f08sece.c

/* nag_lapackeig_dsygst (f08sec) Example Program.
 *
 * Copyright 2025 Numerical Algorithms Group.
 *
 * Mark 31.1, 2025.
 */
#include<nag.h>
#include<stdio.h>
intmain(void){
/* Scalars */
Integeri,j,n,pda,pdb,d_len,e_len,tau_len;
Integerexit_status=0;
NagErrorfail;
Nag_UploTypeuplo;
Nag_OrderTypeorder;
/* Arrays */
charnag_enum_arg[40];
double*a=0,*b=0,*d=0,*e=0,*tau=0;
#ifdef NAG_COLUMN_MAJOR
#define A(I, J) a[(J - 1) * pda + I - 1]
#define B(I, J) b[(J - 1) * pdb + I - 1]
order=Nag_ColMajor;
#else
#define A(I, J) a[(I - 1) * pda + J - 1]
#define B(I, J) b[(I - 1) * pdb + J - 1]
order=Nag_RowMajor;
#endif
INIT_FAIL(fail);
printf("nag_lapackeig_dsygst (f08sec) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%"NAG_IFMT"%*[^\n] ",&n);
#ifdef NAG_COLUMN_MAJOR
pda=n;
pdb=n;
#else
pda=n;
pdb=n;
#endif
d_len=n;
e_len=n-1;
tau_len=n-1;
/* Allocate memory */
if(!(a=NAG_ALLOC(n*n,double))||!(b=NAG_ALLOC(n*n,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;
gotoEND;
}
/* 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(i,j));
}
scanf("%*[^\n] ");
for(i=1;i<=n;++i){
for(j=i;j<=n;++j)
scanf("%lf",&B(i,j));
}
scanf("%*[^\n] ");
}else{
for(i=1;i<=n;++i){
for(j=1;j<=i;++j)
scanf("%lf",&A(i,j));
}
scanf("%*[^\n] ");
for(i=1;i<=n;++i){
for(j=1;j<=i;++j)
scanf("%lf",&B(i,j));
}
scanf("%*[^\n] ");
}
/* Compute the Cholesky factorization of B */
/* nag_lapacklin_dpotrf (f07fdc).
 * Cholesky factorization of real symmetric
 * positive-definite matrix
 */
nag_lapacklin_dpotrf(order,uplo,n,b,pdb,&fail);
if(fail.code!=NE_NOERROR){
printf("Error from nag_lapacklin_dpotrf (f07fdc).\n%s\n",fail.message);
exit_status=1;
gotoEND;
}
/* Reduce the problem to standard form C*y = lambda*y, storing */
/* the result in A */
/* nag_lapackeig_dsygst (f08sec).
 * Reduction to standard form of real symmetric-definite
 * generalized eigenproblem Ax = lambda Bx, ABx = lambda x
 * or BAx = lambda x, B factorized by nag_lapacklin_dpotrf (f07fdc)
 */
nag_lapackeig_dsygst(order,Nag_Compute_1,uplo,n,a,pda,b,pdb,&fail);
if(fail.code!=NE_NOERROR){
printf("Error from nag_lapackeig_dsygst (f08sec).\n%s\n",fail.message);
exit_status=1;
gotoEND;
}
/* Reduce C to tridiagonal form T = (Q^T)*C*Q */
/* nag_lapackeig_dsytrd (f08fec).
 * Orthogonal reduction of real symmetric matrix to
 * symmetric tridiagonal form
 */
nag_lapackeig_dsytrd(order,uplo,n,a,pda,d,e,tau,&fail);
if(fail.code!=NE_NOERROR){
printf("Error from nag_lapackeig_dsytrd (f08fec).\n%s\n",fail.message);
exit_status=1;
gotoEND;
}
/* 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;
gotoEND;
}
/* Print eigenvalues */
printf("Eigenvalues\n");
for(i=1;i<=n;++i)
printf("%8.4f%s",d[i-1],i%9==0?"\n":" ");
printf("\n");
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(d);
NAG_FREE(e);
NAG_FREE(tau);
returnexit_status;
}