DSYGS2 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 DPOTRF.

ITYPE

          ITYPE is 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

          UPLO is CHARACTER*1


          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

          N is INTEGER


          The order of the matrices A and B.  N >= 0.

A

          A is DOUBLE PRECISION 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

          LDA is INTEGER


          The leading dimension of the array A.  LDA >= max(1,N).

B

          B is DOUBLE PRECISION array, dimension (LDB,N)


          The triangular factor from the Cholesky factorization of B,


          as returned by DPOTRF.

LDB

          LDB is INTEGER


          The leading dimension of the array B.  LDB >= max(1,N).

INFO

          INFO is INTEGER


          = 0:  successful exit.


          < 0:  if INFO = -i, the i-th argument had an illegal value.

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

December 2016