annotate libcruft/lapack/zgehd2.f @ 7034:68db500cb558

[project @ 2007-10-16 18:54:19 by jwe]
author jwe
date Tue, 16 Oct 2007 18:54:23 +0000
parents 15cddaacbc2d
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
1 SUBROUTINE ZGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
2 *
7034
68db500cb558 [project @ 2007-10-16 18:54:19 by jwe]
jwe
parents: 3333
diff changeset
3 * -- LAPACK routine (version 3.1) --
68db500cb558 [project @ 2007-10-16 18:54:19 by jwe]
jwe
parents: 3333
diff changeset
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
68db500cb558 [project @ 2007-10-16 18:54:19 by jwe]
jwe
parents: 3333
diff changeset
5 * November 2006
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
6 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
7 * .. Scalar Arguments ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
8 INTEGER IHI, ILO, INFO, LDA, N
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
9 * ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
10 * .. Array Arguments ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
11 COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
12 * ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
13 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
14 * Purpose
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
15 * =======
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
16 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
17 * ZGEHD2 reduces a complex general matrix A to upper Hessenberg form H
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
18 * by a unitary similarity transformation: Q' * A * Q = H .
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
19 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
20 * Arguments
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
21 * =========
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
22 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
23 * N (input) INTEGER
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
24 * The order of the matrix A. N >= 0.
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
25 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
26 * ILO (input) INTEGER
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
27 * IHI (input) INTEGER
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
28 * It is assumed that A is already upper triangular in rows
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
29 * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
30 * set by a previous call to ZGEBAL; otherwise they should be
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
31 * set to 1 and N respectively. See Further Details.
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
32 * 1 <= ILO <= IHI <= max(1,N).
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
33 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
34 * A (input/output) COMPLEX*16 array, dimension (LDA,N)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
35 * On entry, the n by n general matrix to be reduced.
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
36 * On exit, the upper triangle and the first subdiagonal of A
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
37 * are overwritten with the upper Hessenberg matrix H, and the
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
38 * elements below the first subdiagonal, with the array TAU,
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
39 * represent the unitary matrix Q as a product of elementary
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
40 * reflectors. See Further Details.
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
41 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
42 * LDA (input) INTEGER
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
43 * The leading dimension of the array A. LDA >= max(1,N).
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
44 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
45 * TAU (output) COMPLEX*16 array, dimension (N-1)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
46 * The scalar factors of the elementary reflectors (see Further
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
47 * Details).
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
48 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
49 * WORK (workspace) COMPLEX*16 array, dimension (N)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
50 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
51 * INFO (output) INTEGER
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
52 * = 0: successful exit
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
53 * < 0: if INFO = -i, the i-th argument had an illegal value.
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
54 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
55 * Further Details
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
56 * ===============
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
57 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
58 * The matrix Q is represented as a product of (ihi-ilo) elementary
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
59 * reflectors
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
60 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
61 * Q = H(ilo) H(ilo+1) . . . H(ihi-1).
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
62 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
63 * Each H(i) has the form
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
64 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
65 * H(i) = I - tau * v * v'
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
66 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
67 * where tau is a complex scalar, and v is a complex vector with
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
68 * v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
69 * exit in A(i+2:ihi,i), and tau in TAU(i).
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
70 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
71 * The contents of A are illustrated by the following example, with
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
72 * n = 7, ilo = 2 and ihi = 6:
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
73 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
74 * on entry, on exit,
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
75 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
76 * ( a a a a a a a ) ( a a h h h h a )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
77 * ( a a a a a a ) ( a h h h h a )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
78 * ( a a a a a a ) ( h h h h h h )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
79 * ( a a a a a a ) ( v2 h h h h h )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
80 * ( a a a a a a ) ( v2 v3 h h h h )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
81 * ( a a a a a a ) ( v2 v3 v4 h h h )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
82 * ( a ) ( a )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
83 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
84 * where a denotes an element of the original matrix A, h denotes a
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
85 * modified element of the upper Hessenberg matrix H, and vi denotes an
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
86 * element of the vector defining H(i).
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
87 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
88 * =====================================================================
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
89 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
90 * .. Parameters ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
91 COMPLEX*16 ONE
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
92 PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
93 * ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
94 * .. Local Scalars ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
95 INTEGER I
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
96 COMPLEX*16 ALPHA
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
97 * ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
98 * .. External Subroutines ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
99 EXTERNAL XERBLA, ZLARF, ZLARFG
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
100 * ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
101 * .. Intrinsic Functions ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
102 INTRINSIC DCONJG, MAX, MIN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
103 * ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
104 * .. Executable Statements ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
105 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
106 * Test the input parameters
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
107 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
108 INFO = 0
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
109 IF( N.LT.0 ) THEN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
110 INFO = -1
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
111 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
112 INFO = -2
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
113 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
114 INFO = -3
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
115 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
116 INFO = -5
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
117 END IF
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
118 IF( INFO.NE.0 ) THEN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
119 CALL XERBLA( 'ZGEHD2', -INFO )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
120 RETURN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
121 END IF
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
122 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
123 DO 10 I = ILO, IHI - 1
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
124 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
125 * Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
126 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
127 ALPHA = A( I+1, I )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
128 CALL ZLARFG( IHI-I, ALPHA, A( MIN( I+2, N ), I ), 1, TAU( I ) )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
129 A( I+1, I ) = ONE
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
130 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
131 * Apply H(i) to A(1:ihi,i+1:ihi) from the right
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
132 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
133 CALL ZLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ),
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
134 $ A( 1, I+1 ), LDA, WORK )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
135 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
136 * Apply H(i)' to A(i+1:ihi,i+1:n) from the left
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
137 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
138 CALL ZLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1,
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
139 $ DCONJG( TAU( I ) ), A( I+1, I+1 ), LDA, WORK )
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
140 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
141 A( I+1, I ) = ALPHA
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
142 10 CONTINUE
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
143 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
144 RETURN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
145 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
146 * End of ZGEHD2
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
147 *
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
148 END