1 SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
2 *
3 * -- LAPACK routine (version 3.3.1) --
4 * -- LAPACK is a software package provided by Univ. of Tennessee, --
5 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
6 * -- April 2011 --
7 *
8 * .. Scalar Arguments ..
9 INTEGER IHI, ILO, INFO, LDA, N
10 * ..
11 * .. Array Arguments ..
12 DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
13 * ..
14 *
15 * Purpose
16 * =======
17 *
18 * DGEHD2 reduces a real general matrix A to upper Hessenberg form H by
19 * an orthogonal similarity transformation: Q**T * A * Q = H .
20 *
21 * Arguments
22 * =========
23 *
24 * N (input) INTEGER
25 * The order of the matrix A. N >= 0.
26 *
27 * ILO (input) INTEGER
28 * IHI (input) INTEGER
29 * It is assumed that A is already upper triangular in rows
30 * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
31 * set by a previous call to DGEBAL; otherwise they should be
32 * set to 1 and N respectively. See Further Details.
33 * 1 <= ILO <= IHI <= max(1,N).
34 *
35 * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
36 * On entry, the n by n general matrix to be reduced.
37 * On exit, the upper triangle and the first subdiagonal of A
38 * are overwritten with the upper Hessenberg matrix H, and the
39 * elements below the first subdiagonal, with the array TAU,
40 * represent the orthogonal matrix Q as a product of elementary
41 * reflectors. See Further Details.
42 *
43 * LDA (input) INTEGER
44 * The leading dimension of the array A. LDA >= max(1,N).
45 *
46 * TAU (output) DOUBLE PRECISION array, dimension (N-1)
47 * The scalar factors of the elementary reflectors (see Further
48 * Details).
49 *
50 * WORK (workspace) DOUBLE PRECISION array, dimension (N)
51 *
52 * INFO (output) INTEGER
53 * = 0: successful exit.
54 * < 0: if INFO = -i, the i-th argument had an illegal value.
55 *
56 * Further Details
57 * ===============
58 *
59 * The matrix Q is represented as a product of (ihi-ilo) elementary
60 * reflectors
61 *
62 * Q = H(ilo) H(ilo+1) . . . H(ihi-1).
63 *
64 * Each H(i) has the form
65 *
66 * H(i) = I - tau * v * v**T
67 *
68 * where tau is a real scalar, and v is a real vector with
69 * v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
70 * exit in A(i+2:ihi,i), and tau in TAU(i).
71 *
72 * The contents of A are illustrated by the following example, with
73 * n = 7, ilo = 2 and ihi = 6:
74 *
75 * on entry, on exit,
76 *
77 * ( a a a a a a a ) ( a a h h h h a )
78 * ( a a a a a a ) ( a h h h h a )
79 * ( a a a a a a ) ( h h h h h h )
80 * ( a a a a a a ) ( v2 h h h h h )
81 * ( a a a a a a ) ( v2 v3 h h h h )
82 * ( a a a a a a ) ( v2 v3 v4 h h h )
83 * ( a ) ( a )
84 *
85 * where a denotes an element of the original matrix A, h denotes a
86 * modified element of the upper Hessenberg matrix H, and vi denotes an
87 * element of the vector defining H(i).
88 *
89 * =====================================================================
90 *
91 * .. Parameters ..
92 DOUBLE PRECISION ONE
93 PARAMETER ( ONE = 1.0D+0 )
94 * ..
95 * .. Local Scalars ..
96 INTEGER I
97 DOUBLE PRECISION AII
98 * ..
99 * .. External Subroutines ..
100 EXTERNAL DLARF, DLARFG, XERBLA
101 * ..
102 * .. Intrinsic Functions ..
103 INTRINSIC MAX, MIN
104 * ..
105 * .. Executable Statements ..
106 *
107 * Test the input parameters
108 *
109 INFO = 0
110 IF( N.LT.0 ) THEN
111 INFO = -1
112 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
113 INFO = -2
114 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
115 INFO = -3
116 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
117 INFO = -5
118 END IF
119 IF( INFO.NE.0 ) THEN
120 CALL XERBLA( 'DGEHD2', -INFO )
121 RETURN
122 END IF
123 *
124 DO 10 I = ILO, IHI - 1
125 *
126 * Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
127 *
128 CALL DLARFG( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
129 $ TAU( I ) )
130 AII = A( I+1, I )
131 A( I+1, I ) = ONE
132 *
133 * Apply H(i) to A(1:ihi,i+1:ihi) from the right
134 *
135 CALL DLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
136 $ A( 1, I+1 ), LDA, WORK )
137 *
138 * Apply H(i) to A(i+1:ihi,i+1:n) from the left
139 *
140 CALL DLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ),
141 $ A( I+1, I+1 ), LDA, WORK )
142 *
143 A( I+1, I ) = AII
144 10 CONTINUE
145 *
146 RETURN
147 *
148 * End of DGEHD2
149 *
150 END
2 *
3 * -- LAPACK routine (version 3.3.1) --
4 * -- LAPACK is a software package provided by Univ. of Tennessee, --
5 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
6 * -- April 2011 --
7 *
8 * .. Scalar Arguments ..
