dsygs2.f man page

dsygs2.f —

Synopsis

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).

Function/Subroutine Documentation

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.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

dsygs2(3) is an alias of dsygs2.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK