Functions
subroutine cbdt01 (M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK, RWORK, RESID)
CBDT01
subroutine cbdt02 (M, N, B, LDB, C, LDC, U, LDU, WORK, RWORK, RESID)
CBDT02
subroutine cbdt03 (UPLO, N, KD, D, E, U, LDU, S, VT, LDVT, WORK, RESID)
CBDT03
subroutine cchkbb (NSIZES, MVAL, NVAL, NWDTHS, KK, NTYPES, DOTYPE, NRHS, ISEED, THRESH, NOUNIT, A, LDA, AB, LDAB, BD, BE, Q, LDQ, P, LDP, C, LDC, CC, WORK, LWORK, RWORK, RESULT, INFO)
CCHKBB
subroutine cchkbd (NSIZES, MVAL, NVAL, NTYPES, DOTYPE, NRHS, ISEED, THRESH, A, LDA, BD, BE, S1, S2, X, LDX, Y, Z, Q, LDQ, PT, LDPT, U, VT, WORK, LWORK, RWORK, NOUT, INFO)
CCHKBD
subroutine cchkbk (NIN, NOUT)
CCHKBK
subroutine cchkbl (NIN, NOUT)
CCHKBL
subroutine cchkec (THRESH, TSTERR, NIN, NOUT)
CCHKEC
program cchkee
CCHKEE
subroutine cchkgg (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, TSTDIF, THRSHN, NOUNIT, A, LDA, B, H, T, S1, S2, P1, P2, U, LDU, V, Q, Z, ALPHA1, BETA1, ALPHA3, BETA3, EVECTL, EVECTR, WORK, LWORK, RWORK, LLWORK, RESULT, INFO)
CCHKGG
subroutine cchkgk (NIN, NOUT)
CCHKGK
subroutine cchkgl (NIN, NOUT)
CCHKGL
subroutine cchkhb (NSIZES, NN, NWDTHS, KK, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, SD, SE, U, LDU, WORK, LWORK, RWORK, RESULT, INFO)
CCHKHB
subroutine cchkhs (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, H, T1, T2, U, LDU, Z, UZ, W1, W3, EVECTL, EVECTR, EVECTY, EVECTX, UU, TAU, WORK, NWORK, RWORK, IWORK, SELECT, RESULT, INFO)
CCHKHS
subroutine cchkst (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, AP, SD, SE, D1, D2, D3, D4, D5, WA1, WA2, WA3, WR, U, LDU, V, VP, TAU, Z, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, RESULT, INFO)
CCHKST
subroutine cckcsd (NM, MVAL, PVAL, QVAL, NMATS, ISEED, THRESH, MMAX, X, XF, U1, U2, V1T, V2T, THETA, IWORK, WORK, RWORK, NIN, NOUT, INFO)
CCKCSD
subroutine cckglm (NN, NVAL, MVAL, PVAL, NMATS, ISEED, THRESH, NMAX, A, AF, B, BF, X, WORK, RWORK, NIN, NOUT, INFO)
CCKGLM
subroutine cckgqr (NM, MVAL, NP, PVAL, NN, NVAL, NMATS, ISEED, THRESH, NMAX, A, AF, AQ, AR, TAUA, B, BF, BZ, BT, BWK, TAUB, WORK, RWORK, NIN, NOUT, INFO)
CCKGQR
subroutine cckgsv (NM, MVAL, PVAL, NVAL, NMATS, ISEED, THRESH, NMAX, A, AF, B, BF, U, V, Q, ALPHA, BETA, R, IWORK, WORK, RWORK, NIN, NOUT, INFO)
CCKGSV
subroutine ccklse (NN, MVAL, PVAL, NVAL, NMATS, ISEED, THRESH, NMAX, A, AF, B, BF, X, WORK, RWORK, NIN, NOUT, INFO)
CCKLSE
subroutine ccsdts (M, P, Q, X, XF, LDX, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, THETA, IWORK, WORK, LWORK, RWORK, RESULT)
CCSDTS
subroutine cdrges (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, ALPHA, BETA, WORK, LWORK, RWORK, RESULT, BWORK, INFO)
CDRGES
subroutine cdrges3 (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, ALPHA, BETA, WORK, LWORK, RWORK, RESULT, BWORK, INFO)
