dgghrd.f - Man Page

subroutine dgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)
DGGHRD

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.

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 205 of file dgghrd.f.