NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_lapackeig_dggevx (f08wbc) Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 *
 * Mark 27.2, 2021.
 */

#include <math.h>
#include <nag.h>
#include <stdio.h>
int main(void) {
  /* Scalars */
  Complex eig, eigl, eigr;
  double abnorm, abnrm, bbnrm, eps, sign, small, tol;
  Integer i, ihi, ilo, j, k, n, pda, pdb, pdvl, pdvr;
  Integer verbose = 0;
  Integer exit_status = 0;

  /* Arrays */
  double *a = 0, *alphai = 0, *alphar = 0, *b = 0, *beta = 0;
  double *lscale = 0, *rconde = 0, *rcondv = 0, *rscale = 0;
  double *vl = 0, *vr = 0;
  char nag_enum_arg[40];

  /* Nag Types */
  NagError fail;
  Nag_OrderType order;
  Nag_LeftVecsType jobvl;
  Nag_RightVecsType jobvr;
  Nag_RCondType sense;

#ifdef NAG_COLUMN_MAJOR
#define A(I, J) a[(J - 1) * pda + I - 1]
#define B(I, J) b[(J - 1) * pdb + I - 1]
#define VL(I, J) vl[(J - 1) * pdvl + I - 1]
#define VR(I, J) vr[(J - 1) * pdvr + I - 1]
  order = Nag_ColMajor;
#else
#define A(I, J) a[(I - 1) * pda + J - 1]
#define B(I, J) b[(I - 1) * pdb + J - 1]
#define VL(I, J) vl[(I - 1) * pdvl + J - 1]
#define VR(I, J) vr[(I - 1) * pdvr + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);

  printf("nag_lapackeig_dggevx (f08wbc) Example Program Results\n");

  /* Skip heading in data file */
  scanf("%*[^\n]");
  scanf("%" NAG_IFMT "%*[^\n]", &n);
  if (n < 0) {
    printf("Invalid n\n");
    exit_status = 1;
    goto END;
  }
  scanf(" %39s%*[^\n]", nag_enum_arg);
  /* nag_enum_name_to_value (x04nac).
   * Converts NAG enum member name to value
   */
  jobvl = (Nag_LeftVecsType)nag_enum_name_to_value(nag_enum_arg);
  scanf(" %39s%*[^\n]", nag_enum_arg);
  jobvr = (Nag_RightVecsType)nag_enum_name_to_value(nag_enum_arg);
  scanf(" %39s%*[^\n]", nag_enum_arg);
  sense = (Nag_RCondType)nag_enum_name_to_value(nag_enum_arg);

  pda = n;
  pdb = n;
  pdvl = (jobvl == Nag_LeftVecs ? n : 1);
  pdvr = (jobvr == Nag_RightVecs ? n : 1);

  /* Allocate memory */
  if (!(a = NAG_ALLOC(n * n, double)) || !(alphai = NAG_ALLOC(n, double)) ||
      !(alphar = NAG_ALLOC(n, double)) || !(b = NAG_ALLOC(n * n, double)) ||
      !(beta = NAG_ALLOC(n, double)) || !(lscale = NAG_ALLOC(n, double)) ||
      !(rconde = NAG_ALLOC(n, double)) || !(rcondv = NAG_ALLOC(n, double)) ||
      !(rscale = NAG_ALLOC(n, double)) ||
      !(vl = NAG_ALLOC(pdvl * pdvl, double)) ||
      !(vr = NAG_ALLOC(pdvr * pdvr, double))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* Read in the matrices A and B */
  for (i = 1; i <= n; ++i)
    for (j = 1; j <= n; ++j)
      scanf("%lf", &A(i, j));
  scanf("%*[^\n]");
  for (i = 1; i <= n; ++i)
    for (j = 1; j <= n; ++j)
      scanf("%lf", &B(i, j));
  scanf("%*[^\n]");

  /* Solve the generalized eigenvalue problem using nag_lapackeig_dggevx
   * (f08wbc). */
  nag_lapackeig_dggevx(order, Nag_BalanceBoth, jobvl, jobvr, sense, n, a, pda,
                       b, pdb, alphar, alphai, beta, vl, pdvl, vr, pdvr, &ilo,
                       &ihi, lscale, rscale, &abnrm, &bbnrm, rconde, rcondv,
                       &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_lapackeig_dggevx (f08wbc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  /* nag_machine_real_safe (x02amc), nag_machine_precision (x02ajc) */
  eps = nag_machine_precision;
  small = nag_machine_real_safe;
  if (abnrm == 0.0)
    abnorm = ABS(bbnrm);
  else if (bbnrm == 0.0)
    abnorm = ABS(abnrm);
  else if (ABS(abnrm) >= ABS(bbnrm))
    abnorm = ABS(abnrm) * sqrt(1.0 + (bbnrm / abnrm) * (bbnrm / abnrm));
  else
    abnorm = ABS(bbnrm) * sqrt(1.0 + (abnrm / bbnrm) * (abnrm / bbnrm));

  tol = eps * abnorm;