CDRGES3
subroutine cdrgev (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE, ALPHA, BETA, ALPHA1, BETA1, WORK, LWORK, RWORK, RESULT, INFO)
CDRGEV
subroutine cdrgev3 (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE, ALPHA, BETA, ALPHA1, BETA1, WORK, LWORK, RWORK, RESULT, INFO)
CDRGEV3
subroutine cdrgsx (NSIZE, NCMAX, THRESH, NIN, NOUT, A, LDA, B, AI, BI, Z, Q, ALPHA, BETA, C, LDC, S, WORK, LWORK, RWORK, IWORK, LIWORK, BWORK, INFO)
CDRGSX
subroutine cdrgvx (NSIZE, THRESH, NIN, NOUT, A, LDA, B, AI, BI, ALPHA, BETA, VL, VR, ILO, IHI, LSCALE, RSCALE, S, STRU, DIF, DIFTRU, WORK, LWORK, RWORK, IWORK, LIWORK, RESULT, BWORK, INFO)
CDRGVX
subroutine cdrvbd (NSIZES, MM, NN, NTYPES, DOTYPE, ISEED, THRESH, A, LDA, U, LDU, VT, LDVT, ASAV, USAV, VTSAV, S, SSAV, E, WORK, LWORK, RWORK, IWORK, NOUNIT, INFO)
CDRVBD
subroutine cdrves (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, H, HT, W, WT, VS, LDVS, RESULT, WORK, NWORK, RWORK, IWORK, BWORK, INFO)
CDRVES
subroutine cdrvev (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, H, W, W1, VL, LDVL, VR, LDVR, LRE, LDLRE, RESULT, WORK, NWORK, RWORK, IWORK, INFO)
CDRVEV
subroutine cdrvsg (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, B, LDB, D, Z, LDZ, AB, BB, AP, BP, WORK, NWORK, RWORK, LRWORK, IWORK, LIWORK, RESULT, INFO)
CDRVSG
subroutine cdrvst (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NOUNIT, A, LDA, D1, D2, D3, WA1, WA2, WA3, U, LDU, V, TAU, Z, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, RESULT, INFO)
CDRVST
subroutine cdrvsx (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NIUNIT, NOUNIT, A, LDA, H, HT, W, WT, WTMP, VS, LDVS, VS1, RESULT, WORK, LWORK, RWORK, BWORK, INFO)
CDRVSX
subroutine cdrvvx (NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH, NIUNIT, NOUNIT, A, LDA, H, W, W1, VL, LDVL, VR, LDVR, LRE, LDLRE, RCONDV, RCNDV1, RCDVIN, RCONDE, RCNDE1, RCDEIN, SCALE, SCALE1, RESULT, WORK, NWORK, RWORK, INFO)
CDRVVX
subroutine cerrbd (PATH, NUNIT)
CERRBD
subroutine cerrec (PATH, NUNIT)
CERREC
subroutine cerred (PATH, NUNIT)
CERRED
subroutine cerrgg (PATH, NUNIT)
CERRGG
subroutine cerrhs (PATH, NUNIT)
CERRHS
subroutine cerrst (PATH, NUNIT)
CERRST
subroutine cget02 (TRANS, M, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK, RESID)
CGET02
subroutine cget10 (M, N, A, LDA, B, LDB, WORK, RWORK, RESULT)
CGET10
subroutine cget22 (TRANSA, TRANSE, TRANSW, N, A, LDA, E, LDE, W, WORK, RWORK, RESULT)
CGET22
subroutine cget23 (COMP, ISRT, BALANC, JTYPE, THRESH, ISEED, NOUNIT, N, A, LDA, H, W, W1, VL, LDVL, VR, LDVR, LRE, LDLRE, RCONDV, RCNDV1, RCDVIN, RCONDE, RCNDE1, RCDEIN, SCALE, SCALE1, RESULT, WORK, LWORK, RWORK, INFO)
CGET23
