LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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dgghrd.f
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1*> \brief \b DGGHRD
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download DGGHRD + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgghrd.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgghrd.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgghrd.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE DGGHRD( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
22* LDQ, Z, LDZ, INFO )
23*
24* .. Scalar Arguments ..
25* CHARACTER COMPQ, COMPZ
26* INTEGER IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N
27* ..
28* .. Array Arguments ..
29* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
30* $ Z( LDZ, * )
31* ..
32*
33*
34*> \par Purpose:
35* =============
36*>
37*> \verbatim
38*>
39*> DGGHRD reduces a pair of real matrices (A,B) to generalized upper
40*> Hessenberg form using orthogonal transformations, where A is a
41*> general matrix and B is upper triangular. The form of the
42*> generalized eigenvalue problem is
43*> A*x = lambda*B*x,
44*> and B is typically made upper triangular by computing its QR
45*> factorization and moving the orthogonal matrix Q to the left side
46*> of the equation.
47*>
48*> This subroutine simultaneously reduces A to a Hessenberg matrix H:
49*> Q**T*A*Z = H
50*> and transforms B to another upper triangular matrix T:
51*> Q**T*B*Z = T
52*> in order to reduce the problem to its standard form
53*> H*y = lambda*T*y
54*> where y = Z**T*x.
55*>
56*> The orthogonal matrices Q and Z are determined as products of Givens
57*> rotations. They may either be formed explicitly, or they may be
58*> postmultiplied into input matrices Q1 and Z1, so that
59*>
60*> Q1 * A * Z1**T = (Q1*Q) * H * (Z1*Z)**T
61*>
62*> Q1 * B * Z1**T = (Q1*Q) * T * (Z1*Z)**T
63*>
64*> If Q1 is the orthogonal matrix from the QR factorization of B in the
65*> original equation A*x = lambda*B*x, then DGGHRD reduces the original
66*> problem to generalized Hessenberg form.
67*> \endverbatim
68*
69* Arguments:
70* ==========
71*
72*> \param[in] COMPQ
73*> \verbatim
74*> COMPQ is CHARACTER*1
75*> = 'N': do not compute Q;
76*> = 'I': Q is initialized to the unit matrix, and the
77*> orthogonal matrix Q is returned;
78*> = 'V': Q must contain an orthogonal matrix Q1 on entry,
79*> and the product Q1*Q is returned.
80*> \endverbatim
81*>
82*> \param[in] COMPZ
83*> \verbatim
84*> COMPZ is CHARACTER*1
85*> = 'N': do not compute Z;
86*> = 'I': Z is initialized to the unit matrix, and the
87*> orthogonal matrix Z is returned;
88*> = 'V': Z must contain an orthogonal matrix Z1 on entry,
89*> and the product Z1*Z is returned.
90*> \endverbatim
91*>
92*> \param[in] N
93*> \verbatim
94*> N is INTEGER
95*> The order of the matrices A and B. N >= 0.
96*> \endverbatim
97*>
98*> \param[in] ILO
99*> \verbatim
100*> ILO is INTEGER
101*> \endverbatim
102*>
103*> \param[in] IHI
104*> \verbatim
105*> IHI is INTEGER
106*>
107*> ILO and IHI mark the rows and columns of A which are to be
108*> reduced. It is assumed that A is already upper triangular
109*> in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are
110*> normally set by a previous call to DGGBAL; otherwise they
111*> should be set to 1 and N respectively.
112*> 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
113*> \endverbatim
114*>
115*> \param[in,out] A
116*> \verbatim
117*> A is DOUBLE PRECISION array, dimension (LDA, N)
118*> On entry, the N-by-N general matrix to be reduced.
119*> On exit, the upper triangle and the first subdiagonal of A
120*> are overwritten with the upper Hessenberg matrix H, and the
121*> rest is set to zero.
122*> \endverbatim
123*>
124*> \param[in] LDA
125*> \verbatim
126*> LDA is INTEGER
127*> The leading dimension of the array A. LDA >= max(1,N).
128*> \endverbatim
129*>
130*> \param[in,out] B
131*> \verbatim
132*> B is DOUBLE PRECISION array, dimension (LDB, N)
133*> On entry, the N-by-N upper triangular matrix B.
