
*> \ingroup complex_matgen
*
*  =====================================================================
      SUBROUTINE claghe( N, K, D, A, LDA, ISEED, WORK, INFO )
*
*  -- LAPACK auxiliary routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      INTEGER            INFO, K, LDA, N
*     ..
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
      REAL               D( * )
      COMPLEX            A( lda, * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      COMPLEX            ZERO, ONE, HALF
      parameter                ( zero = ( 0.0e+0, 0.0e+0 ),
     $                   one = ( 1.0e+0, 0.0e+0 ),
     $                   half = ( 0.5e+0, 0.0e+0 ) )
*     ..
*     .. Local Scalars ..
      INTEGER            I, J
      REAL               WN
      COMPLEX            ALPHA, TAU, WA, WB
*     ..
*     .. External Subroutines ..
      EXTERNAL           caxpy, cgemv, cgerc, chemv, cher2, clarnv,
     $                   cscal, xerbla
*     ..
*     .. External Functions ..
      REAL               SCNRM2
      COMPLEX            CDOTC
      EXTERNAL           scnrm2, cdotc
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, conjg, max, real
*     ..
*     .. 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( 'CLAGHE', -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 hermitian matrix
*
      DO 40 i = n - 1, 1, -1
*
*        generate random reflection
*
         CALL clarnv( 3, iseed, n-i+1, work )
         wn = scnrm2( 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 cscal( n-i, one / wb, work( 2 ), 1 )
            work( 1 ) = one
            tau = REAL( wb / wa )
         END IF
*
*        apply random reflection to A(i:n,i:n) from the left
*        and the right
*
*        compute  y := tau * A * u
*
         CALL chemv( 'Lower', n-i+1, tau, a( i, i ), lda, work, 1, zero,
     $               work( n+1 ), 1 )
*
*        compute  v := y - 1/2 * tau * ( y, u ) * u
*
         alpha = -half*tau*cdotc( n-i+1, work( n+1 ), 1, work, 1 )
         CALL caxpy( 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 cher2( 'Lower', n-i+1, -one, work, 1, work( n+1 ), 1,
     $               a( i, i ), lda )
   40 CONTINUE
*
*     Reduce number of subdiagonals to K
*
      DO 60 i = 1, n - 1 - k
*
*        generate reflection to annihilate A(k+i+1:n,i)
*
         wn = scnrm2( 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 cscal( n-k-i, one / wb, a( k+i+1, i ), 1 )
            a( k+i, i ) = one
            tau = REAL( wb / wa )
         END IF
*
*        apply reflection to A(k+i:n,i+1:k+i-1) from the left
*
         CALL cgemv( 'Conjugate transpose', n-k-i+1, k-1, one,
     $               a( k+i, i+1 ), lda, a( k+i, i ), 1, zero, work, 1 )
         CALL cgerc( 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 * u
*
         CALL chemv( 'Lower', n-k-i+1, tau, a( k+i, k+i ), lda,
     $               a( k+i, i ), 1, zero, work, 1 )
*
*        compute  v := y - 1/2 * tau * ( y, u ) * u
*
         alpha = -half*tau*cdotc( n-k-i+1, work, 1, a( k+i, i ), 1 )
         CALL caxpy( n-k-i+1, alpha, a( k+i, i ), 1, work, 1 )
*
*        apply hermitian rank-2 update to A(k+i:n,k+i:n)
*
         CALL cher2( 'Lower', n-k-i+1, -one, a( k+i, i ), 1, work, 1,
     $               a( k+i, k+i ), lda )
*
         a( k+i, i ) = -wa
         DO 50 j = k + i + 1, n
            a( j, i ) = zero
   50    CONTINUE
   60 CONTINUE
*
*     Store full hermitian matrix
*
      DO 80 j = 1, n
         DO 70 i = j + 1, n
            a( j, i ) = conjg( a( i, j ) )
   70    CONTINUE
   80 CONTINUE
      RETURN
*
*     End of CLAGHE
*
      END