DSYGST
Purpose
DSYGST 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 DPOTRF.
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
= '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 |
(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 = '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 |
(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 i-th argument had an illegal value |