/* nag_lapackeig_dspgst (f08tec) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.3, 2022.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Scalars */
Integer i, j, n, ap_len, bp_len, d_len, e_len, tau_len;
Integer exit_status = 0;
NagError fail;
Nag_UploType uplo;
Nag_OrderType order;
/* Arrays */
char nag_enum_arg[40];
double *ap = 0, *bp = 0, *d = 0, *e = 0, *tau = 0;
#ifdef NAG_COLUMN_MAJOR
#define A_UPPER(I, J) ap[J * (J - 1) / 2 + I - 1]
#define A_LOWER(I, J) ap[(2 * n - J) * (J - 1) / 2 + I - 1]
#define B_UPPER(I, J) bp[J * (J - 1) / 2 + I - 1]
#define B_LOWER(I, J) bp[(2 * n - J) * (J - 1) / 2 + I - 1]
order = Nag_ColMajor;
#else
#define A_LOWER(I, J) ap[I * (I - 1) / 2 + J - 1]
#define A_UPPER(I, J) ap[(2 * n - I) * (I - 1) / 2 + J - 1]
#define B_LOWER(I, J) bp[I * (I - 1) / 2 + J - 1]
#define B_UPPER(I, J) bp[(2 * n - I) * (I - 1) / 2 + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
printf("nag_lapackeig_dspgst (f08tec) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%*[^\n] ", &n);
ap_len = n * (n + 1) / 2;
bp_len = n * (n + 1) / 2;
d_len = n;
e_len = n - 1;
tau_len = n;
/* Allocate memory */
if (!(ap = NAG_ALLOC(ap_len, double)) || !(bp = NAG_ALLOC(bp_len, double)) ||
!(d = NAG_ALLOC(d_len, double)) || !(e = NAG_ALLOC(e_len, double)) ||
!(tau = NAG_ALLOC(tau_len, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read A and B from data file */
scanf("%39s%*[^\n] ", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
uplo = (Nag_UploType)nag_enum_name_to_value(nag_enum_arg);
if (uplo == Nag_Upper) {
for (i = 1; i <= n; ++i) {
for (j = i; j <= n; ++j)
scanf("%lf", &A_UPPER(i, j));
}
scanf("%*[^\n] ");
for (i = 1; i <= n; ++i) {
for (j = i; j <= n; ++j)
scanf("%lf", &B_UPPER(i, j));
}
scanf("%*[^\n] ");
} else {
for (i = 1; i <= n; ++i) {
for (j = 1; j <= i; ++j)
scanf("%lf", &A_LOWER(i, j));
}
scanf("%*[^\n] ");
for (i = 1; i <= n; ++i) {
for (j = 1; j <= i; ++j)
scanf("%lf", &B_LOWER(i, j));
}
scanf("%*[^\n] ");
}
/* Compute the Cholesky factorization of B */
/* nag_lapacklin_dpptrf (f07gdc).
* Cholesky factorization of real symmetric
* positive-definite matrix, packed storage
*/
nag_lapacklin_dpptrf(order, uplo, n, bp, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_lapacklin_dpptrf (f07gdc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Reduce the problem to standard form C*y = lambda*y, storing */
/* the result in A */
/* nag_lapackeig_dspgst (f08tec).
* Reduction to standard form of real symmetric-definite
* generalized eigenproblem Ax = lambda Bx, ABx = lambda x
* or BAx = lambda x, packed storage, B factorized by
* nag_lapacklin_dpptrf (f07gdc)
*/
nag_lapackeig_dspgst(order, Nag_Compute_1, uplo, n, ap, bp, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_lapackeig_dspgst (f08tec).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Reduce C to tridiagonal form T = (Q^T)*C*Q */
/* nag_lapackeig_dsptrd (f08gec).
* Orthogonal reduction of real symmetric matrix to
* symmetric tridiagonal form, packed storage
*/
nag_lapackeig_dsptrd(order, uplo, n, ap, d, e, tau, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_lapackeig_dsptrd (f08gec).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Calculate the eigenvalues of T (same as C) */
/* nag_lapackeig_dsterf (f08jfc).
* All eigenvalues of real symmetric tridiagonal matrix,
* root-free variant of QL or QR
*/
nag_lapackeig_dsterf(n, d, e, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_lapackeig_dsterf (f08jfc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print eigenvalues */
printf("Eigenvalues\n");
for (i = 1; i <= n; ++i)
printf("%8.4f%s", d[i - 1], i % 9 == 0 || i == n ? "\n" : " ");
printf("\n");
END:
NAG_FREE(ap);
NAG_FREE(bp);
NAG_FREE(d);
NAG_FREE(e);
NAG_FREE(tau);
return exit_status;
}