gghrd(3)
π gghrd(3) β reduction to Hessenberg π
okay bestie, so this is gghrd(3) from the Library Functions Manual, and it's genuinely such a superstar page. It's not one function β it's a whole little squad of four: cgghrd, dgghrd, sgghrd, and zgghrd. Same energy, different precision. Let's get into it π
β¨
β¨ NAME β¨
gghrd β gghrd: reduction to Hessenberg
π¦ SYNOPSIS π¦
πΈ Functions
subroutine cgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)β CGGHRDsubroutine dgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)β DGGHRDsubroutine sgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)β SGGHRDsubroutine zgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)β ZGGHRD
π Detailed Description π
so the page has this section, and then it gets into the individual function documentation. The actual tea is all down there in the function docs, bestie β keep scrolling π
π Function Documentation π
π subroutine cgghrd (character compq, character compz, integer n, integer ilo, integer ihi, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldq, * ) q, integer ldq, complex, dimension( ldz, * ) z, integer ldz, integer info)
CGGHRD
subroutine cgghrd (character compq, character compz, integer n, integer ilo,
integer ihi, complex, dimension( lda, * ) a, integer lda, complex,
dimension( ldb, * ) b, integer ldb, complex, dimension( ldq, * ) q,
integer ldq, complex, dimension( ldz, * ) z, integer ldz, integer info)
π₯ Purpose
okay so CGGHRD takes a pair of complex matrices (A,B) and reduces them to generalized upper Hessenberg form using unitary 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 unitary matrix Q to the left side of the equation.
This subroutine simultaneously reduces A to a Hessenberg matrix H:
Q**H*A*Z = H
and transforms B to another upper triangular matrix T:
Q**H*B*Z = T
in order to reduce the problem to its standard form
H*y = lambda*T*y
where y = Z**H*x.
The unitary 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**H = (Q1*Q) * H * (Z1*Z)**H
Q1 * B * Z1**H = (Q1*Q) * T * (Z1*Z)**H
If Q1 is the unitary matrix from the QR factorization of B in the original equation A*x = lambda*B*x, then CGGHRD reduces the original problem to generalized Hessenberg form.
π Parameters
COMPQβCOMPQisCHARACTER*1= 'N': do not computeQ;= 'I':Qis initialized to the unit matrix, and the unitary matrixQis returned;= 'V':Qmust contain a unitary matrixQ1on entry, and the productQ1*Qis returned.
COMPZβCOMPZisCHARACTER*1= 'N': do not computeZ;= 'I':Zis initialized to the unit matrix, and the unitary matrixZis returned;= 'V':Zmust contain a unitary matrixZ1on entry, and the productZ1*Zis returned.
NβNisINTEGER. The order of the matricesAandB.N >= 0.ILOβILOisINTEGERIHIβIHIisINTEGER
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 CGGBAL; 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.
AβAisCOMPLEXarray, 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.
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβBisCOMPLEXarray, dimension(LDB, N)
On entry, the N-by-N upper triangular matrix B. On exit, the upper triangular matrix T = Q**H B Z. The elements below the diagonal are set to zero.
LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).QβQisCOMPLEXarray, dimension(LDQ, N)
On entry, if COMPQ = 'V', the unitary matrix Q1, typically from the QR factorization of B. On exit, if COMPQ='I', the unitary matrix Q, and if COMPQ = 'V', the product Q1*Q. Not referenced if COMPQ='N'.
LDQβLDQisINTEGER. The leading dimension of the arrayQ.LDQ >= NifCOMPQ='V'or'I';LDQ >= 1otherwise.ZβZisCOMPLEXarray, dimension(LDZ, N)
On entry, if COMPZ = 'V', the unitary matrix Z1. On exit, if COMPZ='I', the unitary matrix Z, and if COMPZ = 'V', the product Z1*Z. Not referenced if COMPZ='N'.
LDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= NifCOMPZ='V'or'I';LDZ >= 1otherwise.INFOβINFOisINTEGER= 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 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 202 of file cgghrd.f.
π 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
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)
π₯ Purpose
okay so DGGHRD is the real-valued twin of the whole situation. It 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.
π Parameters
COMPQβCOMPQisCHARACTER*1= '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.
