1DSYGST(1) LAPACK routine (version 3.2) DSYGST(1)
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6 DSYGST - reduces a real symmetric-definite generalized eigenproblem to
7 standard form
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10 SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
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12 CHARACTER UPLO
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14 INTEGER INFO, ITYPE, LDA, LDB, N
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16 DOUBLE PRECISION A( LDA, * ), B( LDB, * )
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19 DSYGST reduces a real symmetric-definite generalized eigenproblem to
20 standard form. If ITYPE = 1, the problem is A*x = lambda*B*x,
21 and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T) If
22 ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
23 B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L. B must
24 have been previously factorized as U**T*U or L*L**T by DPOTRF.
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27 ITYPE (input) INTEGER
28 = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
29 = 2 or 3: compute U*A*U**T or L**T*A*L.
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31 UPLO (input) CHARACTER*1
32 = 'U': Upper triangle of A is stored and B is factored as
33 U**T*U; = 'L': Lower triangle of A is stored and B is factored
34 as L*L**T.
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36 N (input) INTEGER
37 The order of the matrices A and B. N >= 0.
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39 A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
40 On entry, the symmetric matrix A. If UPLO = 'U', the leading
41 N-by-N upper triangular part of A contains the upper triangular
42 part of the matrix A, and the strictly lower triangular part of
43 A is not referenced. If UPLO = 'L', the leading N-by-N lower
44 triangular part of A contains the lower triangular part of the
45 matrix A, and the strictly upper triangular part of A is not
46 referenced. On exit, if INFO = 0, the transformed matrix,
47 stored in the same format as A.
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49 LDA (input) INTEGER
50 The leading dimension of the array A. LDA >= max(1,N).
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52 B (input) DOUBLE PRECISION array, dimension (LDB,N)
53 The triangular factor from the Cholesky factorization of B, as
54 returned by DPOTRF.
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56 LDB (input) INTEGER
57 The leading dimension of the array B. LDB >= max(1,N).
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59 INFO (output) INTEGER
60 = 0: successful exit
61 < 0: if INFO = -i, the i-th argument had an illegal value
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65 LAPACK routine (version 3.2) November 2008 DSYGST(1)