table of contents
hpgst(3) | Library Functions Manual | 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 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 112 of file chpgst.f.
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 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 112 of file dspgst.f.
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 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 112 of file sspgst.f.
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 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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 112 of file zhpgst.f.
Author¶
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