# DGGHRD (3) - Linux Manuals

dgghrd.f -

## SYNOPSIS

### Functions/Subroutines

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

## Function/Subroutine Documentation

### subroutine dgghrd (characterCOMPQ, characterCOMPZ, integerN, integerILO, integerIHI, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldq, * )Q, integerLDQ, double precision, dimension( ldz, * )Z, integerLDZ, integerINFO)

DGGHRD

Purpose:

``` 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.
```

Parameters:

COMPQ

```          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 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.
```

A

```          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.
```

LDA

```          LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).
```

B

```          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.
```

LDB

```          LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).
```

Q

```          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'.
```

LDQ

```          LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
```

Z

```          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'.
```

LDZ

```          LDZ is INTEGER
The leading dimension of the array Z.
LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
```

INFO

```          INFO is INTEGER
= 0:  successful exit.
< 0:  if INFO = -i, the i-th argument had an illegal value.
```

Author:

Univ. of Tennessee

Univ. of California Berkeley

NAG Ltd.

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 207 of file dgghrd.f.

## Author

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