table of contents
gehd2(3) | LAPACK | gehd2(3) |
NAME¶
gehd2 - gehd2: reduction to Hessenberg, level 2
SYNOPSIS¶
Functions¶
subroutine cgehd2 (n, ilo, ihi, a, lda, tau, work, info)
CGEHD2 reduces a general square matrix to upper Hessenberg form using
an unblocked algorithm. subroutine dgehd2 (n, ilo, ihi, a, lda, tau,
work, info)
DGEHD2 reduces a general square matrix to upper Hessenberg form using
an unblocked algorithm. subroutine sgehd2 (n, ilo, ihi, a, lda, tau,
work, info)
SGEHD2 reduces a general square matrix to upper Hessenberg form using
an unblocked algorithm. subroutine zgehd2 (n, ilo, ihi, a, lda, tau,
work, info)
ZGEHD2 reduces a general square matrix to upper Hessenberg form using
an unblocked algorithm.
Detailed Description¶
Function Documentation¶
subroutine cgehd2 (integer n, integer ilo, integer ihi, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) tau, complex, dimension( * ) work, integer info)¶
CGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.
Purpose:
CGEHD2 reduces a complex general matrix A to upper Hessenberg form H
by a unitary similarity transformation: Q**H * A * Q = H .
Parameters
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 CGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= max(1,N).
A
A is COMPLEX 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 unitary 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 COMPLEX array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
WORK
WORK is COMPLEX 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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**H
where tau is a complex scalar, and v is a complex 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).
subroutine dgehd2 (integer n, integer ilo, integer ihi, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) tau, double precision, dimension( * ) work, integer info)¶
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 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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).
subroutine sgehd2 (integer n, integer ilo, integer ihi, real, dimension( lda, * ) a, integer lda, real, dimension( * ) tau, real, dimension( * ) work, integer info)¶
SGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.
Purpose:
SGEHD2 reduces a real general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q**T * A * Q = H .
Parameters
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 SGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= max(1,N).
A
A is 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU
TAU is REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
WORK
WORK is REAL 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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).
subroutine zgehd2 (integer n, integer ilo, integer ihi, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( * ) tau, complex*16, dimension( * ) work, integer info)¶
ZGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.
Purpose:
ZGEHD2 reduces a complex general matrix A to upper Hessenberg form H
by a unitary similarity transformation: Q**H * A * Q = H .
Parameters
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 ZGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= max(1,N).
A
A is COMPLEX*16 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 unitary 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 COMPLEX*16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
WORK
WORK is COMPLEX*16 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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**H
where tau is a complex scalar, and v is a complex 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).
Author¶
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