SUBROUTINE REDUC2(NM,N,A,B,DL,IERR) C***BEGIN PROLOGUE REDUC2 C***DATE WRITTEN 760101 (YYMMDD) C***REVISION DATE 830518 (YYMMDD) C***CATEGORY NO. D4C1C C***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK C***AUTHOR SMITH, B. T., ET AL. C***PURPOSE Reduces certain generalized symmetric eigenproblems C standard symmetric eigenproblem, using Cholesky C factorization. C***DESCRIPTION C C This subroutine is a translation of the ALGOL procedure REDUC2, C NUM. MATH. 11, 99-110(1968) by Martin and Wilkinson. C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 303-314(1971). C C This subroutine reduces the generalized SYMMETRIC eigenproblems C ABx=(LAMBDA)x OR BAy=(LAMBDA)y, where B is POSITIVE DEFINITE, C to the standard symmetric eigenproblem using the Cholesky C factorization of B. C C On Input C C NM must be set to the row dimension of two-dimensional C array parameters as declared in the calling program C dimension statement. C C N is the order of the matrices A and B. If the Cholesky C factor L of B is already available, N should be prefixed C with a minus sign. C C A AND B contain the real symmetric input matrices. Only the C full upper triangles of the matrices need be supplied. If C N is negative, the strict lower triangle of B contains, C instead, the strict lower triangle of its Cholesky factor L. C C DL contains, if N is negative, the diagonal elements of L. C C On Output C C A contains in its full lower triangle the full lower triangle C of the symmetric matrix derived from the reduction to the C standard form. The strict upper triangle of A is unaltered. C C B contains in its strict lower triangle the strict lower C triangle of its Cholesky factor L. The full upper C triangle of B is unaltered. C C DL contains the diagonal elements of L. C C IERR is set to C Zero for normal return, C 7*N+1 if B is not positive definite. C C Questions and comments should be directed to B. S. Garbow, C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY C ------------------------------------------------------------------ C***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW, C Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN- C SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG, C 1976. C***ROUTINES CALLED (NONE) C***END PROLOGUE REDUC2