1SSBGST(1) LAPACK routine (version 3.1) SSBGST(1)
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6 SSBGST - 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 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.
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24 B must have been previously factorized as S**T*S by SPBSTF, using a
25 split Cholesky factorization. A is overwritten by C = X**T*A*X, where X
26 = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the band‐
27 width of A.
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31 VECT (input) CHARACTER*1
32 = 'N': do not form the transformation matrix X;
33 = 'V': form X.
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35 UPLO (input) CHARACTER*1
36 = 'U': Upper triangle of A is stored;
37 = 'L': Lower triangle of A is stored.
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39 N (input) INTEGER
40 The order of the matrices A and B. N >= 0.
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42 KA (input) INTEGER
43 The number of superdiagonals of the matrix A if UPLO = 'U', or
44 the number of subdiagonals if UPLO = 'L'. KA >= 0.
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46 KB (input) INTEGER
47 The number of superdiagonals of the matrix B if UPLO = 'U', or
48 the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
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50 AB (input/output) REAL array, dimension (LDAB,N)
51 On entry, the upper or lower triangle of the symmetric band
52 matrix A, stored in the first ka+1 rows of the array. The j-th
53 column of A is stored in the j-th column of the array AB as
54 follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-
55 ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for
56 j<=i<=min(n,j+ka).
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58 On exit, the transformed matrix X**T*A*X, stored in the same
59 format as A.
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61 LDAB (input) INTEGER
62 The leading dimension of the array AB. LDAB >= KA+1.
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64 BB (input) REAL array, dimension (LDBB,N)
65 The banded factor S from the split Cholesky factorization of B,
66 as returned by SPBSTF, stored in the first KB+1 rows of the
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69 LDBB (input) INTEGER
70 The leading dimension of the array BB. LDBB >= KB+1.
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72 X (output) REAL array, dimension (LDX,N)
73 If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X
74 is not referenced.
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76 LDX (input) INTEGER
77 The leading dimension of the array X. LDX >= max(1,N) if VECT
78 = 'V'; LDX >= 1 otherwise.
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80 WORK (workspace) REAL array, dimension (2*N)
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82 INFO (output) INTEGER
83 = 0: successful exit
84 < 0: if INFO = -i, the i-th argument had an illegal value.
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88 LAPACK routine (version 3.1) November 2006 SSBGST(1)