chegs2 (l)  Linux Manuals
chegs2: reduces a complex Hermitiandefinite generalized eigenproblem to standard form
NAME
CHEGS2  reduces a complex Hermitiandefinite generalized eigenproblem to standard formSYNOPSIS
 SUBROUTINE CHEGS2(
 ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
 CHARACTER UPLO
 INTEGER INFO, ITYPE, LDA, LDB, N
 COMPLEX A( LDA, * ), B( LDB, * )
PURPOSE
CHEGS2 reduces a complex Hermitiandefinite generalized eigenproblem to standard form. If ITYPE = 1, the problem is A*x = lambda*B*x,and A is overwritten by inv(Uaq)*A*inv(U) or inv(L)*A*inv(Laq) 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` or Laq*A*L. B must have been previously factorized as Uaq*U or L*Laq by CPOTRF.
ARGUMENTS
 ITYPE (input) INTEGER

= 1: compute inv(Uaq)*A*inv(U) or inv(L)*A*inv(Laq);
= 2 or 3: compute U*A*Uaq or Laq*A*L.  UPLO (input) CHARACTER*1

Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored, and how B has been factorized.
= aqUaq: Upper triangular
= aqLaq: Lower triangular  N (input) INTEGER
 The order of the matrices A and B. N >= 0.
 A (input/output) COMPLEX array, dimension (LDA,N)
 On entry, the Hermitian matrix A. If UPLO = aqUaq, 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 = aqLaq, 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 (input) INTEGER
 The leading dimension of the array A. LDA >= max(1,N).
 B (input) COMPLEX array, dimension (LDB,N)
 The triangular factor from the Cholesky factorization of B, as returned by CPOTRF.
 LDB (input) INTEGER
 The leading dimension of the array B. LDB >= max(1,N).
 INFO (output) INTEGER

= 0: successful exit.
< 0: if INFO = i, the ith argument had an illegal value.