1DSYGS2(1) LAPACK routine (version 3.1) DSYGS2(1)
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6 DSYGS2 - a real symmetric-definite generalized eigenproblem to standard
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10 SUBROUTINE DSYGS2( 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 DSYGS2 reduces a real symmetric-definite generalized eigenproblem to
20 standard form.
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22 If ITYPE = 1, the problem is A*x = lambda*B*x,
23 and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L')
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25 If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
26 B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L.
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28 B must have been previously factorized as U'*U or L*L' by DPOTRF.
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32 ITYPE (input) INTEGER
33 = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
34 = 2 or 3: compute U*A*U' or L'*A*L.
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36 UPLO (input) CHARACTER*1
37 Specifies whether the upper or lower triangular part of the
38 symmetric matrix A is stored, and how B has been factorized. =
39 'U': Upper triangular
40 = 'L': Lower triangular
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42 N (input) INTEGER
43 The order of the matrices A and B. N >= 0.
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45 A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
46 On entry, the symmetric matrix A. If UPLO = 'U', the leading n
47 by n upper triangular part of A contains the upper triangular
48 part of the matrix A, and the strictly lower triangular part of
49 A is not referenced. If UPLO = 'L', the leading n by n lower
50 triangular part of A contains the lower triangular part of the
51 matrix A, and the strictly upper triangular part of A is not
52 referenced.
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54 On exit, if INFO = 0, the transformed matrix, stored in the
55 same format as A.
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57 LDA (input) INTEGER
58 The leading dimension of the array A. LDA >= max(1,N).
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60 B (input) DOUBLE PRECISION array, dimension (LDB,N)
61 The triangular factor from the Cholesky factorization of B, as
62 returned by DPOTRF.
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64 LDB (input) INTEGER
65 The leading dimension of the array B. LDB >= max(1,N).
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67 INFO (output) INTEGER
68 = 0: successful exit.
69 < 0: if INFO = -i, the i-th argument had an illegal value.
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73 LAPACK routine (version 3.1) November 2006 DSYGS2(1)