GPICG

This function computes the performance index for a generalized complex eigensystem Az = λBz.

Function Return Value

GPICG — Performance index. (Output)

Required Arguments

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

A — Complex matrix of order N. (Input)

B — Complex matrix of order N. (Input)

ALPHA — Complex vector of length NEVAL containing the numerators of eigenvalues. (Input)

BETAV — Complex 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: GPICG (NEVAL, A, B, ALPHA, BETAV, EVEC [,…])

Specific: The specific interface names are S_GPICG and D_GPICG.

FORTRAN 77 Interface

Single: GPICG (N, NEVAL, A, LDA, B, LDB, ALPHA, BETAV, EVEC, LDEVEC)

Double: The double precision name is DGPICG.

Description

Let M = NEVAL, 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 GVCCG 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).

Comments

1. Workspace may be explicitly provided, if desired, by use of G2ICG/DG2ICG. The reference is:

G2ICG (N, NEVAL, A, LDA, B, LDB, ALPHA, BETAV, EVEC, LDEVEC, WK)

The additional argument is:

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 GPICG, see routine GVCCG.