dgehd2.f.html

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      SUBROUTINE <a name="DGEHD2.1"></a><a href="dgehd2.f.html#DGEHD2.1">DGEHD2</a>( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      INTEGER            IHI, ILO, INFO, LDA, N
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="DGEHD2.17"></a><a href="dgehd2.f.html#DGEHD2.1">DGEHD2</a> reduces a real general matrix A to upper Hessenberg form H by
</span><span class="comment">*</span><span class="comment">  an orthogonal similarity transformation:  Q' * A * Q = H .
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The order of the matrix A.  N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  ILO     (input) INTEGER
</span><span class="comment">*</span><span class="comment">  IHI     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          It is assumed that A is already upper triangular in rows
</span><span class="comment">*</span><span class="comment">          and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
</span><span class="comment">*</span><span class="comment">          set by a previous call to <a name="DGEBAL.30"></a><a href="dgebal.f.html#DGEBAL.1">DGEBAL</a>; otherwise they should be
</span><span class="comment">*</span><span class="comment">          set to 1 and N respectively. See Further Details.
</span><span class="comment">*</span><span class="comment">          1 &lt;= ILO &lt;= IHI &lt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment">          On entry, the n by n general matrix to be reduced.
</span><span class="comment">*</span><span class="comment">          On exit, the upper triangle and the first subdiagonal of A
</span><span class="comment">*</span><span class="comment">          are overwritten with the upper Hessenberg matrix H, and the
</span><span class="comment">*</span><span class="comment">          elements below the first subdiagonal, with the array TAU,
</span><span class="comment">*</span><span class="comment">          represent the orthogonal matrix Q as a product of elementary
</span><span class="comment">*</span><span class="comment">          reflectors. See Further Details.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDA     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array A.  LDA &gt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  TAU     (output) DOUBLE PRECISION array, dimension (N-1)
</span><span class="comment">*</span><span class="comment">          The scalar factors of the elementary reflectors (see Further
</span><span class="comment">*</span><span class="comment">          Details).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  WORK    (workspace) DOUBLE PRECISION array, dimension (N)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0:  successful exit.
</span><span class="comment">*</span><span class="comment">          &lt; 0:  if INFO = -i, the i-th argument had an illegal value.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Further Details
</span><span class="comment">*</span><span class="comment">  ===============
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The matrix Q is represented as a product of (ihi-ilo) elementary
</span><span class="comment">*</span><span class="comment">  reflectors
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Q = H(ilo) H(ilo+1) . . . H(ihi-1).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Each H(i) has the form
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     H(i) = I - tau * v * v'
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  where tau is a real scalar, and v is a real vector with
</span><span class="comment">*</span><span class="comment">  v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
</span><span class="comment">*</span><span class="comment">  exit in A(i+2:ihi,i), and tau in TAU(i).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The contents of A are illustrated by the following example, with
</span><span class="comment">*</span><span class="comment">  n = 7, ilo = 2 and ihi = 6:
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  on entry,                        on exit,
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  ( a   a   a   a   a   a   a )    (  a   a   h   h   h   h   a )
</span><span class="comment">*</span><span class="comment">  (     a   a   a   a   a   a )    (      a   h   h   h   h   a )
</span><span class="comment">*</span><span class="comment">  (     a   a   a   a   a   a )    (      h   h   h   h   h   h )
</span><span class="comment">*</span><span class="comment">  (     a   a   a   a   a   a )    (      v2  h   h   h   h   h )
</span><span class="comment">*</span><span class="comment">  (     a   a   a   a   a   a )    (      v2  v3  h   h   h   h )
</span><span class="comment">*</span><span class="comment">  (     a   a   a   a   a   a )    (      v2  v3  v4  h   h   h )
</span><span class="comment">*</span><span class="comment">  (                         a )    (                          a )
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  where a denotes an element of the original matrix A, h denotes a
</span><span class="comment">*</span><span class="comment">  modified element of the upper Hessenberg matrix H, and vi denotes an
</span><span class="comment">*</span><span class="comment">  element of the vector defining H(i).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      DOUBLE PRECISION   ONE
      PARAMETER          ( ONE = 1.0D+0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      INTEGER            I
      DOUBLE PRECISION   AII
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="DLARF.99"></a><a href="dlarf.f.html#DLARF.1">DLARF</a>, <a name="DLARFG.99"></a><a href="dlarfg.f.html#DLARFG.1">DLARFG</a>, <a name="XERBLA.99"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          MAX, MIN
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input parameters
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      IF( N.LT.0 ) THEN
         INFO = -1
      ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
         INFO = -2
      ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
         INFO = -3
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -5
      END IF
      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.119"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DGEHD2.119"></a><a href="dgehd2.f.html#DGEHD2.1">DGEHD2</a>'</span>, -INFO )
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span>      DO 10 I = ILO, IHI - 1
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DLARFG.127"></a><a href="dlarfg.f.html#DLARFG.1">DLARFG</a>( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
     $                TAU( I ) )
         AII = A( I+1, I )
         A( I+1, I ) = ONE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Apply H(i) to A(1:ihi,i+1:ihi) from the right
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DLARF.134"></a><a href="dlarf.f.html#DLARF.1">DLARF</a>( <span class="string">'Right'</span>, IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
     $               A( 1, I+1 ), LDA, WORK )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Apply H(i) to A(i+1:ihi,i+1:n) from the left
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DLARF.139"></a><a href="dlarf.f.html#DLARF.1">DLARF</a>( <span class="string">'Left'</span>, IHI-I, N-I, A( I+1, I ), 1, TAU( I ),
     $               A( I+1, I+1 ), LDA, WORK )
<span class="comment">*</span><span class="comment">
</span>         A( I+1, I ) = AII
   10 CONTINUE
<span class="comment">*</span><span class="comment">
</span>      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="DGEHD2.147"></a><a href="dgehd2.f.html#DGEHD2.1">DGEHD2</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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