hbgst(3) | LAPACK | hbgst(3) |
hbgst - {hb,sb}gst: reduction to standard form, banded
subroutine chbgst (vect, uplo, n, ka, kb, ab, ldab, bb,
ldbb, x, ldx, work, rwork, info)
CHBGST subroutine dsbgst (vect, uplo, n, ka, kb, ab, ldab, bb,
ldbb, x, ldx, work, info)
DSBGST subroutine ssbgst (vect, uplo, n, ka, kb, ab, ldab, bb,
ldbb, x, ldx, work, info)
SSBGST subroutine zhbgst (vect, uplo, n, ka, kb, ab, ldab, bb,
ldbb, x, ldx, work, rwork, info)
ZHBGST
CHBGST
Purpose:
CHBGST reduces a complex Hermitian-definite banded generalized eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y, such that C has the same bandwidth as A. B must have been previously factorized as S**H*S by CPBSTF, using a split Cholesky factorization. A is overwritten by C = X**H*A*X, where X = S**(-1)*Q and Q is a unitary matrix chosen to preserve the bandwidth of A.
Parameters
VECT is CHARACTER*1 = 'N': do not form the transformation matrix X; = 'V': form X.
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
N
N is INTEGER The order of the matrices A and B. N >= 0.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N) On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the transformed matrix X**H*A*X, stored in the same format as A.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is COMPLEX array, dimension (LDBB,N) The banded factor S from the split Cholesky factorization of B, as returned by CPBSTF, stored in the first kb+1 rows of the array.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
X
X is COMPLEX array, dimension (LDX,N) If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X is not referenced.
LDX
LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
WORK
WORK is COMPLEX array, dimension (N)
RWORK
RWORK is REAL array, dimension (N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
DSBGST
Purpose:
DSBGST reduces a real symmetric-definite banded generalized eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y, such that C has the same bandwidth as A. B must have been previously factorized as S**T*S by DPBSTF, using a split Cholesky factorization. A is overwritten by C = X**T*A*X, where X = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the bandwidth of A.
Parameters
VECT is CHARACTER*1 = 'N': do not form the transformation matrix X; = 'V': form X.
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
N
N is INTEGER The order of the matrices A and B. N >= 0.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB,N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the transformed matrix X**T*A*X, stored in the same format as A.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is DOUBLE PRECISION array, dimension (LDBB,N) The banded factor S from the split Cholesky factorization of B, as returned by DPBSTF, stored in the first KB+1 rows of the array.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
X
X is DOUBLE PRECISION array, dimension (LDX,N) If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X is not referenced.
LDX
LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
WORK
WORK is DOUBLE PRECISION array, dimension (2*N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
SSBGST
Purpose:
SSBGST reduces a real symmetric-definite banded generalized eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y, such that C has the same bandwidth as A. B must have been previously factorized as S**T*S by SPBSTF, using a split Cholesky factorization. A is overwritten by C = X**T*A*X, where X = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the bandwidth of A.
Parameters
VECT is CHARACTER*1 = 'N': do not form the transformation matrix X; = 'V': form X.
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
N
N is INTEGER The order of the matrices A and B. N >= 0.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
AB
AB is REAL array, dimension (LDAB,N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the transformed matrix X**T*A*X, stored in the same format as A.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is REAL array, dimension (LDBB,N) The banded factor S from the split Cholesky factorization of B, as returned by SPBSTF, stored in the first KB+1 rows of the array.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
X
X is REAL array, dimension (LDX,N) If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X is not referenced.
LDX
LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
WORK
WORK is REAL array, dimension (2*N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
ZHBGST
Purpose:
ZHBGST reduces a complex Hermitian-definite banded generalized eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y, such that C has the same bandwidth as A. B must have been previously factorized as S**H*S by ZPBSTF, using a split Cholesky factorization. A is overwritten by C = X**H*A*X, where X = S**(-1)*Q and Q is a unitary matrix chosen to preserve the bandwidth of A.
Parameters
VECT is CHARACTER*1 = 'N': do not form the transformation matrix X; = 'V': form X.
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
N
N is INTEGER The order of the matrices A and B. N >= 0.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
AB
AB is COMPLEX*16 array, dimension (LDAB,N) On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the transformed matrix X**H*A*X, stored in the same format as A.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is COMPLEX*16 array, dimension (LDBB,N) The banded factor S from the split Cholesky factorization of B, as returned by ZPBSTF, stored in the first kb+1 rows of the array.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
X
X is COMPLEX*16 array, dimension (LDX,N) If VECT = 'V', the n-by-n matrix X. If VECT = 'N', the array X is not referenced.
LDX
LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
WORK
WORK is COMPLEX*16 array, dimension (N)
RWORK
RWORK is DOUBLE PRECISION array, dimension (N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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