F08FSF (ZHETRD) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08FSF (ZHETRD)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F08FSF (ZHETRD) reduces a complex Hermitian matrix to tridiagonal form.

2  Specification

SUBROUTINE F08FSF ( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO)
INTEGER  N, LDA, LWORK, INFO
REAL (KIND=nag_wp)  D(*), E(*)
COMPLEX (KIND=nag_wp)  A(LDA,*), TAU(*), WORK(max(1,LWORK))
CHARACTER(1)  UPLO
The routine may be called by its LAPACK name zhetrd.

3  Description

F08FSF (ZHETRD) reduces a complex Hermitian matrix A to real symmetric tridiagonal form T by a unitary similarity transformation: A=QTQH.
The matrix Q is not formed explicitly but is represented as a product of n-1 elementary reflectors (see the F08 Chapter Introduction for details). Routines are provided to work with Q in this representation (see Section 8).

4  References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Parameters

1:     UPLO – CHARACTER(1)Input
On entry: indicates whether the upper or lower triangular part of A is stored.
UPLO='U'
The upper triangular part of A is stored.
UPLO='L'
The lower triangular part of A is stored.
Constraint: UPLO='U' or 'L'.
2:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
3:     A(LDA,*) – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the n by n Hermitian matrix A.
  • If UPLO='U', the upper triangular part of A must be stored and the elements of the array below the diagonal are not referenced.
  • If UPLO='L', the lower triangular part of A must be stored and the elements of the array above the diagonal are not referenced.
On exit: A is overwritten by the tridiagonal matrix T and details of the unitary matrix Q as specified by UPLO.
4:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08FSF (ZHETRD) is called.
Constraint: LDAmax1,N.
5:     D(*) – REAL (KIND=nag_wp) arrayOutput
Note: the dimension of the array D must be at least max1,N.
On exit: the diagonal elements of the tridiagonal matrix T.
6:     E(*) – REAL (KIND=nag_wp) arrayOutput
Note: the dimension of the array E must be at least max1,N-1.
On exit: the off-diagonal elements of the tridiagonal matrix T.
7:     TAU(*) – COMPLEX (KIND=nag_wp) arrayOutput
Note: the dimension of the array TAU must be at least max1,N-1.
On exit: further details of the unitary matrix Q.
8:     WORK(max1,LWORK) – COMPLEX (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, the real part of WORK1 contains the minimum value of LWORK required for optimal performance.
9:     LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08FSF (ZHETRD) is called.
If LWORK=-1, 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.
Suggested value: for optimal performance, LWORKN×nb, where nb is the optimal block size.
Constraint: LWORK1 or LWORK=-1.
10:   INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
INFO<0
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

The computed tridiagonal matrix T is exactly similar to a nearby matrix A+E, where
E2 c n ε A2 ,
cn is a modestly increasing function of n, and ε is the machine precision.
The elements of T themselves may be sensitive to small perturbations in A or to rounding errors in the computation, but this does not affect the stability of the eigenvalues and eigenvectors.

8  Further Comments

The total number of real floating point operations is approximately 163 n3 .
To form the unitary matrix Q F08FSF (ZHETRD) may be followed by a call to F08FTF (ZUNGTR):
CALL ZUNGTR(UPLO,N,A,LDA,TAU,WORK,LWORK,INFO)
To apply Q to an n by p complex matrix C F08FSF (ZHETRD) may be followed by a call to F08FUF (ZUNMTR). For example,
CALL ZUNMTR('Left',UPLO,'No Transpose',N,P,A,LDA,TAU,C,LDC, &
              WORK,LWORK,INFO)
forms the matrix product QC.
The real analogue of this routine is F08FEF (DSYTRD).

9  Example

This example reduces the matrix A to tridiagonal form, where
A = -2.28+0.00i 1.78-2.03i 2.26+0.10i -0.12+2.53i 1.78+2.03i -1.12+0.00i 0.01+0.43i -1.07+0.86i 2.26-0.10i 0.01-0.43i -0.37+0.00i 2.31-0.92i -0.12-2.53i -1.07-0.86i 2.31+0.92i -0.73+0.00i .

9.1  Program Text

Program Text (f08fsfe.f90)

9.2  Program Data

Program Data (f08fsfe.d)

9.3  Program Results

Program Results (f08fsfe.r)


F08FSF (ZHETRD) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012