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+ SUBROUTINE DGGHRD( COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q,
+ $ LDQ, Z, LDZ, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. 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, * )
+* ..
+*
+* 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 ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ILQ, ILZ
+ INTEGER ICOMPQ, ICOMPZ, JCOL, JROW
+ DOUBLE PRECISION C, S, TEMP
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLARTG, DLASET, DROT, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Decode COMPQ
+*
+ IF( LSAME( COMPQ, 'N' ) ) THEN
+ ILQ = .FALSE.
+ ICOMPQ = 1
+ ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 2
+ ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
+ ILQ = .TRUE.
+ ICOMPQ = 3
+ ELSE
+ ICOMPQ = 0
+ END IF
+*
+* Decode COMPZ
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ILZ = .FALSE.
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 2
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ILZ = .TRUE.
+ ICOMPZ = 3
+ ELSE
+ ICOMPZ = 0
+ END IF
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( ICOMPQ.LE.0 ) THEN
+ INFO = -1
+ ELSE IF( ICOMPZ.LE.0 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( ILO.LT.1 ) THEN
+ INFO = -4
+ ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
+ INFO = -5
+ ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -9
+ ELSE IF( ( ILQ .AND. LDQ.LT.N ) .OR. LDQ.LT.1 ) THEN
+ INFO = -11
+ ELSE IF( ( ILZ .AND. LDZ.LT.N ) .OR. LDZ.LT.1 ) THEN
+ INFO = -13
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGGHRD', -INFO )
+ RETURN
+ END IF
+*
+* Initialize Q and Z if desired.
+*
+ IF( ICOMPQ.EQ.3 )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, Q, LDQ )
+ IF( ICOMPZ.EQ.3 )
+ $ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
+*
+* Quick return if possible
+*
+ IF( N.LE.1 )
+ $ RETURN
+*
+* Zero out lower triangle of B
+*
+ DO 20 JCOL = 1, N - 1
+ DO 10 JROW = JCOL + 1, N
+ B( JROW, JCOL ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Reduce A and B
+*
+ DO 40 JCOL = ILO, IHI - 2
+*
+ DO 30 JROW = IHI, JCOL + 2, -1
+*
+* Step 1: rotate rows JROW-1, JROW to kill A(JROW,JCOL)
+*
+ TEMP = A( JROW-1, JCOL )
+ CALL DLARTG( TEMP, A( JROW, JCOL ), C, S,
+ $ A( JROW-1, JCOL ) )
+ A( JROW, JCOL ) = ZERO
+ CALL DROT( N-JCOL, A( JROW-1, JCOL+1 ), LDA,
+ $ A( JROW, JCOL+1 ), LDA, C, S )
+ CALL DROT( N+2-JROW, B( JROW-1, JROW-1 ), LDB,
+ $ B( JROW, JROW-1 ), LDB, C, S )
+ IF( ILQ )
+ $ CALL DROT( N, Q( 1, JROW-1 ), 1, Q( 1, JROW ), 1, C, S )
+*
+* Step 2: rotate columns JROW, JROW-1 to kill B(JROW,JROW-1)
+*
+ TEMP = B( JROW, JROW )
+ CALL DLARTG( TEMP, B( JROW, JROW-1 ), C, S,
+ $ B( JROW, JROW ) )
+ B( JROW, JROW-1 ) = ZERO
+ CALL DROT( IHI, A( 1, JROW ), 1, A( 1, JROW-1 ), 1, C, S )
+ CALL DROT( JROW-1, B( 1, JROW ), 1, B( 1, JROW-1 ), 1, C,
+ $ S )
+ IF( ILZ )
+ $ CALL DROT( N, Z( 1, JROW ), 1, Z( 1, JROW-1 ), 1, C, S )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+ RETURN
+*
+* End of DGGHRD
+*
+ END