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dgehrd.f(3) LAPACK dgehrd.f(3)

NAME

dgehrd.f -

SYNOPSIS

Functions/Subroutines


subroutine dgehrd (N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO)
 
DGEHRD

Function/Subroutine Documentation

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

DGEHRD
Purpose:
 DGEHRD 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 <= N, if N > 0; ILO=1 and IHI=0, if N=0.
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). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
          zero.
WORK
          WORK is DOUBLE PRECISION array, dimension (LWORK)
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of the array WORK.  LWORK >= max(1,N).
          For optimum performance LWORK >= N*NB, where NB is the
          optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
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:
November 2011
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).
This file is a slight modification of LAPACK-3.0's DGEHRD subroutine incorporating improvements proposed by Quintana-Orti and Van de Geijn (2006). (See DLAHR2.)
Definition at line 169 of file dgehrd.f.

Author

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