/* nag_dspgst (f08tec) Example Program. * * Copyright 2001 Numerical Algorithms Group. * * Mark 7, 2001. */ #include #include #include #include #include int main(void) { /* Scalars */ Integer i, j, n, ap_len, bp_len, d_len, e_len, tau_len; Integer exit_status = 0; NagError fail; Nag_UploType uplo; Nag_OrderType order; /* Arrays */ char nag_enum_arg[40]; double *ap = 0, *bp = 0, *d = 0, *e = 0, *tau = 0; #ifdef NAG_COLUMN_MAJOR #define A_UPPER(I, J) ap[J*(J-1)/2 + I - 1] #define A_LOWER(I, J) ap[(2*n-J)*(J-1)/2 + I - 1] #define B_UPPER(I, J) bp[J*(J-1)/2 + I - 1] #define B_LOWER(I, J) bp[(2*n-J)*(J-1)/2 + I - 1] order = Nag_ColMajor; #else #define A_LOWER(I, J) ap[I*(I-1)/2 + J - 1] #define A_UPPER(I, J) ap[(2*n-I)*(I-1)/2 + J - 1] #define B_LOWER(I, J) bp[I*(I-1)/2 + J - 1] #define B_UPPER(I, J) bp[(2*n-I)*(I-1)/2 + J - 1] order = Nag_RowMajor; #endif INIT_FAIL(fail); printf("nag_dspgst (f08tec) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n] "); scanf("%ld%*[^\n] ", &n); ap_len = n * (n +1)/2; bp_len = n * (n +1)/2; d_len = n; e_len = n-1; tau_len = n; /* Allocate memory */ if (!(ap = NAG_ALLOC(ap_len, double)) || !(bp = NAG_ALLOC(bp_len, double)) || !(d = NAG_ALLOC(d_len, double)) || !(e = NAG_ALLOC(e_len, double)) || !(tau = NAG_ALLOC(tau_len, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } /* Read A and B from data file */ scanf("%s%*[^\n] ", nag_enum_arg); /* nag_enum_name_to_value(x04nac). * Converts NAG enum member name to value */ uplo = (Nag_UploType) nag_enum_name_to_value(nag_enum_arg); if (uplo == Nag_Upper) { for (i = 1; i <= n; ++i) { for (j = i; j <= n; ++j) scanf("%lf", &A_UPPER(i, j)); } scanf("%*[^\n] "); for (i = 1; i <= n; ++i) { for (j = i; j <= n; ++j) scanf("%lf", &B_UPPER(i, j)); } scanf("%*[^\n] "); } else { for (i = 1; i <= n; ++i) { for (j = 1; j <= i; ++j) scanf("%lf", &A_LOWER(i, j)); } scanf("%*[^\n] "); for (i = 1; i <= n; ++i) { for (j = 1; j <= i; ++j) scanf("%lf", &B_LOWER(i, j)); } scanf("%*[^\n] "); } /* Compute the Cholesky factorization of B */ /* nag_dpptrf (f07gdc). * Cholesky factorization of real symmetric * positive-definite matrix, packed storage */ nag_dpptrf(order, uplo, n, bp, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dpptrf (f07gdc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Reduce the problem to standard form C*y = lambda*y, storing */ /* the result in A */ /* nag_dspgst (f08tec). * Reduction to standard form of real symmetric-definite * generalized eigenproblem Ax = lambda Bx, ABx = lambda x * or BAx = lambda x, packed storage, B factorized by * nag_dpptrf (f07gdc) */ nag_dspgst(order, Nag_Compute_1, uplo, n, ap, bp, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dspgst (f08tec).\n%s\n", fail.message); exit_status = 1; goto END; } /* Reduce C to tridiagonal form T = (Q**T)*C*Q */ /* nag_dsptrd (f08gec). * Orthogonal reduction of real symmetric matrix to * symmetric tridiagonal form, packed storage */ nag_dsptrd(order, uplo, n, ap, d, e, tau, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dsptrd (f08gec).\n%s\n", fail.message); exit_status = 1; goto END; } /* Calculate the eigenvalues of T (same as C) */ /* nag_dsterf (f08jfc). * All eigenvalues of real symmetric tridiagonal matrix, * root-free variant of QL or QR */ nag_dsterf(n, d, e, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dsterf (f08jfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Print eigenvalues */ printf("Eigenvalues\n"); for (i = 1; i <= n; ++i) printf("%8.4f%s", d[i-1], i%9 == 0 || i == n?"\n":" "); printf("\n"); END: if (ap) NAG_FREE(ap); if (bp) NAG_FREE(bp); if (d) NAG_FREE(d); if (e) NAG_FREE(e); if (tau) NAG_FREE(tau); return exit_status; }