subroutine cget24 (COMP, JTYPE, THRESH, ISEED, NOUNIT, N, A, LDA, H, HT, W, WT, WTMP, VS, LDVS, VS1, RCDEIN, RCDVIN, NSLCT, ISLCT, ISRT, RESULT, WORK, LWORK, RWORK, BWORK, INFO)
CGET24
subroutine cget35 (RMAX, LMAX, NINFO, KNT, NIN)
CGET35
subroutine cget36 (RMAX, LMAX, NINFO, KNT, NIN)
CGET36
subroutine cget37 (RMAX, LMAX, NINFO, KNT, NIN)
CGET37
subroutine cget38 (RMAX, LMAX, NINFO, KNT, NIN)
CGET38
subroutine cget51 (ITYPE, N, A, LDA, B, LDB, U, LDU, V, LDV, WORK, RWORK, RESULT)
CGET51
subroutine cget52 (LEFT, N, A, LDA, B, LDB, E, LDE, ALPHA, BETA, WORK, RWORK, RESULT)
CGET52
subroutine cget54 (N, A, LDA, B, LDB, S, LDS, T, LDT, U, LDU, V, LDV, WORK, RESULT)
CGET54
subroutine cglmts (N, M, P, A, AF, LDA, B, BF, LDB, D, DF, X, U, WORK, LWORK, RWORK, RESULT)
CGLMTS
subroutine cgqrts (N, M, P, A, AF, Q, R, LDA, TAUA, B, BF, Z, T, BWK, LDB, TAUB, WORK, LWORK, RWORK, RESULT)
CGQRTS
subroutine cgrqts (M, P, N, A, AF, Q, R, LDA, TAUA, B, BF, Z, T, BWK, LDB, TAUB, WORK, LWORK, RWORK, RESULT)
CGRQTS
subroutine cgsvts3 (M, P, N, A, AF, LDA, B, BF, LDB, U, LDU, V, LDV, Q, LDQ, ALPHA, BETA, R, LDR, IWORK, WORK, LWORK, RWORK, RESULT)
CGSVTS3
subroutine chbt21 (UPLO, N, KA, KS, A, LDA, D, E, U, LDU, WORK, RWORK, RESULT)
CHBT21
subroutine chet21 (ITYPE, UPLO, N, KBAND, A, LDA, D, E, U, LDU, V, LDV, TAU, WORK, RWORK, RESULT)
CHET21
subroutine chet22 (ITYPE, UPLO, N, M, KBAND, A, LDA, D, E, U, LDU, V, LDV, TAU, WORK, RWORK, RESULT)
CHET22
subroutine chkxer (SRNAMT, INFOT, NOUT, LERR, OK)
CHKXER
subroutine chpt21 (ITYPE, UPLO, N, KBAND, AP, D, E, U, LDU, VP, TAU, WORK, RWORK, RESULT)
CHPT21
subroutine chst01 (N, ILO, IHI, A, LDA, H, LDH, Q, LDQ, WORK, LWORK, RWORK, RESULT)
CHST01
subroutine clarfy (UPLO, N, V, INCV, TAU, C, LDC, WORK)
CLARFY
subroutine clarhs (PATH, XTYPE, UPLO, TRANS, M, N, KL, KU, NRHS, A, LDA, X, LDX, B, LDB, ISEED, INFO)
CLARHS
subroutine clatm4 (ITYPE, N, NZ1, NZ2, RSIGN, AMAGN, RCOND, TRIANG, IDIST, ISEED, A, LDA)
CLATM4
logical function clctes (Z, D)
CLCTES
logical function clctsx (ALPHA, BETA)
CLCTSX
subroutine clsets (M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF, X, WORK, LWORK, RWORK, RESULT)
CLSETS
subroutine csbmv (UPLO, N, K, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
CSBMV
subroutine csgt01 (ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D, WORK, RWORK, RESULT)
CSGT01
logical function cslect (Z)
CSLECT
subroutine cstt21 (N, KBAND, AD, AE, SD, SE, U, LDU, WORK, RWORK, RESULT)
CSTT21
subroutine cstt22 (N, M, KBAND, AD, AE, SD, SE, U, LDU, WORK, LDWORK, RWORK, RESULT)
CSTT22
subroutine cunt01 (ROWCOL, M, N, U, LDU, WORK, LWORK, RWORK, RESID)
CUNT01
subroutine cunt03 (RC, MU, MV, N, K, U, LDU, V, LDV, WORK, LWORK, RWORK, RESULT, INFO)
CUNT03
Detailed Description
This is the group of complex LAPACK TESTING EIG routines.
