--- rpl/lapack/lapack/dspgst.f 2010/01/26 15:22:46 1.1 +++ rpl/lapack/lapack/dspgst.f 2023/08/07 08:39:06 1.18 @@ -1,9 +1,119 @@ +*> \brief \b DSPGST +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DSPGST + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DSPGST( ITYPE, UPLO, N, AP, BP, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, ITYPE, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION AP( * ), BP( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DSPGST 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 DPPTRF. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] ITYPE +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> = '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. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices A and B. N >= 0. +*> \endverbatim +*> +*> \param[in,out] AP +*> \verbatim +*> AP is DOUBLE PRECISION 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. +*> \endverbatim +*> +*> \param[in] BP +*> \verbatim +*> BP is DOUBLE PRECISION 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 DPPTRF. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \ingroup doubleOTHERcomputational +* +* ===================================================================== SUBROUTINE DSPGST( ITYPE, UPLO, N, AP, BP, INFO ) * -* -- LAPACK routine (version 3.2) -- +* -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 * * .. Scalar Arguments .. CHARACTER UPLO @@ -13,54 +123,6 @@ DOUBLE PRECISION AP( * ), BP( * ) * .. * -* Purpose -* ======= -* -* DSPGST 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 DPPTRF. -* -* 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*1 -* = '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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DPPTRF. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value -* * ===================================================================== * * .. Parameters .. @@ -102,7 +164,7 @@ IF( ITYPE.EQ.1 ) THEN IF( UPPER ) THEN * -* Compute inv(U')*A*inv(U) +* Compute inv(U**T)*A*inv(U) * * J1 and JJ are the indices of A(1,j) and A(j,j) * @@ -124,7 +186,7 @@ 10 CONTINUE ELSE * -* Compute inv(L)*A*inv(L') +* Compute inv(L)*A*inv(L**T) * * KK and K1K1 are the indices of A(k,k) and A(k+1,k+1) * @@ -154,7 +216,7 @@ ELSE IF( UPPER ) THEN * -* Compute U*A*U' +* Compute U*A*U**T * * K1 and KK are the indices of A(1,k) and A(k,k) * @@ -179,7 +241,7 @@ 30 CONTINUE ELSE * -* Compute L'*A*L +* Compute L**T *A*L * * JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1) *