SGGHD3(3)
π SGGHD3(3) β Library Functions Manual
Okay bestie, welcome to the Library Functions Manual page for SGGHD3(3), aka the file /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sgghd3.f. The header path is /home/abui...RC/sgghd3.f(3) β yes, weβre keeping the truncated path, no cap. π«Ά
π NAME
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sgghd3.f
β¨ SYNOPSIS
π¦ Functions/Subroutines
subroutine SGGHD3 (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, work, lwork, info)
SGGHD3 β thatβs the main character, fr fr.
π«Ά Function/Subroutine Documentation
πΈ subroutine SGGHD3
subroutine SGGHD3 (character compq, character compz, integer n, integer ilo, integer ihi, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real, dimension( ldq, * ) q, integer ldq, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer lwork, integer info)
SGGHD3
π Purpose
Okay so hereβs the tea: SGGHD3 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. Obsessed. β¨
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 SGGHD3 reduces the original problem to generalized Hessenberg form. π
This is a blocked variant of SGGHRD, using matrix-matrix multiplications for parts of the computation to enhance performance. Not me stanning a blocked variant, but here we are. π
πΈ Parameters
COMPQβCHARACTER*1. The options are:= 'N': do not computeQ;= 'I':Qis initialized to the unit matrix, and the orthogonal matrixQis returned;= 'V':Qmust contain an orthogonal matrixQ1on entry, and the productQ1*Qis returned.
COMPZβCHARACTER*1. The options are:= 'N': do not computeZ;= 'I':Zis initialized to the unit matrix, and the orthogonal matrixZis returned;= 'V':Zmust contain an orthogonal matrixZ1on entry, and the productZ1*Zis returned.
NβINTEGER. The order of the matricesAandB.N >= 0.ILOβINTEGER.IHIβINTEGER.ILOandIHImark the rows and columns ofAwhich are to be reduced. It is assumed thatAis already upper triangular in rows and columns1:ILO-1andIHI+1:N.ILOandIHIare normally set by a previous call toSGGBAL; otherwise they should be set to1andNrespectively.1 <= ILO <= IHI <= N, ifN > 0;ILO=1andIHI=0, ifN=0.AβREAL 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.LDAβINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβREAL 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.LDBβINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).QβREAL 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'.LDQβINTEGER. The leading dimension of the arrayQ.LDQ >= NifCOMPQ='V'or'I';LDQ >= 1otherwise.ZβREAL 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'.LDZβINTEGER. The leading dimension of the arrayZ.LDZ >= NifCOMPZ='V'or'I';LDZ >= 1otherwise.WORKβREAL array, dimension (LWORK). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβINTEGER. The length of the arrayWORK.LWORK >= 1. For optimum performanceLWORK >= 6*N*NB, whereNBis the optimal blocksize. IfLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.INFOβINTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
π§ Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ Further Details
This routine reduces A to Hessenberg form and maintains B in triangular form using a blocked variant of Moler and Stewart's original algorithm, as described by Kagstrom, Kressner, Quintana-Orti, and Quintana-Orti (BIT 2008). Periodt. π₯
Definition at line 228 of file sgghd3.f.
π Author
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