SUBROUTINE ZGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO ) INTEGER IHI, ILO, INFO, LDA, LWORK, N COMPLEX*16 A( LDA, * ), TAU( * ), WORK( LWORK )
ZGEHRD reduces a complex general matrix A to upper Hessenberg form H by a unitary similarity transformation: Q' * A * Q = H .
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 ZGEBAL; otherwise they should be set to 1 and N respectively. See Further Details. A (input/output) 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 (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). TAU (output) COMPLEX*16 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 (workspace/output) COMPLEX*16 array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,N). For optimum performance LWORK >= N*NB, where NB is the optimal blocksize. INFO (output) 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' 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).