Example (from Program LA_HPGVX_EXAMPLE)

The results below are computed with $\epsilon = 1.19209 \times 10^{-7}$.
Matrices $A$ and $B$ are the same as in Example 1 for LA_HPGV.

The call:

  CALL LA_HPGVX( AP, BP, W, 2, Z= Z, IL=4, IU=5,  M= M, & 


IFAIL=IFAIL, ABSTOL=1.0E-3_wp )

Note: wp is a work precision; wp ::= KIND(1.0) $\mid$ KIND(1.0D0)
W, M, IFAIL and Z on exit:

$$\begin{array}{c} {\bf W} \\ \begin{array}{\vert rrrrr\ver... ...t} \hline 0 & 0 & 0 & 0 & 0 \\ \hline \end{array} \end{array}$$

$$\begin{array}{cc} {\bf Z} \\ \begin{array}{\vert ll\vert} \h... ...imes 10^{-1}, \;\;\:0.000000) \\ \hline \end{array} \end{array}$$

The last two eigenvalues of the problem $A\,B\,z = \lambda \, z$ are:

$$\left( \begin{array}{rr} 1.11573 \times 10^{2} & 3.91493 \times 10^{2} \end{array} \right).$$

The two eigenvectors converged successfully and are:

$$\left( \begin{array}{ll} -5.36119 \times 10^{-2} - 2.00991 \... ...s 10^{-2} & \;\;\:1.82597 \times 10^{-1} \end{array} \right).$$