dsygs2.f (3)

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).

subroutine dsygs2 (integerITYPE, characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

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.

Date:

September 2012

Definition at line 128 of file dsygs2.f.

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