Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.9
  • 09/09/2020
  • Public Content
Contents

?gghd3

Reduces a pair of matrices to generalized upper Hessenberg form.

Syntax

lapack_int
LAPACKE_sgghd3
(
int
matrix_layout
,
char
compq
,
char
compz
,
lapack_int
n
,
lapack_int
ilo
,
lapack_int
ihi
,
float
*
a
,
lapack_int
lda
,
float
*
b
,
lapack_int
ldb
,
float
*
q
,
lapack_int
ldq
,
float
*
z
,
lapack_int
ldz
);
lapack_int
LAPACKE_dgghd3
(
int
matrix_layout
,
char
compq
,
char
compz
,
lapack_int
n
,
lapack_int
ilo
,
lapack_int
ihi
,
double
*
a
,
lapack_int
lda
,
double
*
b
,
lapack_int
ldb
,
double
*
q
,
lapack_int
ldq
,
double
*
z
,
lapack_int
ldz
);
lapack_int
LAPACKE_cgghd3
(
int
matrix_layout
,
char
compq
,
char
compz
,
lapack_int
n
,
lapack_int
ilo
,
lapack_int
ihi
,
lapack_complex_float
*
a
,
lapack_int
lda
,
lapack_complex_float
*
b
,
lapack_int
ldb
,
lapack_complex_float
*
q
,
lapack_int
ldq
,
lapack_complex_float
*
z
,
lapack_int
ldz
);
lapack_int
LAPACKE_zgghd3
(
int
matrix_layout
,
char
compq
,
char
compz
,
lapack_int
n
,
lapack_int
ilo
,
lapack_int
ihi
,
lapack_complex_double
*
a
,
lapack_int
lda
,
lapack_complex_double
*
b
,
lapack_int
ldb
,
lapack_complex_double
*
q
,
lapack_int
ldq
,
lapack_complex_double
*
z
,
lapack_int
ldz
);
Include Files
  • mkl.h
Description
?gghd3
 reduces a pair of real or complex matrices (
A
,
B
) to generalized upper Hessenberg form using orthogonal/unitary transformations, where
A
 is a general matrix and
B
 is upper triangular. The form of the generalized eigenvalue problem is
A
*
x
 =
λ
*
B
*
x
,
and
B
 is typically made upper triangular by computing its QR factorization and moving the orthogonal/unitary matrix
Q
 to the left side of the equation.
This subroutine simultaneously reduces
A
 to a Hessenberg matrix
H
:
Q
T
*
A
*
Z
 =
H
 for real flavors
or
Q
T
*
A
*
Z
 =
H
 for complex flavors
and transforms
B
 to another upper triangular matrix
T
:
Q
T
*
B
*
Z
 =
T
 for real flavors
or
Q
T
*
B
*
Z
 =
T
 for complex flavors
in order to reduce the problem to its standard form
H
*
y
 =
λ
*
T
*
y
where
y
 =
Z
T
*
x
 for real flavors
or
y
 =
Z
T
*
x
 for complex flavors.
The orthogonal/unitary 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
Q
1
 and
Z
1
, so that
for real flavors:
Q
1
 *
A
 *
Z
1
T
 = (
Q
1
*
Q
) *
H
 * (
Z
1
*
Z
)
T
Q
1
 *
B
 *
Z
1
T
 = (
Q
1
*
Q
) *
T
 * (
Z
1
*
Z
)
T
for complex flavors:
Q
1
 *
A
 *
Z
1
H
 = (
Q
1
*
Q
) *
H
 * (
Z
1
*
Z
)
T
Q
1
 *
B
 *
Z
1
T
 = (
Q
1
*
Q
) *
T
 * (
Z
1
*
Z
)
T
If
Q
1
 is the orthogonal/unitary matrix from the QR factorization of
B
 in the original equation
A
*
x
 =
λ
*
B
*
x
, then
?gghd3
 reduces the original problem to generalized Hessenberg form.
This is a blocked variant of
?gghrd
, using matrix-matrix multiplications for parts of the computation to enhance performance.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
compq
= 'N': do not compute
q
;
= 'I':
q
 is initialized to the unit matrix, and the orthogonal/unitary matrix
Q
 is returned;
= 'V':
q
 must contain an orthogonal/unitary matrix
Q
1
 on entry, and the product
Q
1
*
q
 is returned.
compz
= 'N': do not compute
z
;
= 'I':
z
 is initialized to the unit matrix, and the orthogonal/unitary matrix
Z
 is returned;
= 'V':
z
 must contain an orthogonal/unitary matrix
Z
1
 on entry, and the product
Z
1
*
z
 is returned.
n
The order of the matrices
A
 and
B
.
n
≥
 0.
ilo
,
ihi
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
?ggbal
; 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
Array, size
(
lda
*
n
)
.
On entry, the
n
-by-
n
 general matrix to be reduced.
lda
The leading dimension of the array
a
.
lda
≥
 max(1,
n
).
b
Array,
(
ldb
*
n
)
.
On entry, the
n
-by-
n
 upper triangular matrix
B
.
ldb
The leading dimension of the array
b
.
ldb
≥
 max(1,
n
).
q
Array, size
(
ldq
*
n
)
.
On entry, if
compq
 = 'V', the orthogonal/unitary matrix
Q
1
, typically from the QR factorization of
b
.
ldq
The leading dimension of the array
q
.
ldq
≥
n
 if
compq
='V' or 'I';
ldq
≥
 1 otherwise.
z
Array, size
(
ldz
*
n
)
.
On entry, if
compz
 = 'V', the orthogonal/unitary matrix
Z
1
.
Not referenced if
compz
='N'.
ldz
The leading dimension of the array
z
.
ldz
≥
n
 if
compz
='V' or 'I';
ldz
≥
 1 otherwise.
Output Parameters
a
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.
b
On exit, the upper triangular matrix
T
 =
Q
T
B
Z
 for real flavors or
T
 =
Q
H
B
Z
 for complex flavors. The elements below the diagonal are set to zero.
q
On exit, if
compq
='I', the orthogonal/unitary matrix
Q
, and if
compq
 = 'V', the product
Q
1
*
Q
.
Not referenced if
compq
='N'.
z
On exit, if
compz
='I', the orthogonal/unitary matrix
Z
, and if
compz
 = 'V', the product
Z
1
*
Z
.
Not referenced if
compz
='N'.
Return Values
This function returns a value
info
.
= 0: successful exit.
< 0: if
info
 = -
i
, the
i
-th argument had an illegal value.
Application Notes
This routine reduces
A
 to Hessenberg form and maintains
B
 in using a blocked variant of Moler and Stewart's original algorithm, as described by Kagstrom, Kressner, Quintana-Orti, and Quintana-Orti (BIT 2008).

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804