dgehd2 (3) - Linux Manuals

NAME

dgehd2.f -

SYNOPSIS

Functions/Subroutines

subroutine dgehd2 (N, ILO, IHI, A, LDA, TAU, WORK, INFO)
DGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.

Function/Subroutine Documentation

subroutine dgehd2 (integerN, integerILO, integerIHI, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, double precision, dimension( * )WORK, integerINFO)

DGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.

Purpose:

 DGEHD2 reduces a real general matrix A to upper Hessenberg form H by
 an orthogonal similarity transformation:  Q**T * A * Q = H .

 

Parameters:

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

ILO

          ILO is INTEGER

IHI

          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).

A

          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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

TAU

          TAU is DOUBLE PRECISION array, dimension (N-1)
          The scalar factors of the elementary reflectors (see Further
          Details).

WORK

          WORK is DOUBLE PRECISION array, dimension (N)

INFO

          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Further Details:

  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).

 

Definition at line 150 of file dgehd2.f.

Author

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