dsygs2.f(3)

NAME
dsygs2.f

SYNOPSIS

  Functions/Subroutines
subroutine dsygs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).

Function/Subroutine Documentation

  subroutine dsygs2 (integer ITYPE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

Purpose:

     DSYGS2 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
    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.

    UPLO

              UPLO is CHARACTER*1
              Specifies whether the upper or lower triangular part of the
              symmetric matrix A is stored, and how B has been factorized.
              = 'U':  Upper triangular
              = 'L':  Lower triangular

    N

              N is INTEGER
              The order of the matrices A and B.  N >= 0.

    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.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB,N)
              The triangular factor from the Cholesky factorization of B,
              as returned by DPOTRF.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    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.

Definition at line 126 of file dsygs2.f.

Author

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