/* nag_lapackeig_dtgsna (f08ylc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.1, 2024.
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Scalars */
double eps, snorm, stnrm, tnorm, tol;
Integer i, j, m, n, pds, pdt, pdvl, pdvr;
Integer exit_status = 0;
/* Arrays */
double *dif = 0, *s = 0, *scon = 0, *t = 0, *vl = 0, *vr = 0;
/* Nag Types */
NagError fail;
Nag_OrderType order;
#ifdef NAG_COLUMN_MAJOR
#define S(I, J) s[(J - 1) * pds + I - 1]
#define T(I, J) t[(J - 1) * pdt + I - 1]
order = Nag_ColMajor;
#else
#define S(I, J) s[(I - 1) * pds + J - 1]
#define T(I, J) t[(I - 1) * pdt + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
printf("nag_lapackeig_dtgsna (f08ylc) Example Program Results\n\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;
}
m = n;
pds = n;
pdt = n;
pdvl = n;
pdvr = n;
/* Allocate memory */
if (!(dif = NAG_ALLOC(n, double)) || !(scon = NAG_ALLOC(n, double)) ||
!(s = NAG_ALLOC(n * n, double)) || !(t = NAG_ALLOC(n * n, double)) ||
!(vl = NAG_ALLOC(n * m, double)) || !(vr = NAG_ALLOC(n * m, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read S and T from data file */
for (i = 1; i <= n; ++i)
for (j = 1; j <= n; ++j)
scanf("%lf", &S(i, j));
scanf("%*[^\n]");
for (i = 1; i <= n; ++i)
for (j = 1; j <= n; ++j)
scanf("%lf", &T(i, j));
scanf("%*[^\n]");
/* Calculate the left and right generalized eigenvectors of the
* matrix pair (S,T) using nag_lapackeig_dtgevc (f08ykc).
* NULL may be passed here in place of the select array since all
* eigenvectors are requested.
*/
nag_lapackeig_dtgevc(order, Nag_BothSides, Nag_ComputeAll, NULL, n, s, pds, t,
pdt, vl, pdvl, vr, pdvr, n, &m, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_lapackeig_dtgevc (f08ykc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Estimate condition numbers for all the generalized eigenvalues and right
* eigenvectors of the pair (S,T) using nag_lapackeig_dtgsna (f08ylc).
* NULL may be passed here in place of the select array since all
* eigenvectors are requested.
*/
nag_lapackeig_dtgsna(order, Nag_DoBoth, Nag_ComputeAll, NULL, n, s, pds, t,
pdt, vl, pdvl, vr, pdvr, scon, dif, n, &m, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_lapackeig_dtgsna (f08ylc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print condition numbers of eigenvalues and right eigenvectors */
printf("Condition numbers of eigenvalues (scon) and right eigenvectors "
"(diff),\n");
printf("scon: ");
for (i = 0; i < m; ++i)
printf(" %10.1e%s", scon[i], i % 7 == 6 ? "\n " : "");
printf("\ndif: ");
for (i = 0; i < m; ++i)
printf(" %10.1e%s", dif[i], i % 7 == 6 ? "\n " : "");
/* Compute the norm of (S,T) using nag_blast_dge_norm (f16rac). */
eps = nag_machine_precision;
nag_blast_dge_norm(order, Nag_OneNorm, n, n, s, pds, &snorm, &fail);
nag_blast_dge_norm(order, Nag_OneNorm, n, n, t, pdt, &tnorm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blast_dge_norm (f16rac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
if (snorm == 0.0)
stnrm = ABS(tnorm);
else if (tnorm == 0.0)
stnrm = ABS(snorm);
else if (ABS(snorm) >= ABS(tnorm))
stnrm = ABS(snorm) * sqrt(1.0 + (tnorm / snorm) * (tnorm / snorm));
else
stnrm = ABS(tnorm) * sqrt(1.0 + (snorm / tnorm) * (snorm / tnorm));
/* Calculate approximate error estimates */
tol = eps * stnrm;
printf("\n\nError estimates for eigenvalues (errval) and right eigenvectors"
" (errvec),\n");
printf("errval: ");
for (i = 0; i < m; ++i)
printf(" %10.1e%s", tol / scon[i], i % 7 == 6 ? "\n " : "");
printf("\nerrvec: ");
for (i = 0; i < m; ++i)
printf(" %10.1e%s", tol / dif[i], i % 7 == 6 ? "\n " : "");
printf("\n");
END:
NAG_FREE(dif);
NAG_FREE(scon);
NAG_FREE(s);
NAG_FREE(t);
NAG_FREE(vl);
NAG_FREE(vr);
return exit_status;
}