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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

!>          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.

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

!>          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.

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

!>          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.

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

!>          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.

Definition at line 112 of file zhpgst.f.

Author

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