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hpgst(3) LAPACK hpgst(3)

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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