NAME ssygst - reduce a real symmetric-definite generalized eigen- problem to standard form SYNOPSIS SUBROUTINE SSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) CHARACTER UPLO INTEGER INFO, ITYPE, LDA, LDB, N REAL A( LDA, * ), B( LDB, * ) #include <sunperf.h> void ssygst(int itype, char uplo, int n, float *sa, int lda, float *sb, int ldb, int *info) ; PURPOSE SSYGST reduces a real symmetric-definite generalized eigen- problem 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. ARGUMENTS ITYPE (input) 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 (input) CHARACTER = '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 (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A con- tains 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 tri- angular 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 (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input) REAL array, dimension (LDB,N) The triangular factor from the Cholesky factoriza- tion of B, as returned by SPOTRF. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an ille- gal value
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