NAME

       dspgst.f -

SYNOPSIS

   Functions/Subroutines
       subroutine dspgst (ITYPE, UPLO, N, AP, BP, INFO)
           DSPGST

Function/Subroutine Documentation

   subroutine dspgst (integerITYPE, characterUPLO, integerN, double precision, dimension( * )AP,
       double precision, dimension( * )BP, integerINFO)
       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.

       Date:
           November 2011

       Definition at line 114 of file dspgst.f.

Author

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