Function Documentation
subroutine cbdt01 (integer M, integer N, integer KD, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldq, * ) Q, integer LDQ, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldpt, * ) PT, integer LDPT, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real RESID)
CBDT01
Purpose:
-
CBDT01 reconstructs a general matrix A from its bidiagonal form A = Q * B * P' where Q (m by min(m,n)) and P' (min(m,n) by n) are unitary matrices and B is bidiagonal. The test ratio to test the reduction is RESID = norm( A - Q * B * PT ) / ( n * norm(A) * EPS ) where PT = P' and EPS is the machine precision.
Parameters:
-
M
M is INTEGER The number of rows of the matrices A and Q.
NN is INTEGER The number of columns of the matrices A and P'.
KDKD is INTEGER If KD = 0, B is diagonal and the array E is not referenced. If KD = 1, the reduction was performed by xGEBRD; B is upper bidiagonal if M >= N, and lower bidiagonal if M < N. If KD = -1, the reduction was performed by xGBBRD; B is always upper bidiagonal.
AA is COMPLEX array, dimension (LDA,N) The m by n matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
QQ is COMPLEX array, dimension (LDQ,N) The m by min(m,n) unitary matrix Q in the reduction A = Q * B * P'.
LDQLDQ is INTEGER The leading dimension of the array Q. LDQ >= max(1,M).
DD is REAL array, dimension (min(M,N)) The diagonal elements of the bidiagonal matrix B.
EE is REAL array, dimension (min(M,N)-1) The superdiagonal elements of the bidiagonal matrix B if m >= n, or the subdiagonal elements of B if m < n.
PTPT is COMPLEX array, dimension (LDPT,N) The min(m,n) by n unitary matrix P' in the reduction A = Q * B * P'.
LDPTLDPT is INTEGER The leading dimension of the array PT. LDPT >= max(1,min(M,N)).
WORKWORK is COMPLEX array, dimension (M+N)
RWORKRWORK is REAL array, dimension (M)
RESIDRESID is REAL The test ratio: norm(A - Q * B * P') / ( n * norm(A) * EPS )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cbdt02 (integer M, integer N, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldc, * ) C, integer LDC, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real RESID)
CBDT02
Purpose:
-
CBDT02 tests the change of basis C = U' * B by computing the residual RESID = norm( B - U * C ) / ( max(m,n) * norm(B) * EPS ), where B and C are M by N matrices, U is an M by M orthogonal matrix, and EPS is the machine precision.
Parameters:
-
M
M is INTEGER The number of rows of the matrices B and C and the order of the matrix Q.
NN is INTEGER The number of columns of the matrices B and C.
BB is COMPLEX array, dimension (LDB,N) The m by n matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,M).
CC is COMPLEX array, dimension (LDC,N) The m by n matrix C, assumed to contain U' * B.
LDCLDC is INTEGER The leading dimension of the array C. LDC >= max(1,M).
UU is COMPLEX array, dimension (LDU,M) The m by m orthogonal matrix U.
LDULDU is INTEGER The leading dimension of the array U. LDU >= max(1,M).
