1DSBGST(1) LAPACK routine (version 3.2) DSBGST(1)
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6 DSBGST - reduces a real symmetric-definite banded generalized eigen‐
7 problem A*x = lambda*B*x to standard form C*y = lambda*y,
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10 SUBROUTINE DSBGST( VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX,
11 WORK, INFO )
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13 CHARACTER UPLO, VECT
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15 INTEGER INFO, KA, KB, LDAB, LDBB, LDX, N
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17 DOUBLE PRECISION AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
18 X( LDX, * )
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21 DSBGST reduces a real symmetric-definite banded generalized eigenprob‐
22 lem A*x = lambda*B*x to standard form C*y = lambda*y, such that C
23 has the same bandwidth as A.
24 B must have been previously factorized as S**T*S by DPBSTF, using a
25 split Cholesky factorization. A is overwritten by C = X**T*A*X, where X
26 = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the band‐
27 width of A.
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30 VECT (input) CHARACTER*1
31 = 'N': do not form the transformation matrix X;
32 = 'V': form X.
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34 UPLO (input) CHARACTER*1
35 = 'U': Upper triangle of A is stored;
36 = 'L': Lower triangle of A is stored.
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38 N (input) INTEGER
39 The order of the matrices A and B. N >= 0.
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41 KA (input) INTEGER
42 The number of superdiagonals of the matrix A if UPLO = 'U', or
43 the number of subdiagonals if UPLO = 'L'. KA >= 0.
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45 KB (input) INTEGER
46 The number of superdiagonals of the matrix B if UPLO = 'U', or
47 the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
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49 AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
50 On entry, the upper or lower triangle of the symmetric band
51 matrix A, stored in the first ka+1 rows of the array. The j-th
52 column of A is stored in the j-th column of the array AB as
53 follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-
54 ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for
55 j<=i<=min(n,j+ka). On exit, the transformed matrix X**T*A*X,
56 stored in the same format as A.
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58 LDAB (input) INTEGER
59 The leading dimension of the array AB. LDAB >= KA+1.
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61 BB (input) DOUBLE PRECISION array, dimension (LDBB,N)
62 The banded factor S from the split Cholesky factorization of B,
63 as returned by DPBSTF, stored in the first KB+1 rows of the
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66 LDBB (input) INTEGER
67 The leading dimension of the array BB. LDBB >= KB+1.
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69 X (output) DOUBLE PRECISION array, dimension (LDX,N)
70 If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X
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73 LDX (input) INTEGER
74 The leading dimension of the array X. LDX >= max(1,N) if VECT
75 = 'V'; LDX >= 1 otherwise.
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77 WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
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79 INFO (output) INTEGER
80 = 0: successful exit
81 < 0: if INFO = -i, the i-th argument had an illegal value.
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85 LAPACK routine (version 3.2) November 2008 DSBGST(1)