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dgehd2.f 6.5 kB

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  1. *> \brief \b DGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGEHD2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgehd2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgehd2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgehd2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER IHI, ILO, INFO, LDA, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DGEHD2 reduces a real general matrix A to upper Hessenberg form H by
  37. *> an orthogonal similarity transformation: Q**T * A * Q = H .
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] N
  44. *> \verbatim
  45. *> N is INTEGER
  46. *> The order of the matrix A. N >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] ILO
  50. *> \verbatim
  51. *> ILO is INTEGER
  52. *> \endverbatim
  53. *>
  54. *> \param[in] IHI
  55. *> \verbatim
  56. *> IHI is INTEGER
  57. *>
  58. *> It is assumed that A is already upper triangular in rows
  59. *> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
  60. *> set by a previous call to DGEBAL; otherwise they should be
  61. *> set to 1 and N respectively. See Further Details.
  62. *> 1 <= ILO <= IHI <= max(1,N).
  63. *> \endverbatim
  64. *>
  65. *> \param[in,out] A
  66. *> \verbatim
  67. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  68. *> On entry, the n by n general matrix to be reduced.
  69. *> On exit, the upper triangle and the first subdiagonal of A
  70. *> are overwritten with the upper Hessenberg matrix H, and the
  71. *> elements below the first subdiagonal, with the array TAU,
  72. *> represent the orthogonal matrix Q as a product of elementary
  73. *> reflectors. See Further Details.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDA
  77. *> \verbatim
  78. *> LDA is INTEGER
  79. *> The leading dimension of the array A. LDA >= max(1,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] TAU
  83. *> \verbatim
  84. *> TAU is DOUBLE PRECISION array, dimension (N-1)
  85. *> The scalar factors of the elementary reflectors (see Further
  86. *> Details).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is DOUBLE PRECISION array, dimension (N)
  92. *> \endverbatim
  93. *>
  94. *> \param[out] INFO
  95. *> \verbatim
  96. *> INFO is INTEGER
  97. *> = 0: successful exit.
  98. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  99. *> \endverbatim
  100. *
  101. * Authors:
  102. * ========
  103. *
  104. *> \author Univ. of Tennessee
  105. *> \author Univ. of California Berkeley
  106. *> \author Univ. of Colorado Denver
  107. *> \author NAG Ltd.
  108. *
  109. *> \ingroup doubleGEcomputational
  110. *
  111. *> \par Further Details:
  112. * =====================
  113. *>
  114. *> \verbatim
  115. *>
  116. *> The matrix Q is represented as a product of (ihi-ilo) elementary
  117. *> reflectors
  118. *>
  119. *> Q = H(ilo) H(ilo+1) . . . H(ihi-1).
  120. *>
  121. *> Each H(i) has the form
  122. *>
  123. *> H(i) = I - tau * v * v**T
  124. *>
  125. *> where tau is a real scalar, and v is a real vector with
  126. *> v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
  127. *> exit in A(i+2:ihi,i), and tau in TAU(i).
  128. *>
  129. *> The contents of A are illustrated by the following example, with
  130. *> n = 7, ilo = 2 and ihi = 6:
  131. *>
  132. *> on entry, on exit,
  133. *>
  134. *> ( a a a a a a a ) ( a a h h h h a )
  135. *> ( a a a a a a ) ( a h h h h a )
  136. *> ( a a a a a a ) ( h h h h h h )
  137. *> ( a a a a a a ) ( v2 h h h h h )
  138. *> ( a a a a a a ) ( v2 v3 h h h h )
  139. *> ( a a a a a a ) ( v2 v3 v4 h h h )
  140. *> ( a ) ( a )
  141. *>
  142. *> where a denotes an element of the original matrix A, h denotes a
  143. *> modified element of the upper Hessenberg matrix H, and vi denotes an
  144. *> element of the vector defining H(i).
  145. *> \endverbatim
  146. *>
  147. * =====================================================================
  148. SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
  149. *
  150. * -- LAPACK computational routine --
  151. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  152. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  153. *
  154. * .. Scalar Arguments ..
  155. INTEGER IHI, ILO, INFO, LDA, N
  156. * ..
  157. * .. Array Arguments ..
  158. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
  159. * ..
  160. *
  161. * =====================================================================
  162. *
  163. * .. Parameters ..
  164. DOUBLE PRECISION ONE
  165. PARAMETER ( ONE = 1.0D+0 )
  166. * ..
  167. * .. Local Scalars ..
  168. INTEGER I
  169. DOUBLE PRECISION AII
  170. * ..
  171. * .. External Subroutines ..
  172. EXTERNAL DLARF, DLARFG, XERBLA
  173. * ..
  174. * .. Intrinsic Functions ..
  175. INTRINSIC MAX, MIN
  176. * ..
  177. * .. Executable Statements ..
  178. *
  179. * Test the input parameters
  180. *
  181. INFO = 0
  182. IF( N.LT.0 ) THEN
  183. INFO = -1
  184. ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
  185. INFO = -2
  186. ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
  187. INFO = -3
  188. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  189. INFO = -5
  190. END IF
  191. IF( INFO.NE.0 ) THEN
  192. CALL XERBLA( 'DGEHD2', -INFO )
  193. RETURN
  194. END IF
  195. *
  196. DO 10 I = ILO, IHI - 1
  197. *
  198. * Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
  199. *
  200. CALL DLARFG( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
  201. $ TAU( I ) )
  202. AII = A( I+1, I )
  203. A( I+1, I ) = ONE
  204. *
  205. * Apply H(i) to A(1:ihi,i+1:ihi) from the right
  206. *
  207. CALL DLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
  208. $ A( 1, I+1 ), LDA, WORK )
  209. *
  210. * Apply H(i) to A(i+1:ihi,i+1:n) from the left
  211. *
  212. CALL DLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ),
  213. $ A( I+1, I+1 ), LDA, WORK )
  214. *
  215. A( I+1, I ) = AII
  216. 10 CONTINUE
  217. *
  218. RETURN
  219. *
  220. * End of DGEHD2
  221. *
  222. END