chegst(3P) Sun Performance Library chegst(3P)NAMEchegst - reduce a complex Hermitian-definite generalized eigenproblem
to standard form
SYNOPSIS
SUBROUTINE CHEGST(ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
CHARACTER * 1 UPLO
COMPLEX A(LDA,*), B(LDB,*)
INTEGER ITYPE, N, LDA, LDB, INFO
SUBROUTINE CHEGST_64(ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
CHARACTER * 1 UPLO
COMPLEX A(LDA,*), B(LDB,*)
INTEGER*8 ITYPE, N, LDA, LDB, INFO
F95 INTERFACE
SUBROUTINE HEGST(ITYPE, UPLO, N, A, [LDA], B, [LDB], [INFO])
CHARACTER(LEN=1) :: UPLO
COMPLEX, DIMENSION(:,:) :: A, B
INTEGER :: ITYPE, N, LDA, LDB, INFO
SUBROUTINE HEGST_64(ITYPE, UPLO, N, A, [LDA], B, [LDB], [INFO])
CHARACTER(LEN=1) :: UPLO
COMPLEX, DIMENSION(:,:) :: A, B
INTEGER(8) :: ITYPE, N, LDA, LDB, INFO
C INTERFACE
#include <sunperf.h>
void chegst(int itype, char uplo, int n, complex *a, int lda, complex
*b, int ldb, int *info);
void chegst_64(long itype, char uplo, long n, complex *a, long lda,
complex *b, long ldb, long *info);
PURPOSEchegst 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**H)*A*inv(U) or inv(L)*A*inv(L**H)
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**H or L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by CPOTRF.
ARGUMENTS
ITYPE (input)
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
UPLO (input)
= 'U': Upper triangle of A is stored and B is factored as
U**H*U; = 'L': Lower triangle of A is stored and B is fac‐
tored as L*L**H.
N (input) The order of the matrices A and B. N >= 0.
A (input/output)
On entry, the Hermitian matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper triangu‐
lar 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)
The leading dimension of the array A. LDA >= max(1,N).
B (input) The triangular factor from the Cholesky factorization of B,
as returned by CPOTRF.
LDB (input)
The leading dimension of the array B. LDB >= max(1,N).
INFO (output)
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
6 Mar 2009 chegst(3P)
