dsygst.f(3) LAPACK dsygst.f(3)NAMEdsygst.f-
SYNOPSIS
Functions/Subroutines
subroutine dsygst (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
DSYGST
Function/Subroutine Documentation
subroutine dsygst (integerITYPE, characterUPLO, integerN, double precision,
dimension( lda, * )A, integerLDA, double precision, dimension( ldb, *
)B, integerLDB, integerINFO)
DSYGST
Purpose:
DSYGST reduces a real symmetric-definite generalized eigenproblem
to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
B must have been previously factorized as U**T*U or L*L**T by DPOTRF.
Parameters:
ITYPE
ITYPE is INTEGER
= 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
= 2 or 3: compute U*A*U**T or L**T*A*L.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored and B is factored as
U**T*U;
= 'L': Lower triangle of A is stored and B is factored as
L*L**T.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is DOUBLE PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by DPOTRF.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Definition at line 128 of file dsygst.f.
Author
Generated automatically by Doxygen for LAPACK from the source code.
Version 3.4.2 Sat Nov 16 2013 dsygst.f(3)
