dsygst (l)  Linux Manuals
dsygst: reduces a real symmetricdefinite generalized eigenproblem to standard form
NAME
DSYGST  reduces a real symmetricdefinite generalized eigenproblem to standard formSYNOPSIS
 SUBROUTINE DSYGST(
 ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
 CHARACTER UPLO
 INTEGER INFO, ITYPE, LDA, LDB, N
 DOUBLE PRECISION A( LDA, * ), B( LDB, * )
PURPOSE
DSYGST reduces a real symmetricdefinite 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 DPOTRF.
ARGUMENTS
 ITYPE (input) 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 (input) CHARACTER*1

= aqUaq: Upper triangle of A is stored and B is factored as U**T*U; = aqLaq: Lower triangle of A is stored and B is factored as L*L**T.  N (input) INTEGER
 The order of the matrices A and B. N >= 0.
 A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
 On entry, the symmetric matrix A. If UPLO = aqUaq, the leading NbyN 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 NbyN 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) DOUBLE PRECISION array, dimension (LDB,N)
 The triangular factor from the Cholesky factorization of B, as returned by DPOTRF.
 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