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SUBROUTINE <a name="CHBGST.1"></a><a href="chbgst.f.html#CHBGST.1">CHBGST</a>( VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X,
$ LDX, WORK, RWORK, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment"> Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment"> November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> .. Scalar Arguments ..
</span> CHARACTER UPLO, VECT
INTEGER INFO, KA, KB, LDAB, LDBB, LDX, N
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Array Arguments ..
</span> REAL RWORK( * )
COMPLEX AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
$ X( LDX, * )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Purpose
</span><span class="comment">*</span><span class="comment"> =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> <a name="CHBGST.21"></a><a href="chbgst.f.html#CHBGST.1">CHBGST</a> reduces a complex Hermitian-definite banded generalized
</span><span class="comment">*</span><span class="comment"> eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y,
</span><span class="comment">*</span><span class="comment"> such that C has the same bandwidth as A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> B must have been previously factorized as S**H*S by <a name="CPBSTF.25"></a><a href="cpbstf.f.html#CPBSTF.1">CPBSTF</a>, using a
</span><span class="comment">*</span><span class="comment"> split Cholesky factorization. A is overwritten by C = X**H*A*X, where
</span><span class="comment">*</span><span class="comment"> X = S**(-1)*Q and Q is a unitary matrix chosen to preserve the
</span><span class="comment">*</span><span class="comment"> bandwidth of A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Arguments
</span><span class="comment">*</span><span class="comment"> =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> VECT (input) CHARACTER*1
</span><span class="comment">*</span><span class="comment"> = 'N': do not form the transformation matrix X;
</span><span class="comment">*</span><span class="comment"> = 'V': form X.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> UPLO (input) CHARACTER*1
</span><span class="comment">*</span><span class="comment"> = 'U': Upper triangle of A is stored;
</span><span class="comment">*</span><span class="comment"> = 'L': Lower triangle of A is stored.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> N (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The order of the matrices A and B. N >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> KA (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The number of superdiagonals of the matrix A if UPLO = 'U',
</span><span class="comment">*</span><span class="comment"> or the number of subdiagonals if UPLO = 'L'. KA >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> KB (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The number of superdiagonals of the matrix B if UPLO = 'U',
</span><span class="comment">*</span><span class="comment"> or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> AB (input/output) COMPLEX array, dimension (LDAB,N)
</span><span class="comment">*</span><span class="comment"> On entry, the upper or lower triangle of the Hermitian band
</span><span class="comment">*</span><span class="comment"> matrix A, stored in the first ka+1 rows of the array. The
</span><span class="comment">*</span><span class="comment"> j-th column of A is stored in the j-th column of the array AB
</span><span class="comment">*</span><span class="comment"> as follows:
</span><span class="comment">*</span><span class="comment"> if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
</span><span class="comment">*</span><span class="comment"> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> On exit, the transformed matrix X**H*A*X, stored in the same
</span><span class="comment">*</span><span class="comment"> format as A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LDAB (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The leading dimension of the array AB. LDAB >= KA+1.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> BB (input) COMPLEX array, dimension (LDBB,N)
</span><span class="comment">*</span><span class="comment"> The banded factor S from the split Cholesky factorization of
</span><span class="comment">*</span><span class="comment"> B, as returned by <a name="CPBSTF.68"></a><a href="cpbstf.f.html#CPBSTF.1">CPBSTF</a>, stored in the first kb+1 rows of
</span><span class="comment">*</span><span class="comment"> the array.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LDBB (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The leading dimension of the array BB. LDBB >= KB+1.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> X (output) COMPLEX array, dimension (LDX,N)
</span><span class="comment">*</span><span class="comment"> If VECT = 'V', the n-by-n matrix X.
</span><span class="comment">*</span><span class="comment"> If VECT = 'N', the array X is not referenced.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LDX (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The leading dimension of the array X.
</span><span class="comment">*</span><span class="comment"> LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> WORK (workspace) COMPLEX array, dimension (N)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> RWORK (workspace) REAL array, dimension (N)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> INFO (output) INTEGER
</span><span class="comment">*</span><span class="comment"> = 0: successful exit
</span><span class="comment">*</span><span class="comment"> < 0: if INFO = -i, the i-th argument had an illegal value.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> .. Parameters ..
</span> COMPLEX CZERO, CONE
REAL ONE
PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
$ CONE = ( 1.0E+0, 0.0E+0 ), ONE = 1.0E+0 )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Local Scalars ..
