dspgst.f

Section: LAPACK (3)
Updated: Tue Nov 14 2017
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NAME

dspgst.f  

SYNOPSIS


 

Functions/Subroutines


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

Function/Subroutine Documentation

 

subroutine dspgst (integer ITYPE, character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) BP, integer INFO)

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:

December 2016

Definition at line 115 of file dspgst.f.  

Author

Generated automatically by Doxygen for LAPACK from the source code.


 

Index

NAME
SYNOPSIS
Functions/Subroutines
Function/Subroutine Documentation
subroutine dspgst (integer ITYPE, character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) BP, integer INFO)
Author
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