DSYGS2(3) LAPACK routine of NEC Numeric Library Collection DSYGS2(3) NAME DSYGS2 SYNOPSIS SUBROUTINE DSYGS2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO) 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**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 DPOTRF. ARGUMENTS ITYPE (input) 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 (input) UPLO is CHARACTER*1 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) N is INTEGER The order of the matrices A and B. N >= 0. A (input/output) A is 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 contains 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 triangular 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) LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input) B is DOUBLE PRECISION array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by DPOTRF. LDB (input) LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO (output) INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. LAPACK routine 31 October 2017 DSYGS2(3)