dspgst.f(3)

NAME
dspgst.f -

SYNOPSIS

  Functions/Subroutines
subroutine dspgst (ITYPE, UPLO, N, AP, BP, INFO)
DSPGST

Function/Subroutine Documentation

  subroutine dspgst (integerITYPE, characterUPLO, integerN, double precision, dimension( * )AP, double precision, dimension( * )BP, integerINFO)

DSPGST

Purpose:

     DSPGST reduces a real symmetric-definite generalized eigenproblem
     to standard form, using packed storage.
     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 DPPTRF.

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
              = '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.

    N

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

    AP

              AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
              On entry, the upper or lower triangle of the symmetric matrix
              A, packed columnwise in a linear array.  The j-th column of A
              is stored in the array AP as follows:
              if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
              if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
              On exit, if INFO = 0, the transformed matrix, stored in the
              same format as A.

    BP

              BP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
              The triangular factor from the Cholesky factorization of B,
              stored in the same format as A, as returned by DPPTRF.

    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:
    November 2011

Definition at line 114 of file dspgst.f.

Author

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