NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program f08ylfe

!     F08YLF Example Program Text

!     Mark 27.3 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: dtgevc, dtgsna, f06bnf, f06raf, nag_wp, x02ajf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: eps, snorm, stnrm, tnorm
      Integer                          :: i, info, lda, ldb, ldvl, ldvr,       &
                                          lwork, m, n
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: a(:,:), b(:,:), dif(:), s(:),        &
                                          vl(:,:), vr(:,:), work(:)
      Integer, Allocatable             :: iwork(:)
      Logical                          :: select(1)
!     .. Executable Statements ..
      Write (nout,*) 'F08YLF Example Program Results'
      Write (nout,*)
!     Skip heading in data file
      Read (nin,*)
      Read (nin,*) n
      lda = n
      ldb = n
      ldvl = n
      ldvr = n
      lwork = 2*n*(n+2) + 16
      Allocate (a(lda,n),b(ldb,n),dif(n),s(n),vl(ldvl,n),vr(ldvr,n),           &

!     Read A and B from data file

      Read (nin,*)(a(i,1:n),i=1,n)
      Read (nin,*)(b(i,1:n),i=1,n)

!     Calculate the left and right generalized eigenvectors of the
!     pair (A,B). Note that DTGEVC requires WORK to be of dimension
!     at least 6*n.

!     The NAG name equivalent of dtgevc is f08ykf
      Call dtgevc('Both','All',select,n,a,lda,b,ldb,vl,ldvl,vr,ldvr,n,m,work,  &

      If (info>0) Then
        Write (nout,99999) info, info + 1

!       Estimate condition numbers for all the generalized eigenvalues
!       and right eigenvectors of the pair (A,B)

!       The NAG name equivalent of dtgsna is f08ylf
        Call dtgsna('Both','All',select,n,a,lda,b,ldb,vl,ldvl,vr,ldvr,s,dif,n, &

!       Print condition numbers of eigenvalues and right eigenvectors

        Write (nout,*) 'S'
        Write (nout,99998) s(1:m)
        Write (nout,*)
        Write (nout,*) 'DIF'
        Write (nout,99998) dif(1:m)

!       Calculate approximate error estimates

!       Compute the 1-norms of A and B and then compute
!       SQRT(snorm**2 + tnorm**2)

        eps = x02ajf()
        snorm = f06raf('1-norm',n,n,a,lda,work)
        tnorm = f06raf('1-norm',n,n,b,ldb,work)
        stnrm = f06bnf(snorm,tnorm)
        Write (nout,*)
        Write (nout,*) 'Approximate error estimates for eigenvalues of (A,B)'
        Write (nout,99998)(eps*stnrm/s(i),i=1,m)
        Write (nout,*)
        Write (nout,*) 'Approximate error estimates for right ',               &
          'eigenvectors of (A,B)'
        Write (nout,99998)(eps*stnrm/dif(i),i=1,m)
      End If

99999 Format (' The 2-by-2 block (',I5,':',I5,') does not have a co',          &
        'mplex eigenvalue')
99998 Format ((3X,1P,7E11.1))
    End Program f08ylfe