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LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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| subroutine dgehrd | ( | integer | n, |
| integer | ilo, | ||
| integer | ihi, | ||
| double precision, dimension( lda, * ) | a, | ||
| integer | lda, | ||
| double precision, dimension( * ) | tau, | ||
| double precision, dimension( * ) | work, | ||
| integer | lwork, | ||
| integer | info | ||
| ) |
DGEHRD
Download DGEHRD + dependencies [TGZ] [ZIP] [TXT]
DGEHRD reduces a real general matrix A to upper Hessenberg form H by an orthogonal similarity transformation: Q**T * A * Q = H .
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | ILO | ILO is INTEGER |
| [in] | 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. |
| [in,out] | 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. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [out] | 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. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
| [in] | LWORK | LWORK is INTEGER
The length of the array WORK. LWORK >= max(1,N).
For good performance, LWORK should generally be larger.
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. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value. |
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 166 of file dgehrd.f.
1.9.7