WORKWORK is COMPLEX array, dimension (M)
RWORKRWORK is REAL array, dimension (M)
RESIDRESID is REAL RESID = norm( B - U * C ) / ( max(m,n) * norm(B) * EPS ),
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cbdt03 (character UPLO, integer N, integer KD, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldu, * ) U, integer LDU, real, dimension( * ) S, complex, dimension( ldvt, * ) VT, integer LDVT, complex, dimension( * ) WORK, real RESID)
CBDT03
Purpose:
-
CBDT03 reconstructs a bidiagonal matrix B from its SVD: S = U' * B * V where U and V are orthogonal matrices and S is diagonal. The test ratio to test the singular value decomposition is RESID = norm( B - U * S * VT ) / ( n * norm(B) * EPS ) where VT = V' and EPS is the machine precision.
Parameters:
-
UPLO
UPLO is CHARACTER*1 Specifies whether the matrix B is upper or lower bidiagonal. = 'U': Upper bidiagonal = 'L': Lower bidiagonal
NN is INTEGER The order of the matrix B.
KDKD is INTEGER The bandwidth of the bidiagonal matrix B. If KD = 1, the matrix B is bidiagonal, and if KD = 0, B is diagonal and E is not referenced. If KD is greater than 1, it is assumed to be 1, and if KD is less than 0, it is assumed to be 0.
DD is REAL array, dimension (N) The n diagonal elements of the bidiagonal matrix B.
EE is REAL array, dimension (N-1) The (n-1) superdiagonal elements of the bidiagonal matrix B if UPLO = 'U', or the (n-1) subdiagonal elements of B if UPLO = 'L'.
UU is COMPLEX array, dimension (LDU,N) The n by n orthogonal matrix U in the reduction B = U'*A*P.
LDULDU is INTEGER The leading dimension of the array U. LDU >= max(1,N)
SS is REAL array, dimension (N) The singular values from the SVD of B, sorted in decreasing order.
VTVT is COMPLEX array, dimension (LDVT,N) The n by n orthogonal matrix V' in the reduction B = U * S * V'.
LDVTLDVT is INTEGER The leading dimension of the array VT.
WORKWORK is COMPLEX array, dimension (2*N)
RESIDRESID is REAL The test ratio: norm(B - U * S * V') / ( n * norm(A) * EPS )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkbb (integer NSIZES, integer, dimension( * ) MVAL, integer, dimension( * ) NVAL, integer NWDTHS, integer, dimension( * ) KK, integer NTYPES, logical, dimension( * ) DOTYPE, integer NRHS, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) BD, real, dimension( * ) BE, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldp, * ) P, integer LDP, complex, dimension( ldc, * ) C, integer LDC, complex, dimension( ldc, * ) CC, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( * ) RESULT, integer INFO)
CCHKBB
Purpose:
-
CCHKBB tests the reduction of a general complex rectangular band matrix to real bidiagonal form. CGBBRD factors a general band matrix A as Q B P* , where * means conjugate transpose, B is upper bidiagonal, and Q and P are unitary; CGBBRD can also overwrite a given matrix C with Q* C . For each pair of matrix dimensions (M,N) and each selected matrix type, an M by N matrix A and an M by NRHS matrix C are generated. The problem dimensions are as follows A: M x N Q: M x M P: N x N B: min(M,N) x min(M,N) C: M x NRHS For each generated matrix, 4 tests are performed: (1) | A - Q B PT | / ( |A| max(M,N) ulp ), PT = P' (2) | I - Q' Q | / ( M ulp ) (3) | I - PT PT' | / ( N ulp ) (4) | Y - Q' C | / ( |Y| max(M,NRHS) ulp ), where Y = Q' C. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: The possible matrix types are (1) The zero matrix. (2) The identity matrix. (3) A diagonal matrix with evenly spaced entries 1, ..., ULP and random signs. (ULP = (first number larger than 1) - 1 ) (4) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random signs. (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random signs. (6) Same as (3), but multiplied by SQRT( overflow threshold ) (7) Same as (3), but multiplied by SQRT( underflow threshold ) (8) A matrix of the form U D V, where U and V are orthogonal and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal. (9) A matrix of the form U D V, where U and V are orthogonal and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal. (10) A matrix of the form U D V, where U and V are orthogonal and D has "clustered" entries 1, ULP,..., ULP with random signs on the diagonal. (11) Same as (8), but multiplied by SQRT( overflow threshold ) (12) Same as (8), but multiplied by SQRT( underflow threshold ) (13) Rectangular matrix with random entries chosen from (-1,1). (14) Same as (13), but multiplied by SQRT( overflow threshold ) (15) Same as (13), but multiplied by SQRT( underflow threshold )
Parameters:
-
NSIZES
NSIZES is INTEGER The number of values of M and N contained in the vectors MVAL and NVAL. The matrix sizes are used in pairs (M,N). If NSIZES is zero, CCHKBB does nothing. NSIZES must be at least zero.
