This function computes the performance index for a generalized real symmetric eigensystem problem.

Function Return Value

GPISP — Performance index.   (Output)

Required Arguments

NEVAL — Number of eigenvalue/eigenvector pairs that the performance index computation is based on.   (Input)

A — Symmetric matrix of order N.   (Input)

B — Symmetric matrix of order N.   (Input)

EVAL — Vector of length NEVAL containing eigenvalues.   (Input)

EVEC — 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:          GPISP (NEVAL, A, B, EVAL, EVEC [,…])

Specific:         The specific interface names are S_GPISP and D_GPISP.

FORTRAN 77 Interface

Single:            GPISP (N, NEVAL, A, LDA, B, LDB, EVAL, EVEC, LDEVEC)

Double:          The double precision name is DGPISP.

Description

Let M = NEVAL, l = EVAL, xj = EVEC(*, J) , the j-th column of EVEC. Also, let ε be the machine precision given by AMACH(4). The performance index, τ, 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 τ is highly machine dependent, the performance of EVCSF is considered excellent if τ < 1, good if 1 ≤ τ ≤ 100, and poor if τ > 100. The performance index was first developed by the EISPACK project at Argonne National Laboratory; see Garbow et al. (1977, pages 77− 79).

Comments

1.         Workspace may be explicitly provided, if desired, by use of G2ISP/DG2ISP. The reference is:

G2ISP (N, NEVAL, A, LDA, B, LDB, EVAL, EVEC, LDEVEC, WORK)

The additional argument is:

WORK — Work array of length 2 * N.

2.         Informational errors

Type                       Code

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 GPISP, see routine GVCSP.

 

 

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