SRC/zgghd3.f(3)
π NAME π
SRC/zgghd3.f β bestie, welcome to the group chat of linear algebra. This is from the Library Functions Manual, and it's the Fortran source page for a little icon called ZGGHD3. β¨
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine zgghd3 (compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z,
ldz, work, lwork, info)
ZGGHD3 β that's the whole vibe. π
πΈ Function/Subroutine Documentation πΈ
subroutine zgghd3 (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, complex*16,
dimension( * ) work, integer lwork, integer info)
ZGGHD3 π
π Purpose π
Okay so picture this: ZGGHD3 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. Iconic behavior, honestly. β¨
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. Slay. π
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 ZGGHD3 reduces the original problem to generalized Hessenberg form. π
This is a blocked variant of CGGHRD, using matrix-matrix multiplications for parts of the computation to enhance performance. Lowkey the main character of this whole routine. π₯
β¨ Parameters β¨
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. π«ΆILOβILOisINTEGER. (That's it, that's the whole description, no notes. π)IHIβIHIisINTEGER.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 toZGGBAL; otherwise they should be set to1andNrespectively.1 <= ILO <= IHI <= N, ifN > 0;ILO=1andIHI=0, ifN=0. πAβAisCOMPLEX*16array, 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. π§LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβBisCOMPLEX*16array, dimension(LDB, N). On entry, theN-by-Nupper triangular matrixB. On exit, the upper triangular matrixT = Q**H B Z. The elements below the diagonal are set to zero. β¨LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).QβQisCOMPLEX*16array, dimension(LDQ, N). On entry, ifCOMPQ = 'V', the unitary matrixQ1, typically from the QR factorization ofB. On exit, ifCOMPQ='I', the unitary matrixQ, and ifCOMPQ = 'V', the productQ1*Q. Not referenced ifCOMPQ='N'. π«LDQβLDQisINTEGER. The leading dimension of the arrayQ.LDQ >= NifCOMPQ='V'or'I';LDQ >= 1otherwise.ZβZisCOMPLEX*16array, dimension(LDZ, N). On entry, ifCOMPZ = 'V', the unitary matrixZ1. On exit, ifCOMPZ='I', the unitary matrixZ, and ifCOMPZ = 'V', the productZ1*Z. Not referenced ifCOMPZ='N'. π¦LDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= NifCOMPZ='V'or'I';LDZ >= 1otherwise.WORKβWORKisCOMPLEX*16array, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK. πLWORKβLWORKisINTEGER. 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. πINFOβINFOisINTEGER= 0: successful exit.< 0: ifINFO = -i, thei-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 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). No cap, that's the whole lore. π
Definition at line 225 of file zgghd3.f.
π« Author π«
Generated automatically by Doxygen for LAPACK from the source code. π€
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And for the cute sign-off: this little masterpiece is brought to you by LAPACK, Version 3.12.0, source SRC/zgghd3.f(3) β go forth and reduce some Hessenbergs, ily ππΈ
π¦ where this page comes from
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