DGGHRD(3)
β¨ NAME β¨
Okay bestie, this is the Library Functions Manual page for DGGHRD, and the source file is absolutely parked at /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dgghrd.f. π
πΈ SYNOPSIS πΈ
π¦ Functions/Subroutines π¦
subroutine DGGHRD (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z,
ldz, info)
DGGHRD
No cap, that's the whole callable vibe. β¨
π FUNCTION/SUBROUTINE DOCUMENTATION π
Here's the exact signature with all the types and dimensions, because we do not mess with types in this group chat:
subroutine DGGHRD (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, integer info)
DGGHRD
π« Purpose π«
Okay so 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 generalized eigenvalue problem is shaped like this:
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.
π Parameters π
COMPQβCOMPQ 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.
COMPZβCOMPZ 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.
NβN is INTEGER. The order of the matricesAandB.N >= 0.ILOβILO is INTEGER.IHIβIHI 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.
AβA is DOUBLE PRECISION array, dimension (LDA, N). On entry, theN-by-Ngeneral matrix to be reduced. On exit, the upper triangle and the first subdiagonal ofAare overwritten with the upper Hessenberg matrixH, and the rest is set to zero.LDAβLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβB is DOUBLE PRECISION array, dimension (LDB, N). On entry, theN-by-Nupper triangular matrixB. On exit, the upper triangular matrixT = Q**T B Z. The elements below the diagonal are set to zero.LDBβLDB is INTEGER. The leading dimension of the arrayB.LDB >= max(1,N).QβQ is DOUBLE PRECISION array, dimension (LDQ, N). On entry, ifCOMPQ = 'V', the orthogonal matrixQ1, typically from the QR factorization ofB. On exit, ifCOMPQ='I', the orthogonal matrixQ, and ifCOMPQ = 'V', the productQ1*Q. Not referenced ifCOMPQ='N'.LDQβLDQ is INTEGER. The leading dimension of the arrayQ.LDQ >= NifCOMPQ='V'or'I';LDQ >= 1otherwise.ZβZ is DOUBLE PRECISION array, dimension (LDZ, N). On entry, ifCOMPZ = 'V', the orthogonal matrixZ1. On exit, ifCOMPZ='I', the orthogonal matrixZ, and ifCOMPZ = 'V', the productZ1*Z. Not referenced ifCOMPZ='N'.LDZβLDZ is INTEGER. The leading dimension of the arrayZ.LDZ >= NifCOMPZ='V'or'I';LDZ >= 1otherwise.INFOβINFO is INTEGER= 0: successful exit.< 0: if INFO = -i, the i-th argument had an illegal value.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Further Details π
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.)
π Definition π
Definition at line 205 of file dgghrd.f.
π Author π
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Cute sign-off, bestie: that's the whole DGGHRD page β LAPACK Version 3.12.0, /home/abui...RC/dgghrd.f(3) π (the footer didn't include a date, so no date to spill) β¨
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