_REDUC2(3F) _REDUC2(3F)
REDUC2, SREDUC2 - EISPACK routine. This subroutine reduces the
generalized SYMMETRIC eigenproblems ABx=(LAMBDA)x OR BAy=(LAMBDA)y, where
B is POSITIVE DEFINITE, to the standard symmetric eigenproblem using the
Cholesky factorization of B.
subroutine reduc2(nm, n, a, b, dl, ierr)
integer nm, n, ierr
double precision a(nm,n), b(nm,n), dl(n)
subroutine sreduc2(nm, n, a, b, dl, ierr)
integer nm, n, ierr
real a(nm,n), b(nm,n), dl(n)
On Input
NM must be set to the row dimension of two-dimensional array parameters
as declared in the calling program dimension statement.
N is the order of the matrices A and B. If the Cholesky factor L of B is
already available, N should be prefixed with a minus sign.
A AND B contain the real symmetric input matrices. Only the full upper
triangles of the matrices need be supplied. If N is negative, the strict
lower triangle of B contains, instead, the strict lower triangle of its
Cholesky factor L.
DL contains, if N is negative, the diagonal elements of L. On Output
A contains in its full lower triangle the full lower triangle of the
symmetric matrix derived from the reduction to the standard form. The
strict upper triangle of A is unaltered.
B contains in its strict lower triangle the strict lower triangle of its
Cholesky factor L. The full upper triangle of B is unaltered.
DL contains the diagonal elements of L.
IERR is set to Zero for normal return, 7*N+1 if B is not
positive definite. Questions and comments should be directed to B. S.
Garbow, APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
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