1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91
|
.TH DSBGST l "15 June 2000" "LAPACK version 3.0" ")"
.SH NAME
DSBGST - reduce a real symmetric-definite banded generalized eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y,
.SH SYNOPSIS
.TP 19
SUBROUTINE DSBGST(
VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X,
LDX, WORK, INFO )
.TP 19
.ti +4
CHARACTER
UPLO, VECT
.TP 19
.ti +4
INTEGER
INFO, KA, KB, LDAB, LDBB, LDX, N
.TP 19
.ti +4
DOUBLE
PRECISION AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
X( LDX, * )
.SH PURPOSE
DSBGST 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.
.br
B must have been previously factorized as S**T*S by DPBSTF, 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.
.br
.SH ARGUMENTS
.TP 8
VECT (input) CHARACTER*1
= 'N': do not form the transformation matrix X;
.br
= 'V': form X.
.TP 8
UPLO (input) CHARACTER*1
.br
= 'U': Upper triangle of A is stored;
.br
= 'L': Lower triangle of A is stored.
.TP 8
N (input) INTEGER
The order of the matrices A and B. N >= 0.
.TP 8
KA (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0.
.TP 8
KB (input) INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
.TP 8
AB (input/output) DOUBLE PRECISION 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.
.TP 8
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
.TP 8
BB (input) DOUBLE PRECISION array, dimension (LDBB,N)
The banded factor S from the split Cholesky factorization of
B, as returned by DPBSTF, stored in the first KB+1 rows of
the array.
.TP 8
LDBB (input) INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
.TP 8
X (output) DOUBLE PRECISION array, dimension (LDX,N)
If VECT = 'V', the n-by-n matrix X.
If VECT = 'N', the array X is not referenced.
.TP 8
LDX (input) INTEGER
The leading dimension of the array X.
LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
.TP 8
WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
.TP 8
INFO (output) INTEGER
= 0: successful exit
.br
< 0: if INFO = -i, the i-th argument had an illegal value.
|