MVALMVAL is INTEGER array, dimension (NSIZES) The values of the matrix row dimension M.
NVALNVAL is INTEGER array, dimension (NSIZES) The values of the matrix column dimension N.
NWDTHSNWDTHS is INTEGER The number of bandwidths to use. If it is zero, CCHKBB does nothing. It must be at least zero.
KKKK is INTEGER array, dimension (NWDTHS) An array containing the bandwidths to be used for the band matrices. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CCHKBB does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
NRHSNRHS is INTEGER The number of columns in the "right-hand side" matrix C. If NRHS = 0, then the operations on the right-hand side will not be tested. NRHS must be at least 0.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CCHKBB to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
AA is REAL array, dimension (LDA, max(NN)) Used to hold the matrix A.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least max( NN ).
ABAB is REAL array, dimension (LDAB, max(NN)) Used to hold A in band storage format.
LDABLDAB is INTEGER The leading dimension of AB. It must be at least 2 (not 1!) and at least max( KK )+1.
BDBD is REAL array, dimension (max(NN)) Used to hold the diagonal of the bidiagonal matrix computed by CGBBRD.
BEBE is REAL array, dimension (max(NN)) Used to hold the off-diagonal of the bidiagonal matrix computed by CGBBRD.
QQ is COMPLEX array, dimension (LDQ, max(NN)) Used to hold the unitary matrix Q computed by CGBBRD.
LDQLDQ is INTEGER The leading dimension of Q. It must be at least 1 and at least max( NN ).
PP is COMPLEX array, dimension (LDP, max(NN)) Used to hold the unitary matrix P computed by CGBBRD.
LDPLDP is INTEGER The leading dimension of P. It must be at least 1 and at least max( NN ).
CC is COMPLEX array, dimension (LDC, max(NN)) Used to hold the matrix C updated by CGBBRD.
LDCLDC is INTEGER The leading dimension of U. It must be at least 1 and at least max( NN ).
CCCC is COMPLEX array, dimension (LDC, max(NN)) Used to hold a copy of the matrix C.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least max( LDA+1, max(NN)+1 )*max(NN).
RWORKRWORK is REAL array, dimension (max(NN))
RESULTRESULT is REAL array, dimension (4) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
INFOINFO is INTEGER If 0, then everything ran OK. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NTEST The number of tests performed, or which can be performed so far, for the current matrix. NTESTT The total number of tests performed so far. NMAX Largest value in NN. NMATS The number of matrices generated so far. NERRS The number of tests which have exceeded THRESH so far. COND, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTOVFL, RTUNFL Square roots of the previous 2 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkbd (integer NSIZES, integer, dimension( * ) MVAL, integer, dimension( * ) NVAL, integer NTYPES, logical, dimension( * ) DOTYPE, integer NRHS, integer, dimension( 4 ) ISEED, real THRESH, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) BD, real, dimension( * ) BE, real, dimension( * ) S1, real, dimension( * ) S2, complex, dimension( ldx, * ) X, integer LDX, complex, dimension( ldx, * ) Y, complex, dimension( ldx, * ) Z, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldpt, * ) PT, integer LDPT, complex, dimension( ldpt, * ) U, complex, dimension( ldpt, * ) VT, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer NOUT, integer INFO)
CCHKBD
Purpose:
-
