dsygst()

subroutine dsygst	(	integer	itype,
		character	uplo,
		integer	n,
		double precision, dimension( lda, * )	a,
		integer	lda,
		double precision, dimension( ldb, * )	b,
		integer	ldb,
		integer	info )

DSYGST

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

Purpose:

!>
!> DSYGST reduces a real symmetric-definite generalized eigenproblem
!> to standard form.
!>
!> 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 DPOTRF.
!> 

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]	A	!> A is DOUBLE PRECISION array, dimension (LDA,N) !> On entry, the symmetric matrix A. If UPLO = 'U', the leading !> N-by-N upper triangular part of A contains the upper !> triangular part of the matrix A, and the strictly lower !> triangular part of A is not referenced. If UPLO = 'L', the !> leading N-by-N lower triangular part of A contains the lower !> triangular part of the matrix A, and the strictly upper !> triangular part of A is not referenced. !> !> On exit, if INFO = 0, the transformed matrix, stored in the !> same format as A. !>
[in]	LDA	!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
[in]	B	!> B is DOUBLE PRECISION array, dimension (LDB,N) !> The triangular factor from the Cholesky factorization of B, !> as returned by DPOTRF. !>
[in]	LDB	!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,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.