Program f08xsfe
! F08XSF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: m01daf, m01edf, nag_wp, x04dbf, zgeqrf, zggbal, &
zgghd3, zhgeqz, zunmqr
! .. 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, &
ni
Character (1) :: compq, compz, job
! .. Local Arrays ..
Complex (Kind=nag_wp), Allocatable :: a(:,:), alpha(:), b(:,:), beta(:), &
e(:), q(:,:), tau(:), work(:), &
z(:,:)
Real (Kind=nag_wp), Allocatable :: emod(:), lscale(:), rscale(:), &
rwork(:)
Integer, Allocatable :: irank(:)
Character (1) :: clabs(1), rlabs(1)
! .. Intrinsic Procedures ..
Intrinsic :: abs, aimag, nint, real
! .. Executable Statements ..
Write (nout,*) 'F08XSF 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 (a(lda,n),alpha(n),b(ldb,n),beta(n),q(ldq,ldq),tau(n), &
work(lwork),z(ldz,ldz),lscale(n),rscale(n),rwork(6*n))
! 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'
Call zggbal(job,n,a,lda,b,ldb,ilo,ihi,lscale,rscale,rwork,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 x04dbf('General',' ',n,n,a,lda,'Bracketed','F7.4', &
'Matrix A after balancing','Integer',rlabs,'Integer',clabs,80,0,ifail)
Write (nout,*)
Flush (nout)
! Matrix B after balancing
ifail = 0
Call x04dbf('General',' ',n,n,b,ldb,'Bracketed','F7.4', &
'Matrix B after balancing','Integer',rlabs,'Integer',clabs,80,0,ifail)
Write (nout,*)
Flush (nout)
! Reduce B to triangular form using QR
irows = ihi + 1 - ilo
! The NAG name equivalent of zgeqrf is f08asf
Call zgeqrf(irows,irows,b(ilo,ilo),ldb,tau,work,lwork,info)
! Apply the orthogonal transformation to A
! The NAG name equivalent of zunmqr is f08auf
Call zunmqr('L','C',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 zgghd3 is f08wuf
Call zgghd3(compq,compz,irows,1,irows,a(ilo,ilo),lda,b(ilo,ilo),ldb,q, &
ldq,z,ldz,work,lwork,info)
! Matrix A (H) in generalized Hessenberg form
ifail = 0
Call x04dbf('General',' ',n,n,a,lda,'Bracketed','F7.3', &
'Matrix A in Hessenberg form','Integer',rlabs,'Integer',clabs,80,0, &
ifail)
Write (nout,*)
Flush (nout)
! Matrix B (T) in generalized Hessenberg form
ifail = 0
Call x04dbf('General',' ',n,n,b,ldb,'Bracketed','F7.3', &
'Matrix B is triangular','Integer',rlabs,'Integer',clabs,80,0,ifail)
! Routine ZHGEQZ
! Workspace query: jwork = -1
jwork = -1
job = 'E'
! The NAG name equivalent of zhgeqz is f08xsf
Call zhgeqz(job,compq,compz,n,ilo,ihi,a,lda,b,ldb,alpha,beta,q,ldq,z, &
ldz,work,jwork,rwork,info)
Write (nout,*)
Write (nout,99999) nint(real(work(1)))
Write (nout,99998) lwork
Write (nout,*)
Write (nout,99997)
Write (nout,*)
Flush (nout)
! Compute the generalized Schur form
! if the workspace lwork is adequate
If (nint(real(work(1)))<=lwork) Then
! The NAG name equivalent of zhgeqz is f08xsf
Call zhgeqz(job,compq,compz,n,ilo,ihi,a,lda,b,ldb,alpha,beta,q,ldq,z, &
ldz,work,lwork,rwork,info)
! Print the generalized eigenvalues in descending size order
! Note: the actual values of beta are real and non-negative
! Calculate the moduli of the finite eigenvalues.
Allocate (e(n),emod(n),irank(n))
ni = 0
Do i = 1, n
If (real(beta(i))/=0.0_nag_wp) Then
ni = ni + 1
e(ni) = alpha(i)/beta(i)
emod(ni) = abs(e(ni))
Else
Write (nout,99996) i
End If
End Do
! Rearrange the finite eigenvalues in descending order of modulus.
ifail = 0
Call m01daf(emod,1,ni,'Descending',irank,ifail)
ifail = 0
Call m01edf(e,1,ni,irank,ifail)
Write (nout,99995)(i,'(',real(e(i)),',',aimag(e(i)),')',i=1,ni)
Else
Write (nout,99994)
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,'Infinite eigenvalue')
99995 Format (1X,I4,5X,A,F7.3,A,F7.3,A)
99994 Format (1X,'Insufficient workspace allocated for call to F08XSF/ZHGEQZ')
End Program f08xsfe