dsbgst.f (3) Linux Manual Page

dsbgst.f –

Synopsis

Functions/Subroutines

subroutine dsbgst (VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX, WORK, INFO)
DSBGST

Function/Subroutine Documentation

subroutine dsbgst (characterVECT, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, * )BB, integerLDBB, double precision, dimension( ldx, * )X, integerLDX, double precision, dimension( * )WORK, integerINFO)

DSBGST

Purpose:

 DSBGST reduces a real symmetric-definite banded generalized

 eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y,

 such that C has the same bandwidth as A.

 B must have been previously factorized as S**T*S by DPBSTF, using a

 split Cholesky factorization. A is overwritten by C = X**T*A*X, where

 X = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the

 bandwidth of A.

 

Parameters:

VECT

 VECT is CHARACTER*1

 = ‘N’: do not form the transformation matrix X;

 = ‘V’: form X.

UPLO

 UPLO is CHARACTER*1

 = ‘U’: Upper triangle of A is stored;

 = ‘L’: Lower triangle of A is stored.

N

 N is INTEGER

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

KA

 KA is INTEGER

 The number of superdiagonals of the matrix A if UPLO = ‘U’,

 or the number of subdiagonals if UPLO = ‘L’. KA >= 0.

KB

 KB is INTEGER

 The number of superdiagonals of the matrix B if UPLO = ‘U’,

 or the number of subdiagonals if UPLO = ‘L’. KA >= KB >= 0.

AB

 AB is DOUBLE PRECISION array, dimension (LDAB,N)

 On entry, the upper or lower triangle of the symmetric band

 matrix A, stored in the first ka+1 rows of the array. The

 j-th column of A is stored in the j-th column of the array AB

 as follows:

 if UPLO = ‘U’, AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;

 if UPLO = ‘L’, AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).

 On exit, the transformed matrix X**T*A*X, stored in the same

 format as A.

LDAB

 LDAB is INTEGER

 The leading dimension of the array AB. LDAB >= KA+1.

BB

 BB is DOUBLE PRECISION array, dimension (LDBB,N)

 The banded factor S from the split Cholesky factorization of

 B, as returned by DPBSTF, stored in the first KB+1 rows of

 the array.

LDBB

 LDBB is INTEGER

 The leading dimension of the array BB. LDBB >= KB+1.

X

 X is DOUBLE PRECISION array, dimension (LDX,N)

 If VECT = ‘V’, the n-by-n matrix X.

 If VECT = ‘N’, the array X is not referenced.

LDX

 LDX is INTEGER

 The leading dimension of the array X.

 LDX >= max(1,N) if VECT = ‘V’; LDX >= 1 otherwise.

WORK

 WORK is DOUBLE PRECISION array, dimension (2*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:

November 2011

Definition at line 159 of file dsbgst.f.

Author

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