9 INTEGER IHI, ILO, INFO, LDA, N
10 * ..
11 * .. Array Arguments ..
12 DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * )
13 * ..
14 *
15 * Purpose
16 * =======
17 *
18 * DGEHD2 reduces a real general matrix A to upper Hessenberg form H by
19 * an orthogonal similarity transformation: Q**T * A * Q = H .
20 *
21 * Arguments
22 * =========
23 *
24 * N (input) INTEGER
25 * The order of the matrix A. N >= 0.
26 *
27 * ILO (input) INTEGER
28 * IHI (input) INTEGER
29 * It is assumed that A is already upper triangular in rows
30 * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
31 * set by a previous call to DGEBAL; otherwise they should be
32 * set to 1 and N respectively. See Further Details.
33 * 1 <= ILO <= IHI <= max(1,N).
34 *
35 * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
36 * On entry, the n by n general matrix to be reduced.
37 * On exit, the upper triangle and the first subdiagonal of A
38 * are overwritten with the upper Hessenberg matrix H, and the
39 * elements below the first subdiagonal, with the array TAU,
40 * represent the orthogonal matrix Q as a product of elementary
41 * reflectors. See Further Details.
42 *
43 * LDA (input) INTEGER
44 * The leading dimension of the array A. LDA >= max(1,N).
45 *
46 * TAU (output) DOUBLE PRECISION array, dimension (N-1)
47 * The scalar factors of the elementary reflectors (see Further
48 * Details).
49 *
50 * WORK (workspace) DOUBLE PRECISION array, dimension (N)
51 *
52 * INFO (output) INTEGER
53 * = 0: successful exit.
54 * < 0: if INFO = -i, the i-th argument had an illegal value.
55 *
56 * Further Details
57 * ===============
58 *
59 * The matrix Q is represented as a product of (ihi-ilo) elementary
60 * reflectors
61 *
62 * Q = H(ilo) H(ilo+1) . . . H(ihi-1).
63 *
64 * Each H(i) has the form
65 *
66 * H(i) = I - tau * v * v**T
67 *
68 * where tau is a real scalar, and v is a real vector with
69 * v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
70 * exit in A(i+2:ihi,i), and tau in TAU(i).
71 *
72 * The contents of A are illustrated by the following example, with
73 * n = 7, ilo = 2 and ihi = 6:
74 *
75 * on entry, on exit,
76 *
77 * ( a a a a a a a ) ( a a h h h h a )
78 * ( a a a a a a ) ( a h h h h a )
79 * ( a a a a a a ) ( h h h h h h )
80 * ( a a a a a a ) ( v2 h h h h h )
81 * ( a a a a a a ) ( v2 v3 h h h h )
82 * ( a a a a a a ) ( v2 v3 v4 h h h )
83 * ( a ) ( a )
84 *
85 * where a denotes an element of the original matrix A, h denotes a
86 * modified element of the upper Hessenberg matrix H, and vi denotes an
87 * element of the vector defining H(i).
88 *
89 * =====================================================================
90 *
91 * .. Parameters ..
92 DOUBLE PRECISION ONE
93 PARAMETER ( ONE = 1.0D+0 )
94 * ..
95 * .. Local Scalars ..
96 INTEGER I
97 DOUBLE PRECISION AII
98 * ..
99 * .. External Subroutines ..
100 EXTERNAL DLARF, DLARFG, XERBLA
101 * ..
102 * .. Intrinsic Functions ..
103 INTRINSIC MAX, MIN
104 * ..
105 * .. Executable Statements ..
106 *
107 * Test the input parameters
108 *
109 INFO = 0
110 IF( N.LT.0 ) THEN
111 INFO = -1
112 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
113 INFO = -2
114 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
115 INFO = -3
116 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
117 INFO = -5
118 END IF
119 IF( INFO.NE.0 ) THEN
120 CALL XERBLA( 'DGEHD2', -INFO )
121 RETURN
122 END IF
123 *
124 DO 10 I = ILO, IHI - 1
125 *
126 * Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
127 *
128 CALL DLARFG( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
129 $ TAU( I ) )
130 AII = A( I+1, I )
131 A( I+1, I ) = ONE
132 *
133 * Apply H(i) to A(1:ihi,i+1:ihi) from the right
134 *
135 CALL DLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
136 $ A( 1, I+1 ), LDA, WORK )
137 *
138 * Apply H(i) to A(i+1:ihi,i+1:n) from the left
139 *
140 CALL DLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ),
141 $ A( I+1, I+1 ), LDA, WORK )
142 *
143 A( I+1, I ) = AII
144 10 CONTINUE
145 *
146 RETURN
147 *
148 * End of DGEHD2
149 *
150 END