CCHKBD checks the singular value decomposition (SVD) routines. CGEBRD reduces a complex general m by n matrix A to real upper or lower bidiagonal form by an orthogonal transformation: Q' * A * P = B (or A = Q * B * P'). The matrix B is upper bidiagonal if m >= n and lower bidiagonal if m < n. CUNGBR generates the orthogonal matrices Q and P' from CGEBRD. Note that Q and P are not necessarily square. CBDSQR computes the singular value decomposition of the bidiagonal matrix B as B = U S V'. It is called three times to compute 1) B = U S1 V', where S1 is the diagonal matrix of singular values and the columns of the matrices U and V are the left and right singular vectors, respectively, of B. 2) Same as 1), but the singular values are stored in S2 and the singular vectors are not computed. 3) A = (UQ) S (P'V'), the SVD of the original matrix A. In addition, CBDSQR has an option to apply the left orthogonal matrix U to a matrix X, useful in least squares applications. For each pair of matrix dimensions (M,N) and each selected matrix type, an M by N matrix A and an M by NRHS matrix X are generated. The problem dimensions are as follows A: M x N Q: M x min(M,N) (but M x M if NRHS > 0) P: min(M,N) x N B: min(M,N) x min(M,N) U, V: min(M,N) x min(M,N) S1, S2 diagonal, order min(M,N) X: M x NRHS For each generated matrix, 14 tests are performed: Test CGEBRD and CUNGBR (1) | A - Q B PT | / ( |A| max(M,N) ulp ), PT = P' (2) | I - Q' Q | / ( M ulp ) (3) | I - PT PT' | / ( N ulp ) Test CBDSQR on bidiagonal matrix B (4) | B - U S1 VT | / ( |B| min(M,N) ulp ), VT = V' (5) | Y - U Z | / ( |Y| max(min(M,N),k) ulp ), where Y = Q' X and Z = U' Y. (6) | I - U' U | / ( min(M,N) ulp ) (7) | I - VT VT' | / ( min(M,N) ulp ) (8) S1 contains min(M,N) nonnegative values in decreasing order. (Return 0 if true, 1/ULP if false.) (9) 0 if the true singular values of B are within THRESH of those in S1. 2*THRESH if they are not. (Tested using SSVDCH) (10) | S1 - S2 | / ( |S1| ulp ), where S2 is computed without computing U and V. Test CBDSQR on matrix A (11) | A - (QU) S (VT PT) | / ( |A| max(M,N) ulp ) (12) | X - (QU) Z | / ( |X| max(M,k) ulp ) (13) | I - (QU)'(QU) | / ( M ulp ) (14) | I - (VT PT) (PT'VT') | / ( N ulp ) The possible matrix types are (1) The zero matrix. (2) The identity matrix. (3) A diagonal matrix with evenly spaced entries 1, ..., ULP and random signs. (ULP = (first number larger than 1) - 1 ) (4) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random signs. (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random signs. (6) Same as (3), but multiplied by SQRT( overflow threshold ) (7) Same as (3), but multiplied by SQRT( underflow threshold ) (8) A matrix of the form U D V, where U and V are orthogonal and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal. (9) A matrix of the form U D V, where U and V are orthogonal and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal. (10) A matrix of the form U D V, where U and V are orthogonal and D has "clustered" entries 1, ULP,..., ULP with random signs on the diagonal. (11) Same as (8), but multiplied by SQRT( overflow threshold ) (12) Same as (8), but multiplied by SQRT( underflow threshold ) (13) Rectangular matrix with random entries chosen from (-1,1). (14) Same as (13), but multiplied by SQRT( overflow threshold ) (15) Same as (13), but multiplied by SQRT( underflow threshold ) Special case: (16) A bidiagonal matrix with random entries chosen from a logarithmic distribution on [ulp^2,ulp^(-2)] (I.e., each entry is e^x, where x is chosen uniformly on [ 2 log(ulp), -2 log(ulp) ] .) For *this* type: (a) CGEBRD is not called to reduce it to bidiagonal form. (b) the bidiagonal is min(M,N) x min(M,N); if M<N, the matrix will be lower bidiagonal, otherwise upper. (c) only tests 5--8 and 14 are performed. A subset of the full set of matrix types may be selected through the logical array DOTYPE.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of values of M and N contained in the vectors MVAL and NVAL. The matrix sizes are used in pairs (M,N).
