Provided by: liblapack-doc_3.12.0-3build1_all 
NAME
hegst - {he,sy}gst: reduction to standard form
SYNOPSIS
Functions
subroutine chegst (itype, uplo, n, a, lda, b, ldb, info)
CHEGST
subroutine dsygst (itype, uplo, n, a, lda, b, ldb, info)
DSYGST
subroutine ssygst (itype, uplo, n, a, lda, b, ldb, info)
SSYGST
subroutine zhegst (itype, uplo, n, a, lda, b, ldb, info)
ZHEGST
Detailed Description
Function Documentation
subroutine chegst (integer itype, character uplo, integer n, complex, dimension( lda, * ) a,
integer lda, complex, dimension( ldb, * ) b, integer ldb, integer info)
CHEGST
Purpose:
CHEGST reduces a complex Hermitian-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
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**H or L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by CPOTRF.
Parameters
ITYPE
ITYPE is INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored and B is factored as
U**H*U;
= 'L': Lower triangle of A is stored and B is factored as
L*L**H.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the Hermitian 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by CPOTRF.
B is modified by the routine but restored on exit.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dsygst (integer itype, character uplo, integer n, double precision, dimension( lda,
* ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, integer info)
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.
Parameters
ITYPE
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
UPLO is 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
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is DOUBLE PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by DPOTRF.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssygst (integer itype, character uplo, integer n, real, dimension( lda, * ) a,
integer lda, real, dimension( ldb, * ) b, integer ldb, integer info)
SSYGST
Purpose:
SSYGST 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 SPOTRF.
Parameters
ITYPE
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
UPLO is 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
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is REAL 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is REAL array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by SPOTRF.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhegst (integer itype, character uplo, integer n, complex*16, dimension( lda, * )
a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, integer info)
ZHEGST
Purpose:
ZHEGST reduces a complex Hermitian-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
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**H or L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by ZPOTRF.
Parameters
ITYPE
ITYPE is INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored and B is factored as
U**H*U;
= 'L': Lower triangle of A is stored and B is factored as
L*L**H.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
On entry, the Hermitian 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX*16 array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by ZPOTRF.
B is modified by the routine but restored on exit.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author
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