dsygst


NAME

dsygst - reduce a real symmetric-definite generalized eigenproblem to standard form


SYNOPSIS

  SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
  CHARACTER * 1 UPLO
  INTEGER ITYPE, N, LDA, LDB, INFO
  DOUBLE PRECISION A(LDA,*), B(LDB,*)
 
  SUBROUTINE DSYGST_64( ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
  CHARACTER * 1 UPLO
  INTEGER*8 ITYPE, N, LDA, LDB, INFO
  DOUBLE PRECISION A(LDA,*), B(LDB,*)
 

F95 INTERFACE

  SUBROUTINE SYGST( ITYPE, UPLO, N, A, [LDA], B, [LDB], [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER :: ITYPE, N, LDA, LDB, INFO
  REAL(8), DIMENSION(:,:) :: A, B
 
  SUBROUTINE SYGST_64( ITYPE, UPLO, N, A, [LDA], B, [LDB], [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER(8) :: ITYPE, N, LDA, LDB, INFO
  REAL(8), DIMENSION(:,:) :: A, B
 

C INTERFACE

#include <sunperf.h>

void dsygst(int itype, char uplo, int n, double *a, int lda, double *b, int ldb, int *info);

void dsygst_64(long itype, char uplo, long n, double *a, long lda, double *b, long ldb, long *info);


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 SPOTRF.


ARGUMENTS

* ITYPE (input)
* UPLO (input)

* N (input)
The order of the matrices A and B. N >= 0.

* A (input/output)
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 (input)
The leading dimension of the array A. LDA >= max(1,N).

* B (input)
The triangular factor from the Cholesky factorization of B, as returned by SPOTRF.

* LDB (input)
The leading dimension of the array B. LDB >= max(1,N).

* INFO (output)