sspgst(3F)

SSPGST - reduce a real symmetric-definite generalized eigenproblem to standard form, using packed storage

As shipped in IRIX 6.5.30. Unchanged since IRIX 6.5.

NAME
     SSPGST - reduce a real symmetric-definite generalized eigenproblem to
     standard form, using packed storage

SYNOPSIS
     SUBROUTINE SSPGST( ITYPE, UPLO, N, AP, BP, INFO )

         CHARACTER      UPLO

         INTEGER        INFO, ITYPE, N

         REAL           AP( * ), BP( * )

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.


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.

     AP      (input/output) 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      (input) 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    (output) INTEGER
             = 0:  successful exit
             < 0:  if INFO = -i, the i-th argument had an illegal value