Purpose
To reduce a Hamiltonian matrix,
[ A G ]
H = [ T ] ,
[ Q -A ]
where A is an N-by-N matrix and G,Q are N-by-N symmetric matrices,
to Paige/Van Loan (PVL) form. That is, an orthogonal symplectic U
is computed so that
T [ Aout Gout ]
U H U = [ T ] ,
[ Qout -Aout ]
where Aout is upper Hessenberg and Qout is diagonal.
Blocked version.
Specification
SUBROUTINE MB04PB( N, ILO, A, LDA, QG, LDQG, CS, TAU, DWORK,
$ LDWORK, INFO )
C .. Scalar Arguments ..
INTEGER ILO, INFO, LDA, LDQG, LDWORK, N
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), CS(*), DWORK(*), QG(LDQG,*), TAU(*)
Arguments
Input/Output Parameters
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
It is assumed that A is already upper triangular and Q is
zero in rows and columns 1:ILO-1. ILO is normally set by a
previous call to MB04DD; otherwise it should be set to 1.
1 <= ILO <= N, if N > 0; ILO = 1, if N = 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the leading N-by-N part of this array must
contain the matrix A.
On exit, the leading N-by-N part of this array contains
the matrix Aout and, in the zero part of Aout,
information about the elementary reflectors used to
compute the PVL factorization.
LDA INTEGER
The leading dimension of the array A. LDA >= MAX(1,N).
QG (input/output) DOUBLE PRECISION array, dimension
(LDQG,N+1)
On entry, the leading N-by-N+1 part of this array must
contain the lower triangular part of the matrix Q and
the upper triangular part of the matrix G.
On exit, the leading N-by-N+1 part of this array contains
the diagonal of the matrix Qout, the upper triangular part
of the matrix Gout and, in the zero parts of Qout,
information about the elementary reflectors used to
compute the PVL factorization.
LDQG INTEGER
The leading dimension of the array QG. LDQG >= MAX(1,N).
CS (output) DOUBLE PRECISION array, dimension (2N-2)
On exit, the first 2N-2 elements of this array contain the
cosines and sines of the symplectic Givens rotations used
to compute the PVL factorization.
TAU (output) DOUBLE PRECISION array, dimension (N-1)
On exit, the first N-1 elements of this array contain the
scalar factors of some of the elementary reflectors.
Workspace
DWORK DOUBLE PRECISION array, dimension (LDWORK)
On exit, if INFO = 0, DWORK(1) returns the optimal
value of LDWORK, 8*N*NB + 3*NB, where NB is the optimal
block size determined by the function UE01MD.
On exit, if INFO = -10, DWORK(1) returns the minimum
value of LDWORK.
LDWORK INTEGER
The length of the array DWORK. LDWORK >= MAX(1,N-1).
If LDWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of the
DWORK array, returns this value as the first entry of
the DWORK array, and no error message related to LDWORK
is issued by XERBLA.
Error Indicator
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value.
Method
The matrix U is represented as a product of symplectic reflectors
and Givens rotations
U = diag( H(1),H(1) ) G(1) diag( F(1),F(1) )
diag( H(2),H(2) ) G(2) diag( F(2),F(2) )
....
diag( H(n-1),H(n-1) ) G(n-1) diag( F(n-1),F(n-1) ).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in
QG(i+2:n,i), and tau in QG(i+1,i).
Each F(i) has the form
F(i) = I - nu * w * w'
where nu is a real scalar, and w is a real vector with
w(1:i) = 0 and w(i+1) = 1; w(i+2:n) is stored on exit in
A(i+2:n,i), and nu in TAU(i).
Each G(i) is a Givens rotation acting on rows i+1 and n+i+1,
where the cosine is stored in CS(2*i-1) and the sine in
CS(2*i).
Numerical Aspects
The algorithm requires O(N**3) floating point operations and is strongly backward stable.References
[1] C. F. VAN LOAN:
A symplectic method for approximating all the eigenvalues of
a Hamiltonian matrix.
Linear Algebra and its Applications, 61, pp. 233-251, 1984.
[2] D. KRESSNER:
Block algorithms for orthogonal symplectic factorizations.
BIT, 43 (4), pp. 775-790, 2003.
Further Comments
NoneExample
Program Text
* MB04PB/MB04WP EXAMPLE PROGRAM TEXT
* Copyright (c) 2002-2017 NICONET e.V.
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TWO
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER NMAX, NBMAX
PARAMETER ( NMAX = 7, NBMAX = 3 )
INTEGER LDA, LDQG, LDRES, LDU1, LDU2, LDWORK
PARAMETER ( LDA = NMAX, LDQG = NMAX, LDRES = NMAX,
$ LDU1 = NMAX, LDU2 = NMAX,
$ LDWORK = 8*NBMAX*NMAX + 3*NBMAX )
* .. Local Scalars ..
INTEGER I, INFO, J, N
* .. Local Arrays ..
