SRC/dsygs2.f(3)

NAME
SRC/dsygs2.f

SYNOPSIS

  Functions/Subroutines
subroutine dsygs2 (itype, uplo, n, a, lda, b, ldb, info)
DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).

Function/Subroutine Documentation

  subroutine dsygs2 (integer itype, character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, integer info)

DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).

Purpose:

    !>
    !> DSYGS2 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
    !>          Specifies whether the upper or lower triangular part of the
    !>          symmetric matrix A is stored, and how B has been factorized.
    !>          = 'U':  Upper triangular
    !>          = 'L':  Lower triangular
    !>

    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.

Definition at line 126 of file dsygs2.f.

Author

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