chegs2-f(3)

chegs2.f –

Synopsis

Functions/Subroutines

subroutine chegs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
CHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).

Function/Subroutine Documentation

subroutine chegs2 (integerITYPE, characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, integerINFO)

CHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).

Purpose:

 CHEGS2 reduces a complex Hermitian-definite generalized
 eigenproblem to standard form.
 If ITYPE = 1, the problem is A*x = lambda*B*x,
 and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
 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**H or L**H *A*L.
 B must have been previously factorized as U**H *U or L*L**H by ZPOTRF.

Parameters:

ITYPE

 ITYPE is INTEGER
 = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
 = 2 or 3: compute U*A*U**H or L**H *A*L.

UPLO

 UPLO is CHARACTER*1
 Specifies whether the upper or lower triangular part of the
 Hermitian 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 COMPLEX array, dimension (LDA,N)
 On entry, the Hermitian 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 is COMPLEX array, dimension (LDB,N)
 The triangular factor from the Cholesky factorization of B,
 as returned by CPOTRF.

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 chegs2.f.

Author

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