--- rpl/lapack/lapack/dsygst.f 2011/07/22 07:38:11 1.8 +++ rpl/lapack/lapack/dsygst.f 2011/11/21 20:43:04 1.9 @@ -1,9 +1,136 @@ +*> \brief \b DSYGST +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DSYGST + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, ITYPE, LDA, LDB, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), B( LDB, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DSYGST 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. +*> \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] A +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[in] B +*> \verbatim +*> B is DOUBLE PRECISION array, dimension (LDB,N) +*> The triangular factor from the Cholesky factorization of B, +*> as returned by DPOTRF. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the array B. LDB >= max(1,N). +*> \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. +* +*> \date November 2011 +* +*> \ingroup doubleSYcomputational +* +* ===================================================================== SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) * -* -- LAPACK routine (version 3.3.1) -- +* -- LAPACK computational routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* -- April 2011 -- +* November 2011 * * .. Scalar Arguments .. CHARACTER UPLO @@ -13,62 +140,6 @@ DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * -* Purpose -* ======= -* -* DSYGST 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) 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. -* -* 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 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) 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 factorization 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 illegal value -* * ===================================================================== * * .. Parameters ..