Previous: sspevx Up: ../lapack-s.html Next: sspgv

NAME SSPGST - reduce a real symmetric-definite generalized eigen- problem to standard form, using packed storage SYNOPSIS SUBROUTINE SSPGST( ITYPE, UPLO, N, AP, BP, INFO ) CHARACTER UPLO INTEGER INFO, ITYPE, N REAL AP( * ), BP( * ) PURPOSE SSPGST reduces a real symmetric-definite generalized eigen- problem 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. 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 = 'U': Upper triangle of A is stored and B is fac- tored 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. AP (input/output) REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the sym- metric 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 (input) REAL array, dimension (N*(N+1)/2) The triangular factor from the Cholesky factoriza- tion of B, stored in the same format as A, as returned by SPPTRF. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value