NAG Library Manual, Mark 30.2
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_lapackeig_dspgst (f08tec) Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 *
 * Mark 30.2, 2024.
 */

#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;
}