relibc_openlibm/slatec/corth.f

*DECK CORTH
      SUBROUTINE CORTH (NM, N, LOW, IGH, AR, AI, ORTR, ORTI)
C***BEGIN PROLOGUE  CORTH
C***PURPOSE  Reduce a complex general matrix to complex upper Hessenberg
C            form using unitary similarity transformations.
C***LIBRARY   SLATEC (EISPACK)
C***CATEGORY  D4C1B2
C***TYPE      COMPLEX (ORTHES-S, CORTH-C)
C***KEYWORDS  EIGENVALUES, EIGENVECTORS, EISPACK
C***AUTHOR  Smith, B. T., et al.
C***DESCRIPTION
C
C     This subroutine is a translation of a complex analogue of
C     the ALGOL procedure ORTHES, NUM. MATH. 12, 349-368(1968)
C     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     unitary 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 Hessenberg matrix.  Information about the unitary
C          transformations used in the reduction is stored in the
C          remaining triangles under the Hessenberg matrix.
C
C        ORTR and ORTI contain further information about the unitary
C          transformations.  Only elements LOW through IGH are used.
C          ORTR and ORTI are one-dimensional REAL arrays, dimensioned
C          ORTR(IGH) and ORTI(IGH).
C
C     Calls PYTHAG(A,B) for sqrt(A**2 + B**2).
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  PYTHAG
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  CORTH
C
      INTEGER I,J,M,N,II,JJ,LA,MP,NM,IGH,KP1,LOW
      REAL AR(NM,*),AI(NM,*),ORTR(*),ORTI(*)
      REAL F,G,H,FI,FR,SCALE
      REAL PYTHAG
C
C***FIRST EXECUTABLE STATEMENT  CORTH
      LA = IGH - 1
      KP1 = LOW + 1
      IF (LA .LT. KP1) GO TO 200
C
      DO 180 M = KP1, LA
         H = 0.0E0
         ORTR(M) = 0.0E0
         ORTI(M) = 0.0E0
         SCALE = 0.0E0
C     .......... SCALE COLUMN (ALGOL TOL THEN NOT NEEDED) ..........
         DO 90 I = M, IGH
   90    SCALE = SCALE + ABS(AR(I,M-1)) + ABS(AI(I,M-1))
C
         IF (SCALE .EQ. 0.0E0) GO TO 180
         MP = M + IGH
C     .......... FOR I=IGH STEP -1 UNTIL M DO -- ..........
         DO 100 II = M, IGH
            I = MP - II
            ORTR(I) = AR(I,M-1) / SCALE
            ORTI(I) = AI(I,M-1) / SCALE
            H = H + ORTR(I) * ORTR(I) + ORTI(I) * ORTI(I)
  100    CONTINUE
C
         G = SQRT(H)
         F = PYTHAG(ORTR(M),ORTI(M))
         IF (F .EQ. 0.0E0) GO TO 103
         H = H + F * G
         G = G / F
         ORTR(M) = (1.0E0 + G) * ORTR(M)
         ORTI(M) = (1.0E0 + G) * ORTI(M)
         GO TO 105
C
  103    ORTR(M) = G
         AR(M,M-1) = SCALE
C     .......... FORM (I-(U*UT)/H) * A ..........
  105    DO 130 J = M, N
            FR = 0.0E0
            FI = 0.0E0
C     .......... FOR I=IGH STEP -1 UNTIL M DO -- ..........
            DO 110 II = M, IGH
               I = MP - II
               FR = FR + ORTR(I) * AR(I,J) + ORTI(I) * AI(I,J)
               FI = FI + ORTR(I) * AI(I,J) - ORTI(I) * AR(I,J)
  110       CONTINUE
C
            FR = FR / H
            FI = FI / H
C
            DO 120 I = M, IGH
               AR(I,J) = AR(I,J) - FR * ORTR(I) + FI * ORTI(I)
               AI(I,J) = AI(I,J) - FR * ORTI(I) - FI * ORTR(I)
  120       CONTINUE
C
  130    CONTINUE
C     .......... FORM (I-(U*UT)/H)*A*(I-(U*UT)/H) ..........
         DO 160 I = 1, IGH
            FR = 0.0E0
            FI = 0.0E0
C     .......... FOR J=IGH STEP -1 UNTIL M DO -- ..........
            DO 140 JJ = M, IGH
               J = MP - JJ
               FR = FR + ORTR(J) * AR(I,J) - ORTI(J) * AI(I,J)
               FI = FI + ORTR(J) * AI(I,J) + ORTI(J) * AR(I,J)
  140       CONTINUE
C
            FR = FR / H
            FI = FI / H
C
            DO 150 J = M, IGH
               AR(I,J) = AR(I,J) - FR * ORTR(J) - FI * ORTI(J)
               AI(I,J) = AI(I,J) + FR * ORTI(J) - FI * ORTR(J)
  150       CONTINUE
C
  160    CONTINUE
C
         ORTR(M) = SCALE * ORTR(M)
         ORTI(M) = SCALE * ORTI(M)
         AR(M,M-1) = -G * AR(M,M-1)
         AI(M,M-1) = -G * AI(M,M-1)
  180 CONTINUE
C
  200 RETURN
      END