SSYGST  -  reduce  a  real  symmetric-definite generalized
       eigenproblem 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, * )


PURPOSE

       SSYGST  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**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.

               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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