DOUBLE PRECISION A(LDA, NMAX), CS(2*NMAX), DWORK(LDWORK),
$ QG(LDQG, NMAX+1), RES(LDRES,3*NMAX+1), TAU(NMAX),
$ U1(LDU1,NMAX), U2(LDU2, NMAX)
* .. External Functions ..
DOUBLE PRECISION MA02ID, MA02JD
EXTERNAL MA02ID, MA02JD
* .. External Subroutines ..
EXTERNAL DGEMM, DLACPY, DLASET, DSCAL, DSYMM, DSYR,
$ DSYR2K, DTRMM, MB04PB, MB04WP
* .. Executable Statements ..
WRITE ( NOUT, FMT = 99999 )
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) N
IF( N.LE.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99992 ) N
ELSE
READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
CALL DLACPY( 'All', N, N, A, LDA, RES(1,N+1), LDRES )
READ ( NIN, FMT = * ) ( ( QG(I,J), J = 1,N+1 ), I = 1,N )
CALL DLACPY( 'All', N, N+1, QG, LDQG, RES(1,2*N+1), LDRES )
CALL MB04PB( N, 1, A, LDA, QG, LDQG, CS, TAU, DWORK, LDWORK,
$ INFO )
INFO = 0
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
CALL DLACPY( 'Lower', N, N, A, LDA, U1, LDU1 )
CALL DLACPY( 'Lower', N, N, QG, LDQG, U2, LDU2 )
CALL MB04WP( N, 1, U1, LDU1, U2, LDU2, CS, TAU, DWORK,
$ LDWORK, INFO )
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99997 ) INFO
ELSE
IF ( N.GT.2 )
$ CALL DLASET( 'Lower', N-2, N-2, ZERO, ZERO, A(3,1),
$ LDA )
IF ( N.GT.1 )
$ CALL DLASET( 'Lower', N-1, N-1, ZERO, ZERO, QG(2,1),
$ LDQG )
WRITE ( NOUT, FMT = 99996 )
DO 10 I = 1, N
WRITE (NOUT, FMT = 99993)
$ ( U1(I,J), J = 1,N ), ( U2(I,J), J = 1,N )
10 CONTINUE
DO 20 I = 1, N
WRITE (NOUT, FMT = 99993)
$ ( -U2(I,J), J = 1,N ), ( U1(I,J), J = 1,N )
20 CONTINUE
WRITE ( NOUT, FMT = 99991 ) MA02JD( .FALSE., .FALSE., N,
$ U1, LDU1, U2, LDU2, RES, LDRES )
WRITE ( NOUT, FMT = 99995 )
DO 30 I = 1, N
WRITE (NOUT, FMT = 99993) ( A(I,J), J = 1,N )
30 CONTINUE
WRITE ( NOUT, FMT = 99994 )
DO 40 I = 1, N
WRITE (NOUT, FMT = 99993) ( QG(I,J), J = 1,N+1 )
40 CONTINUE
C
CALL DGEMM( 'No Transpose', 'No Transpose', N, N, N, ONE,
$ U1, LDU1, A, LDA, ZERO, RES, LDRES )
CALL DGEMM( 'No Transpose', 'Transpose', N, N, N, -ONE,
$ RES, LDRES, U1, LDU1, ONE, RES(1,N+1),
$ LDRES )
CALL DGEMM( 'No Transpose', 'Transpose', N, N, N, ONE,
$ U2, LDU2, A, LDA, ZERO, RES, LDRES )
CALL DGEMM( 'No Transpose', 'Transpose', N, N, N, ONE,
$ RES, LDRES, U2, LDU2, ONE, RES(1,N+1),
$ LDRES )
CALL DSYMM ( 'Right', 'Upper', N, N, ONE, QG(1,2), LDQG,
$ U1, LDU1, ZERO, RES, LDRES )
CALL DGEMM( 'No Transpose', 'Transpose', N, N, N, -ONE,
$ RES, LDRES, U2, LDU2, ONE, RES(1,N+1),
$ LDRES )
CALL DLACPY( 'All', N, N, U2, LDU2, RES, LDRES )
DO 50 I = 1, N
CALL DSCAL( N, QG(I,I), RES(1,I), 1 )
50 CONTINUE
CALL DGEMM( 'No Transpose', 'Transpose', N, N, N, -ONE,
$ RES, LDRES, U1, LDU1, ONE, RES(1,N+1),
$ LDRES )
CALL DGEMM( 'No Transpose', 'No Transpose', N, N, N, ONE,
$ U2, LDU2, A, LDA, ZERO, RES, LDRES )
CALL DSYR2K( 'Lower', 'No Transpose', N, N, ONE, RES,
$ LDRES, U1, LDU1, ONE, RES(1,2*N+1), LDRES )
CALL DSCAL( N, ONE/TWO, QG(1,2), LDQG+1 )
CALL DLACPY( 'Full', N, N, U2, LDU2, RES, LDRES )
CALL DTRMM( 'Right', 'Upper' , 'No Transpose',
$ 'Not unit', N, N, ONE, QG(1,2), LDQG,
$ RES, LDRES )
CALL DSYR2K( 'Lower', 'No Transpose', N, N, ONE, RES,
