dspgst(3P) Sun Performance Library dspgst(3P)NAMEdspgst - reduce a real symmetric-definite generalized eigenproblem to
standard form, using packed storage
SYNOPSIS
SUBROUTINE DSPGST(ITYPE, UPLO, N, AP, BP, INFO)
CHARACTER * 1 UPLO
INTEGER ITYPE, N, INFO
DOUBLE PRECISION AP(*), BP(*)
SUBROUTINE DSPGST_64(ITYPE, UPLO, N, AP, BP, INFO)
CHARACTER * 1 UPLO
INTEGER*8 ITYPE, N, INFO
DOUBLE PRECISION AP(*), BP(*)
F95 INTERFACE
SUBROUTINE SPGST(ITYPE, UPLO, [N], AP, BP, [INFO])
CHARACTER(LEN=1) :: UPLO
INTEGER :: ITYPE, N, INFO
REAL(8), DIMENSION(:) :: AP, BP
SUBROUTINE SPGST_64(ITYPE, UPLO, [N], AP, BP, [INFO])
CHARACTER(LEN=1) :: UPLO
INTEGER(8) :: ITYPE, N, INFO
REAL(8), DIMENSION(:) :: AP, BP
C INTERFACE
#include <sunperf.h>
void dspgst(int itype, char uplo, int n, double *ap, double *bp, int
*info);
void dspgst_64(long itype, char uplo, long n, double *ap, double *bp,
long *info);
PURPOSEdspgst 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 DPPTRF.
ARGUMENTS
ITYPE (input)
= 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)
= '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 fac‐
tored as L*L**T.
N (input) The order of the matrices A and B. N >= 0.
AP (input/output)
Double precision 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 (input)
Double precision 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 DPPTRF.
INFO (output)
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
6 Mar 2009 dspgst(3P)