sspgst()

subroutine sspgst	(	integer	itype,
		character	uplo,
		integer	n,
		real, dimension( * )	ap,
		real, dimension( * )	bp,
		integer	info )

SSPGST

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Purpose:

!>
!> SSPGST reduces a real symmetric-definite generalized eigenproblem
!> to standard form, using packed storage.
!>
!> If ITYPE = 1, the problem is A*x = lambda*B*x,
!> and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
!>
!> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
!> B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
!>
!> B must have been previously factorized as U**T*U or L*L**T by SPPTRF.
!> 

Parameters

[in]	ITYPE	!> ITYPE is INTEGER !> = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); !> = 2 or 3: compute U*A*U**T or L**T*A*L. !>
[in]	UPLO	!> UPLO is CHARACTER*1 !> = 'U': Upper triangle of A is stored and B is factored as !> U**T*U; !> = 'L': Lower triangle of A is stored and B is factored as !> L*L**T. !>
[in]	N	!> N is INTEGER !> The order of the matrices A and B. N >= 0. !>
[in,out]	AP	!> AP is REAL array, dimension (N*(N+1)/2) !> On entry, the upper or lower triangle of the symmetric matrix !> A, packed columnwise in a linear array. The j-th column of A !> is stored in the array AP as follows: !> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; !> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. !> !> On exit, if INFO = 0, the transformed matrix, stored in the !> same format as A. !>
[in]	BP	!> BP is REAL array, dimension (N*(N+1)/2) !> The triangular factor from the Cholesky factorization of B, !> stored in the same format as A, as returned by SPPTRF. !>
[out]	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.