ssygs2.f (3) - Linux Man Pages

ssygs2.f -

SYNOPSIS

Functions/Subroutines

subroutine ssygs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
SSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).

Function/Subroutine Documentation

subroutine ssygs2 (integerITYPE, characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, integerINFO)

SSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).

Purpose:

SSYGS2 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 SPOTRF.

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
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

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

A

A is REAL 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

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

B

B is REAL array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by SPOTRF.

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