Provided by: liblapack-doc_3.12.0-3build1.1_all
NAME
hpgst - {hp,sp}gst: reduction to standard form, packed
SYNOPSIS
Functions subroutine chpgst (itype, uplo, n, ap, bp, info) CHPGST subroutine dspgst (itype, uplo, n, ap, bp, info) DSPGST subroutine sspgst (itype, uplo, n, ap, bp, info) SSPGST subroutine zhpgst (itype, uplo, n, ap, bp, info) ZHPGST
Detailed Description
Function Documentation
subroutine chpgst (integer itype, character uplo, integer n, complex, dimension( * ) ap, complex, dimension( * ) bp, integer info) CHPGST Purpose: CHPGST reduces a complex Hermitian-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**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 CPPTRF. 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. AP AP is COMPLEX array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the Hermitian 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 BP is COMPLEX 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 CPPTRF. 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 dspgst (integer itype, character uplo, integer n, double precision, dimension( * ) ap, double precision, dimension( * ) bp, integer info) DSPGST Purpose: DSPGST 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. 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. AP AP is 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 BP is 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 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 sspgst (integer itype, character uplo, integer n, real, dimension( * ) ap, real, dimension( * ) bp, integer info) SSPGST Purpose: SSPGST 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 SPPTRF. 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. AP AP is REAL 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 BP is REAL 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 SPPTRF. 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 zhpgst (integer itype, character uplo, integer n, complex*16, dimension( * ) ap, complex*16, dimension( * ) bp, integer info) ZHPGST Purpose: ZHPGST reduces a complex Hermitian-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**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 ZPPTRF. 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. AP AP is COMPLEX*16 array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the Hermitian 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 BP is COMPLEX*16 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 ZPPTRF. 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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