  On 2004 August 15, we observed a fast (shorter than 10 hours) state
transition in the bright black-hole transient GX 339-4 simultaneously with
RossiXTE and INTEGRAL. This transition was evident both in timing and spectral
properties. Combining the data from PCA, HEXTE and IBIS, we obtained good
quality broad-band (3-200 keV) energy spectra before and after the transition.
These spectra indicate that the hard component steepened. Also, the high-energy
cutoff that was present at ~70 keV before the transition was not detected after
the transition. This is the first time that an accurate determination of the
broad-band spectrum across such a transition has been measured on a short time
scale. It shows that, although some spectral parameters do not change abruptly
through the transition, the high-energy cutoff increases/disappears rather
fast. These results constitute a benchmark on which to test theoretical models
for the production of the hard component in these systems.
