1SSBGST(1) LAPACK routine (version 3.2) SSBGST(1)
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6 SSBGST - 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 SSBGST( 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 REAL AB( LDAB, * ), BB( LDBB, * ), WORK( * ), X( LDX, * )
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20 SSBGST reduces a real symmetric-definite banded generalized eigenprob‐
21 lem A*x = lambda*B*x to standard form C*y = lambda*y, such that C
22 has the same bandwidth as A.
23 B must have been previously factorized as S**T*S by SPBSTF, using a
24 split Cholesky factorization. A is overwritten by C = X**T*A*X, where X
25 = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the band‐
26 width of A.
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29 VECT (input) CHARACTER*1
30 = 'N': do not form the transformation matrix X;
31 = 'V': form X.
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33 UPLO (input) CHARACTER*1
34 = 'U': Upper triangle of A is stored;
35 = 'L': Lower triangle of A is stored.
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37 N (input) INTEGER
38 The order of the matrices A and B. N >= 0.
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40 KA (input) INTEGER
41 The number of superdiagonals of the matrix A if UPLO = 'U', or
42 the number of subdiagonals if UPLO = 'L'. KA >= 0.
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44 KB (input) INTEGER
45 The number of superdiagonals of the matrix B if UPLO = 'U', or
46 the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
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48 AB (input/output) REAL array, dimension (LDAB,N)
49 On entry, the upper or lower triangle of the symmetric band
50 matrix A, stored in the first ka+1 rows of the array. The j-th
51 column of A is stored in the j-th column of the array AB as
52 follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-
53 ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for
54 j<=i<=min(n,j+ka). On exit, the transformed matrix X**T*A*X,
55 stored in the same format as A.
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57 LDAB (input) INTEGER
58 The leading dimension of the array AB. LDAB >= KA+1.
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60 BB (input) REAL array, dimension (LDBB,N)
61 The banded factor S from the split Cholesky factorization of B,
62 as returned by SPBSTF, stored in the first KB+1 rows of the
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65 LDBB (input) INTEGER
66 The leading dimension of the array BB. LDBB >= KB+1.
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68 X (output) REAL array, dimension (LDX,N)
69 If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X
70 is not referenced.
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72 LDX (input) INTEGER
73 The leading dimension of the array X. LDX >= max(1,N) if VECT
74 = 'V'; LDX >= 1 otherwise.
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76 WORK (workspace) REAL array, dimension (2*N)
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78 INFO (output) INTEGER
79 = 0: successful exit
80 < 0: if INFO = -i, the i-th argument had an illegal value.
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84 LAPACK routine (version 3.2) November 2008 SSBGST(1)