NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
!   F08PBF Example Program Text
!   Mark 27.2 Release. NAG Copyright 2021.

    Module f08pbfe_mod

!     F08PBF Example Program Module:
!            Parameters and User-defined Routines

!     .. Use Statements ..
      Use nag_library, Only: nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Accessibility Statements ..
      Private
      Public                           :: select
!     .. Parameters ..
      Integer, Parameter, Public       :: nb = 64, nin = 5, nout = 6
      Logical, Parameter, Public       :: check_fac = .True.,                  &
                                          print_cond = .False.
    Contains
      Function select(wr,wi)

!       Logical function select for use with DGEESX (F08PBF)
!       Returns the value .TRUE. if the eigenvalue is real and positive

!       .. Function Return Value ..
        Logical                        :: select
!       .. Scalar Arguments ..
        Real (Kind=nag_wp), Intent (In) :: wi, wr
!       .. Executable Statements ..
        select = (wr>0._nag_wp .And. wi==0._nag_wp)
        Return
      End Function select
    End Module f08pbfe_mod
    Program f08pbfe

!     F08PBF Example Main Program

!     .. Use Statements ..
      Use f08pbfe_mod, Only: check_fac, nb, nin, nout, print_cond, select
      Use nag_library, Only: dgeesx, dgemm, dlange => f06raf, nag_wp, x02ajf,  &
                             x04caf
!     .. Implicit None Statement ..
      Implicit None
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: alpha, anorm, beta, eps, norm,       &
                                          rconde, rcondv, tol
      Integer                          :: i, ifail, info, lda, ldc, ldd, ldvs, &
                                          liwork, lwork, n, sdim
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: a(:,:), c(:,:), d(:,:), vs(:,:),     &
                                          wi(:), work(:), wr(:)
      Real (Kind=nag_wp)               :: dummy(1)
      Integer                          :: idum(1)
      Integer, Allocatable             :: iwork(:)
      Logical, Allocatable             :: bwork(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max, nint
!     .. Executable Statements ..
      Write (nout,*) 'F08PBF Example Program Results'
      Write (nout,*)
      Flush (nout)
!     Skip heading in data file
      Read (nin,*)
      Read (nin,*) n
      lda = n
      ldc = n
      ldd = n
      ldvs = n
      Allocate (a(lda,n),c(ldc,n),d(ldd,n),vs(ldvs,n),wi(n),wr(n),bwork(n))

!     Use routine workspace query to get optimal workspace.
      lwork = -1
      liwork = -1
!     The NAG name equivalent of dgeesx is f08pbf
      Call dgeesx('Vectors (Schur)','Sort',select,                             &
        'Both reciprocal condition numbers',n,a,lda,sdim,wr,wi,vs,ldvs,rconde, &
        rcondv,dummy,lwork,idum,liwork,bwork,info)

!     Make sure that there is enough workspace for block size nb.
      liwork = max((n*n)/4,idum(1))
      lwork = max(n*(nb+2+n/2),nint(dummy(1)))
      Allocate (work(lwork),iwork(liwork))

!     Read in the matrix A
      Read (nin,*)(a(i,1:n),i=1,n)

!     Copy A into D
      d(1:n,1:n) = a(1:n,1:n)

!     Print matrix A
!     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',ifail)

      Write (nout,*)
      Flush (nout)

!     Find the Frobenius norm of A
!     The NAG name equivalent of the LAPACK auxiliary dlange is f06raf
      anorm = dlange('Frobenius',n,n,a,lda,work)

!     Find the Schur factorization of A
!     The NAG name equivalent of dgeesx is f08pbf
      Call dgeesx('Vectors (Schur)','Sort',select,                             &
        'Both reciprocal condition numbers',n,a,lda,sdim,wr,wi,vs,ldvs,rconde, &
        rcondv,work,lwork,iwork,liwork,bwork,info)

      If (info/=0 .And. info/=(n+2)) Then
        Write (nout,99993) 'Failure in DGEESX. INFO =', info
        Go To 100
      End If

      If (check_fac) Then
!       Compute A - Z*T*Z^T from the factorization of A and store in matrix D
!       The NAG name equivalent of dgemm is f06yaf
        alpha = 1.0_nag_wp
        beta = 0.0_nag_wp
        Call dgemm('N','N',n,n,n,alpha,vs,ldvs,a,lda,beta,c,ldc)
        alpha = -1.0_nag_wp
        beta = 1.0_nag_wp
        Call dgemm('N','T',n,n,n,alpha,c,ldc,vs,ldvs,beta,d,ldd)

!       Find norm of matrix D and print warning if it is too large
!       f06raf is the NAG name equivalent of the LAPACK auxiliary dlange
        norm = dlange('O',ldd,n,d,ldd,work)
        If (norm>x02ajf()**0.8_nag_wp) Then
          Write (nout,*) 'Norm of A-(Z*T*Z^T) is much greater than 0.'
          Write (nout,*) 'Schur factorization has failed.'
          Go To 100
        End If
      End If

!     Print solution
      Write (nout,99999) 'Number of eigenvalues for which SELECT is true = ',  &
        sdim, '(dimension of invariant subspace)'

      Write (nout,*)
!     Print eigenvalues.
      Write (nout,*) 'Selected eigenvalues'
      Write (nout,99998)(' (',wr(i),',',wi(i),')',i=1,sdim)
      Write (nout,*)

      If (info==(n+2)) Then
        Write (nout,99997) '***Note that rounding errors mean ',               &
          'that leading eigenvalues in the Schur form',                        &
          'no longer satisfy SELECT = .TRUE.'
        Write (nout,*)
      End If
      Flush (nout)

      If (print_cond) Then
!       Print out the reciprocal condition numbers
        Write (nout,99996) 'Reciprocal of projection norm onto the invariant', &
          'subspace for the selected eigenvalues', 'RCONDE = ', rconde
        Write (nout,*)
        Write (nout,99995)                                                     &
          'Reciprocal condition number for the invariant subspace',            &
          'RCONDV = ', rcondv

!       Compute the machine precision
        eps = x02ajf()
        tol = eps*anorm

!       Print out the approximate asymptotic error bound on the
!       average absolute error of the selected eigenvalues given by
!       eps*norm(A)/RCONDE
        Write (nout,*)
        Write (nout,99994) 'Approximate asymptotic error bound for selected ', &
          'eigenvalues   = ', tol/rconde

!       Print out an approximate asymptotic bound on the maximum
!       angular error in the computed invariant subspace given by
!       eps*norm(A)/RCONDV
        Write (nout,99994)                                                     &
          'Approximate asymptotic error bound for the invariant ',             &
          'subspace = ', tol/rcondv
      End If
100   Continue

99999 Format (1X,A,I4,/,1X,A)
99998 Format (1X,A,F8.4,A,F8.4,A)
99997 Format (1X,2A,/,1X,A)
99996 Format (1X,A,/,1X,A,/,1X,A,1P,E8.1)
99995 Format (1X,A,/,1X,A,1P,E8.1)
99994 Format (1X,2A,1P,E8.1)
99993 Format (1X,A,I4)
    End Program f08pbfe