Program f08xnfe
! F08XNF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: f08xnz, m01daf, m01edf, nag_wp, x02ajf, x04dbf, &
zgemm, zgges, zlange => f06uaf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nb = 64, nin = 5, nout = 6
Logical, Parameter :: chkfac = .False., prmat = .False.
! .. Local Scalars ..
Complex (Kind=nag_wp) :: alph, bet
Real (Kind=nag_wp) :: normd, norme
Integer :: i, ifail, info, lda, ldb, ldc, ldd, &
lde, ldvsl, ldvsr, lwork, n, sdim
Logical :: factor
! .. Local Arrays ..
Complex (Kind=nag_wp), Allocatable :: a(:,:), alpha(:), b(:,:), beta(:), &
c(:,:), d(:,:), e(:,:), vsl(:,:), &
vsr(:,:), work(:)
Complex (Kind=nag_wp) :: wdum(1)
Real (Kind=nag_wp), Allocatable :: rwork(:)
Integer, Allocatable :: irank(:)
Logical, Allocatable :: bwork(:)
Character (1) :: clabs(1), rlabs(1)
! .. Intrinsic Procedures ..
Intrinsic :: abs, all, cmplx, max, nint, real
! .. Executable Statements ..
Write (nout,*) 'F08XNF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
lda = n
ldb = n
ldc = n
ldd = n
lde = n
ldvsl = n
ldvsr = n
Allocate (a(lda,n),alpha(n),b(ldb,n),beta(n),c(ldc,n),d(ldd,n),e(lde,n), &
vsl(ldvsl,n),vsr(ldvsr,n),rwork(8*n),bwork(n),irank(n))
! Use routine workspace query to get optimal workspace.
lwork = -1
! The NAG name equivalent of zgges is f08xnf
Call zgges('Vectors (left)','Vectors (right)','No sort',f08xnz,n,a,lda, &
b,ldb,sdim,alpha,beta,vsl,ldvsl,vsr,ldvsr,wdum,lwork,rwork,bwork,info)
! Make sure that there is enough workspace for block size nb.
lwork = max((nb+1)*n,nint(real(wdum(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)
! Copy A and B into D and E respectively
d(1:n,1:n) = a(1:n,1:n)
e(1:n,1:n) = b(1:n,1:n)
If (prmat) Then
! Print matrices A and B
! ifail: behaviour on error exit
! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
ifail = 0
Call x04dbf('General',' ',n,n,a,lda,'Bracketed','F8.4','Matrix A', &
'Integer',rlabs,'Integer',clabs,80,0,ifail)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04dbf('General',' ',n,n,b,ldb,'Bracketed','F8.4','Matrix B', &
'Integer',rlabs,'Integer',clabs,80,0,ifail)
Write (nout,*)
Flush (nout)
End If
factor = .True.
! Find the generalized Schur form
! The NAG name equivalent of zgges is f08xnf
Call zgges('Vectors (left)','Vectors (right)','No sort',f08xnz,n,a,lda, &
b,ldb,sdim,alpha,beta,vsl,ldvsl,vsr,ldvsr,work,lwork,rwork,bwork,info)
If (info>0) Then
Write (nout,99999) 'Failure in ZGGES. INFO =', info
factor = .False.
Else If (chkfac) Then
! Compute A - Q*S*Z^H from the factorization of (A,B) and store in
! matrix D
! The NAG name equivalent of zgemm is f06zaf
alph = cmplx(1,kind=nag_wp)
bet = cmplx(0,kind=nag_wp)
Call zgemm('N','N',n,n,n,alph,vsl,ldvsl,a,lda,bet,c,ldc)
alph = cmplx(-1,kind=nag_wp)
bet = cmplx(1,kind=nag_wp)
Call zgemm('N','C',n,n,n,alph,c,ldc,vsr,ldvsr,bet,d,ldd)
! Compute B - Q*T*Z^H from the factorization of (A,B) and store in
! matrix E
alph = cmplx(1,kind=nag_wp)
bet = cmplx(0,kind=nag_wp)
Call zgemm('N','N',n,n,n,alph,vsl,ldvsl,b,ldb,bet,c,ldc)
alph = cmplx(-1,kind=nag_wp)
bet = cmplx(1,kind=nag_wp)
Call zgemm('N','C',n,n,n,alph,c,ldc,vsr,ldvsr,bet,e,lde)
! Find norms of matrices D and E and warn if either is too large
! f06uaf is the NAG name equivalent of the LAPACK auxiliary zlange
normd = zlange('O',ldd,n,d,ldd,rwork)
norme = zlange('O',lde,n,e,lde,rwork)
If (normd>x02ajf()**0.75_nag_wp) Then
Write (nout,*) 'Norm of A-(Q*S*Z^H) is much greater than 0.'
factor = .False.
End If
If (norme>x02ajf()**0.75_nag_wp) Then
Write (nout,*) 'Norm of B-(Q*T*Z^H) is much greater than 0.'
factor = .False.
End If
End If
If (factor) Then
! Sort and print generalized eigenvalues if none are infinite
If (all(real(beta(1:n))>0.0_nag_wp)) Then
work(1:n) = alpha(1:n)/beta(1:n)
rwork(1:n) = abs(work(1:n))
! Rank eigenvalues
ifail = 0
Call m01daf(rwork,1,n,'Descending',irank,ifail)
! Sort eigenvalues in work(1:n)
Call m01edf(work,1,n,irank,ifail)
Write (nout,*) 'Generalized Eigenvalues'
Do i = 1, n
Write (nout,99998) i, work(i)
End Do
End If
Else
Write (nout,*) 'Schur factorization has failed.'
End If
99999 Format (1X,A,I4)
99998 Format (1X,I2,3X,'(',F6.2,',',F6.2,')')
End Program f08xnfe