  /* Print out eigenvalues and vectors and associated condition
   * number and bounds.
   */
  for (j = 0; j < n; ++j) {
    /* Print out information on the j-th eigenvalue */
    printf("\n");
    if ((fabs(alphar[j]) + fabs(alphai[j])) * small >= fabs(beta[j])) {
      printf("Eigenvalue %2" NAG_IFMT " is numerically infinite or "
             "undetermined\n",
             j + 1);
      printf("alpha = (%13.4e, %13.4e), beta = %13.4e\n", alphar[j], alphai[j],
             beta[j]);
    } else if (alphai[j] == 0.0) {
      printf("Eigenvalue %2" NAG_IFMT " = %13.4e\n", j + 1,
             alphar[j] / beta[j]);
    } else {
      eig.re = alphar[j] / beta[j], eig.im = alphai[j] / beta[j];
      printf("Eigenvalue %2" NAG_IFMT " = (%13.4e, %13.4e)\n", j + 1, eig.re,
             eig.im);
    }
    if (verbose) {
      if (sense == Nag_RCondEigVals || sense == Nag_RCondBoth) {
        printf("\n Reciprocal condition number = %10.1e\n", rconde[j]);

        if (rconde[j] > 0.0)
          printf(" Error bound                 = %10.1e\n", tol / rconde[j]);
        else
          printf(" Error bound is infinite\n");
      }
    }
    printf("\n\n");
    /* Normalize and print out information on the j-th eigenvector(s) */
    if (jobvl == Nag_LeftVecs)
      printf("%21s%8s", "Left Eigenvector", "");
    if (jobvr == Nag_RightVecs)
      printf("%21s", "Right Eigenvector");
    printf(" %2" NAG_IFMT "\n", j + 1);
    if (alphai[j] == 0.0)
      for (i = 1; i <= n; ++i) {
        if (jobvl == Nag_LeftVecs)
          printf("%7s%13.4e%12s", "", VL(i, j + 1) / VL(n, j + 1), "");
        if (jobvr == Nag_RightVecs)
          printf("%7s%13.4e", "", VR(i, j + 1) / VR(n, j + 1));
        printf("\n");
      }
    else {
      k = (alphai[j] > 0.0 ? j + 1 : j);
      sign = (alphai[j] > 0.0 ? 1.0 : -1.0);
      if (jobvl == Nag_LeftVecs)
        eigl = nag_complex_create(VL(n, k), VL(n, k + 1));
      if (jobvr == Nag_RightVecs)
        eigr = nag_complex_create(VR(n, k), VR(n, k + 1));
      for (i = 1; i <= n; ++i) {
        if (jobvl == Nag_LeftVecs) {
          eig = nag_complex_divide(nag_complex_create(VL(i, k), VL(i, k + 1)),
                                   eigl);
          printf(" (%13.4e,%13.4e) ", eig.re, sign * eig.im);
        }
        if (jobvr == Nag_RightVecs) {
          eig = nag_complex_divide(nag_complex_create(VR(i, k), VR(i, k + 1)),
                                   eigr);
          printf(" (%13.4e,%13.4e)", eig.re, sign * eig.im);
        }
        printf("\n");
      }
    }

    if (verbose) {
      if (sense == Nag_RCondEigVecs || sense == Nag_RCondBoth) {
        printf("\n Reciprocal condition number = %10.1e\n", rcondv[j]);

        if (rcondv[j] > 0.0)
          printf(" Error bound                 = %10.1e\n\n", tol / rcondv[j]);
        else
          printf(" Error bound is infinite\n\n");
      }
    }
  }

END:
  NAG_FREE(a);
  NAG_FREE(alphai);
  NAG_FREE(alphar);
  NAG_FREE(b);
  NAG_FREE(beta);
  NAG_FREE(lscale);
  NAG_FREE(rconde);
  NAG_FREE(rcondv);
  NAG_FREE(rscale);
  NAG_FREE(vl);
  NAG_FREE(vr);

  return exit_status;
}