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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/sgehd2.f
Move LAPACK trunk into position.
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+ SUBROUTINE SGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER IHI, ILO, INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ REAL A( LDA, * ), TAU( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* SGEHD2 reduces a real general matrix A to upper Hessenberg form H by
+* an orthogonal similarity transformation: Q' * A * Q = H .
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* ILO (input) INTEGER
+* IHI (input) 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 SGEBAL; otherwise they should be
+* set to 1 and N respectively. See Further Details.
+* 1 <= ILO <= IHI <= max(1,N).
+*
+* A (input/output) REAL 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 (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* TAU (output) REAL array, dimension (N-1)
+* The scalar factors of the elementary reflectors (see Further
+* Details).
+*
+* WORK (workspace) REAL array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* 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'
+*
+* 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).
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ONE
+ PARAMETER ( ONE = 1.0E+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ REAL AII
+* ..
+* .. External Subroutines ..
+ EXTERNAL SLARF, SLARFG, 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( 'SGEHD2', -INFO )
+ RETURN
+ END IF
+*
+ DO 10 I = ILO, IHI - 1
+*
+* Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
+*
+ CALL SLARFG( 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 SLARF( '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 SLARF( '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 SGEHD2
+*
+ END