man sgehd2 (Fonctions bibliothèques) - reduce a real general matrix A to upper Hessenberg form H by an orthogonal similarity transformation

NAME

SGEHD2 - reduce a real general matrix A to upper Hessenberg form H by an orthogonal similarity transformation

SYNOPSIS

SUBROUTINE SGEHD2(
N, ILO, IHI, A, LDA, TAU, WORK, INFO )
INTEGER IHI, ILO, INFO, LDA, N
REAL A( LDA, * ), TAU( * ), WORK( * )

PURPOSE

SGEHD2 reduces a real general matrix A to upper Hessenberg form H by an orthogonal similarity transformation: Q' * A * Q = H .

ARGUMENTS

N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) 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.
A (input/output) 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 (input) INTEGER The leading dimension of the array A. LDA >= max(1,N).
TAU (output) REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further Details).
WORK (workspace) REAL array, dimension (N)
INFO (output) INTEGER
= 0: successful exit.

< 0: if INFO = -i, the i-th argument had an illegal value.

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'

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).