Example 1 (from Program LA_SYGV_EXAMPLE)

$$A = \left( \begin{array}{rrrrr} 4 & -10 & -3 & 2 & -5 \\ ... ...& 0 & 0 & 14 & 3 \\ -1 & 1 & -2 & 3 & 3 \end{array} \right)$$

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

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

Elements marked * are not used by the routine.

The call:
CALL LA_SYGV( A, B, W )

B and ${\bf W}$ on exit:

$$\begin{array}{c} {\bf B} \\ \begin{array}{\vert cllll\vert}... ...{0.50 cm}* & \;\;\; 1.32047 \\ \hline \end{array} \end{array}$$

$$\begin{array}{c} {\bf W} \\ \begin{array}{\vert l\vert} \hl... ....58752 \\ \;\;\; 6.01579 \\ \end{array} \right). \end{array}$$

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

$$U = \left( \begin{array}{l@{\hspace{1mm}}l@{\hspace{1mm}}l@{... ... \;\;\;\;\;\;\;\; 0 & \;\;\; 1.32047 \\ \end{array} \right) .$$