LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ chbgst()

subroutine chbgst ( character vect,
character uplo,
integer n,
integer ka,
integer kb,
complex, dimension( ldab, * ) ab,
integer ldab,
complex, dimension( ldbb, * ) bb,
integer ldbb,
complex, dimension( ldx, * ) x,
integer ldx,
complex, dimension( * ) work,
real, dimension( * ) rwork,
integer info )

CHBGST

Download CHBGST + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> CHBGST reduces a complex Hermitian-definite banded generalized
!> eigenproblem  A*x = lambda*B*x  to standard form  C*y = lambda*y,
!> such that C has the same bandwidth as A.
!>
!> B must have been previously factorized as S**H*S by CPBSTF, using a
!> split Cholesky factorization. A is overwritten by C = X**H*A*X, where
!> X = S**(-1)*Q and Q is a unitary matrix chosen to preserve the
!> bandwidth of A.
!> 
Parameters
[in]VECT
!>          VECT is CHARACTER*1
!>          = 'N':  do not form the transformation matrix X;
!>          = 'V':  form X.
!> 
[in]UPLO
!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!> 
[in]N
!>          N is INTEGER
!>          The order of the matrices A and B.  N >= 0.
!> 
[in]KA
!>          KA is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KA >= 0.
!> 
[in]KB
!>          KB is INTEGER
!>          The number of superdiagonals of the matrix B if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KA >= KB >= 0.
!> 
[in,out]AB
!>          AB is COMPLEX array, dimension (LDAB,N)
!>          On entry, the upper or lower triangle of the Hermitian band
!>          matrix A, stored in the first ka+1 rows of the array.  The
!>          j-th column of A is stored in the j-th column of the array AB
!>          as follows:
!>          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
!>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
!>
!>          On exit, the transformed matrix X**H*A*X, stored in the same
!>          format as A.
!> 
[in]LDAB
!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KA+1.
!> 
[in]BB
!>          BB is COMPLEX array, dimension (LDBB,N)
!>          The banded factor S from the split Cholesky factorization of
!>          B, as returned by CPBSTF, stored in the first kb+1 rows of
!>          the array.
!> 
[in]LDBB
!>          LDBB is INTEGER
!>          The leading dimension of the array BB.  LDBB >= KB+1.
!> 
[out]X
!>          X is COMPLEX array, dimension (LDX,N)
!>          If VECT = 'V', the n-by-n matrix X.
!>          If VECT = 'N', the array X is not referenced.
!> 
[in]LDX
!>          LDX is INTEGER
!>          The leading dimension of the array X.
!>          LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
!> 
[out]WORK
!>          WORK is COMPLEX array, dimension (N)
!> 
[out]RWORK
!>          RWORK is REAL array, dimension (N)
!> 
[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.