Program f08yyfe
! F08YYF Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: f06bnf, f06uaf, nag_wp, x02ajf, ztgevc, ztgsna
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: eps, snorm, stnrm, tnorm
Integer :: i, info, lda, ldb, ldvl, ldvr, &
lwork, m, n
! .. Local Arrays ..
Complex (Kind=nag_wp), Allocatable :: a(:,:), b(:,:), vl(:,:), vr(:,:), &
work(:)
Real (Kind=nag_wp), Allocatable :: dif(:), rwork(:), s(:)
Integer, Allocatable :: iwork(:)
Logical :: select(1)
! .. Executable Statements ..
Write (nout,*) 'F08YYF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
lda = n
ldb = n
ldvl = n
ldvr = n
lwork = 2*n*n
Allocate (a(lda,n),b(ldb,n),vl(ldvl,n),vr(ldvr,n),work(lwork),dif(n), &
rwork(2*n),s(n),iwork(n+2))
! Read A and B from data file
Read (nin,*)(a(i,1:n),i=1,n)
Read (nin,*)(b(i,1:n),i=1,n)
! Calculate the left and right generalized eigenvectors of the
! pair (A,B).
! The NAG name equivalent of ztgevc is f08yxf
Call ztgevc('Both','All',select,n,a,lda,b,ldb,vl,ldvl,vr,ldvr,n,m,work, &
rwork,info)
! Estimate condition numbers for all the generalized eigenvalues
! and right eigenvectors of the pair (A,B)
! The NAG name equivalent of ztgsna is f08yyf
Call ztgsna('Both','All',select,n,a,lda,b,ldb,vl,ldvl,vr,ldvr,s,dif,n,m, &
work,lwork,iwork,info)
! Print condition numbers of eigenvalues and right eigenvectors
Write (nout,*) 'S'
Write (nout,99999) s(1:m)
Write (nout,*)
Write (nout,*) 'DIF'
Write (nout,99999) dif(1:m)
! Calculate approximate error estimates
! Compute the 1-norms of A and B and then compute
! SQRT(snorm**2 + tnorm**2)
eps = x02ajf()
snorm = f06uaf('1-norm',n,n,a,lda,rwork)
tnorm = f06uaf('1-norm',n,n,b,ldb,rwork)
stnrm = f06bnf(snorm,tnorm)
Write (nout,*)
Write (nout,*) 'Approximate error estimates for eigenvalues of (A,B)'
Write (nout,99999)(eps*stnrm/s(i),i=1,m)
Write (nout,*)
Write (nout,*) &
'Approximate error estimates for right eigenvectors of (A,B)'
Write (nout,99999)(eps*stnrm/dif(i),i=1,m)
99999 Format ((3X,1P,7E11.1))
End Program f08yyfe