LAPACK  3.4.2
LAPACK: Linear Algebra PACKage
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sspgst.f File Reference

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subroutine sspgst (ITYPE, UPLO, N, AP, BP, INFO)

Function/Subroutine Documentation

subroutine sspgst ( integer  ITYPE,
character  UPLO,
integer  N,
real, dimension( * )  AP,
real, dimension( * )  BP,
integer  INFO 


Download SSPGST + dependencies [TGZ] [ZIP] [TXT]
 SSPGST reduces a real symmetric-definite generalized eigenproblem
 to standard form, using packed storage.

 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 SPPTRF.
          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 is CHARACTER*1
          = 'U':  Upper triangle of A is stored and B is factored as
          = 'L':  Lower triangle of A is stored and B is factored as
          N is INTEGER
          The order of the matrices A and B.  N >= 0.
          AP is REAL array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.

          On exit, if INFO = 0, the transformed matrix, stored in the
          same format as A.
          BP is REAL array, dimension (N*(N+1)/2)
          The triangular factor from the Cholesky factorization of B,
          stored in the same format as A, as returned by SPPTRF.
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
November 2011

Definition at line 114 of file sspgst.f.

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