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| dsygs2.f(3) | LAPACK | dsygs2.f(3) | 
NAME¶
dsygs2.f -SYNOPSIS¶
Functions/Subroutines¶
subroutine dsygs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
Function/Subroutine Documentation¶
subroutine dsygs2 (integerITYPE, characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)¶
DSYGS2 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.
ITYPE
 
UPLO
 
N
 
A
 
LDA
 
B
 
LDB
 
INFO
 
Author:
          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 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 is INTEGER
          The order of the matrices A and B.  N >= 0.
          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 is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
          B is DOUBLE PRECISION array, dimension (LDB,N)
          The triangular factor from the Cholesky factorization of B,
          as returned by DPOTRF.
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Author¶
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