hegs2
{he,sy}gs2: reduction to standard form, level 2
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- Source: lapack
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SYNOPSIS
Functions
subroutine chegs2 (itype, uplo, n, a, lda, b, ldb, info)
CHEGS2 reduces a Hermitian definite generalized eigenproblem to
standard form, using the factorization results obtained from cpotrf
(unblocked algorithm). subroutine dsygs2 (itype, uplo, n, a, lda, b,
ldb, info)
DSYGS2 reduces a symmetric definite generalized eigenproblem to
standard form, using the factorization results obtained from spotrf
(unblocked algorithm). subroutine ssygs2 (itype, uplo, n, a, lda, b,
ldb, info)
SSYGS2 reduces a symmetric definite generalized eigenproblem to
standard form, using the factorization results obtained from spotrf
(unblocked algorithm). subroutine zhegs2 (itype, uplo, n, a, lda, b,
ldb, info)
ZHEGS2 reduces a Hermitian definite generalized eigenproblem to
standard form, using the factorization results obtained from cpotrf
(unblocked algorithm).
Function Documentation
subroutine chegs2 (integer itype, character uplo, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, integer info)
CHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).
Purpose:
CHEGS2 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
Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored, and how B has been factorized.
= 'U': Upper triangular
= 'L': Lower triangular
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 dsygs2 (integer itype, character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, integer info)
DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).
Purpose:
DSYGS2 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
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored, and how B has been factorized.
= 'U': Upper triangular
= 'L': Lower triangular
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 ssygs2 (integer itype, character uplo, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, integer info)
SSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).
Purpose:
SSYGS2 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
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored, and how B has been factorized.
= 'U': Upper triangular
= 'L': Lower triangular
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 zhegs2 (integer itype, character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, integer info)
ZHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).
Purpose:
ZHEGS2 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
Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored, and how B has been factorized.
= 'U': Upper triangular
= 'L': Lower triangular
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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