134*> On exit, the upper triangular matrix T = Q**T B Z. The
135*> elements below the diagonal are set to zero.
136*> \endverbatim
137*>
138*> \param[in] LDB
139*> \verbatim
140*> LDB is INTEGER
141*> The leading dimension of the array B. LDB >= max(1,N).
142*> \endverbatim
143*>
144*> \param[in,out] Q
145*> \verbatim
146*> Q is DOUBLE PRECISION array, dimension (LDQ, N)
147*> On entry, if COMPQ = 'V', the orthogonal matrix Q1,
148*> typically from the QR factorization of B.
149*> On exit, if COMPQ='I', the orthogonal matrix Q, and if
150*> COMPQ = 'V', the product Q1*Q.
151*> Not referenced if COMPQ='N'.
152*> \endverbatim
153*>
154*> \param[in] LDQ
155*> \verbatim
156*> LDQ is INTEGER
157*> The leading dimension of the array Q.
158*> LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
159*> \endverbatim
160*>
161*> \param[in,out] Z
162*> \verbatim
163*> Z is DOUBLE PRECISION array, dimension (LDZ, N)
164*> On entry, if COMPZ = 'V', the orthogonal matrix Z1.
165*> On exit, if COMPZ='I', the orthogonal matrix Z, and if
166*> COMPZ = 'V', the product Z1*Z.
167*> Not referenced if COMPZ='N'.
168*> \endverbatim
169*>
170*> \param[in] LDZ
171*> \verbatim
172*> LDZ is INTEGER
173*> The leading dimension of the array Z.
174*> LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
175*> \endverbatim
176*>
177*> \param[out] INFO
178*> \verbatim
179*> INFO is INTEGER
180*> = 0: successful exit.
181*> < 0: if INFO = -i, the i-th argument had an illegal value.
182*> \endverbatim
183*
184* Authors:
185* ========
186*
187*> \author Univ. of Tennessee
188*> \author Univ. of California Berkeley
189*> \author Univ. of Colorado Denver
190*> \author NAG Ltd.
191*
192*> \ingroup doubleOTHERcomputational
193*
194*> \par Further Details:
195* =====================
196*>
197*> \verbatim
198*>
199*> This routine reduces A to Hessenberg and B to triangular form by
200*> an unblocked reduction, as described in _Matrix_Computations_,
201*> by Golub and Van Loan (Johns Hopkins Press.)
202*> \endverbatim
203*>
204* =====================================================================
205 SUBROUTINE dgghrd( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
206 $ LDQ, Z, LDZ, INFO )
207*
208* -- LAPACK computational routine --
209* -- LAPACK is a software package provided by Univ. of Tennessee, --
210* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
211*
212* .. Scalar Arguments ..
213 CHARACTER COMPQ, COMPZ
214 INTEGER IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N
215* ..
216* .. Array Arguments ..
217 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
218 $ z( ldz, * )
219* ..
220*
221* =====================================================================
222*
223* .. Parameters ..
224 DOUBLE PRECISION ONE, ZERO
225 parameter( one = 1.0d+0, zero = 0.0d+0 )
226* ..
227* .. Local Scalars ..
228 LOGICAL ILQ, ILZ
229 INTEGER ICOMPQ, ICOMPZ, JCOL, JROW
230 DOUBLE PRECISION C, S, TEMP
231* ..
232* .. External Functions ..
233 LOGICAL LSAME
234 EXTERNAL lsame
235* ..
236* .. External Subroutines ..
237 EXTERNAL dlartg, dlaset, drot, xerbla
238* ..
239* .. Intrinsic Functions ..
240 INTRINSIC max
241* ..
242* .. Executable Statements ..
243*
244* Decode COMPQ
245*
246 IF( lsame( compq, 'N' ) ) THEN
247 ilq = .false.
248 icompq = 1
249 ELSE IF( lsame( compq, 'V' ) ) THEN
250 ilq = .true.
251 icompq = 2
252 ELSE IF( lsame( compq, 'I' ) ) THEN
253 ilq = .true.
254 icompq = 3
255 ELSE
256 icompq = 0
257 END IF
258*
259* Decode COMPZ
260*
261 IF( lsame( compz, 'N' ) ) THEN
262 ilz = .false.
