LAPACK
3.4.2
LAPACK: Linear Algebra PACKage

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Functions/Subroutines  
subroutine  chegs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO) 
CHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm). 
subroutine chegs2  (  integer  ITYPE, 
character  UPLO,  
integer  N,  
complex, dimension( lda, * )  A,  
integer  LDA,  
complex, dimension( ldb, * )  B,  
integer  LDB,  
integer  INFO  
) 
CHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).
Download CHEGS2 + dependencies [TGZ] [ZIP] [TXT]CHEGS2 reduces a complex Hermitiandefinite 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 ZPOTRF.
[in]  ITYPE  ITYPE is INTEGER = 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. 
[in]  UPLO  UPLO is CHARACTER*1 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 
[in]  N  N is INTEGER The order of the matrices A and B. N >= 0. 
[in,out]  A  A is 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. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in,out]  B  B is COMPLEX array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by CPOTRF. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[out]  INFO  INFO is INTEGER = 0: successful exit. < 0: if INFO = i, the ith argument had an illegal value. 
Definition at line 128 of file chegs2.f.