Program f08wcfe
! F08WCF Example Program Text
! Mark 27.1 Release. NAG Copyright 2020.
! .. Use Statements ..
Use nag_library, Only: dggev3, m01def, m01edf, nag_wp, x02ajf, x04caf, &
x04daf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Complex (Kind=nag_wp) :: scal
Integer :: i, ifail, info, j, k, lda, ldb, &
ldvr, lwork, n
! .. Local Arrays ..
Complex (Kind=nag_wp), Allocatable :: eigval(:), eigvec(:,:)
Real (Kind=nag_wp), Allocatable :: a(:,:), alphai(:), alphar(:), &
b(:,:), beta(:), vr(:,:), work(:)
Real (Kind=nag_wp) :: dummy(1,1)
Integer, Allocatable :: irank(:)
! .. Intrinsic Procedures ..
Intrinsic :: abs, all, cmplx, conjg, maxloc, nint
! .. Executable Statements ..
Write (nout,*) 'F08WCF Example Program Results'
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
lda = n
ldb = n
ldvr = n
Allocate (a(lda,n),alphai(n),alphar(n),b(ldb,n),beta(n),vr(ldvr,n), &
eigvec(n,n),eigval(n),irank(n))
! Use routine workspace query to get optimal workspace.
lwork = -1
! The NAG name equivalent of dggev3 is f08wcf
Call dggev3('No left vectors','Vectors (right)',n,a,lda,b,ldb,alphar, &
alphai,beta,dummy,1,vr,ldvr,dummy,lwork,info)
lwork = nint(dummy(1,1))
Allocate (work(lwork))
! Read in the matrices A and B
Read (nin,*)(a(i,1:n),i=1,n)
Read (nin,*)(b(i,1:n),i=1,n)
! Solve the generalized eigenvalue problem
! The NAG name equivalent of dggev3 is f08wcf
Call dggev3('No left vectors','Vectors (right)',n,a,lda,b,ldb,alphar, &
alphai,beta,dummy,1,vr,ldvr,work,lwork,info)
If (info>0) Then
Write (nout,*)
Write (nout,99999) 'Failure in DGGEV3. INFO =', info
Go To 100
End If
! Re-normalize the eigenvectors, largest absolute element real
j = 0
Do i = 1, n
If (alphai(i)==zero) Then
eigvec(1:n,i) = cmplx(vr(1:n,i),zero,kind=nag_wp)
Else If (j==0) Then
eigvec(1:n,i) = cmplx(vr(1:n,i),vr(1:n,i+1),kind=nag_wp)
j = 1
Else
eigvec(1:n,i) = cmplx(vr(1:n,i-1),-vr(1:n,i),kind=nag_wp)
j = 0
End If
work(1:n) = abs(eigvec(1:n,i))
k = maxloc(work(1:n),1)
scal = conjg(eigvec(k,i))/abs(eigvec(k,i))
eigvec(1:n,i) = eigvec(1:n,i)*scal
End Do
! If eigenvalues are finite, order by descending absolute values
If (all(abs(beta(1:n))>x02ajf())) Then
! add small amount to alphai to distinguish conjugates
alphai(1:n) = alphai(1:n) + x02ajf()*10.0_nag_wp
eigval(1:n) = cmplx(alphar(1:n),alphai(1:n),kind=nag_wp)
eigval(1:n) = eigval(1:n)/beta(1:n)
work(1:n) = abs(eigval(1:n))
ifail = 0
Call m01def(work,n,1,n,1,1,'Descending',irank,ifail)
Call m01edf(eigval,1,n,irank,ifail)
! Print ordered eigenvalues
ifail = 0
Call x04daf('Gen',' ',1,n,eigval,1,'Eigenvalues:',ifail)
! Order the eigenvectors in the same way and print
Do j = 1, n
eigval(1:n) = eigvec(j,1:n)
Call m01edf(eigval,1,n,irank,ifail)
eigvec(j,1:n) = eigval(1:n)
End Do
Write (nout,*)
Flush (nout)
ifail = 0
Call x04daf('Gen',' ',n,n,eigvec,n,'Right Eigenvectors (columns):', &
ifail)
Else
Write (nout,*) 'Some of the eigenvalues are infinite'
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('Gen',' ',1,n,alphar,1,'Alpha (real):',ifail)
Call x04caf('Gen',' ',1,n,alphai,1,'Alpha (imag):',ifail)
Call x04caf('Gen',' ',1,n,beta,1,'Beta:',ifail)
End If
100 Continue
99999 Format (1X,A,I4)
End Program f08wcfe