Program f08ylfe
! F08YLF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. 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), &
work(lwork),iwork(n+6))
! 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, &
info)
If (info>0) Then
Write (nout,99999) info, info + 1
Else
! 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, &
m,work,lwork,iwork,info)
! 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