sygst

Prototype

There is one prototype of sygst available, please see below.

sygst( const int_t itype, MatrixA& a, const MatrixB& b );

Description

sygst (short for $FRIENDLY_NAME) provides a C++ interface to LAPACK routines SSYGST and DSYGST. sygst reduces a real symmetric-definite generalized eigenproblem to standard form.

If ITYPE = 1, the problem is A*x = lambdaB*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 UA*UT or L*T*A*L.

B must have been previously factorized as U**T*U or LL*T by DPOTRF.

The selection of the LAPACK routine is done during compile-time, and is determined by the type of values contained in type MatrixA. The type of values is obtained through the value_type meta-function typename value_type<MatrixA>::type. The dispatching table below illustrates to which specific routine the code path will be generated.

Table 1.189. Dispatching of sygst

Value type of MatrixA	LAPACK routine
`float`	SSYGST
`double`	DSYGST

Definition

Defined in header boost/numeric/bindings/lapack/computational/sygst.hpp.

Parameters or Requirements on Types

Parameters

MatrixA

The definition of term 1

MatrixB

The definition of term 2

MatrixC

The definition of term 3.

Definitions may contain paragraphs.

Complexity

Example

#include <boost/numeric/bindings/lapack/computational/sygst.hpp>
using namespace boost::numeric::bindings;

lapack::sygst( x, y, z );

this will output

[5] 0 1 2 3 4 5