--- rpl/lapack/lapack/dgghrd.f 2010/12/21 13:53:27 1.7 +++ rpl/lapack/lapack/dgghrd.f 2011/11/21 20:42:52 1.8 @@ -1,10 +1,216 @@ +*> \brief \b DGGHRD +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGGHRD + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* 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. +* +*> \date November 2011 +* +*> \ingroup doubleOTHERcomputational +* +*> \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 routine (version 3.2) -- +* -- LAPACK computational routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 +* November 2011 * * .. Scalar Arguments .. CHARACTER COMPQ, COMPZ @@ -15,116 +221,6 @@ $ Z( LDZ, * ) * .. * -* 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. -* -* Arguments -* ========= -* -* COMPQ (input) 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 (input) 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 (input) INTEGER -* The order of the matrices A and B. N >= 0. -* -* ILO (input) INTEGER -* IHI (input) 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 (input/output) 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 (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* B (input/output) 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 (input) INTEGER -* The leading dimension of the array B. LDB >= max(1,N). -* -* Q (input/output) 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 (input) INTEGER -* The leading dimension of the array Q. -* LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. -* -* Z (input/output) 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 (input) INTEGER -* The leading dimension of the array Z. -* LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. -* -* INFO (output) INTEGER -* = 0: successful exit. -* < 0: if INFO = -i, the i-th argument had an illegal value. -* -* Further Details -* =============== -* -* 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.) -* * ===================================================================== * * .. Parameters ..