226 lines
		
	
	
		
			6.5 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			226 lines
		
	
	
		
			6.5 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.
 | |
| *
 | |
| *  =========== DOCUMENTATION ===========
 | |
| *
 | |
| * Online html documentation available at 
 | |
| *            http://www.netlib.org/lapack/explore-html/ 
 | |
| *
 | |
| *> \htmlonly
 | |
| *> Download DGEHD2 + dependencies 
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgehd2.f"> 
 | |
| *> [TGZ]</a> 
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgehd2.f"> 
 | |
| *> [ZIP]</a> 
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgehd2.f"> 
 | |
| *> [TXT]</a>
 | |
| *> \endhtmlonly 
 | |
| *
 | |
| *  Definition:
 | |
| *  ===========
 | |
| *
 | |
| *       SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
 | |
| * 
 | |
| *       .. Scalar Arguments ..
 | |
| *       INTEGER            IHI, ILO, INFO, LDA, N
 | |
| *       ..
 | |
| *       .. Array Arguments ..
 | |
| *       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
 | |
| *       ..
 | |
| *  
 | |
| *
 | |
| *> \par Purpose:
 | |
| *  =============
 | |
| *>
 | |
| *> \verbatim
 | |
| *>
 | |
| *> DGEHD2 reduces a real general matrix A to upper Hessenberg form H by
 | |
| *> an orthogonal similarity transformation:  Q**T * A * Q = H .
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Arguments:
 | |
| *  ==========
 | |
| *
 | |
| *> \param[in] N
 | |
| *> \verbatim
 | |
| *>          N is INTEGER
 | |
| *>          The order of the matrix A.  N >= 0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] ILO
 | |
| *> \verbatim
 | |
| *>          ILO is INTEGER
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] IHI
 | |
| *> \verbatim
 | |
| *>          IHI is INTEGER
 | |
| *>
 | |
| *>          It is assumed that A is already upper triangular in rows
 | |
| *>          and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
 | |
| *>          set by a previous call to DGEBAL; otherwise they should be
 | |
| *>          set to 1 and N respectively. See Further Details.
 | |
| *>          1 <= ILO <= IHI <= max(1,N).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in,out] A
 | |
| *> \verbatim
 | |
| *>          A is DOUBLE PRECISION array, dimension (LDA,N)
 | |
| *>          On entry, the n by n general matrix to be reduced.
 | |
| *>          On exit, the upper triangle and the first subdiagonal of A
 | |
| *>          are overwritten with the upper Hessenberg matrix H, and the
 | |
| *>          elements below the first subdiagonal, with the array TAU,
 | |
| *>          represent the orthogonal matrix Q as a product of elementary
 | |
| *>          reflectors. See Further Details.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] LDA
 | |
| *> \verbatim
 | |
| *>          LDA is INTEGER
 | |
| *>          The leading dimension of the array A.  LDA >= max(1,N).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] TAU
 | |
| *> \verbatim
 | |
| *>          TAU is DOUBLE PRECISION array, dimension (N-1)
 | |
| *>          The scalar factors of the elementary reflectors (see Further
 | |
| *>          Details).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] WORK
 | |
| *> \verbatim
 | |
| *>          WORK is DOUBLE PRECISION array, dimension (N)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] INFO
 | |
| *> \verbatim
 | |
| *>          INFO is INTEGER
 | |
| *>          = 0:  successful exit.
 | |
| *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Authors:
 | |
| *  ========
 | |
| *
 | |
| *> \author Univ. of Tennessee 
 | |
| *> \author Univ. of California Berkeley 
 | |
| *> \author Univ. of Colorado Denver 
 | |
| *> \author NAG Ltd. 
 | |
| *
 | |
| *> \date September 2012
 | |
| *
