1*> \brief \b SSPGST 2* 3* =========== DOCUMENTATION =========== 4* 5* Online html documentation available at 6* http://www.netlib.org/lapack/explore-html/ 7* 8*> \htmlonly 9*> Download SSPGST + dependencies 10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sspgst.f"> 11*> [TGZ]</a> 12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sspgst.f"> 13*> [ZIP]</a> 14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sspgst.f"> 15*> [TXT]</a> 16*> \endhtmlonly 17* 18* Definition: 19* =========== 20* 21* SUBROUTINE SSPGST( ITYPE, UPLO, N, AP, BP, INFO ) 22* 23* .. Scalar Arguments .. 24* CHARACTER UPLO 25* INTEGER INFO, ITYPE, N 26* .. 27* .. Array Arguments .. 28* REAL AP( * ), BP( * ) 29* .. 30* 31* 32*> \par Purpose: 33* ============= 34*> 35*> \verbatim 36*> 37*> SSPGST reduces a real symmetric-definite generalized eigenproblem 38*> to standard form, using packed storage. 39*> 40*> If ITYPE = 1, the problem is A*x = lambda*B*x, 41*> and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T) 42*> 43*> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or 44*> B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L. 45*> 46*> B must have been previously factorized as U**T*U or L*L**T by SPPTRF. 47*> \endverbatim 48* 49* Arguments: 50* ========== 51* 52*> \param[in] ITYPE 53*> \verbatim 54*> ITYPE is INTEGER 55*> = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); 56*> = 2 or 3: compute U*A*U**T or L**T*A*L. 57*> \endverbatim 58*> 59*> \param[in] UPLO 60*> \verbatim 61*> UPLO is CHARACTER*1 62*> = 'U': Upper triangle of A is stored and B is factored as 63*> U**T*U; 64*> = 'L': Lower triangle of A is stored and B is factored as 65*> L*L**T. 66*> \endverbatim 67*> 68*> \param[in] N 69*> \verbatim 70*> N is INTEGER 71*> The order of the matrices A and B. N >= 0. 72*> \endverbatim 73*> 74*> \param[in,out] AP 75*> \verbatim 76*> AP is REAL array, dimension (N*(N+1)/2) 77*> On entry, the upper or lower triangle of the symmetric matrix 78*> A, packed columnwise in a linear array. The j-th column of A 79*> is stored in the array AP as follows: 80*> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; 81*> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. 82*> 83*> On exit, if INFO = 0, the transformed matrix, stored in the 84*> same format as A. 85*> \endverbatim 86*> 87*> \param[in] BP 88*> \verbatim 89*> BP is REAL array, dimension (N*(N+1)/2) 90*> The triangular factor from the Cholesky factorization of B, 91*> stored in the same format as A, as returned by SPPTRF. 92*> \endverbatim 93*> 94*> \param[out] INFO 95*> \verbatim 96*> INFO is INTEGER 97*> = 0: successful exit 98*> < 0: if INFO = -i, the i-th argument had an illegal value 99*> \endverbatim 100* 101* Authors: 102* ======== 103* 104*> \author Univ. of Tennessee 105*> \author Univ. of California Berkeley 106*> \author Univ. of Colorado Denver 107*> \author NAG Ltd. 108* 109*> \ingroup realOTHERcomputational 110* 111* ===================================================================== 112 SUBROUTINE SSPGST( ITYPE, UPLO, N, AP, BP, INFO ) 113* 114* -- LAPACK computational routine -- 115* -- LAPACK is a software package provided by Univ. of Tennessee, -- 116* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 117* 118* .. Scalar Arguments .. 119 CHARACTER UPLO 120 INTEGER INFO, ITYPE, N 121* .. 122* .. Array Arguments .. 123 REAL AP( * ), BP( * ) 124* .. 125* 126* ===================================================================== 127* 128* .. Parameters .. 