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## dsygst()

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

DSYGST

Download DSYGST + dependencies [TGZ] [ZIP] [TXT]

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 DPOTRF.
      !>

Parameters

  [in]

  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.
      !>

  [in]

  UPLO

      !>          UPLO is CHARACTER*1
      !>          = 'U':  Upper triangle of A is stored and B is factored as
      !>                  U**T*U;
      !>          = 'L':  Lower triangle of A is stored and B is factored as
      !>                  L*L**T.
      !>

  [in]

  N

      !>          N is INTEGER
      !>          The order of the matrices A and B.  N >= 0.
      !>

  [in,out]

  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.
      !>

  [in]

  LDA

      !>          LDA is INTEGER
      !>          The leading dimension of the array A.  LDA >= max(1,N).
      !>

  [in]

  B

      !>          B is DOUBLE PRECISION array, dimension (LDB,N)
      !>          The triangular factor from the Cholesky factorization of B,
      !>          as returned by DPOTRF.
      !>

  [in]

  LDB

      !>          LDB is INTEGER
      !>          The leading dimension of the array B.  LDB >= max(1,N).
      !>

  [out]

  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.