subroutine sgghd3 (COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, WORK, LWORK, INFO)
SGGHD3
SGGHD3
Purpose:
SGGHD3 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 SGGHD3 reduces the original
problem to generalized Hessenberg form.
This is a blocked variant of SGGHRD, using matrix-matrix
multiplications for parts of the computation to enhance performance.
Parameters:
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.
WORK
WORK is REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of the array WORK. LWORK >= 1.
For optimum performance LWORK >= 6*N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Further Details:
This routine reduces A to Hessenberg form and maintains B in using a blocked variant of Moler and Stewart's original algorithm, as described by Kagstrom, Kressner, Quintana-Orti, and Quintana-Orti (BIT 2008).
Definition at line 232 of file sgghd3.f.
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