COMPZβCOMPZisCHARACTER*1= '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.
NβNisINTEGER. The order of the matricesAandB.N >= 0.ILOβILOisINTEGERIHIβIHIisINTEGER
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.
AβAisDOUBLE PRECISIONarray, 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.
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβBisDOUBLE PRECISIONarray, 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.
LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).QβQisDOUBLE PRECISIONarray, 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'.
LDQβLDQisINTEGER. The leading dimension of the arrayQ.LDQ >= NifCOMPQ='V'or'I';LDQ >= 1otherwise.ZβZβDOUBLE PRECISIONarray, dimension(LDZ, N). On entry, ifCOMPZ = 'V', she's holding the orthogonal matrix Z1. On exit, ifCOMPZ = 'I', she is the orthogonal matrix Z, and ifCOMPZ = 'V', she's the productZ1*Z. Not referenced at all ifCOMPZ = 'N'β she's literally not in the group chat. π¦LDZβINTEGER. The leading dimension of the array Z.LDZ >= NifCOMPZ='V'or'I';LDZ >= 1otherwise. Respect the rules bestie. β¨INFOβINTEGER, the vibe report:= 0: successful exit, we ate, no crumbs. π< 0: ifINFO = -i, the i-th argument had an illegal value. π somebody fumbled the call.
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
π Definition at line 205 of file dgghrd.f.
π
sgghrd π
subroutine sgghrd (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, integer info)
Bestie. SGGHRD is the real single-precision one. Same job, smaller floats, same main character energy.
π― Purpose π―
SGGHRDreduces 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. π
The generalized eigenvalue problem shows up looking 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. Classic glow-up. 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
so the problem drops into its standard form:
H*y = lambda*T*y
where y = Z**T*x. Cute, right? π«Ά
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 SGGHRD reduces the original problem to generalized Hessenberg form. No cap. π―
π Parameters π
COMPQβCHARACTER*1, pick your fighter:= 'N': do not compute Q. π= '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 productQ1*Qis returned.
COMPZβCHARACTER*1, same energy but for Z:= '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 productZ1*Zis returned.
NβINTEGER. The order of the matrices A and B.N >= 0. πILOβINTEGER. Just vibing here on its own, see IHI. βIHIβINTEGER.ILOandIHImark the rows and columns of A which are to be reduced. It is assumed that A is already upper triangular in rows and columns1:ILO-1andIHI+1:N.ILOandIHIare normally set by a previous call toSGGBAL; otherwise they should be set to 1 and N respectively. And the constraint, bestie:1 <= ILO <= IHI <= N, ifN > 0;ILO=1andIHI=0, ifN=0. π₯AβREALarray, 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. She gets a whole makeover and the leftovers get cleared. πLDAβINTEGER. The leading dimension of the array A.LDA >= max(1,N). πBβREALarray, dimension(LDB, N). On entry, the N-by-N upper triangular matrix B. On exit, the upper triangular matrixT = Q**T B Z. The elements below the diagonal are set to zero. πLDBβINTEGER. The leading dimension of the array B.LDB >= max(1,N). π§QβREALarray, dimension(LDQ, N). On entry, ifCOMPQ = 'V', the orthogonal matrix Q1, typically from the QR factorization of B. On exit, ifCOMPQ='I', the orthogonal matrix Q, and ifCOMPQ = 'V', the productQ1*Q. Not referenced ifCOMPQ='N'. πLDQβINTEGER. The leading dimension of the array Q.LDQ >= NifCOMPQ='V'or'I';LDQ >= 1otherwise. β¨ZβREALarray, dimension(LDZ, N). On entry, ifCOMPZ = 'V', the orthogonal matrix Z1. On exit, ifCOMPZ='I', the orthogonal matrix Z, and ifCOMPZ = 'V', the productZ1*Z. Not referenced ifCOMPZ='N'. π¦LDZβINTEGER. The leading dimension of the array Z.LDZ >= NifCOMPZ='V'or'I';LDZ >= 1otherwise. πΈINFOβINTEGER, the receipts:= 0: successful exit. π< 0: ifINFO = -i, the i-th argument had an illegal value. π
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
π Definition at line 205 of file sgghrd.f.
