SRC/sgghrd.f(3)

okay so this is the SRC/sgghrd.f(3) page from the Library Functions Manual — and it's giving LAPACK realness, bestie. 💅 We're looking at SGGHRD, a routine that reduces a pair of real matrices (A,B) to generalized upper Hessenberg form. 🎀

💖 NAME 💖

SRC/sgghrd.f — that's the file, periodt. This page is all about the SGGHRD subroutine. ✨

✨ SYNOPSIS ✨

🧚 Functions/Subroutines 🧚

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

🫶 Function/Subroutine Documentation 🫶

Full signature, exactly as it appears, no cap:

   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)
       SGGHRD

🌸 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. 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 SGGHRD 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 SGGBAL; 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 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.
• LDA — LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
• B — B is 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.
• LDB — LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
• Q — Q is 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'.
• LDQ — LDQ is INTEGER. The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
• Z — Z is 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'.
• 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 sgghrd.f.

👑 Author 👑 (auto-generated edition)

Generated automatically by Doxygen for LAPACK from the source code.

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