sspgst


NAME

sspgst - reduce a real symmetric-definite generalized eigenproblem to standard form, using packed storage


SYNOPSIS

  SUBROUTINE SSPGST( ITYPE, UPLO, N, AP, BP, INFO)
  CHARACTER * 1 UPLO
  INTEGER ITYPE, N, INFO
  REAL AP(*), BP(*)
 
  SUBROUTINE SSPGST_64( ITYPE, UPLO, N, AP, BP, INFO)
  CHARACTER * 1 UPLO
  INTEGER*8 ITYPE, N, INFO
  REAL AP(*), BP(*)
 

F95 INTERFACE

  SUBROUTINE SPGST( ITYPE, UPLO, N, AP, BP, [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER :: ITYPE, N, INFO
  REAL, DIMENSION(:) :: AP, BP
 
  SUBROUTINE SPGST_64( ITYPE, UPLO, N, AP, BP, [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER(8) :: ITYPE, N, INFO
  REAL, DIMENSION(:) :: AP, BP
 

C INTERFACE

#include <sunperf.h>

void sspgst(int itype, char uplo, int n, float *ap, float *bp, int *info);

void sspgst_64(long itype, char uplo, long n, float *ap, float *bp, long *info);


PURPOSE

sspgst reduces a real symmetric-definite generalized eigenproblem to standard form, using packed storage.

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 SPPTRF.


ARGUMENTS

* ITYPE (input)
* UPLO (input)

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

* AP (input/output)
On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.

On exit, if INFO = 0, the transformed matrix, stored in the same format as A.

* BP (input)
The triangular factor from the Cholesky factorization of B, stored in the same format as A, as returned by SPPTRF.

* INFO (output)