This function computes the performance index for a real eigensystem.
Function Return Value
EPIRG — Performance index. (Output)
Required Arguments
NEVAL — Number of eigenvalue/eigenvector pairs on which the performance index computation is based. (Input)
A — Matrix of order N. (Input)
EVAL — Complex vector of length NEVAL containing eigenvalues of A. (Input)
EVEC — Complex N by NEVAL array containing eigenvectors of A. (Input) The eigenvector corresponding to the eigenvalue EVAL(J) must be in the J-th column of EVEC.
Optional Arguments
N — Order of the matrix A. (Input) Default: N = SIZE (A,2).
LDA — Leading dimension of A exactly as specified in the dimension statement in the calling program. (Input) Default: LDA = SIZE (A,1).
LDEVEC — Leading dimension of EVEC exactly as specified in the dimension statement in the calling program. (Input) Default: LDEVEC = SIZE (EVEC,1).
FORTRAN 90 Interface
Generic: EPIRG (NEVAL, A, EVAL, EVEC [,…])
Specific: The specific interface names are S_EPIRG and D_EPIRG.
FORTRAN 77 Interface
Single: EPIRG (N, NEVAL, A, LDA, EVAL, EVEC, LDEVEC)
Double: The double precision function name is DEPIRG.
Description
Let M = NEVAL, λ = EVAL, xj = EVEC(*,J), the j-th column of EVEC. Also, let Ɛ be the machine precision given by AMACH(4). The performance index is defined to be
The norms used are a modified form of the 1-norm. The norm of the complex vector v is
While the exact value of is highly machine dependent, the performance of EVCSF is considered excellent if < 1, good if 1 ≤≤ 100, and poor if > 100.
The performance index was first developed by the EISPACK project at Argonne National Laboratory; see Smith et al. (1976, pages 124-125).
Comments
1. Workspace may be explicitly provided, if desired, by use of E2IRG/DE2IRG. The reference is: