# dgghd3.f man page

dgghd3.f

## Synopsis

### Functions/Subroutines

subroutine dgghd3 (COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, WORK, LWORK, INFO)
DGGHD3

## Function/Subroutine Documentation

### subroutine dgghd3 (character COMPQ, character COMPZ, integer N, integer ILO, integer IHI, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldq, * ) Q, integer LDQ, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DGGHD3

Purpose:

``` DGGHD3 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 DGGHD3 reduces the original
problem to generalized Hessenberg form.

This is a blocked variant of DGGHRD, using matrix-matrix
multiplications for parts of the computation to enhance performance.```
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.```

WORK

```          WORK is DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.```

LWORK

```          LWORK is INTEGER
The length of the array WORK.  LWORK >= 1.
For optimum performance LWORK >= 6*N*NB, where NB is the
optimal blocksize.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.```

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:

January 2015

Further Details:

```  This routine reduces A to Hessenberg form and maintains B in
using a blocked variant of Moler and Stewart's original algorithm,
as described by Kagstrom, Kressner, Quintana-Orti, and Quintana-Orti
(BIT 2008).```

Definition at line 232 of file dgghd3.f.

## Author

Generated automatically by Doxygen for LAPACK from the source code.

## Referenced By

The man page dgghd3(3) is an alias of dgghd3.f(3).

Tue Nov 14 2017 Version 3.8.0 LAPACK