
DSYGS2(l) ) DSYGS2(l)
NAME
DSYGS2  reduce a real symmetricdefinite generalized eigenproblem to standard form
SYNOPSIS
SUBROUTINE DSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
CHARACTER UPLO
INTEGER INFO, ITYPE, LDA, LDB, N
DOUBLE PRECISION A( LDA, * ), B( LDB, * )
PURPOSE
DSYGS2 reduces a real symmetricdefinite 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 DPOTRF.
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 symmetric 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) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading n by n upper trian
gular 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) DOUBLE PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B, as returned by DPOTRF.
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 ith argument had an illegal value.
LAPACK version 3.0 15 June 2000 DSYGS2(l) 
