! DGGES3 Example Program Text ! Copyright 2017, Numerical Algorithms Group Ltd. http://www.nag.com Module dgges3_mod ! DGGES3 Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. Use lapack_precision, Only: dp ! .. Implicit None Statement .. Implicit None ! .. Accessibility Statements .. Private Public :: selctg ! .. Parameters .. Integer, Parameter, Public :: nb = 64, nin = 5, nout = 6 Contains Function selctg(ar, ai, b) ! Logical function selctg for use with DGGES3 (DGGES3) ! Returns the value .TRUE. if the eigenvalue is real and positive ! .. Function Return Value .. Logical :: selctg ! .. Scalar Arguments .. Real (Kind=dp), Intent (In) :: ai, ar, b ! .. Executable Statements .. selctg = (ar>0._dp .And. ai==0._dp .And. b/=0._dp) Return End Function End Module Program dgges3_example ! DGGES3 Example Main Program ! .. Use Statements .. Use blas_interfaces, Only: dgemm Use dgges3_mod, Only: nb, nin, nout, selctg Use lapack_example_aux, Only: nagf_file_print_matrix_real_gen Use lapack_interfaces, Only: dgges3, dlange Use lapack_precision, Only: dp ! .. Implicit None Statement .. Implicit None ! .. Local Scalars .. Real (Kind=dp) :: alph, bet, normd, norme Integer :: i, ifail, info, lda, ldb, ldc, ldd, lde, ldvsl, ldvsr, lwork, & n, sdim ! .. Local Arrays .. Real (Kind=dp), Allocatable :: a(:, :), alphai(:), alphar(:), b(:, :), & beta(:), c(:, :), d(:, :), e(:, :), vsl(:, :), vsr(:, :), work(:) Real (Kind=dp) :: dummy(1) Logical, Allocatable :: bwork(:) ! .. Intrinsic Procedures .. Intrinsic :: epsilon, max, nint ! .. Executable Statements .. Write (nout, *) 'DGGES3 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), alphai(n), alphar(n), b(ldb,n), beta(n), & vsl(ldvsl,n), vsr(ldvsr,n), bwork(n), c(ldc,n), d(ldd,n), e(lde,n)) ! Use routine workspace query to get optimal workspace. lwork = -1 Call dgges3('Vectors (left)', 'Vectors (right)', 'Sort', selctg, n, a, & lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, & dummy, lwork, bwork, info) ! Make sure that there is enough workspace for block size nb. lwork = max(8*n+16+n*nb, nint(dummy(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) ! 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 nagf_file_print_matrix_real_gen('General', ' ', n, n, a, lda, & 'Matrix A', ifail) Write (nout, *) Flush (nout) ifail = 0 Call nagf_file_print_matrix_real_gen('General', ' ', n, n, b, ldb, & 'Matrix B', ifail) Write (nout, *) Flush (nout) ! Find the generalized Schur form Call dgges3('Vectors (left)', 'Vectors (right)', 'Sort', selctg, n, a, & lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, work, & lwork, bwork, info) If (info==0 .Or. info==(n+2)) Then ! Compute A - Q*S*Z^T from the factorization of (A,B) and store in ! matrix D alph = 1.0_dp bet = 0.0_dp Call dgemm('N', 'N', n, n, n, alph, vsl, ldvsl, a, lda, bet, c, ldc) alph = -1.0_dp bet = 1.0_dp Call dgemm('N', 'T', n, n, n, alph, c, ldc, vsr, ldvsr, bet, d, ldd) ! Compute B - Q*T*Z^T from the factorization of (A,B) and store in ! matrix E alph = 1.0_dp bet = 0.0_dp Call dgemm('N', 'N', n, n, n, alph, vsl, ldvsl, b, ldb, bet, c, ldc) alph = -1.0_dp bet = 1.0_dp Call dgemm('N', 'T', 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 normd = dlange('O', ldd, n, d, ldd, work) norme = dlange('O', lde, n, e, lde, work) If (normd>epsilon(1.0E0_dp)**0.8_dp .Or. norme>epsilon(1.0E0_dp)** & 0.8_dp) Then Write (nout, *) 'Norm of A-(Q*S*Z^T) or norm of B-(Q*T*Z^T) & &is much greater than 0.' Write (nout, *) 'Schur factorization has failed.' Else ! Print solution Write (nout, 100) & 'Number of eigenvalues for which SELCTG is true = ', sdim, & '(dimension of deflating subspaces)' Write (nout, *) ! Print generalized eigenvalues Write (nout, *) 'Selected generalized eigenvalues' Do i = 1, sdim If (beta(i)/=0.0_dp) Then Write (nout, 120) i, '(', alphar(i)/beta(i), ',', & alphai(i)/beta(i), ')' Else Write (nout, 130) i End If End Do Write (nout, *) If (info==(n+2)) Then Write (nout, 140) '***Note that rounding errors mean ', & 'that leading eigenvalues in the generalized', & 'Schur form no longer satisfy SELCTG = .TRUE.' Write (nout, *) End If End If Else Write (nout, 110) 'Failure in DGGES3. INFO =', info End If 100 Format (1X, A, I4, /, 1X, A) 110 Format (1X, A, I4) 120 Format (1X, I4, 5X, A, F7.3, A, F7.3, A) 130 Format (1X, I4, 'Eigenvalue is infinite') 140 Format (1X, 2A, /, 1X, A) End Program