NAG Library Routine Document

C02ANF

1: $E$ – COMPLEX (KIND=nag_wp)Input: On entry: $e$ , the coefficient of $z^{4}$ .

Constraint: $E \neq (0.0, 0.0)$ .
2: $A$ – COMPLEX (KIND=nag_wp)Input: On entry: $a$ , the coefficient of $z^{3}$ .
3: $B$ – COMPLEX (KIND=nag_wp)Input: On entry: $b$ , the coefficient of $z^{2}$ .
4: $C$ – COMPLEX (KIND=nag_wp)Input: On entry: $c$ , the coefficient of $z$ .
5: $D$ – COMPLEX (KIND=nag_wp)Input: On entry: $d$ , the constant coefficient.
6: $ZEROR (4)$ – REAL (KIND=nag_wp) arrayOutput
7: $ZEROI (4)$ – REAL (KIND=nag_wp) arrayOutput: On exit: $ZEROR (i)$ and $ZEROI (i)$ contain the real and imaginary parts, respectively, of the $i$ th root.
8: $ERREST (4)$ – REAL (KIND=nag_wp) arrayOutput: On exit: $ERREST (i)$ contains an approximate error estimate for the $i$ th root.
9: $IFAIL$ – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit: $IFAIL = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$

On entry,

E = (0.0, 0.0)

$IFAIL = 2$: The companion matrix $H$ cannot be formed without overflow.

$IFAIL = 3$: The iterative procedure used to determine the eigenvalues has failed to converge.

$IFAIL = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.

$IFAIL = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.

$IFAIL = - 999$: Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7 Accuracy

IFAIL = 0

on exit, then the

i

th computed root should have approximately

|\log_{10} (ERREST (i))|

correct significant digits.

8 Parallelism and Performance

C02ANF is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

C02ANF makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The method used by the routine consists of the following steps, which are performed by routines from LAPACK in Chapter F08.

(a)	Form matrix $H$ .
(b)	Apply a diagonal similarity transformation to $H$ (to give $H^{'}$ ).
(c)	Calculate the eigenvalues and Schur factorization of $H^{'}$ .
(d)	Calculate the left and right eigenvectors of $H^{'}$ .
(e)	Estimate reciprocal condition numbers for all the eigenvalues of $H^{'}$ .
(f)	Calculate approximate error estimates for all the eigenvalues of $H^{'}$ (using the $1$ -norm).

10 Example

This example finds the roots of the quartic equation

z^{4} + 16 i z^{2} - (8 - 8 i) z - 65 = 0 .

NAG Library Routine DocumentC02ANF

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Routine Document

C02ANF