263 icompz = 1
264 ELSE IF( lsame( compz, 'V' ) ) THEN
265 ilz = .true.
266 icompz = 2
267 ELSE IF( lsame( compz, 'I' ) ) THEN
268 ilz = .true.
269 icompz = 3
270 ELSE
271 icompz = 0
272 END IF
273*
274* Test the input parameters.
275*
276 info = 0
277 IF( icompq.LE.0 ) THEN
278 info = -1
279 ELSE IF( icompz.LE.0 ) THEN
280 info = -2
281 ELSE IF( n.LT.0 ) THEN
282 info = -3
283 ELSE IF( ilo.LT.1 ) THEN
284 info = -4
285 ELSE IF( ihi.GT.n .OR. ihi.LT.ilo-1 ) THEN
286 info = -5
287 ELSE IF( lda.LT.max( 1, n ) ) THEN
288 info = -7
289 ELSE IF( ldb.LT.max( 1, n ) ) THEN
290 info = -9
291 ELSE IF( ( ilq .AND. ldq.LT.n ) .OR. ldq.LT.1 ) THEN
292 info = -11
293 ELSE IF( ( ilz .AND. ldz.LT.n ) .OR. ldz.LT.1 ) THEN
294 info = -13
295 END IF
296 IF( info.NE.0 ) THEN
297 CALL xerbla( 'DGGHRD', -info )
298 RETURN
299 END IF
300*
301* Initialize Q and Z if desired.
302*
303 IF( icompq.EQ.3 )
304 $ CALL dlaset( 'Full', n, n, zero, one, q, ldq )
305 IF( icompz.EQ.3 )
306 $ CALL dlaset( 'Full', n, n, zero, one, z, ldz )
307*
308* Quick return if possible
309*
310 IF( n.LE.1 )
311 $ RETURN
312*
313* Zero out lower triangle of B
314*
315 DO 20 jcol = 1, n - 1
316 DO 10 jrow = jcol + 1, n
317 b( jrow, jcol ) = zero
318 10 CONTINUE
319 20 CONTINUE
320*
321* Reduce A and B
322*
323 DO 40 jcol = ilo, ihi - 2
324*
325 DO 30 jrow = ihi, jcol + 2, -1
326*
327* Step 1: rotate rows JROW-1, JROW to kill A(JROW,JCOL)
328*
329 temp = a( jrow-1, jcol )
330 CALL dlartg( temp, a( jrow, jcol ), c, s,
331 $ a( jrow-1, jcol ) )
332 a( jrow, jcol ) = zero
333 CALL drot( n-jcol, a( jrow-1, jcol+1 ), lda,
334 $ a( jrow, jcol+1 ), lda, c, s )
335 CALL drot( n+2-jrow, b( jrow-1, jrow-1 ), ldb,
336 $ b( jrow, jrow-1 ), ldb, c, s )
337 IF( ilq )
338 $ CALL drot( n, q( 1, jrow-1 ), 1, q( 1, jrow ), 1, c, s )
339*
340* Step 2: rotate columns JROW, JROW-1 to kill B(JROW,JROW-1)
341*
342 temp = b( jrow, jrow )
343 CALL dlartg( temp, b( jrow, jrow-1 ), c, s,
344 $ b( jrow, jrow ) )
345 b( jrow, jrow-1 ) = zero
346 CALL drot( ihi, a( 1, jrow ), 1, a( 1, jrow-1 ), 1, c, s )
347 CALL drot( jrow-1, b( 1, jrow ), 1, b( 1, jrow-1 ), 1, c,
348 $ s )
349 IF( ilz )
350 $ CALL drot( n, z( 1, jrow ), 1, z( 1, jrow-1 ), 1, c, s )
351 30 CONTINUE
352 40 CONTINUE
353*
354 RETURN
355*
356* End of DGGHRD
357*
358 END
dlartg
subroutine dlartg(f, g, c, s, r)
DLARTG generates a plane rotation with real cosine and real sine.
Definition: dlartg.f90:111
dlaset
subroutine dlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: dlaset.f:110
xerbla
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
drot
subroutine drot(N, DX, INCX, DY, INCY, C, S)
DROT
Definition: drot.f:92
dgghrd
subroutine dgghrd(COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO)
DGGHRD
Definition: dgghrd.f:207