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dgghrd.f(3)                         LAPACK                         dgghrd.f(3)

NAME

dgghrd.f -

SYNOPSIS

Functions/Subroutines subroutine dgghrd (COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO) DGGHRD Function/Subroutine Documentation subroutine dgghrd (characterCOMPQ, characterCOMPZ, integerN, integerILO, integerIHI, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldq, * )Q, integerLDQ, double precision, dimension( ldz, * )Z, integerLDZ, integerINFO) DGGHRD Purpose: DGGHRD reduces a pair of real matrices (A,B) to generalized upper Hessenberg form using orthogonal transformations, where A is a general matrix and B is upper triangular. The form of the generalized eigenvalue problem is A*x = lambda*B*x, and B is typically made upper triangular by computing its QR factorization and moving the orthogonal matrix Q to the left side of the equation. This subroutine simultaneously reduces A to a Hessenberg matrix H: Q**T*A*Z = H and transforms B to another upper triangular matrix T: Q**T*B*Z = T in order to reduce the problem to its standard form H*y = lambda*T*y where y = Z**T*x. The orthogonal matrices Q and Z are determined as products of Givens rotations. They may either be formed explicitly, or they may be postmultiplied into input matrices Q1 and Z1, so that Q1 * A * Z1**T = (Q1*Q) * H * (Z1*Z)**T Q1 * B * Z1**T = (Q1*Q) * T * (Z1*Z)**T If Q1 is the orthogonal matrix from the QR factorization of B in the original equation A*x = lambda*B*x, then DGGHRD reduces the original problem to generalized Hessenberg form. Parameters: COMPQ COMPQ is CHARACTER*1 = 'N': do not compute Q; = 'I': Q is initialized to the unit matrix, and the orthogonal matrix Q is returned; = 'V': Q must contain an orthogonal matrix Q1 on entry, and the product Q1*Q is returned. COMPZ COMPZ is CHARACTER*1 = 'N': do not compute Z; = 'I': Z is initialized to the unit matrix, and the orthogonal matrix Z is returned; = 'V': Z must contain an orthogonal matrix Z1 on entry, and the product Z1*Z is returned. N N is INTEGER The order of the matrices A and B. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER ILO and IHI mark the rows and columns of A which are to be reduced. 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 DGGBAL; otherwise they should be set to 1 and N respectively. 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. 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 rest is set to zero. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). B B is DOUBLE PRECISION array, dimension (LDB, N) On entry, the N-by-N upper triangular matrix B. On exit, the upper triangular matrix T = Q**T B Z. The elements below the diagonal are set to zero. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). Q Q is DOUBLE PRECISION array, dimension (LDQ, N) On entry, if COMPQ = 'V', the orthogonal matrix Q1, typically from the QR factorization of B. On exit, if COMPQ='I', the orthogonal matrix Q, and if COMPQ = 'V', the product Q1*Q. Not referenced if COMPQ='N'. LDQ LDQ is INTEGER The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. Z Z is DOUBLE PRECISION array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix Z1. On exit, if COMPZ='I', the orthogonal matrix Z, and if COMPZ = 'V', the product Z1*Z. Not referenced if COMPZ='N'. LDZ LDZ is INTEGER The leading dimension of the array Z. LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: This routine reduces A to Hessenberg and B to triangular form by an unblocked reduction, as described in _Matrix_Computations_, by Golub and Van Loan (Johns Hopkins Press.) Definition at line 207 of file dgghrd.f. Author Generated automatically by Doxygen for LAPACK from the source code. Version 3.4.2 Sat Nov 16 2013 dgghrd.f(3)

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