</span> LOGICAL UPDATE, UPPER, WANTX
INTEGER I, I0, I1, I2, INCA, J, J1, J1T, J2, J2T, K,
$ KA1, KB1, KBT, L, M, NR, NRT, NX
REAL BII
COMPLEX RA, RA1, T
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. External Functions ..
</span> LOGICAL <a name="LSAME.106"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
EXTERNAL <a name="LSAME.107"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. External Subroutines ..
</span> EXTERNAL CGERC, CGERU, <a name="CLACGV.110"></a><a href="clacgv.f.html#CLACGV.1">CLACGV</a>, <a name="CLAR2V.110"></a><a href="clar2v.f.html#CLAR2V.1">CLAR2V</a>, <a name="CLARGV.110"></a><a href="clargv.f.html#CLARGV.1">CLARGV</a>, <a name="CLARTG.110"></a><a href="clartg.f.html#CLARTG.1">CLARTG</a>,
$ <a name="CLARTV.111"></a><a href="clartv.f.html#CLARTV.1">CLARTV</a>, <a name="CLASET.111"></a><a href="claset.f.html#CLASET.1">CLASET</a>, <a name="CROT.111"></a><a href="crot.f.html#CROT.1">CROT</a>, CSSCAL, <a name="XERBLA.111"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Intrinsic Functions ..
</span> INTRINSIC CONJG, MAX, MIN, REAL
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Test the input parameters
</span><span class="comment">*</span><span class="comment">
</span> WANTX = <a name="LSAME.120"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( VECT, <span class="string">'V'</span> )
UPPER = <a name="LSAME.121"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'U'</span> )
KA1 = KA + 1
KB1 = KB + 1
INFO = 0
IF( .NOT.WANTX .AND. .NOT.<a name="LSAME.125"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( VECT, <span class="string">'N'</span> ) ) THEN
INFO = -1
ELSE IF( .NOT.UPPER .AND. .NOT.<a name="LSAME.127"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'L'</span> ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( KA.LT.0 ) THEN
INFO = -4
ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
INFO = -5
ELSE IF( LDAB.LT.KA+1 ) THEN
INFO = -7
ELSE IF( LDBB.LT.KB+1 ) THEN
INFO = -9
ELSE IF( LDX.LT.1 .OR. WANTX .AND. LDX.LT.MAX( 1, N ) ) THEN
INFO = -11
END IF
IF( INFO.NE.0 ) THEN
CALL <a name="XERBLA.143"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="CHBGST.143"></a><a href="chbgst.f.html#CHBGST.1">CHBGST</a>'</span>, -INFO )
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span> IF( N.EQ.0 )
$ RETURN
<span class="comment">*</span><span class="comment">
</span> INCA = LDAB*KA1
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Initialize X to the unit matrix, if needed
</span><span class="comment">*</span><span class="comment">
</span> IF( WANTX )
$ CALL <a name="CLASET.157"></a><a href="claset.f.html#CLASET.1">CLASET</a>( <span class="string">'Full'</span>, N, N, CZERO, CONE, X, LDX )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Set M to the splitting point m. It must be the same value as is
</span><span class="comment">*</span><span class="comment"> used in <a name="CPBSTF.160"></a><a href="cpbstf.f.html#CPBSTF.1">CPBSTF</a>. The chosen value allows the arrays WORK and RWORK
</span><span class="comment">*</span><span class="comment"> to be of dimension (N).
</span><span class="comment">*</span><span class="comment">
</span> M = ( N+KB ) / 2
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> The routine works in two phases, corresponding to the two halves
</span><span class="comment">*</span><span class="comment"> of the split Cholesky factorization of B as S**H*S where
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> S = ( U )
</span><span class="comment">*</span><span class="comment"> ( M L )
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> with U upper triangular of order m, and L lower triangular of
</span><span class="comment">*</span><span class="comment"> order n-m. S has the same bandwidth as B.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> S is treated as a product of elementary matrices:
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> S = S(m)*S(m-1)*...*S(2)*S(1)*S(m+1)*S(m+2)*...*S(n-1)*S(n)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> where S(i) is determined by the i-th row of S.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> In phase 1, the index i takes the values n, n-1, ... , m+1;
</span><span class="comment">*</span><span class="comment"> in phase 2, it takes the values 1, 2, ... , m.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> For each value of i, the current matrix A is updated by forming
</span><span class="comment">*</span><span class="comment"> inv(S(i))**H*A*inv(S(i)). This creates a triangular bulge outside
</span><span class="comment">*</span><span class="comment"> the band of A. The bulge is then pushed down toward the bottom of
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