gghrd(3)

πŸŽ€ gghrd(3) β€” reduction to Hessenberg πŸŽ€

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 πŸ’…βœ¨


✨ NAME ✨

gghrd β€” gghrd: reduction to Hessenberg

πŸ¦‹ SYNOPSIS πŸ¦‹

🌸 Functions

  • subroutine cgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info) β€” CGGHRD
  • subroutine dgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info) β€” DGGHRD
  • subroutine sgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info) β€” SGGHRD
  • subroutine zgghrd (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info) β€” ZGGHRD

πŸ’– Detailed Description πŸ’–

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 πŸ’œ

🌈 Function Documentation 🌈

πŸ’œ 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)

πŸ”₯ 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.

🌟 Parameters

  • COMPQ β€” COMPQ is CHARACTER*1
    • = 'N': do not compute Q;
    • = '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 product Q1*Q is returned.
  • COMPZ β€” COMPZ is CHARACTER*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 product Z1*Z is returned.
  • N β€” N is INTEGER. The order of the matrices A and B. N >= 0.
  • ILO β€” ILO is INTEGER
  • IHI β€” 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 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.

  • A β€” A is COMPLEX 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 β€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
  • B β€” B is COMPLEX array, 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.

  • LDB β€” LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
  • Q β€” Q is COMPLEX array, 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'.

  • LDQ β€” LDQ is INTEGER. The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
  • Z β€” Z is COMPLEX array, 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'.

  • LDZ β€” LDZ is INTEGER. The leading dimension of the array Z. LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
  • INFO β€” INFO is INTEGER
    • = 0: successful exit.
    • < 0: if INFO = -i, the i-th argument had an illegal value.

πŸ’Œ 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 202 of file cgghrd.f.


πŸ’™ 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)

πŸ”₯ 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.

🌟 Parameters

  • COMPQ β€” 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 β€” 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 β€” N is INTEGER. The order of the matrices A and B. N >= 0.
  • ILO β€” ILO is INTEGER
  • IHI β€” 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 β€” 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 β€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
  • B β€” 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 β€” LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
  • Q β€” 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 β€” LDQ is INTEGER. The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
  • Z β€”
  • Z β€” DOUBLE PRECISION array, dimension (LDZ, N). On entry, if COMPZ = 'V', she's holding the orthogonal matrix Z1. On exit, if COMPZ = 'I', she is the orthogonal matrix Z, and if COMPZ = 'V', she's the product Z1*Z. Not referenced at all if COMPZ = 'N' β€” she's literally not in the group chat. πŸ¦‹
  • LDZ β€” INTEGER. The leading dimension of the array Z. LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. Respect the rules bestie. ✨
  • INFO β€” INTEGER, the vibe report:
    • = 0: successful exit, we ate, no crumbs. πŸ’…
    • < 0: if INFO = -i, the i-th argument had an illegal value. 😭 somebody fumbled the call.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ“– Further Details: πŸ“–

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.) πŸ’œ

πŸ“ Definition at line 205 of file dgghrd.f.


πŸ’… sgghrd πŸ’…

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.

🎯 Purpose 🎯

SGGHRD 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. πŸ‘‘

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. ✨

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? 🫢

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. πŸ’―

🌈 Parameters 🌈

  • COMPQ β€” CHARACTER*1, pick your fighter:
    • = 'N': do not compute Q. πŸ™ˆ
    • = '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 β€” CHARACTER*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 product Z1*Z is returned.
  • N β€” INTEGER. The order of the matrices A and B. N >= 0. πŸ“
  • ILO β€” INTEGER. Just vibing here on its own, see IHI. ⭐
  • IHI β€” 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 SGGBAL; otherwise they should be set to 1 and N respectively. And the constraint, bestie: 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. πŸ”₯
  • A β€” REAL 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. She gets a whole makeover and the leftovers get cleared. πŸ’…
  • LDA β€” INTEGER. The leading dimension of the array A. LDA >= max(1,N). πŸŽ€
  • B β€” REAL 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. πŸ™ˆ
  • LDB β€” INTEGER. The leading dimension of the array B. LDB >= max(1,N). 🧚
  • Q β€” REAL 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'. πŸ’œ
  • LDQ β€” INTEGER. The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. ✨
  • Z β€” REAL 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'. πŸ¦‹
  • LDZ β€” INTEGER. The leading dimension of the array Z. LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. 🌸
  • INFO β€” INTEGER, the receipts:
    • = 0: successful exit. πŸŽ‰
    • < 0: if INFO = -i, the i-th argument had an illegal value. πŸ’€

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ“– Further Details: πŸ“–

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.) πŸ“š

πŸ“ Definition at line 205 of file sgghrd.f.


πŸ’œ zgghrd πŸ’œ

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. πŸ‘‘

🎯 Purpose 🎯

ZGGHRD reduces 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. 🌈

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 ZGGHRD reduces the original problem to generalized Hessenberg form. Periodt. πŸ’…

🌈 Parameters 🌈

  • COMPQ β€” CHARACTER*1:
    • = 'N': do not compute Q. πŸ™ˆ
    • = '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 product Q1*Q is returned.
  • COMPZ β€” CHARACTER*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 product Z1*Z is returned.
  • N β€” INTEGER. The order of the matrices A and B. N >= 0. πŸ“
  • ILO β€” INTEGER. Hangs out with IHI, scroll a lil. ⭐
  • IHI β€” 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 ZGGBAL; otherwise they should be set to 1 and N respectively. Constraints, no negotiating: 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. πŸ”₯
  • A β€” COMPLEX*16 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 β€” INTEGER. The leading dimension of the array A. LDA >= max(1,N). πŸŽ€
  • B β€” COMPLEX*16 array, 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. πŸ™ˆ
  • LDB β€” INTEGER. The leading dimension of the array B. LDB >= max(1,N). 🧚
  • Q
  • Q β€” Q is COMPLEX*16 array, dimension (LDQ, N). On entry, if COMPQ = 'V', it’s the unitary matrix Q1, typically from the QR factorization of B. On exit, if COMPQ='I', it’s the unitary matrix Q, and if COMPQ = 'V', it’s the product Q1*Q. Not referenced if COMPQ='N'. πŸ’…
  • LDQ β€” LDQ is INTEGER. It’s the leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. πŸŽ€
  • Z β€” Z is COMPLEX*16 array, dimension (LDZ, N). On entry, if COMPZ = 'V', it’s the unitary matrix Z1. On exit, if COMPZ='I', it’s the unitary matrix Z, and if COMPZ = 'V', it’s the product Z1*Z. Not referenced if COMPZ='N'. πŸ¦‹
  • LDZ β€” LDZ is INTEGER. It’s the leading dimension of the array Z. LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. 🌸
  • INFO β€” INFO is INTEGER. = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. 🫢

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ” Further Details πŸ”

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). πŸ“š

Definition at line 202 of file zgghrd.f.

πŸ‘‘ Author (page-level, Doxygen-made) πŸ‘‘

Generated automatically by Doxygen for LAPACK from the source code. πŸ€–


okay bestie, that’s the whole page! Source/version deets: LAPACK Version 3.12.0, page gghrd(3). The footer doesn’t list a date, so consider that your cute little no-date sign-off 🫢✨

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