GPIRG
This function computes the performance index for a generalized real eigensystem Az = λBz.
Function Return Value
GPIRG — Performance index. (Output)
Required Arguments
NEVAL — Number of eigenvalue/eigenvector pairs performance index computation is based on. (Input)
A — Real matrix of order N. (Input)
B — Real matrix of order N. (Input)
ALPHA — Complex vector of length NEVAL containing the numerators of eigenvalues. (Input)
BETAV — Real vector of length NEVAL containing the denominators of eigenvalues. (Input)
EVEC — Complex N by NEVAL array containing the eigenvectors. (Input)
Optional Arguments
N — Order of the matrices A and B. (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).
LDB — Leading dimension of B exactly as specified in the dimension statement in the calling program. (Input)
Default: LDB = SIZE (B,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: GPIRG (NEVAL, A, B, ALPHA, BETAV, EVEC, GPIRG [,])
Specific: The specific interface names are S_GPIRG and D_GPIRG.
FORTRAN 77 Interface
Single: GPIRG (N, NEVAL, A, LDA, B, LDB, ALPHA, BETAV, EVEC, LDEVEC)
Double: The double precision function name is DGPIRG.
Description
Let M = NEVAL, xj = EVEC(*,J) , the j-th column of EVEC. Also, let ɛ be the machine precision given by AMACH(4), see the Reference chapter of this manual. 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 GVCRG 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 Garbow et al. (1977, pages 77 79).
1. Workspace may be explicitly provided, if desired, by use of G2IRG/DG2IRG. The reference is:
G2IRG (N, NEVAL, A, LDA, B, LDB, ALPHA, BETAV, EVEC, LDEVEC, WK)
WK — Complex work array of length 2N.
2. Informational errors
Type
Code
Description
3
1
Performance index is greater than 100.
3
2
An eigenvector is zero.
3
3
The matrix A is zero.
3
4
The matrix B is zero.
3. The J-th eigenvalue should be ALPHA(J)/BETAV(J), its eigenvector should be in the J-th column of EVEC.
Example
For an example of GPIRG, see routine GVCRG.