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template<typename T>
void spgst(integer *itype, char *uplo, integer *n, T *ap, T *bp, integer *info)# SPGST reduces a real symmetric-definite generalized eigenproblem to standard form.
Purpose:
SPGST reduces a real symmetric-definite generalized eigenproblem to standard form, using packed storage. 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 SPPTRF.
- Parameters:
ITYPE – [in]
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 – [in]
UPLO is CHARACTER*1
= ‘U’: Upper triangle of A is stored and B is factored as U**T*U;
= ‘L’: Lower triangle of A is stored and B is factored as L*L**T.N – [in]
N is INTEGER
The order of the matrices A and B. N >= 0.
AP – [inout]
AP is REAL array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows:
if UPLO = ‘U’, AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = ‘L’, AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
On exit, if INFO = 0, the transformed matrix, stored in the same format as A.BP – [in]
BP is REAL array, dimension (N*(N+1)/2)
The triangular factor from the Cholesky factorization of B, stored in the same format as A, as returned by SPPTRF.
INFO – [out]
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value