223 lines
		
	
	
		
			6.3 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			223 lines
		
	
	
		
			6.3 KiB
		
	
	
	
		
			Fortran
		
	
	
	
*> \brief \b SGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.
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*
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*  =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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*            http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download SGEHD2 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgehd2.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgehd2.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgehd2.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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*  Definition:
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*  ===========
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*
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*       SUBROUTINE SGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
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*
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*       .. Scalar Arguments ..
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*       INTEGER            IHI, ILO, INFO, LDA, N
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*       ..
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*       .. Array Arguments ..
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*       REAL               A( LDA, * ), TAU( * ), WORK( * )
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*       ..
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*
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*
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*> \par Purpose:
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*  =============
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*>
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*> \verbatim
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*>
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*> SGEHD2 reduces a real general matrix A to upper Hessenberg form H by
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*> an orthogonal similarity transformation:  Q**T * A * Q = H .
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*> \endverbatim
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*
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*  Arguments:
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*  ==========
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*
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*> \param[in] N
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*> \verbatim
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*>          N is INTEGER
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*>          The order of the matrix A.  N >= 0.
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*> \endverbatim
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*>
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*> \param[in] ILO
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*> \verbatim
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*>          ILO is INTEGER
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*> \endverbatim
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*>
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*> \param[in] IHI
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*> \verbatim
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*>          IHI is INTEGER
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*>
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*>          It is assumed that A is already upper triangular in rows
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*>          and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
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*>          set by a previous call to SGEBAL; otherwise they should be
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*>          set to 1 and N respectively. See Further Details.
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*>          1 <= ILO <= IHI <= max(1,N).
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*>          A is REAL array, dimension (LDA,N)
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*>          On entry, the n by n general matrix to be reduced.
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*>          On exit, the upper triangle and the first subdiagonal of A
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*>          are overwritten with the upper Hessenberg matrix H, and the
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*>          elements below the first subdiagonal, with the array TAU,
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*>          represent the orthogonal matrix Q as a product of elementary
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*>          reflectors. See Further Details.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*>          LDA is INTEGER
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*>          The leading dimension of the array A.  LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] TAU
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*> \verbatim
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*>          TAU is REAL array, dimension (N-1)
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*>          The scalar factors of the elementary reflectors (see Further
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*>          Details).
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*>          WORK is REAL array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*>          INFO is INTEGER
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*>          = 0:  successful exit.
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*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
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*> \endverbatim
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*
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*  Authors:
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*  ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup realGEcomputational
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*
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*> \par Further Details:
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*  =====================
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*>
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*> \verbatim
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*>
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*>  The matrix Q is represented as a product of (ihi-ilo) elementary
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*>  reflectors
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*>
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*>     Q = H(ilo) H(ilo+1) . . . H(ihi-1).
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*>
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*>  Each H(i) has the form
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*>
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*>     H(i) = I - tau * v * v**T
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*>
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*>  where tau is a real scalar, and v is a real vector with
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*>  v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
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*>  exit in A(i+2:ihi,i), and tau in TAU(i).
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*>
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*>  The contents of A are illustrated by the following example, with
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*>  n = 7, ilo = 2 and ihi = 6:
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*>
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*>  on entry,                        on exit,
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*>
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*>  ( a   a   a   a   a   a   a )    (  a   a   h   h   h   h   a )
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*>  (     a   a   a   a   a   a )    (      a   h   h   h   h   a )
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*>  (     a   a   a   a   a   a )    (      h   h   h   h   h   h )
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*>  (     a   a   a   a   a   a )    (      v2  h   h   h   h   h )
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*>  (     a   a   a   a   a   a )    (      v2  v3  h   h   h   h )
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*>  (     a   a   a   a   a   a )    (      v2  v3  v4  h   h   h )
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*>  (                         a )    (                          a )
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*>
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*>  where a denotes an element of the original matrix A, h denotes a
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*>  modified element of the upper Hessenberg matrix H, and vi denotes an
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*>  element of the vector defining H(i).
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*> \endverbatim
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*>
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*  =====================================================================
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      SUBROUTINE SGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
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*
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*  -- LAPACK computational routine --
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*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
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*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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*     .. Scalar Arguments ..
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      INTEGER            IHI, ILO, INFO, LDA, N
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*     ..
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*     .. Array Arguments ..
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      REAL               A( LDA, * ), TAU( * ), WORK( * )
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*     ..
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*
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*  =====================================================================
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*
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*     .. Parameters ..
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      REAL               ONE
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      PARAMETER          ( ONE = 1.0E+0 )
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*     ..
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*     .. Local Scalars ..
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      INTEGER            I
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      REAL               AII
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*     ..
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*     .. External Subroutines ..
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      EXTERNAL           SLARF, SLARFG, XERBLA
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*     ..
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*     .. Intrinsic Functions ..
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      INTRINSIC          MAX, MIN
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*     ..
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*     .. Executable Statements ..
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*
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*     Test the input parameters
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*
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      INFO = 0
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      IF( N.LT.0 ) THEN
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         INFO = -1
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      ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
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         INFO = -2
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      ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
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         INFO = -3
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      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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         INFO = -5
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      END IF
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      IF( INFO.NE.0 ) THEN
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         CALL XERBLA( 'SGEHD2', -INFO )
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         RETURN
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      END IF
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*
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      DO 10 I = ILO, IHI - 1
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*
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*        Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
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*
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         CALL SLARFG( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1,
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     $                TAU( I ) )
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         AII = A( I+1, I )
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         A( I+1, I ) = ONE
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*
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*        Apply H(i) to A(1:ihi,i+1:ihi) from the right
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*
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         CALL SLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
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     $               A( 1, I+1 ), LDA, WORK )
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*
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*        Apply H(i) to A(i+1:ihi,i+1:n) from the left
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*
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         CALL SLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ),
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     $               A( I+1, I+1 ), LDA, WORK )
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*
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         A( I+1, I ) = AII
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   10 CONTINUE
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*
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      RETURN
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*
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*     End of SGEHD2
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*
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      END
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