chegst.f(3)

NAME
chegst.f

SYNOPSIS

  Functions/Subroutines
subroutine chegst (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
CHEGST

Function/Subroutine Documentation

  subroutine chegst (integer ITYPE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, integer INFO)

Purpose:

     CHEGST reduces a complex Hermitian-definite generalized
     eigenproblem to standard form.
     If ITYPE = 1, the problem is A*x = lambda*B*x,
     and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
     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**H or L**H*A*L.
     B must have been previously factorized as U**H*U or L*L**H by CPOTRF.

Parameters
    ITYPE

              ITYPE is INTEGER
              = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
              = 2 or 3: compute U*A*U**H or L**H*A*L.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored and B is factored as
                      U**H*U;
              = 'L':  Lower triangle of A is stored and B is factored as
                      L*L**H.

    N

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

    A

              A is COMPLEX array, dimension (LDA,N)
              On entry, the Hermitian 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 COMPLEX array, dimension (LDB,N)
              The triangular factor from the Cholesky factorization of B,
              as returned by CPOTRF.
              B is modified by the routine but restored on exit.

    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 127 of file chegst.f.

Author

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