 | |
| *> \ingroup doubleGEcomputational
 | |
| *
 | |
| *> \par Further Details:
 | |
| *  =====================
 | |
| *>
 | |
| *> \verbatim
 | |
| *>
 | |
| *>  The matrix Q is represented as a product of (ihi-ilo) elementary
 | |
| *>  reflectors
 | |
| *>
 | |
| *>     Q = H(ilo) H(ilo+1) . . . H(ihi-1).
 | |
| *>
 | |
| *>  Each H(i) has the form
 | |
| *>
 | |
| *>     H(i) = I - tau * v * v**T
 | |
| *>
 | |
| *>  where tau is a real scalar, and v is a real vector with
 | |
| *>  v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
 | |
| *>  exit in A(i+2:ihi,i), and tau in TAU(i).
 | |
| *>
 | |
| *>  The contents of A are illustrated by the following example, with
 | |
| *>  n = 7, ilo = 2 and ihi = 6:
 | |
| *>
 | |
| *>  on entry,                        on exit,
 | |
| *>
 | |
| *>  ( a   a   a   a   a   a   a )    (  a   a   h   h   h   h   a )
 | |
| *>  (     a   a   a   a   a   a )    (      a   h   h   h   h   a )
 | |
| *>  (     a   a   a   a   a   a )    (      h   h   h   h   h   h )
 | |
| *>  (     a   a   a   a   a   a )    (      v2  h   h   h   h   h )
 | |
| *>  (     a   a   a   a   a   a )    (      v2  v3  h   h   h   h )
 | |
| *>  (     a   a   a   a   a   a )    (      v2  v3  v4  h   h   h )
 | |
| *>  (                         a )    (                          a )
 | |
| *>
 | |
| *>  where a denotes an element of the original matrix A, h denotes a
 | |
| *>  modified element of the upper Hessenberg matrix H, and vi denotes an
 | |
| *>  element of the vector defining H(i).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *  =====================================================================
 | |
|       SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
 | |
| *
 | |
| *  -- LAPACK computational routine (version 3.4.2) --
 | |
| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 | |
| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 | |
| *     September 2012
 | |
| *
 | |
| *     .. Scalar Arguments ..
 | |
|       INTEGER            IHI, ILO, INFO, LDA, N
 | |
| *     ..
 | |
| *     .. Array Arguments ..
 | |
|       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * )
 | |
| *     ..
 | |
| *
 | |
| *  =====================================================================
 | |
| *
 | |
| *     .. Parameters ..
 | |
|       DOUBLE PRECISION   ONE
 | |
|       PARAMETER          ( ONE = 1.0D+0 )
 | |
| *     ..
 | |
| *     .. Local Scalars ..
 | |
|       INTEGER            I
 | |
|       DOUBLE PRECISION   AII
 | |
| *     ..
 | |
| *     .. External Subroutines ..
 | |
|       EXTERNAL           DLARF, DLARFG, XERBLA
 | |
| *     ..
 | |
| *     .. Intrinsic Functions ..
 | |
|       INTRINSIC          MAX, MIN
 | |
| *     ..
 | |
| *     .. Executable Statements ..
 | |
| *
 | |
| *     Test the input parameters
 | |
| *
 | |
|       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 XERBLA( 'DGEHD2', -INFO )
 | |
|          RETURN
 | |
|       END IF
 | |
| *
 | |
|       DO 10 I = ILO, IHI - 1
 | |
| *
 | |
| *        Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
 | |
| *
 | |
|          CALL DLARFG( 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
 | |
| *
 | |
| *        Apply H(i) to A(1:ihi,i+1:ihi) from the right
 | |
| *
 | |
|          CALL DLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
 | |
|      $               A( 1, I+1 ), LDA, WORK )
 | |
| *
 | |
| *        Apply H(i) to A(i+1:ihi,i+1:n) from the left
 | |
| *
 | |
|          CALL DLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ),
 | |
|      $               A( I+1, I+1 ), LDA, WORK )
 | |
| *
 | |
|          A( I+1, I ) = AII
 | |
|    10 CONTINUE
 | |
| *
 | |
|       RETURN
 | |
| *
 | |
| *     End of DGEHD2
 | |
| *
 | |
|       END
 |