hegst - {he,sy}gst: reduction to standard form

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subroutinechegst(integeritype,characteruplo,integern,complex,dimension(lda,*)a,integerlda,complex,dimension(ldb,*)b,integerldb,integerinfo)CHEGSTPurpose: 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. ParametersITYPE 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. subroutinedsygst(integeritype,characteruplo,integern,doubleprecision,dimension(lda,*)a,integerlda,doubleprecision,dimension(ldb,*)b,integerldb,integerinfo)DSYGSTPurpose: 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. ParametersITYPE 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. subroutinessygst(integeritype,characteruplo,integern,real,dimension(lda,*)a,integerlda,real,dimension(ldb,*)b,integerldb,integerinfo)SSYGSTPurpose: 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. ParametersITYPE 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. subroutinezhegst(integeritype,characteruplo,integern,complex*16,dimension(lda,*)a,integerlda,complex*16,dimension(ldb,*)b,integerldb,integerinfo)ZHEGSTPurpose: 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. ParametersITYPE 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.

hegst - {he,sy}gst: reduction to standard form

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