$ LDRES, U2, LDU2, ONE, RES(1,2*N+1), LDRES )
DO 60 I = 1, N
CALL DSYR( 'Lower', N, -QG(I,I), U1(1,I), 1,
$ RES(1,2*N+1), LDRES )
60 CONTINUE
CALL DGEMM( 'No Transpose', 'No Transpose', N, N, N, ONE,
$ U1, LDU1, A, LDA, ZERO, RES, LDRES )
CALL DSYR2K( 'Upper', 'No Transpose', N, N, ONE, RES,
$ LDRES, U2, LDU2, ONE, RES(1,2*N+2), LDRES )
CALL DLACPY( 'Full', N, N, U1, LDU1, RES, LDRES )
CALL DTRMM( 'Right', 'Upper' , 'No Transpose',
$ 'Not unit', N, N, ONE, QG(1,2), LDQG,
$ RES, LDRES )
CALL DSYR2K( 'Upper', 'No Transpose', N, N, -ONE, RES,
$ LDRES, U1, LDU1, ONE, RES(1,2*N+2), LDRES )
DO 70 I = 1, N
CALL DSYR( 'Upper', N, QG(I,I), U2(1,I), 1,
$ RES(1,2*N+2), LDRES )
70 CONTINUE
C
WRITE ( NOUT, FMT = 99990 ) MA02ID( 'Hamiltonian',
$ 'Frobenius', N, RES(1,N+1), LDRES, RES(1,2*N+1),
$ LDRES, DWORK )
END IF
END IF
END IF
*
99999 FORMAT (' TMB04PB EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from MB04PB = ',I2)
99997 FORMAT (' INFO on exit from MB04WP = ',I2)
99996 FORMAT (' The symplectic orthogonal factor U is ')
99995 FORMAT (/' The reduced matrix A is ')
99994 FORMAT (/' The reduced matrix QG is ')
99993 FORMAT (20(1X,F9.4))
99992 FORMAT (/' N is out of range.',/' N = ',I5)
99991 FORMAT (/' Orthogonality of U: || U''*U - I ||_F = ',G7.2)
99990 FORMAT (/' Residual: || H - U*R*U'' ||_F = ',G7.2)
END
Program Data
MB04PB EXAMPLE PROGRAM DATA
5
0.9501 0.7621 0.6154 0.4057 0.0579
0.2311 0.4565 0.7919 0.9355 0.3529
0.6068 0.0185 0.9218 0.9169 0.8132
0.4860 0.8214 0.7382 0.4103 0.0099
0.8913 0.4447 0.1763 0.8936 0.1389
0.3869 0.4055 0.2140 1.0224 1.1103 0.7016
1.3801 0.7567 1.4936 1.2913 0.9515 1.1755
0.7993 1.7598 1.6433 1.0503 0.8839 1.1010
1.2019 1.1956 0.9346 0.6824 0.7590 1.1364
0.8780 0.9029 1.6565 1.1022 0.7408 0.3793
Program Results
TMB04PB EXAMPLE PROGRAM RESULTS
The symplectic orthogonal factor U is
1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
0.0000 -0.0927 0.2098 0.5594 -0.0226 0.0000 0.5538 0.3184 0.2519 -0.4031
0.0000 -0.2435 0.4745 -0.6362 -0.2542 0.0000 0.3207 -0.2455 0.0595 -0.2819
0.0000 -0.1950 -0.1770 -0.1519 -0.2857 0.0000 0.4823 0.4122 -0.2060 0.6173
0.0000 -0.3576 -0.0480 0.2302 0.4512 0.0000 0.3523 -0.6047 -0.3110 0.1635
0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000
0.0000 -0.5538 -0.3184 -0.2519 0.4031 0.0000 -0.0927 0.2098 0.5594 -0.0226
0.0000 -0.3207 0.2455 -0.0595 0.2819 0.0000 -0.2435 0.4745 -0.6362 -0.2542
0.0000 -0.4823 -0.4122 0.2060 -0.6173 0.0000 -0.1950 -0.1770 -0.1519 -0.2857
0.0000 -0.3523 0.6047 0.3110 -0.1635 0.0000 -0.3576 -0.0480 0.2302 0.4512
Orthogonality of U: || U'*U - I ||_F = .77E-15
The reduced matrix A is
0.9501 -1.5494 0.5268 0.3187 -0.6890
-2.4922 2.0907 -1.3598 0.5682 0.5618
0.0000 -1.7723 0.3960 -0.2624 -0.3709
0.0000 0.0000 -0.2648 0.2136 -0.3226
0.0000 0.0000 0.0000 -0.2308 0.2319
The reduced matrix QG is
0.3869 0.4055 0.0992 0.5237 -0.4110 -0.4861
0.0000 -3.7784 -4.1609 0.3614 0.3606 -0.0696
0.0000 0.0000 1.2192 -0.0848 0.2007 0.3735
0.0000 0.0000 0.0000 -0.8646 0.1538 -0.1970
0.0000 0.0000 0.0000 0.0000 -0.4527 0.0743
Residual: || H - U*R*U' ||_F = .33E-14