/* nag_zhpgv (f08tnc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
#include <math.h>
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagf07.h>
#include <nagf08.h>
#include <nagf16.h>
#include <nagx02.h>
int main(void)
{
/* Scalars */
double anorm, bnorm, eps, rcond, rcondb, t1, t2;
Integer i, j, n;
Integer exit_status = 0;
/* Arrays */
Complex *ap = 0, *bp = 0;
Complex dummy[1];
double *eerbnd = 0, *w = 0;
char nag_enum_arg[40];
/* Nag Types */
NagError fail;
Nag_OrderType order;
Nag_UploType uplo;
#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_UPPER(I, J) ap[(2*n-I)*(I-1)/2 + J - 1]
#define A_LOWER(I, J) ap[I*(I-1)/2 + J - 1]
#define B_UPPER(I, J) bp[(2*n-I)*(I-1)/2 + J - 1]
#define B_LOWER(I, J) bp[I*(I-1)/2 + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
printf("nag_zhpgv (f08tnc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT "%*[^\n]", &n);
scanf(" %39s%*[^\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);
/* Allocate memory */
if (!(ap = NAG_ALLOC(n * (n + 1) / 2, Complex)) ||
!(bp = NAG_ALLOC(n * (n + 1) / 2, Complex)) ||
!(eerbnd = NAG_ALLOC(n, double)) || !(w = NAG_ALLOC(n, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read the triangular parts of the matrices A and B from data file. */
if (uplo == Nag_Upper) {
for (i = 1; i <= n; ++i)
for (j = i; j <= n; ++j)
scanf(" ( %lf , %lf )", &A_UPPER(i, j).re, &A_UPPER(i, j).im);
scanf("%*[^\n]");
for (i = 1; i <= n; ++i)
for (j = i; j <= n; ++j)
scanf(" ( %lf , %lf )", &B_UPPER(i, j).re, &B_UPPER(i, j).im);
}
else if (uplo == Nag_Lower) {
for (i = 1; i <= n; ++i)
for (j = 1; j <= i; ++j)
scanf(" ( %lf , %lf )", &A_LOWER(i, j).re, &A_LOWER(i, j).im);
scanf("%*[^\n]");
for (i = 1; i <= n; ++i)
for (j = 1; j <= i; ++j)
scanf(" ( %lf , %lf )", &B_LOWER(i, j).re, &B_LOWER(i, j).im);
}
scanf("%*[^\n]");
/* Compute the one-norms of the symmetric matrices A and B
* using nag_zhp_norm (f16udc). */
nag_zhp_norm(order, Nag_OneNorm, uplo, n, ap, &anorm, &fail);
nag_zhp_norm(order, Nag_OneNorm, uplo, n, bp, &bnorm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_zhp_norm (f16udc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Solve the generalized symmetric eigenvalue problem
* A*x = lambda*B*x (itype = 1)
*/
nag_zhpgv(order, 1, Nag_EigVals, uplo, n, ap, bp, w, dummy, 1, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_zhpgv (f08tnc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print eigensolution */
printf("Eigenvalues\n ");
for (j = 0; j < n; ++j)
printf(" %11.4f%s", w[j], j % 6 == 5 ? "\n" : "");
printf("\n\n");
/* Estimate the reciprocal condition number of the Cholesky factor of B.
* nag_ztpcon (f07uuc).
* Note that: cond(B) = 1/rcond**2
*/
nag_ztpcon(order, Nag_OneNorm, uplo, Nag_NonUnitDiag, n, bp, &rcond, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_ztpcon (f07uuc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print the reciprocal condition number of B */
rcondb = rcond * rcond;
printf("Estimate of reciprocal condition number for B\n %11.1e\n",
rcondb);
/* Get the machine precision, using nag_machine_precision (x02ajc) */
eps = nag_machine_precision;
if (rcond < eps) {
printf("\nB is very ill-conditioned, error estimates have not been"
" computed\n");
goto END;
}
t1 = eps / rcondb;
t2 = anorm / bnorm;
for (i = 0; i < n; ++i)
eerbnd[i] = t1 * (t2 + fabs(w[i]));
/* Print the approximate error bounds for the eigenvalues */
printf("\nError estimates for the eigenvalues\n ");
for (i = 0; i < n; ++i)
printf("%11.1e%s", eerbnd[i], i % 6 == 5 ? "\n" : "");
printf("\n");
END:
NAG_FREE(ap);
NAG_FREE(bp);
NAG_FREE(eerbnd);
NAG_FREE(w);
return exit_status;
}