Program f08xefe
! F08XEF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: dgeqrf, dggbal, dgghd3, dhgeqz, dormqr, nag_wp, &
x04caf
! .. 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
Character (1) :: compq, compz, job
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), alphai(:), alphar(:), &
b(:,:), beta(:), lscale(:), q(:,:), &
rscale(:), tau(:), work(:), z(:,:)
! .. Intrinsic Procedures ..
Intrinsic :: nint
! .. Executable Statements ..
Write (nout,*) 'F08XEF 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 (alphai(n),alphar(n),beta(n),a(lda,n),lscale(n),q(ldq,ldq), &
rscale(n),b(ldb,n),tau(n),work(lwork),z(ldz,ldz))
! 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'
! The NAG name equivalent of dggbal is f08whf
Call dggbal(job,n,a,lda,b,ldb,ilo,ihi,lscale,rscale,work,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 x04caf('General',' ',n,n,a,lda,'Matrix A after balancing',ifail)
Write (nout,*)
Flush (nout)
! Matrix B after balancing
ifail = 0
Call x04caf('General',' ',n,n,b,ldb,'Matrix B after balancing',ifail)
Write (nout,*)
Flush (nout)
! Reduce B to triangular form using QR
irows = ihi + 1 - ilo
! The NAG name equivalent of dgeqrf is f08aef
Call dgeqrf(irows,irows,b(ilo,ilo),ldb,tau,work,lwork,info)
! Apply the orthogonal transformation to matrix A
! The NAG name equivalent of dormqr is f08agf
Call dormqr('L','T',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 dgghd3 is f08wff
Call dgghd3(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 x04caf('General',' ',n,n,a,lda,'Matrix A in Hessenberg form',ifail)
Write (nout,*)
Flush (nout)
! Matrix B (T) in generalized Hessenberg form.
ifail = 0
Call x04caf('General',' ',n,n,b,ldb,'Matrix B is triangular',ifail)
! Routine DHGEQZ
! Workspace query: jwork = -1
jwork = -1
job = 'E'
! The NAG name equivalent of dhgeqz is f08xef
Call dhgeqz(job,compq,compz,n,ilo,ihi,a,lda,b,ldb,alphar,alphai,beta,q, &
ldq,z,ldz,work,jwork,info)
Write (nout,*)
Write (nout,99999) nint(work(1))
Write (nout,99998) lwork
Write (nout,*)
! Compute the generalized Schur form
! if the workspace lwork is adequate
If (nint(work(1))<=lwork) Then
! The NAG name equivalent of dhgeqz is f08xef
Call dhgeqz(job,compq,compz,n,ilo,ihi,a,lda,b,ldb,alphar,alphai,beta, &
q,ldq,z,ldz,work,lwork,info)
! Print the generalized eigenvalues
Write (nout,99997)
Do i = 1, n
If (beta(i)/=0.0E0_nag_wp) Then
Write (nout,99996) i, '(', alphar(i)/beta(i), ',', &
alphai(i)/beta(i), ')'
Else
Write (nout,99994) i
End If
End Do
Else
Write (nout,99995)
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,A,F7.3,A,F7.3,A)
99995 Format (1X,'Insufficient workspace allocated for call to F08XEF/DHGEQZ')
99994 Format (1X,I4,'Eigenvalue is infinite')
End Program f08xefe