1SSYGS2(1) LAPACK routine (version 3.2) SSYGS2(1)
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6 SSYGS2 - reduces a real symmetric-definite generalized eigenproblem to
7 standard form
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10 SUBROUTINE SSYGS2( 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 REAL A( LDA, * ), B( LDB, * )
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19 SSYGS2 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')*A*inv(U) or inv(L)*A*inv(L') If ITYPE =
22 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` or L'*A*L. B must
24 have been previously factorized as U'*U or L*L' by SPOTRF.
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27 ITYPE (input) INTEGER
28 = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
29 = 2 or 3: compute U*A*U' or L'*A*L.
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31 UPLO (input) CHARACTER*1
32 Specifies whether the upper or lower triangular part of the
33 symmetric matrix A is stored, and how B has been factorized. =
34 'U': Upper triangular
35 = 'L': Lower triangular
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37 N (input) INTEGER
38 The order of the matrices A and B. N >= 0.
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40 A (input/output) REAL array, dimension (LDA,N)
41 On entry, the symmetric matrix A. If UPLO = 'U', the leading n
42 by n upper triangular part of A contains the upper triangular
43 part of the matrix A, and the strictly lower triangular part of
44 A is not referenced. If UPLO = 'L', the leading n by n lower
45 triangular part of A contains the lower triangular part of the
46 matrix A, and the strictly upper triangular part of A is not
47 referenced. On exit, if INFO = 0, the transformed matrix,
48 stored in the same format as A.
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50 LDA (input) INTEGER
51 The leading dimension of the array A. LDA >= max(1,N).
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53 B (input) REAL array, dimension (LDB,N)
54 The triangular factor from the Cholesky factorization of B, as
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57 LDB (input) INTEGER
58 The leading dimension of the array B. LDB >= max(1,N).
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60 INFO (output) INTEGER
61 = 0: successful exit.
62 < 0: if INFO = -i, the i-th argument had an illegal value.
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66 LAPACK routine (version 3.2) November 2008 SSYGS2(1)