1DSBGST(1) LAPACK routine (version 3.1) DSBGST(1)
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6 DSBGST - a real symmetric-definite banded generalized eigenproblem A*x
7 = 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.
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25 B must have been previously factorized as S**T*S by DPBSTF, using a
26 split Cholesky factorization. A is overwritten by C = X**T*A*X, where X
27 = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the band‐
28 width of A.
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32 VECT (input) CHARACTER*1
33 = 'N': do not form the transformation matrix X;
34 = 'V': form X.
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36 UPLO (input) CHARACTER*1
37 = 'U': Upper triangle of A is stored;
38 = 'L': Lower triangle of A is stored.
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40 N (input) INTEGER
41 The order of the matrices A and B. N >= 0.
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43 KA (input) INTEGER
44 The number of superdiagonals of the matrix A if UPLO = 'U', or
45 the number of subdiagonals if UPLO = 'L'. KA >= 0.
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47 KB (input) INTEGER
48 The number of superdiagonals of the matrix B if UPLO = 'U', or
49 the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
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51 AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
52 On entry, the upper or lower triangle of the symmetric band
53 matrix A, stored in the first ka+1 rows of the array. The j-th
54 column of A is stored in the j-th column of the array AB as
55 follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-
56 ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for
57 j<=i<=min(n,j+ka).
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59 On exit, the transformed matrix X**T*A*X, stored in the same
60 format as A.
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62 LDAB (input) INTEGER
63 The leading dimension of the array AB. LDAB >= KA+1.
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65 BB (input) DOUBLE PRECISION array, dimension (LDBB,N)
66 The banded factor S from the split Cholesky factorization of B,
67 as returned by DPBSTF, stored in the first KB+1 rows of the
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70 LDBB (input) INTEGER
71 The leading dimension of the array BB. LDBB >= KB+1.
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73 X (output) DOUBLE PRECISION array, dimension (LDX,N)
74 If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X
75 is not referenced.
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77 LDX (input) INTEGER
78 The leading dimension of the array X. LDX >= max(1,N) if VECT
79 = 'V'; LDX >= 1 otherwise.
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81 WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
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83 INFO (output) INTEGER
84 = 0: successful exit
85 < 0: if INFO = -i, the i-th argument had an illegal value.
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89 LAPACK routine (version 3.1) November 2006 DSBGST(1)