Reduces a pair of matrices to generalized upper Hessenberg form using orthogonal/unitary transformations.
FORTRAN 77:
call sgghrd(compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)
call dgghrd(compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)
call cgghrd(compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)
call zgghrd(compq, compz, n, ilo, ihi, a, lda, b, ldb, q, ldq, z, ldz, info)
Fortran 95:
call gghrd(a, b [,ilo] [,ihi] [,q] [,z] [,compq] [,compz] [,info])
C:
lapack_int LAPACKE_<?>gghrd( int matrix_order, char compq, char compz, lapack_int n, lapack_int ilo, lapack_int ihi, <datatype>* a, lapack_int lda, <datatype>* b, lapack_int ldb, <datatype>* q, lapack_int ldq, <datatype>* z, lapack_int ldz );
The FORTRAN 77 interfaces are specified in the mkl_lapack.fi and mkl_lapack.h include files, the Fortran 95 interfaces are specified in the lapack.f90 include file, and the C interfaces are specified in the mkl_lapacke.h include file.
The routine reduces a pair of real/complex matrices (A,B) to generalized upper Hessenberg form using orthogonal/unitary transformations, where A is a general matrix and B is upper triangular. The form of the generalized eigenvalue problem is A*x = λ*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 routine simultaneously reduces A to a Hessenberg matrix H:
QH*A*Z = H
and transforms B to another upper triangular matrix T:
QH*B*Z = T
in order to reduce the problem to its standard form H*y = λ*T*y, where y = ZH*x.
The orthogonal/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*Z1H = (Q1*Q)*H*(Z1*Z)H
Q1*B*Z1H = (Q1*Q)*T*(Z1*Z)H
If Q1 is the orthogonal/unitary matrix from the QR factorization of B in the original equation A*x = λ*B*x, then the routine ?gghrd reduces the original problem to generalized Hessenberg form.
The data types are given for the Fortran interface. A <datatype> placeholder, if present, is used for the C interface data types in the C interface section above. See C Interface Conventions for the C interface principal conventions and type definitions.
CHARACTER*1. Must be 'N', 'I', or 'V'.
If compq = 'N', matrix Q is not computed.
If compq = 'I', Q is initialized to the unit matrix, and the orthogonal/unitary matrix Q is returned;
If compq = 'V', Q must contain an orthogonal/unitary matrix Q1 on entry, and the product Q1*Q is returned.
CHARACTER*1. Must be 'N', 'I', or 'V'.
If compz = 'N', matrix Z is not computed.
If compz = 'I', Z is initialized to the unit matrix, and the orthogonal/unitary matrix Z is returned;
If compz = 'V', Z must contain an orthogonal/unitary matrix Z1 on entry, and the product Z1*Z is returned.
INTEGER. The order of the matrices A and B (n ≥ 0).
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. Values of ilo and ihi are normally set by a previous call to ?ggbal; otherwise they should be set to 1 and n respectively.
Constraint:
If n > 0, then 1 ≤ ilo ≤ ihi ≤ n;
if n = 0, then ilo = 1 and ihi = 0.
REAL for sgghrd
DOUBLE PRECISION for dgghrd
COMPLEX for cgghrd
DOUBLE COMPLEX for zgghrd.
Arrays:
a(lda,*) contains the n-by-n general matrix A. The second dimension of a must be at least max(1, n).
b(ldb,*) contains the n-by-n upper triangular matrix B.
The second dimension of b must be at least max(1, n).
q (ldq,*)
If compq = 'N', then q is not referenced.
If compq = 'V', then q must contain the orthogonal/unitary matrix Q1, typically from the QR factorization of B.
The second dimension of q must be at least max(1, n).
z (ldz,*)
If compz = 'N', then z is not referenced.
If compz = 'V', then z must contain the orthogonal/unitary matrix Z1.
The second dimension of z must be at least max(1, n).
INTEGER. The leading dimension of a; at least max(1, n).
INTEGER. The leading dimension of b; at least max(1, n).
INTEGER. The leading dimension of q;
If compq = 'N', then ldq ≥ 1.
If compq = 'I'or 'V', then ldq ≥ max(1, n).
INTEGER. The leading dimension of z;
If compz = 'N', then ldz ≥ 1.
If compz = 'I'or 'V', then ldz ≥ max(1, n).
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.
On exit, overwritten by the upper triangular matrix T = QH*B*Z. The elements below the diagonal are set to zero.
If compq = 'I', then q contains the orthogonal/unitary matrix Q, ;
If compq = 'V', then q is overwritten by the product Q1*Q.
If compz = 'I', then z contains the orthogonal/unitary matrix Z;
If compz = 'V', then z is overwritten by the product Z1*Z.
INTEGER.
If info = 0, the execution is successful.
If info = -i, the i-th parameter had an illegal value.
Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or restorable arguments, see Fortran 95 Interface Conventions.
Specific details for the routine gghrd interface are the following:
Holds the matrix A of size (n,n).
Holds the matrix B of size (n,n).
Holds the matrix Q of size (n,n).
Holds the matrix Z of size (n,n).
Default value for this argument is ilo = 1.
Default value for this argument is ihi = n.
If omitted, this argument is restored based on the presence of argument q as follows: compq = 'I', if q is present, compq = 'N', if q is omitted.
If present, compq must be equal to 'I' or 'V' and the argument q must also be present. Note that there will be an error condition if compq is present and q omitted.
If omitted, this argument is restored based on the presence of argument z as follows: compz = 'I', if z is present, compz = 'N', if z is omitted.
If present, compz must be equal to 'I' or 'V' and the argument z must also be present. Note that there will be an error condition if compz is present and z omitted.
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