* ZHPGVD Example Program Text * NAG Copyright 2005. * .. Parameters .. INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) INTEGER NMAX PARAMETER (NMAX=10) INTEGER LIWORK, LRWORK, LWORK PARAMETER (LIWORK=1,LRWORK=NMAX,LWORK=2*NMAX) CHARACTER UPLO PARAMETER (UPLO='U') * .. Local Scalars .. DOUBLE PRECISION ANORM, BNORM, EPS, RCOND, RCONDB, T1 INTEGER I, INFO, J, LIWOPT, LRWOPT, LWOPT, N * .. Local Arrays .. COMPLEX *16 AP((NMAX*(NMAX+1))/2), BP((NMAX*(NMAX+1))/2), + DUMMY(1,1), WORK(LWORK) DOUBLE PRECISION EERBND(NMAX), RWORK(LRWORK), W(NMAX) INTEGER IWORK(LIWORK) * .. External Functions .. DOUBLE PRECISION DLAMCH, ZLANHP EXTERNAL DLAMCH, ZLANHP * .. External Subroutines .. EXTERNAL ZHPGVD, ZTPCON * .. Intrinsic Functions .. INTRINSIC ABS * .. Executable Statements .. WRITE (NOUT,*) 'ZHPGVD Example Program Results' WRITE (NOUT,*) * Skip heading in data file READ (NIN,*) READ (NIN,*) N IF (N.LE.NMAX) THEN * * Read the upper or lower triangular parts of the matrices A and * B from data file * IF (UPLO.EQ.'U') THEN READ (NIN,*) ((AP(I+(J*(J-1))/2),J=I,N),I=1,N) READ (NIN,*) ((BP(I+(J*(J-1))/2),J=I,N),I=1,N) ELSE IF (UPLO.EQ.'L') THEN READ (NIN,*) ((AP(I+((2*N-J)*(J-1))/2),J=1,I),I=1,N) READ (NIN,*) ((BP(I+((2*N-J)*(J-1))/2),J=1,I),I=1,N) END IF * * Compute the one-norms of the symmetric matrices A and B * ANORM = ZLANHP('One norm',UPLO,N,AP,RWORK) BNORM = ZLANHP('One norm',UPLO,N,BP,RWORK) * * Solve the generalized symmetric eigenvalue problem * A*B*x = lambda*x (ITYPE = 2) * CALL ZHPGVD(2,'No vectors',UPLO,N,AP,BP,W,DUMMY,1,WORK,LWORK, + RWORK,LRWORK,IWORK,LIWORK,INFO) LWOPT = WORK(1) LRWOPT = RWORK(1) LIWOPT = IWORK(1) * IF (INFO.EQ.0) THEN * * Print solution * WRITE (NOUT,*) 'Eigenvalues' WRITE (NOUT,99999) (W(J),J=1,N) * * Call ZTPCON (F07UUF) to estimate the reciprocal condition * number of the Cholesky factor of B. Note that: * cond(B) = 1/RCOND**2. ZTPCON requires WORK and RWORK to be * of length at least 2*N and N respectively * CALL ZTPCON('One norm',UPLO,'Non-unit',N,BP,RCOND,WORK, + RWORK,INFO) * * Print the reciprocal condition number of B * RCONDB = RCOND**2 WRITE (NOUT,*) WRITE (NOUT,*) + 'Estimate of reciprocal condition number for B' WRITE (NOUT,99998) RCONDB * * Get the machine precision, EPS, and if RCONDB is not less * than EPS**2, compute error estimates for the eigenvalues * EPS = DLAMCH('Eps') IF (RCOND.GE.EPS) THEN T1 = ANORM*BNORM DO 20 I = 1, N EERBND(I) = EPS*(T1+ABS(W(I))/RCONDB) 20 CONTINUE * * Print the approximate error bounds for the eigenvalues * WRITE (NOUT,*) WRITE (NOUT,*) 'Error estimates for the eigenvalues' WRITE (NOUT,99998) (EERBND(I),I=1,N) ELSE WRITE (NOUT,*) WRITE (NOUT,*) 'B is very ill-conditioned, error ', + 'estimates have not been computed' END IF ELSE IF (INFO.GT.N .AND. INFO.LE.2*N) THEN I = INFO - N WRITE (NOUT,99997) 'The leading minor of order ', I, + ' of B is not positive definite' ELSE WRITE (NOUT,99996) 'Failure in ZHPGVD. INFO =', INFO END IF * * Print workspace information * IF (LWORK.LT.LWOPT) THEN WRITE (NOUT,*) WRITE (NOUT,99995) 'Optimum workspace required = ', LWOPT, + 'Workspace provided = ', LWORK END IF IF (LRWORK.LT.LRWOPT) THEN WRITE (NOUT,*) WRITE (NOUT,99995) 'Real workspace required = ', LRWOPT, + 'Real workspace provided = ', LRWORK END IF IF (LIWORK.LT.LIWOPT) THEN WRITE (NOUT,*) WRITE (NOUT,99995) 'Integer workspace required = ', LIWOPT, + 'Integer workspace provided = ', LIWORK END IF ELSE WRITE (NOUT,*) 'NMAX too small' END IF STOP * 99999 FORMAT (3X,(6F11.4)) 99998 FORMAT (4X,1P,6E11.1) 99997 FORMAT (1X,A,I4,A) 99996 FORMAT (1X,A,I4) 99995 FORMAT (1X,A,I5,/1X,A,I5) END