PROGRAM f08xefe ! F08XEF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : dgeqrf, dggbal, dgghrd, dhgeqz, dormqr, nag_wp, & x04caf ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. INTEGER :: i, ifail, ihi, ilo, info, irows, & jwork, lda, ldb, ldq, ldz, lwork, n CHARACTER (1) :: compq, compz, job ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), alphai(:), alphar(:), & b(:,:), beta(:), lscale(:), q(:,:), & rscale(:), tau(:), work(:), z(:,:) ! .. Intrinsic Functions .. INTRINSIC nint ! .. Executable Statements .. WRITE (nout,*) 'F08XEF Example Program Results' FLUSH (nout) ! Skip heading in data file READ (nin,*) READ (nin,*) n ldq = 1 ldz = 1 lda = n ldb = n lwork = 6*n ALLOCATE (alphai(n),alphar(n),beta(n),a(lda,n),lscale(n),q(ldq,ldq), & rscale(n),b(ldb,n),tau(n),work(lwork),z(ldz,ldz)) ! READ matrix A from data file READ (nin,*) (a(i,1:n),i=1,n) ! READ matrix B from data file READ (nin,*) (b(i,1:n),i=1,n) ! Balance matrix pair (A,B) job = 'B' ! The NAG name equivalent of dggbal is f08whf CALL dggbal(job,n,a,lda,b,ldb,ilo,ihi,lscale,rscale,work,info) ! Matrix A after balancing ! ifail: behaviour on error exit ! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft ifail = 0 CALL x04caf('General',' ',n,n,a,lda,'Matrix A after balancing',ifail) WRITE (nout,*) FLUSH (nout) ! Matrix B after balancing ifail = 0 CALL x04caf('General',' ',n,n,b,ldb,'Matrix B after balancing',ifail) WRITE (nout,*) FLUSH (nout) ! Reduce B to triangular form using QR irows = ihi + 1 - ilo ! The NAG name equivalent of dgeqrf is f08aef CALL dgeqrf(irows,irows,b(ilo,ilo),ldb,tau,work,lwork,info) ! Apply the orthogonal transformation to matrix A ! The NAG name equivalent of dormqr is f08agf CALL dormqr('L','T',irows,irows,irows,b(ilo,ilo),ldb,tau,a(ilo,ilo), & lda,work,lwork,info) ! Compute the generalized Hessenberg form of (A,B) -> (H,T) compq = 'N' compz = 'N' ! The NAG name equivalent of dgghrd is f08wef CALL dgghrd(compq,compz,irows,1,irows,a(ilo,ilo),lda,b(ilo,ilo),ldb,q, & ldq,z,ldz,info) ! Matrix A (H) in generalized Hessenberg form. ifail = 0 CALL x04caf('General',' ',n,n,a,lda,'Matrix A in Hessenberg form', & ifail) WRITE (nout,*) FLUSH (nout) ! Matrix B (T) in generalized Hessenberg form. ifail = 0 CALL x04caf('General',' ',n,n,b,ldb,'Matrix B is triangular',ifail) ! Routine DHGEQZ ! Workspace query: jwork = -1 jwork = -1 job = 'E' ! The NAG name equivalent of dhgeqz is f08xef CALL dhgeqz(job,compq,compz,n,ilo,ihi,a,lda,b,ldb,alphar,alphai,beta,q, & ldq,z,ldz,work,jwork,info) WRITE (nout,*) WRITE (nout,99999) nint(work(1)) WRITE (nout,99998) lwork WRITE (nout,*) ! Compute the generalized Schur form ! if the workspace lwork is adequate IF (nint(work(1))<=lwork) THEN ! The NAG name equivalent of dhgeqz is f08xef CALL dhgeqz(job,compq,compz,n,ilo,ihi,a,lda,b,ldb,alphar,alphai, & beta,q,ldq,z,ldz,work,lwork,info) ! Print the generalized eigenvalues WRITE (nout,99997) DO i = 1, n IF (beta(i)/=0.0E0_nag_wp) THEN WRITE (nout,99996) i, '(', alphar(i)/beta(i), ',', & alphai(i)/beta(i), ')' ELSE WRITE (nout,99994) i END IF END DO ELSE WRITE (nout,99995) END IF 99999 FORMAT (1X,'Minimal required LWORK = ',I6) 99998 FORMAT (1X,'Actual value of LWORK = ',I6) 99997 FORMAT (1X,'Generalized eigenvalues') 99996 FORMAT (1X,I4,5X,A,F7.3,A,F7.3,A) 99995 FORMAT (1X,'Insufficient workspace allocated for call to F08XEF/DHGEQZ' & ) 99994 FORMAT (1X,I4,'Eigenvalue is infinite') END PROGRAM f08xefe