NAME

chegs2 - reduce a complex Hermitian-definite generalized eigenproblem to standard form

SYNOPSIS

SUBROUTINE CHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )

CHARACTER UPLO

INTEGER INFO, ITYPE, LDA, LDB, N

COMPLEX A( LDA, ∗ ), B( LDB, ∗ )

#include <sunperf.h>

void chegs2(int itype, char uplo, int n, complex ∗ca, int lda, complex ∗cb, int ldb, int ∗info) ;

PURPOSE

CHEGS2 reduces a complex Hermitian-definite generalized eigenproblem to standard form. 
 
If ITYPE = 1, the problem is A∗x = lambda∗B∗x,
and A is overwritten by inv(U’)∗A∗inv(U) or inv(L)∗A∗inv(L’)
 
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‘ or L’∗A∗L.
 
B must have been previously factorized as U’∗U or L∗L’ by CPOTRF.
 

ARGUMENTS

ITYPE (input) INTEGER
= 1: compute inv(U’)∗A∗inv(U) or inv(L)∗A∗inv(L’);
= 2 or 3: compute U∗A∗U’ or L’∗A∗L.

UPLO (input) CHARACTER
Specifies whether the upper or lower triangular part of the Hermitian matrix A is stored, and how B has been factorized. = ’U’:  Upper triangular
= ’L’:  Lower triangular

N (input) INTEGER
The order of the matrices A and B.  N >= 0.

A (input/output) COMPLEX array, dimension (LDA,N)
On entry, the Hermitian 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) COMPLEX array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B, as returned by CPOTRF.

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.

SunOS 5.0  —  Last change: 10 Dec 1998