org.netlib.lapack
Class Sgghrd
java.lang.Object
org.netlib.lapack.Sgghrd
public class Sgghrd
- extends java.lang.Object
Following is the description from the original
Fortran source. For each array argument, the Java
version will include an integer offset parameter, so
the arguments may not match the description exactly.
Contact seymour@cs.utk.edu with any questions.
* ..
*
* Purpose
* =======
*
* SGGHRD 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 SGGHRD 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) 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 (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* B (input/output) 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 (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* Q (input/output) 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 (input) INTEGER
* The leading dimension of the array Q.
* LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
*
* Z (input/output) 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 (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 ..
Method Summary |
static void |
sgghrd(java.lang.String compq,
java.lang.String compz,
int n,
int ilo,
int ihi,
float[] a,
int _a_offset,
int lda,
float[] b,
int _b_offset,
int ldb,
float[] q,
int _q_offset,
int ldq,
float[] z,
int _z_offset,
int ldz,
intW info)
|
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Sgghrd
public Sgghrd()
sgghrd
public static void sgghrd(java.lang.String compq,
java.lang.String compz,
int n,
int ilo,
int ihi,
float[] a,
int _a_offset,
int lda,
float[] b,
int _b_offset,
int ldb,
float[] q,
int _q_offset,
int ldq,
float[] z,
int _z_offset,
int ldz,
intW info)