π zgghrd π
subroutine zgghrd (character compq, character compz, integer n, integer ilo,
integer ihi, complex*16, dimension( lda, * ) a, integer lda, complex*16,
dimension( ldb, * ) b, integer ldb, complex*16, dimension( ldq, * ) q,
integer ldq, complex*16, dimension( ldz, * ) z, integer ldz, integer
info)
Now the complex*16 one β ZGGHRD. Same plot, but everything is unitary instead of orthogonal and we're conjugating-transposing with **H. She's the double-precision complex main character. π
π― Purpose π―
ZGGHRDreduces a pair of complex matrices(A,B)to generalized upper Hessenberg form using unitary 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 unitary matrix Q to the left side of the equation. π
This subroutine simultaneously reduces A to a Hessenberg matrix H:
Q**H*A*Z = H
and transforms B to another upper triangular matrix T:
Q**H*B*Z = T
in order to reduce the problem to its standard form:
H*y = lambda*T*y
where y = Z**H*x. π«Ά
The unitary 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**H = (Q1*Q) * H * (Z1*Z)**H
Q1 * B * Z1**H = (Q1*Q) * T * (Z1*Z)**H
If Q1 is the unitary matrix from the QR factorization of B in the original equation A*x = lambda*B*x, then ZGGHRD reduces the original problem to generalized Hessenberg form. Periodt. π
π Parameters π
COMPQβCHARACTER*1:= 'N': do not compute Q. π= 'I': Q is initialized to the unit matrix, and the unitary matrix Q is returned.= 'V': Q must contain a unitary matrix Q1 on entry, and the productQ1*Qis returned.
COMPZβCHARACTER*1:= 'N': do not compute Z.= 'I': Z is initialized to the unit matrix, and the unitary matrix Z is returned.= 'V': Z must contain a unitary matrix Z1 on entry, and the productZ1*Zis returned.
NβINTEGER. The order of the matrices A and B.N >= 0. πILOβINTEGER. Hangs out with IHI, scroll a lil. βIHIβINTEGER.ILOandIHImark the rows and columns of A which are to be reduced. It is assumed that A is already upper triangular in rows and columns1:ILO-1andIHI+1:N.ILOandIHIare normally set by a previous call toZGGBAL; otherwise they should be set to 1 and N respectively. Constraints, no negotiating:1 <= ILO <= IHI <= N, ifN > 0;ILO=1andIHI=0, ifN=0. π₯AβCOMPLEX*16array, 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. β¨LDAβINTEGER. The leading dimension of the array A.LDA >= max(1,N). πBβCOMPLEX*16array, dimension(LDB, N). On entry, the N-by-N upper triangular matrix B. On exit, the upper triangular matrixT = Q**H B Z. The elements below the diagonal are set to zero. πLDBβINTEGER. The leading dimension of the array B.LDB >= max(1,N). π§QQβQisCOMPLEX*16array, dimension(LDQ, N). On entry, ifCOMPQ = 'V', itβs the unitary matrixQ1, typically from the QR factorization ofB. On exit, ifCOMPQ='I', itβs the unitary matrixQ, and ifCOMPQ = 'V', itβs the productQ1*Q. Not referenced ifCOMPQ='N'. πLDQβLDQisINTEGER. Itβs the leading dimension of the arrayQ.LDQ >= NifCOMPQ='V'or'I';LDQ >= 1otherwise. πZβZisCOMPLEX*16array, dimension(LDZ, N). On entry, ifCOMPZ = 'V', itβs the unitary matrixZ1. On exit, ifCOMPZ='I', itβs the unitary matrixZ, and ifCOMPZ = 'V', itβs the productZ1*Z. Not referenced ifCOMPZ='N'. π¦LDZβLDZisINTEGER. Itβs the leading dimension of the arrayZ.LDZ >= NifCOMPZ='V'or'I';LDZ >= 1otherwise. πΈINFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value. π«Ά
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Further Details π
This routine reducesAto Hessenberg andBto triangular form by an unblocked reduction, as described in Matrix_Computations_, by Golub and van Loan (Johns Hopkins Press). π
Definition at line 202 of file zgghrd.f.
π Author (page-level, Doxygen-made) π
Generated automatically by Doxygen for LAPACK from the source code. π€
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