dspgst (3) - Linux Manuals
subroutine dspgst (integerITYPE, characterUPLO, integerN, double precision, dimension( * )AP, double precision, dimension( * )BP, integerINFO)
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.
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 = '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 is INTEGER The order of the matrices A and B. N >= 0.
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 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 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
- November 2011
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