SUBROUTINE SSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) * * -- LAPACK routine (version 3.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2006 * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, ITYPE, LDA, LDB, N * .. * .. Array Arguments .. REAL A( LDA, * ), B( LDB, * ) * .. * * Purpose * ======= * * SSYGST reduces a real symmetric-definite generalized eigenproblem * to standard form. * * If ITYPE = 1, the problem is A*x = lambda*B*x, * and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T) * * 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**T or L**T*A*L. * * B must have been previously factorized as U**T*U or L*L**T by SPOTRF. * * Arguments * ========= * * ITYPE (input) INTEGER * = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); * = 2 or 3: compute U*A*U**T or L**T*A*L. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored and B is factored as * U**T*U; * = 'L': Lower triangle of A is stored and B is factored as * L*L**T. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) REAL array, dimension (LDA,N) * On entry, the symmetric 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) REAL array, dimension (LDB,N) * The triangular factor from the Cholesky factorization of B, * as returned by SPOTRF. * * 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 * * ===================================================================== * * .. Parameters .. REAL ONE, HALF PARAMETER ( ONE = 1.0, HALF = 0.5 ) * .. * .. Local Scalars .. LOGICAL UPPER INTEGER K, KB, NB * .. * .. External Subroutines .. EXTERNAL SSYGS2, SSYMM, SSYR2K, STRMM, STRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV EXTERNAL LSAME, ILAENV * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN INFO = -1 ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SSYGST', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) \$ RETURN * * Determine the block size for this environment. * NB = ILAENV( 1, 'SSYGST', UPLO, N, -1, -1, -1 ) * IF( NB.LE.1 .OR. NB.GE.N ) THEN * * Use unblocked code * CALL SSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) ELSE * * Use blocked code * IF( ITYPE.EQ.1 ) THEN IF( UPPER ) THEN * * Compute inv(U')*A*inv(U) * DO 10 K = 1, N, NB KB = MIN( N-K+1, NB ) * * Update the upper triangle of A(k:n,k:n) * CALL SSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA, \$ B( K, K ), LDB, INFO ) IF( K+KB.LE.N ) THEN CALL STRSM( 'Left', UPLO, 'Transpose', 'Non-unit', \$ KB, N-K-KB+1, ONE, B( K, K ), LDB, \$ A( K, K+KB ), LDA ) CALL SSYMM( 'Left', UPLO, KB, N-K-KB+1, -HALF, \$ A( K, K ), LDA, B( K, K+KB ), LDB, ONE, \$ A( K, K+KB ), LDA ) CALL SSYR2K( UPLO, 'Transpose', N-K-KB+1, KB, -ONE, \$ A( K, K+KB ), LDA, B( K, K+KB ), LDB, \$ ONE, A( K+KB, K+KB ), LDA ) CALL SSYMM( 'Left', UPLO, KB, N-K-KB+1, -HALF, \$ A( K, K ), LDA, B( K, K+KB ), LDB, ONE, \$ A( K, K+KB ), LDA ) CALL STRSM( 'Right', UPLO, 'No transpose', \$ 'Non-unit', KB, N-K-KB+1, ONE, \$ B( K+KB, K+KB ), LDB, A( K, K+KB ), \$ LDA ) END IF 10 CONTINUE ELSE * * Compute inv(L)*A*inv(L') * DO 20 K = 1, N, NB KB = MIN( N-K+1, NB ) * * Update the lower triangle of A(k:n,k:n) * CALL SSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA, \$ B( K, K ), LDB, INFO ) IF( K+KB.LE.N ) THEN CALL STRSM( 'Right', UPLO, 'Transpose', 'Non-unit', \$ N-K-KB+1, KB, ONE, B( K, K ), LDB, \$ A( K+KB, K ), LDA ) CALL SSYMM( 'Right', UPLO, N-K-KB+1, KB, -HALF, \$ A( K, K ), LDA, B( K+KB, K ), LDB, ONE, \$ A( K+KB, K ), LDA ) CALL SSYR2K( UPLO, 'No transpose', N-K-KB+1, KB, \$ -ONE, A( K+KB, K ), LDA, B( K+KB, K ), \$ LDB, ONE, A( K+KB, K+KB ), LDA ) CALL SSYMM( 'Right', UPLO, N-K-KB+1, KB, -HALF, \$ A( K, K ), LDA, B( K+KB, K ), LDB, ONE, \$ A( K+KB, K ), LDA ) CALL STRSM( 'Left', UPLO, 'No transpose', \$ 'Non-unit', N-K-KB+1, KB, ONE, \$ B( K+KB, K+KB ), LDB, A( K+KB, K ), \$ LDA ) END IF 20 CONTINUE END IF ELSE IF( UPPER ) THEN * * Compute U*A*U' * DO 30 K = 1, N, NB KB = MIN( N-K+1, NB ) * * Update the upper triangle of A(1:k+kb-1,1:k+kb-1) * CALL STRMM( 'Left', UPLO, 'No transpose', 'Non-unit', \$ K-1, KB, ONE, B, LDB, A( 1, K ), LDA ) CALL SSYMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ), \$ LDA, B( 1, K ), LDB, ONE, A( 1, K ), LDA ) CALL SSYR2K( UPLO, 'No transpose', K-1, KB, ONE, \$ A( 1, K ), LDA, B( 1, K ), LDB, ONE, A, \$ LDA ) CALL SSYMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ), \$ LDA, B( 1, K ), LDB, ONE, A( 1, K ), LDA ) CALL STRMM( 'Right', UPLO, 'Transpose', 'Non-unit', \$ K-1, KB, ONE, B( K, K ), LDB, A( 1, K ), \$ LDA ) CALL SSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA, \$ B( K, K ), LDB, INFO ) 30 CONTINUE ELSE * * Compute L'*A*L * DO 40 K = 1, N, NB KB = MIN( N-K+1, NB ) * * Update the lower triangle of A(1:k+kb-1,1:k+kb-1) * CALL STRMM( 'Right', UPLO, 'No transpose', 'Non-unit', \$ KB, K-1, ONE, B, LDB, A( K, 1 ), LDA ) CALL SSYMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ), \$ LDA, B( K, 1 ), LDB, ONE, A( K, 1 ), LDA ) CALL SSYR2K( UPLO, 'Transpose', K-1, KB, ONE, \$ A( K, 1 ), LDA, B( K, 1 ), LDB, ONE, A, \$ LDA ) CALL SSYMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ), \$ LDA, B( K, 1 ), LDB, ONE, A( K, 1 ), LDA ) CALL STRMM( 'Left', UPLO, 'Transpose', 'Non-unit', KB, \$ K-1, ONE, B( K, K ), LDB, A( K, 1 ), LDA ) CALL SSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA, \$ B( K, K ), LDB, INFO ) 40 CONTINUE END IF END IF END IF RETURN * * End of SSYGST * END