dgghrd.f

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*> \brief \b DGGHRD
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE DGGHRD( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
*                          LDQ, Z, LDZ, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          COMPQ, COMPZ
*       INTEGER            IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
*      $                   Z( LDZ, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DGGHRD 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.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] COMPQ
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] COMPZ
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrices A and B.  N >= 0.
*> \endverbatim
*>
*> \param[in] ILO
*> \verbatim
*>          ILO is INTEGER
*> \endverbatim
*>
*> \param[in] IHI
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] Q
*> \verbatim
*>          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'.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*>          LDQ is INTEGER
*>          The leading dimension of the array Q.
*>          LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
*> \endverbatim
*>
*> \param[in,out] Z
*> \verbatim
*>          Z is DOUBLE PRECISION 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'.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*>          LDZ is INTEGER
*>          The leading dimension of the array Z.
*>          LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit.
*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup gghrd
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  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.)
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE dgghrd( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB,
     $                   Q,
     $                   LDQ, Z, LDZ, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          COMPQ, COMPZ
      INTEGER            IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
     $                   Z( LDZ, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      PARAMETER          ( ONE = 1.0d+0, zero = 0.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            ILQ, ILZ
      INTEGER            ICOMPQ, ICOMPZ, JCOL, JROW
      DOUBLE PRECISION   C, S, TEMP
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlartg, dlaset, drot, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max
*     ..
*     .. Executable Statements ..
*
*     Decode COMPQ
*
      IF( lsame( compq, 'N' ) ) THEN
         ilq = .false.
         icompq = 1
      ELSE IF( lsame( compq, 'V' ) ) THEN
         ilq = .true.
         icompq = 2
      ELSE IF( lsame( compq, 'I' ) ) THEN
         ilq = .true.
         icompq = 3
      ELSE
         icompq = 0
      END IF
*
*     Decode COMPZ
*
      IF( lsame( compz, 'N' ) ) THEN
         ilz = .false.
         icompz = 1
      ELSE IF( lsame( compz, 'V' ) ) THEN
         ilz = .true.
         icompz = 2
      ELSE IF( lsame( compz, 'I' ) ) THEN
         ilz = .true.
         icompz = 3
      ELSE
         icompz = 0
      END IF
*
*     Test the input parameters.
*
      info = 0
      IF( icompq.LE.0 ) THEN
         info = -1
      ELSE IF( icompz.LE.0 ) THEN
         info = -2
      ELSE IF( n.LT.0 ) THEN
         info = -3
      ELSE IF( ilo.LT.1 ) THEN
         info = -4
      ELSE IF( ihi.GT.n .OR. ihi.LT.ilo-1 ) THEN
         info = -5
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -7
      ELSE IF( ldb.LT.max( 1, n ) ) THEN
         info = -9
      ELSE IF( ( ilq .AND. ldq.LT.n ) .OR. ldq.LT.1 ) THEN
         info = -11
      ELSE IF( ( ilz .AND. ldz.LT.n ) .OR. ldz.LT.1 ) THEN
         info = -13
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'DGGHRD', -info )
         RETURN
      END IF
*
*     Initialize Q and Z if desired.
*
      IF( icompq.EQ.3 )
     $   CALL dlaset( 'Full', n, n, zero, one, q, ldq )
      IF( icompz.EQ.3 )
     $   CALL dlaset( 'Full', n, n, zero, one, z, ldz )
*
*     Quick return if possible
*
      IF( n.LE.1 )
     $   RETURN
*
*     Zero out lower triangle of B
*
      DO 20 jcol = 1, n - 1
         DO 10 jrow = jcol + 1, n
            b( jrow, jcol ) = zero
   10    CONTINUE
   20 CONTINUE
*
*     Reduce A and B
*
      DO 40 jcol = ilo, ihi - 2
*
         DO 30 jrow = ihi, jcol + 2, -1
*
*           Step 1: rotate rows JROW-1, JROW to kill A(JROW,JCOL)
*
            temp = a( jrow-1, jcol )
            CALL dlartg( temp, a( jrow, jcol ), c, s,
     $                   a( jrow-1, jcol ) )
            a( jrow, jcol ) = zero
            CALL drot( n-jcol, a( jrow-1, jcol+1 ), lda,
     $                 a( jrow, jcol+1 ), lda, c, s )
            CALL drot( n+2-jrow, b( jrow-1, jrow-1 ), ldb,
     $                 b( jrow, jrow-1 ), ldb, c, s )
            IF( ilq )
     $         CALL drot( n, q( 1, jrow-1 ), 1, q( 1, jrow ), 1, c,
     $                    s )
*
*           Step 2: rotate columns JROW, JROW-1 to kill B(JROW,JROW-1)
*
            temp = b( jrow, jrow )
            CALL dlartg( temp, b( jrow, jrow-1 ), c, s,
     $                   b( jrow, jrow ) )
            b( jrow, jrow-1 ) = zero
            CALL drot( ihi, a( 1, jrow ), 1, a( 1, jrow-1 ), 1, c,
     $                 s )
            CALL drot( jrow-1, b( 1, jrow ), 1, b( 1, jrow-1 ), 1, c,
     $                 s )
            IF( ilz )
     $         CALL drot( n, z( 1, jrow ), 1, z( 1, jrow-1 ), 1, c,
     $                    s )
   30    CONTINUE
   40 CONTINUE
*
      RETURN
*
*     End of DGGHRD
*
      END