SUBROUTINE F08WSF ( |
COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO) |
INTEGER |
N, ILO, IHI, LDA, LDB, LDQ, LDZ, INFO |
COMPLEX (KIND=nag_wp) |
A(LDA,*), B(LDB,*), Q(LDQ,*), Z(LDZ,*) |
CHARACTER(1) |
COMPQ, COMPZ |
|
F08WSF (ZGGHRD) is usually the third step in the solution of the complex generalized eigenvalue problem
The (optional) first step balances the two matrices using
F08WVF (ZGGBAL). In the second step, matrix
is reduced to upper triangular form using the
factorization routine
F08ASF (ZGEQRF) and this unitary transformation
is applied to matrix
by calling
F08AUF (ZUNMQR).
F08WSF (ZGGHRD) reduces a pair of complex matrices
, where
is triangular, to the generalized upper Hessenberg form using unitary transformations. This two-sided transformation is of the form
where
is an upper Hessenberg matrix,
is an upper triangular matrix and
and
are unitary matrices determined as products of Givens rotations. They may either be formed explicitly, or they may be postmultiplied into input matrices
and
, so that
Moler C B and Stewart G W (1973) An algorithm for generalized matrix eigenproblems SIAM J. Numer. Anal. 10 241–256
The reduction to the generalized Hessenberg form is implemented using unitary transformations which are backward stable.
Not applicable.
This routine is usually followed by
F08XSF (ZHGEQZ) which implements the
algorithm for computing generalized eigenvalues of a reduced pair of matrices.
The real analogue of this routine is
F08WEF (DGGHRD).