NAME

       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

           Univ. of Colorado Denver

           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 _Matrix_Computations_,
             by Golub and Van Loan (Johns Hopkins Press.)

       Definition at line 207 of file dgghrd.f.

Author

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