Contents


NAME

     ssygs2 - reduce a real symmetric-definite generalized eigen-
     problem to standard form

SYNOPSIS

     SUBROUTINE SSYGS2(ITYPE, UPLO, N, A, LDA, B, LDB, INFO)

     CHARACTER * 1 UPLO
     INTEGER ITYPE, N, LDA, LDB, INFO
     REAL A(LDA,*), B(LDB,*)

     SUBROUTINE SSYGS2_64(ITYPE, UPLO, N, A, LDA, B, LDB, INFO)

     CHARACTER * 1 UPLO
     INTEGER*8 ITYPE, N, LDA, LDB, INFO
     REAL A(LDA,*), B(LDB,*)

  F95 INTERFACE
     SUBROUTINE SYGS2(ITYPE, UPLO, N, A, [LDA], B, [LDB], [INFO])

     CHARACTER(LEN=1) :: UPLO
     INTEGER :: ITYPE, N, LDA, LDB, INFO
     REAL, DIMENSION(:,:) :: A, B

     SUBROUTINE SYGS2_64(ITYPE, UPLO, N, A, [LDA], B, [LDB], [INFO])

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

  C INTERFACE
     #include <sunperf.h>

     void ssygs2(int itype, char uplo, int n, float *a, int  lda,
               float *b, int ldb, int *info);

     void ssygs2_64(long itype, char uplo, long n, float *a, long
               lda, float *b, long ldb, long *info);

PURPOSE

     ssygs2 reduces a real symmetric-definite generalized  eigen-
     problem to standard form.

     If ITYPE = 1, the problem is A*x = lambda*B*x,
     and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L')
     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` or L'*A*L.

     B must have been previously factorized as U'*U  or  L*L'  by
     SPOTRF.

ARGUMENTS

     ITYPE (input)
               = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
               = 2 or 3: compute U*A*U' or L'*A*L.

     UPLO (input)
               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 (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 con-
               tains 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 tri-
               angular 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 factoriza-
               tion of B, as returned by SPOTRF.

     LDB (input)
               The leading dimension of  the  array  B.   LDB  >=
               max(1,N).
     INFO (output)
               = 0:  successful exit.
               < 0:  if INFO = -i, the i-th argument had an ille-
               gal value.