ssygs2.f

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*> \brief \b SSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).
*
*  =========== DOCUMENTATION ===========
*
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*            http://www.netlib.org/lapack/explore-html/
*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE SSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, ITYPE, LDA, LDB, N
*       ..
*       .. Array Arguments ..
*       REAL               A( LDA, * ), B( LDB, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> SSYGS2 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 SPOTRF.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] ITYPE
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] UPLO
*> \verbatim
*>          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
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrices A and B.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is REAL 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.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is REAL array, dimension (LDB,N)
*>          The triangular factor from the Cholesky factorization of B,
*>          as returned by SPOTRF.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit.
*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup realSYcomputational
*
*  =====================================================================
      SUBROUTINE ssygs2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, ITYPE, LDA, LDB, N
*     ..
*     .. Array Arguments ..
      REAL               A( LDA, * ), B( LDB, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, HALF
      parameter( one = 1.0, half = 0.5 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            K
      REAL               AKK, BKK, CT
*     ..
*     .. External Subroutines ..
      EXTERNAL           saxpy, sscal, ssyr2, strmv, strsv, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           lsame
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
      upper = lsame( uplo, 'U' )
      IF( itype.LT.1 .OR. itype.GT.3 ) THEN
         info = -1
      ELSE IF( .NOT.upper .AND. .NOT.lsame( uplo, 'l' ) ) THEN
         INFO = -2
.LT.      ELSE IF( N0 ) THEN
         INFO = -3
.LT.      ELSE IF( LDAMAX( 1, N ) ) THEN
         INFO = -5
.LT.      ELSE IF( LDBMAX( 1, N ) ) THEN
         INFO = -7
      END IF
.NE.      IF( INFO0 ) THEN
         CALL XERBLA( 'ssygs2', -INFO )
         RETURN
      END IF
*
.EQ.      IF( ITYPE1 ) THEN
         IF( UPPER ) THEN
*
*           Compute inv(U**T)*A*inv(U)
*
            DO 10 K = 1, N
*
*              Update the upper triangle of A(k:n,k:n)
*
               AKK = A( K, K )
               BKK = B( K, K )
               AKK = AKK / BKK**2
               A( K, K ) = AKK
.LT.               IF( KN ) THEN
                  CALL SSCAL( N-K, ONE / BKK, A( K, K+1 ), LDA )
                  CT = -HALF*AKK
                  CALL SAXPY( N-K, CT, B( K, K+1 ), LDB, A( K, K+1 ),
     $                        LDA )
                  CALL SSYR2( UPLO, N-K, -ONE, A( K, K+1 ), LDA,
     $                        B( K, K+1 ), LDB, A( K+1, K+1 ), LDA )
                  CALL SAXPY( N-K, CT, B( K, K+1 ), LDB, A( K, K+1 ),
     $                        LDA )
                  CALL STRSV( UPLO, 'transpose', 'non-unit', N-K,
     $                        B( K+1, K+1 ), LDB, A( K, K+1 ), LDA )
               END IF
   10       CONTINUE
         ELSE
*
*           Compute inv(L)*A*inv(L**T)
*
            DO 20 K = 1, N
*
*              Update the lower triangle of A(k:n,k:n)
*
               AKK = A( K, K )
               BKK = B( K, K )
               AKK = AKK / BKK**2
               A( K, K ) = AKK
.LT.               IF( KN ) THEN
                  CALL SSCAL( N-K, ONE / BKK, A( K+1, K ), 1 )
                  CT = -HALF*AKK
                  CALL SAXPY( N-K, CT, B( K+1, K ), 1, A( K+1, K ), 1 )
                  CALL SSYR2( UPLO, N-K, -ONE, A( K+1, K ), 1,
     $                        B( K+1, K ), 1, A( K+1, K+1 ), LDA )
                  CALL SAXPY( N-K, CT, B( K+1, K ), 1, A( K+1, K ), 1 )
                  CALL STRSV( UPLO, 'no transpose', 'non-unit', N-K,
     $                        B( K+1, K+1 ), LDB, A( K+1, K ), 1 )
               END IF
   20       CONTINUE
         END IF
      ELSE
         IF( UPPER ) THEN
*
*           Compute U*A*U**T
*
            DO 30 K = 1, N
*
*              Update the upper triangle of A(1:k,1:k)
*
               AKK = A( K, K )
               BKK = B( K, K )
               CALL STRMV( UPLO, 'no transpose', 'non-unit', K-1, B,
     $                     LDB, A( 1, K ), 1 )
               CT = HALF*AKK
               CALL SAXPY( K-1, CT, B( 1, K ), 1, A( 1, K ), 1 )
               CALL SSYR2( UPLO, K-1, ONE, A( 1, K ), 1, B( 1, K ), 1,
     $                     A, LDA )
               CALL SAXPY( K-1, CT, B( 1, K ), 1, A( 1, K ), 1 )
               CALL SSCAL( K-1, BKK, A( 1, K ), 1 )
               A( K, K ) = AKK*BKK**2
   30       CONTINUE
         ELSE
*
*           Compute L**T *A*L
*
            DO 40 K = 1, N
*
*              Update the lower triangle of A(1:k,1:k)
*
               AKK = A( K, K )
               BKK = B( K, K )
               CALL STRMV( UPLO, 'transpose', 'non-unit', K-1, B, LDB,
     $                     A( K, 1 ), LDA )
               CT = HALF*AKK
               CALL SAXPY( K-1, CT, B( K, 1 ), LDB, A( K, 1 ), LDA )
               CALL SSYR2( UPLO, K-1, ONE, A( K, 1 ), LDA, B( K, 1 ),
     $                     LDB, A, LDA )
               CALL SAXPY( K-1, CT, B( K, 1 ), LDB, A( K, 1 ), LDA )
               CALL SSCAL( K-1, BKK, A( K, 1 ), LDA )
               A( K, K ) = AKK*BKK**2
   40       CONTINUE
         END IF
      END IF
      RETURN
*
*     End of SSYGS2
*
      END