PROGRAM f08wpfe ! F08WPF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : f06bnf, nag_wp, x02ajf, x02amf, zggevx ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nb = 64, nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: abnorm, abnrm, bbnrm, eps, erbnd, & rcnd, small, tol INTEGER :: i, ihi, ilo, info, j, lda, ldb, & ldvr, lwork, n ! .. Local Arrays .. COMPLEX (KIND=nag_wp), ALLOCATABLE :: a(:,:), alpha(:), b(:,:), & beta(:), vr(:,:), work(:) COMPLEX (KIND=nag_wp) :: dummy(1,1) REAL (KIND=nag_wp), ALLOCATABLE :: lscale(:), rconde(:), rcondv(:), & rscale(:), rwork(:) INTEGER, ALLOCATABLE :: iwork(:) LOGICAL, ALLOCATABLE :: bwork(:) ! .. Intrinsic Functions .. INTRINSIC abs, max, nint, real ! .. Executable Statements .. WRITE (nout,*) 'F08WPF Example Program Results' ! Skip heading in data file READ (nin,*) READ (nin,*) n lda = n ldb = n ldvr = n ALLOCATE (a(lda,n),alpha(n),b(ldb,n),beta(n),vr(ldvr,n),lscale(n), & rconde(n),rcondv(n),rscale(n),rwork(6*n),iwork(n+2),bwork(n)) ! Use routine workspace query to get optimal workspace. lwork = -1 ! The NAG name equivalent of zggevx is f08wpf CALL zggevx('Balance','No vectors (left)','Vectors (right)', & 'Both reciprocal condition numbers',n,a,lda,b,ldb,alpha,beta,dummy, & 1,vr,ldvr,ilo,ihi,lscale,rscale,abnrm,bbnrm,rconde,rcondv,dummy, & lwork,rwork,iwork,bwork,info) ! Make sure that there is enough workspace for blocksize nb. lwork = max((nb+2*n)*n,nint(real(dummy(1,1)))) ALLOCATE (work(lwork)) ! Read in the matrices A and B READ (nin,*) (a(i,1:n),i=1,n) READ (nin,*) (b(i,1:n),i=1,n) ! Solve the generalized eigenvalue problem ! The NAG name equivalent of zggevx is f08wpf CALL zggevx('Balance','No vectors (left)','Vectors (right)', & 'Both reciprocal condition numbers',n,a,lda,b,ldb,alpha,beta,dummy, & 1,vr,ldvr,ilo,ihi,lscale,rscale,abnrm,bbnrm,rconde,rcondv,work, & lwork,rwork,iwork,bwork,info) IF (info>0) THEN WRITE (nout,*) WRITE (nout,99999) 'Failure in ZGGEVX. INFO =', info ELSE ! Compute the machine precision, the safe range parameter ! SMALL and sqrt(ABNRM**2+BBNRM**2) eps = x02ajf() small = x02amf() abnorm = f06bnf(abnrm,bbnrm) tol = eps*abnorm ! Print out eigenvalues and vectors and associated condition ! number and bounds DO j = 1, n ! Print out information on the jth eigenvalue WRITE (nout,*) IF ((abs(alpha(j)))*small>=abs(beta(j))) THEN WRITE (nout,99998) 'Eigenvalue(', j, ')', & ' is numerically infinite or undetermined', 'ALPHA(', j, & ') = ', alpha(j), ', BETA(', j, ') = ', beta(j) ELSE WRITE (nout,99997) 'Eigenvalue(', j, ') = ', alpha(j)/beta(j) END IF rcnd = rconde(j) WRITE (nout,*) WRITE (nout,99996) 'Reciprocal condition number = ', rcnd IF (rcnd>0.0E0_nag_wp) THEN erbnd = tol/rcnd WRITE (nout,99996) 'Error bound = ', erbnd ELSE WRITE (nout,*) 'Error bound is infinite' END IF ! Print out information on the jth eigenvector WRITE (nout,*) WRITE (nout,99995) 'Eigenvector(', j, ')', (vr(i,j),i=1,n) rcnd = rcondv(j) WRITE (nout,*) WRITE (nout,99996) 'Reciprocal condition number = ', rcnd IF (rcnd>0.0E0_nag_wp) THEN erbnd = tol/rcnd WRITE (nout,99996) 'Error bound = ', erbnd ELSE WRITE (nout,*) 'Error bound is infinite' END IF END DO END IF 99999 FORMAT (1X,A,I4) 99998 FORMAT (1X,A,I2,2A/1X,2(A,I2,A,'(',1P,E11.4,',',1P,E11.4,')')) 99997 FORMAT (1X,A,I2,A,'(',1P,E11.4,',',1P,E11.4,')') 99996 FORMAT (1X,A,1P,E8.1) 99995 FORMAT (1X,A,I2,A/3(1X,'(',1P,E11.4,',',1P,E11.4,')':)) END PROGRAM f08wpfe