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*> \date November 2011 110* 111*> \ingroup realOTHERcomputational 112* 113* ===================================================================== 114 SUBROUTINE SSPGST( ITYPE, UPLO, N, AP, BP, INFO ) 115* 116* -- LAPACK computational routine (version 3.4.0) -- 117* -- LAPACK is a software package provided by Univ. of Tennessee, -- 118* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 119* November 2011 120* 121* .. Scalar Arguments .. 122 CHARACTER UPLO 123 INTEGER INFO, ITYPE, N 124* .. 125* .. Array Arguments .. 126 REAL AP( * ), BP( * ) 127* .. 128* 129* ===================================================================== 130* 131* .. Parameters .. 132 REAL ONE, HALF 133 PARAMETER ( ONE = 1.0, HALF = 0.5 ) 134* .. 135* .. Local Scalars .. 136 LOGICAL UPPER 137 INTEGER J, J1, J1J1, JJ, K, K1, K1K1, KK 138 REAL AJJ, AKK, BJJ, BKK, CT 139* .. 140* .. External Subroutines .. 141 EXTERNAL SAXPY, SSCAL, SSPMV, SSPR2, STPMV, STPSV, 142 $ XERBLA 143* .. 144* .. External Functions .. 145 LOGICAL LSAME 146 REAL SDOT 147 EXTERNAL LSAME, SDOT 148* .. 149* .. Executable Statements .. 150* 151* Test the input parameters. 152* 153 INFO = 0 154 UPPER = LSAME( UPLO, 'U' ) 155 IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN 156 INFO = -1 157 ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 158 INFO = -2 159 ELSE IF( N.LT.0 ) THEN 160 INFO = -3 161 END IF 162 IF( INFO.NE.0 ) THEN 163 CALL XERBLA( 'SSPGST', -INFO ) 164 RETURN 165 END IF 166* 167 IF( ITYPE.EQ.1 ) THEN 168 IF( UPPER ) THEN 169* 170* Compute inv(U**T)*A*inv(U) 171* 172* J1 and JJ are the indices of A(1,j) and A(j,j) 173* 174 JJ = 0 175 DO 10 J = 1, N 176 J1 = JJ + 1 177 JJ = JJ + J 178* 179* Compute the j-th column of the upper triangle of A 180* 181 BJJ = BP( JJ ) 182 CALL STPSV( UPLO, 'Transpose', 'Nonunit', J, BP, 183 $ AP( J1 ), 1 ) 184 CALL SSPMV( UPLO, J-1, -ONE, AP, BP( J1 ), 1, ONE, 185 $ AP( J1 ), 1 ) 186 CALL SSCAL( J-1, ONE / BJJ, AP( J1 ), 1 ) 187 AP( JJ ) = ( AP( JJ )-SDOT( J-1, AP( J1 ), 1, BP( J1 ), 188 $ 1 ) ) / BJJ 189 10 CONTINUE 190 ELSE 191* 192* Compute inv(L)*A*inv(L**T) 193* 194* KK and K1K1 are the indices of A(k,k) and A(k+1,k+1) 195* 196 KK = 1 197 DO 20 K = 1, N 198 K1K1 = KK + N - K + 1 199* 200* Update the lower triangle of A(k:n,k:n) 201* 202 AKK = AP( KK ) 203 BKK = BP( KK ) 204 AKK = AKK / BKK**2 205 AP( KK ) = AKK 206 IF( K.LT.N ) THEN 207 CALL SSCAL( N-K, ONE / BKK, AP( KK+1 ), 1 ) 208 CT = -HALF*AKK 209 CALL SAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 ) 210 CALL SSPR2( UPLO, N-K, -ONE, AP( KK+1 ), 1, 211 $ BP( KK+1 ), 1, AP( K1K1 ) ) 212 CALL SAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 ) 213 CALL STPSV( UPLO, 'No transpose', 'Non-unit', N-K, 214 $ BP( K1K1 ), AP( KK+1 ), 1 ) 215 END IF 216 KK = K1K1 217 20 CONTINUE 218 END IF 219 ELSE 220 IF( UPPER ) THEN 221* 222* Compute U*A*U**T 223* 224* K1 and KK are the indices of A(1,k) and A(k,k) 225* 226 KK = 0 227 DO 30 K = 1, N 228 K1 = KK + 1 229 KK = KK + K 230* 231* Update the upper triangle of A(1:k,1:k) 232* 233 AKK = AP( KK ) 234 BKK = BP( KK ) 235 CALL STPMV( UPLO, 'No transpose', 'Non-unit', K-1, BP, 236 $ AP( K1 ), 1 ) 237 CT = HALF*AKK 238 CALL SAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 ) 239 CALL SSPR2( UPLO, K-1, ONE, AP( K1 ), 1, BP( K1 ), 1, 240 $ AP ) 241 CALL SAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 ) 242 CALL SSCAL( K-1, BKK, AP( K1 ), 1 ) 243 AP( KK ) = AKK*BKK**2 244 30 CONTINUE 245 ELSE 246* 247* Compute L**T *A*L 248* 249* JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1) 250* 251 JJ = 1 252 DO 40 J = 1, N 253 J1J1 = JJ + N - J + 1 254* 255* Compute the j-th column of the lower triangle of A 256* 257 AJJ = AP( JJ ) 258 BJJ = BP( JJ ) 259 AP( JJ ) = AJJ*BJJ + SDOT( N-J, AP( JJ+1 ), 1, 260 $ BP( JJ+1 ), 1 ) 261 CALL SSCAL( N-J, BJJ, AP( JJ+1 ), 1 ) 262 CALL SSPMV( UPLO, N-J, ONE, AP( J1J1 ), BP( JJ+1 ), 1, 263 $ ONE, AP( JJ+1 ), 1 ) 264 CALL STPMV( UPLO, 'Transpose', 'Non-unit', N-J+1, 265 $ BP( JJ ), AP( JJ ), 1 ) 266 JJ = J1J1 267 40 CONTINUE 268 END IF 269 END IF 270 RETURN 271* 272* End of SSPGST 273* 274 END 275