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LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
|
| subroutine ssbgst | ( | character | VECT, |
| character | UPLO, | ||
| integer | N, | ||
| integer | KA, | ||
| integer | KB, | ||
| real, dimension( ldab, * ) | AB, | ||
| integer | LDAB, | ||
| real, dimension( ldbb, * ) | BB, | ||
| integer | LDBB, | ||
| real, dimension( ldx, * ) | X, | ||
| integer | LDX, | ||
| real, dimension( * ) | WORK, | ||
| integer | INFO | ||
| ) |
SSBGST
Download SSBGST + dependencies [TGZ] [ZIP] [TXT]
SSBGST reduces a real symmetric-definite banded generalized eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y, such that C has the same bandwidth as A. B must have been previously factorized as S**T*S by SPBSTF, using a split Cholesky factorization. A is overwritten by C = X**T*A*X, where X = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the bandwidth of A.
| [in] | VECT | VECT is CHARACTER*1
= 'N': do not form the transformation matrix X;
= 'V': form X. |
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrices A and B. N >= 0. |
| [in] | KA | KA is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0. |
| [in] | KB | KB is INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0. |
| [in,out] | AB | AB is REAL array, dimension (LDAB,N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first ka+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
On exit, the transformed matrix X**T*A*X, stored in the same
format as A. |
| [in] | LDAB | LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1. |
| [in] | BB | BB is REAL array, dimension (LDBB,N)
The banded factor S from the split Cholesky factorization of
B, as returned by SPBSTF, stored in the first KB+1 rows of
the array. |
| [in] | LDBB | LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1. |
| [out] | X | X is REAL array, dimension (LDX,N)
If VECT = 'V', the n-by-n matrix X.
If VECT = 'N', the array X is not referenced. |
| [in] | LDX | LDX is INTEGER
The leading dimension of the array X.
LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise. |
| [out] | WORK | WORK is REAL array, dimension (2*N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value. |