129 REAL ONE, HALF 130 PARAMETER ( ONE = 1.0, HALF = 0.5 ) 131* .. 132* .. Local Scalars .. 133 LOGICAL UPPER 134 INTEGER J, J1, J1J1, JJ, K, K1, K1K1, KK 135 REAL AJJ, AKK, BJJ, BKK, CT 136* .. 137* .. External Subroutines .. 138 EXTERNAL SAXPY, SSCAL, SSPMV, SSPR2, STPMV, STPSV, 139 $ XERBLA 140* .. 141* .. External Functions .. 142 LOGICAL LSAME 143 REAL SDOT 144 EXTERNAL LSAME, SDOT 145* .. 146* .. Executable Statements .. 147* 148* Test the input parameters. 149* 150 INFO = 0 151 UPPER = LSAME( UPLO, 'U' ) 152 IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN 153 INFO = -1 154 ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 155 INFO = -2 156 ELSE IF( N.LT.0 ) THEN 157 INFO = -3 158 END IF 159 IF( INFO.NE.0 ) THEN 160 CALL XERBLA( 'SSPGST', -INFO ) 161 RETURN 162 END IF 163* 164 IF( ITYPE.EQ.1 ) THEN 165 IF( UPPER ) THEN 166* 167* Compute inv(U**T)*A*inv(U) 168* 169* J1 and JJ are the indices of A(1,j) and A(j,j) 170* 171 JJ = 0 172 DO 10 J = 1, N 173 J1 = JJ + 1 174 JJ = JJ + J 175* 176* Compute the j-th column of the upper triangle of A 177* 178 BJJ = BP( JJ ) 179 CALL STPSV( UPLO, 'Transpose', 'Nonunit', J, BP, 180 $ AP( J1 ), 1 ) 181 CALL SSPMV( UPLO, J-1, -ONE, AP, BP( J1 ), 1, ONE, 182 $ AP( J1 ), 1 ) 183 CALL SSCAL( J-1, ONE / BJJ, AP( J1 ), 1 ) 184 AP( JJ ) = ( AP( JJ )-SDOT( J-1, AP( J1 ), 1, BP( J1 ), 185 $ 1 ) ) / BJJ 186 10 CONTINUE 187 ELSE 188* 189* Compute inv(L)*A*inv(L**T) 190* 191* KK and K1K1 are the indices of A(k,k) and A(k+1,k+1) 192* 193 KK = 1 194 DO 20 K = 1, N 195 K1K1 = KK + N - K + 1 196* 197* Update the lower triangle of A(k:n,k:n) 198* 199 AKK = AP( KK ) 200 BKK = BP( KK ) 201 AKK = AKK / BKK**2 202 AP( KK ) = AKK 203 IF( K.LT.N ) THEN 204 CALL SSCAL( N-K, ONE / BKK, AP( KK+1 ), 1 ) 205 CT = -HALF*AKK 206 CALL SAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 ) 207 CALL SSPR2( UPLO, N-K, -ONE, AP( KK+1 ), 1, 208 $ BP( KK+1 ), 1, AP( K1K1 ) ) 209 CALL SAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 ) 210 CALL STPSV( UPLO, 'No transpose', 'Non-unit', N-K, 211 $ BP( K1K1 ), AP( KK+1 ), 1 ) 212 END IF 213 KK = K1K1 214 20 CONTINUE 215 END IF 216 ELSE 217 IF( UPPER ) THEN 218* 219* Compute U*A*U**T 220* 221* K1 and KK are the indices of A(1,k) and A(k,k) 222* 223 KK = 0 224 DO 30 K = 1, N 225 K1 = KK + 1 226 KK = KK + K 227* 228* Update the upper triangle of A(1:k,1:k) 229* 230 AKK = AP( KK ) 231 BKK = BP( KK ) 232 CALL STPMV( UPLO, 'No transpose', 'Non-unit', K-1, BP, 233 $ AP( K1 ), 1 ) 234 CT = HALF*AKK 235 CALL SAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 ) 236 CALL SSPR2( UPLO, K-1, ONE, AP( K1 ), 1, BP( K1 ), 1, 237 $ AP ) 238 CALL SAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 ) 239 CALL SSCAL( K-1, BKK, AP( K1 ), 1 ) 240 AP( KK ) = AKK*BKK**2 241 30 CONTINUE 242 ELSE 243* 244* Compute L**T *A*L 245* 246* JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1) 247* 248 JJ = 1 249 DO 40 J = 1, N 250 J1J1 = JJ + N - J + 1 251* 252* Compute the j-th column of the lower triangle of A 253* 254 AJJ = AP( JJ ) 255 BJJ = BP( JJ ) 256 AP( JJ ) = AJJ*BJJ + SDOT( N-J, AP( JJ+1 ), 1, 257 $ BP( JJ+1 ), 1 ) 258 CALL SSCAL( N-J, BJJ, AP( JJ+1 ), 1 ) 259 CALL SSPMV( UPLO, N-J, ONE, AP( J1J1 ), BP( JJ+1 ), 1, 260 $ ONE, AP( JJ+1 ), 1 ) 261 CALL STPMV( UPLO, 'Transpose', 'Non-unit', N-J+1, 262 $ BP( JJ ), AP( JJ ), 1 ) 263 JJ = J1J1 264 40 CONTINUE 265 END IF 266 END IF 267 RETURN 268* 269* End of SSPGST 270* 271 END 272