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NAME DSYGST - reduce a real symmetric-definite generalized eigen- problem to standard form SYNOPSIS 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 symmetric-definite generalized eigen- problem 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 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored, and how B has been factorized. = '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 con- tains 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 tri- angular 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 factoriza- tion 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