Example 2 (from Program LA_SYGV_EXAMPLE)

Matrices $A$ and $B$ as in Example 1.

Arrays ${\bf A}$ and ${\bf B}$ on entry:

$$\begin{array}{cc} {\bf A} \\ \begin{array}{\vert rrrrr\ve... ...& * \\ -1 & 1 & -2 & 3 & 3 \\ \hline \end{array} \end{array}$$

Elements marked * are not used by the routine.

The call:
CALL LA_SYGV( A, B, W, 2, 'V', 'L', INFO )

A, B, INFO and W on exit:

$$\begin{array}{c} {\bf A} \\ \begin{array}{\vert l@{\hspace{... ...;\; 3.95988 \times 10^{-2} \\ \hline \end{array} \end{array}$$

$$\begin{array}{c} {\bf B} \\ \begin{array}{\vert lllll\vert} \... ...s 10^{-1} & \;\;\; 1.32047 \\ \hline \end{array} \end{array}$$

$$\begin{array}{c} {\bf INFO} = 0 \end{array}$$

$$\begin{array}{c} {\bf W} \\ \begin{array}{\vert l\vert} \hlin... ...8.7262 \\ \;\;\; 159.168 \\ \end{array} \right). \end{array}$$

The eigenvectors are:

$$\left( \begin{array}{l@{\hspace{1mm}}l@{\hspace{1mm}}l@{\hs... ...{-1} & \;\;\; 3.95988 \times 10^{-2} \\ \end{array} \right).$$

The triangular factor $L$ of the Cholesky factorization of $B$ is:

$$L= \left( \begin{array}{l@{\hspace{1mm}}l@{\hspace{1mm}}l@{\... ...80227 \times 10^{-1} & \;\;\; 1.32047 \\ \end{array} \right).$$