DSYGS2 - reduce a real symmetric-definite generalized
eigenproblem to standard form
SYNOPSIS
SUBROUTINE DSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
CHARACTER UPLO
INTEGER INFO, ITYPE, LDA, LDB, N
DOUBLE PRECISION A( LDA, * ), B( LDB, * )
PURPOSE
DSYGS2 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')*A*inv(U) or
inv(L)*A*inv(L')
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` or
L'*A*L.
B must have been previously factorized as U'*U or L*L' by
DPOTRF.
ARGUMENTS
ITYPE (input) INTEGER
= 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
= 2 or 3: compute U*A*U' or L'*A*L.
UPLO (input) CHARACTER
Specifies whether the upper or lower triangular
part of the symmetric matrix A is stored, and how
B has been factorized. = 'U': Upper triangular
= 'L': Lower triangular
N (input) INTEGER
The order of the matrices A and B. N >= 0.
A (input/output) 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 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,
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
B (input) DOUBLE PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factoriza
tion of B, as returned by DPOTRF.
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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