LAPACK  3.4.2 LAPACK: Linear Algebra PACKage
zgghrd.f File Reference

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## Functions/Subroutines

subroutine zgghrd (COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO)
ZGGHRD

## Function/Subroutine Documentation

 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 )

ZGGHRD

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.
Parameters:
 [in] COMPQ 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. [in] COMPZ COMPZ 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. [in] N N is INTEGER The order of the matrices A and B. N >= 0. [in] ILO ILO is INTEGER [in] 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 ZGGBAL; 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. [in,out] A A is 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. [in] LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). [in,out] B B is 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. [in] LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). [in,out] Q Q is COMPLEX*16 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'. [in] LDQ LDQ is INTEGER The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. [in,out] Z Z is COMPLEX*16 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'. [in] LDZ LDZ is INTEGER The leading dimension of the array Z. LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. [out] INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.
Date:
November 2011
Further Details:
This routine reduces A to Hessenberg and B to triangular form by
an unblocked reduction, as described in <em>Matrix_Computations</em>,
by Golub and van Loan (Johns Hopkins Press).

Definition at line 204 of file zgghrd.f.

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