DGEHD2 (3) - Linux Manuals
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.
DGEHD2 reduces a real general matrix A to upper Hessenberg form H by an orthogonal similarity transformation: Q**T * A * Q = H .
N is INTEGER The order of the matrix A. N >= 0.
ILO is INTEGER
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 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 is INTEGER The leading dimension of the array A. LDA >= max(1,N).
TAU is DOUBLE PRECISION array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details).
WORK is DOUBLE PRECISION array, dimension (N)
INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.
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- September 2012
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).
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