123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142 |
- *DECK COMHES
- SUBROUTINE COMHES (NM, N, LOW, IGH, AR, AI, INT)
- C***BEGIN PROLOGUE COMHES
- C***PURPOSE Reduce a complex general matrix to complex upper Hessenberg
- C form using stabilized elementary similarity
- C transformations.
- C***LIBRARY SLATEC (EISPACK)
- C***CATEGORY D4C1B2
- C***TYPE COMPLEX (ELMHES-S, COMHES-C)
- C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
- C***AUTHOR Smith, B. T., et al.
- C***DESCRIPTION
- C
- C This subroutine is a translation of the ALGOL procedure COMHES,
- C NUM. MATH. 12, 349-368(1968) by Martin and Wilkinson.
- C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971).
- C
- C Given a COMPLEX GENERAL matrix, this subroutine
- C reduces a submatrix situated in rows and columns
- C LOW through IGH to upper Hessenberg form by
- C stabilized elementary similarity transformations.
- C
- C On INPUT
- C
- C NM must be set to the row dimension of the two-dimensional
- C array parameters, AR and AI, as declared in the calling
- C program dimension statement. NM is an INTEGER variable.
- C
- C N is the order of the matrix A=(AR,AI). N is an INTEGER
- C variable. N must be less than or equal to NM.
- C
- C LOW and IGH are two INTEGER variables determined by the
- C balancing subroutine CBAL. If CBAL has not been used,
- C set LOW=1 and IGH equal to the order of the matrix, N.
- C
- C AR and AI contain the real and imaginary parts, respectively,
- C of the complex input matrix. AR and AI are two-dimensional
- C REAL arrays, dimensioned AR(NM,N) and AI(NM,N).
- C
- C On OUTPUT
- C
- C AR and AI contain the real and imaginary parts, respectively,
- C of the upper Hessenberg matrix. The multipliers which
- C were used in the reduction are stored in the remaining
- C triangles under the Hessenberg matrix.
- C
- C INT contains information on the rows and columns
- C interchanged in the reduction. Only elements LOW through
- C IGH are used. INT is a one-dimensional INTEGER array,
- C dimensioned INT(IGH).
- C
- C Calls CDIV for complex division.
- C
- C Questions and comments should be directed to B. S. Garbow,
- C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
- C ------------------------------------------------------------------
- C
- C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
- C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
- C system Routines - EISPACK Guide, Springer-Verlag,
- C 1976.
- C***ROUTINES CALLED CDIV
- C***REVISION HISTORY (YYMMDD)
- C 760101 DATE WRITTEN
- C 890831 Modified array declarations. (WRB)
- C 890831 REVISION DATE from Version 3.2
- C 891214 Prologue converted to Version 4.0 format. (BAB)
- C 920501 Reformatted the REFERENCES section. (WRB)
- C***END PROLOGUE COMHES
- C
- INTEGER I,J,M,N,LA,NM,IGH,KP1,LOW,MM1,MP1
- REAL AR(NM,*),AI(NM,*)
- REAL XR,XI,YR,YI
- INTEGER INT(*)
- C
- C***FIRST EXECUTABLE STATEMENT COMHES
- LA = IGH - 1
- KP1 = LOW + 1
- IF (LA .LT. KP1) GO TO 200
- C
- DO 180 M = KP1, LA
- MM1 = M - 1
- XR = 0.0E0
- XI = 0.0E0
- I = M
- C
- DO 100 J = M, IGH
- IF (ABS(AR(J,MM1)) + ABS(AI(J,MM1))
- 1 .LE. ABS(XR) + ABS(XI)) GO TO 100
- XR = AR(J,MM1)
- XI = AI(J,MM1)
- I = J
- 100 CONTINUE
- C
- INT(M) = I
- IF (I .EQ. M) GO TO 130
- C .......... INTERCHANGE ROWS AND COLUMNS OF AR AND AI ..........
- DO 110 J = MM1, N
- YR = AR(I,J)
- AR(I,J) = AR(M,J)
- AR(M,J) = YR
- YI = AI(I,J)
- AI(I,J) = AI(M,J)
- AI(M,J) = YI
- 110 CONTINUE
- C
- DO 120 J = 1, IGH
- YR = AR(J,I)
- AR(J,I) = AR(J,M)
- AR(J,M) = YR
- YI = AI(J,I)
- AI(J,I) = AI(J,M)
- AI(J,M) = YI
- 120 CONTINUE
- C .......... END INTERCHANGE ..........
- 130 IF (XR .EQ. 0.0E0 .AND. XI .EQ. 0.0E0) GO TO 180
- MP1 = M + 1
- C
- DO 160 I = MP1, IGH
- YR = AR(I,MM1)
- YI = AI(I,MM1)
- IF (YR .EQ. 0.0E0 .AND. YI .EQ. 0.0E0) GO TO 160
- CALL CDIV(YR,YI,XR,XI,YR,YI)
- AR(I,MM1) = YR
- AI(I,MM1) = YI
- C
- DO 140 J = M, N
- AR(I,J) = AR(I,J) - YR * AR(M,J) + YI * AI(M,J)
- AI(I,J) = AI(I,J) - YR * AI(M,J) - YI * AR(M,J)
- 140 CONTINUE
- C
- DO 150 J = 1, IGH
- AR(J,M) = AR(J,M) + YR * AR(J,I) - YI * AI(J,I)
- AI(J,M) = AI(J,M) + YR * AI(J,I) + YI * AR(J,I)
- 150 CONTINUE
- C
- 160 CONTINUE
- C
- 180 CONTINUE
- C
- 200 RETURN
- END
|