MVALMVAL is INTEGER array, dimension (NM) The values of the matrix row dimension M.
NVALNVAL is INTEGER array, dimension (NM) The values of the matrix column dimension N.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CCHKBD does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrices are in A and B. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size (m,n), a matrix of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
NRHSNRHS is INTEGER The number of columns in the "right-hand side" matrices X, Y, and Z, used in testing CBDSQR. If NRHS = 0, then the operations on the right-hand side will not be tested. NRHS must be at least 0.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The values of ISEED are changed on exit, and can be used in the next call to CCHKBD to continue the same random number sequence.
THRESHTHRESH is REAL The threshold value for the test ratios. A result is included in the output file if RESULT >= THRESH. To have every test ratio printed, use THRESH = 0. Note that the expected value of the test ratios is O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100.
AA is COMPLEX array, dimension (LDA,NMAX) where NMAX is the maximum value of N in NVAL.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,MMAX), where MMAX is the maximum value of M in MVAL.
BDBD is REAL array, dimension (max(min(MVAL(j),NVAL(j))))
BEBE is REAL array, dimension (max(min(MVAL(j),NVAL(j))))
S1S1 is REAL array, dimension (max(min(MVAL(j),NVAL(j))))
S2S2 is REAL array, dimension (max(min(MVAL(j),NVAL(j))))
XX is COMPLEX array, dimension (LDX,NRHS)
LDXLDX is INTEGER The leading dimension of the arrays X, Y, and Z. LDX >= max(1,MMAX).
YY is COMPLEX array, dimension (LDX,NRHS)
ZZ is COMPLEX array, dimension (LDX,NRHS)
QQ is COMPLEX array, dimension (LDQ,MMAX)
LDQLDQ is INTEGER The leading dimension of the array Q. LDQ >= max(1,MMAX).
PTPT is COMPLEX array, dimension (LDPT,NMAX)
LDPTLDPT is INTEGER The leading dimension of the arrays PT, U, and V. LDPT >= max(1, max(min(MVAL(j),NVAL(j)))).
UU is COMPLEX array, dimension (LDPT,max(min(MVAL(j),NVAL(j))))
VTVT is COMPLEX array, dimension (LDPT,max(min(MVAL(j),NVAL(j))))
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least 3(M+N) and M(M + max(M,N,k) + 1) + N*min(M,N) for all pairs (M,N)=(MM(j),NN(j))
RWORKRWORK is REAL array, dimension (5*max(min(M,N)))
NOUTNOUT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
INFOINFO is INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some MM(j) < 0 -3: Some NN(j) < 0 -4: NTYPES < 0 -6: NRHS < 0 -8: THRESH < 0 -11: LDA < 1 or LDA < MMAX, where MMAX is max( MM(j) ). -17: LDB < 1 or LDB < MMAX. -21: LDQ < 1 or LDQ < MMAX. -23: LDP < 1 or LDP < MNMAX. -27: LWORK too small. If CLATMR, CLATMS, CGEBRD, CUNGBR, or CBDSQR, returns an error code, the absolute value of it is returned. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NTEST The number of tests performed, or which can be performed so far, for the current matrix. MMAX Largest value in NN. NMAX Largest value in NN. MNMIN min(MM(j), NN(j)) (the dimension of the bidiagonal matrix.) MNMAX The maximum value of MNMIN for j=1,...,NSIZES. NFAIL The number of tests which have exceeded THRESH COND, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. RTOVFL, RTUNFL Square roots of the previous 2 values. ULP, ULPINV Finest relative precision and its inverse. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cchkbk (integer NIN, integer NOUT)
CCHKBK
Purpose:
-
CCHKBK tests CGEBAK, a routine for backward transformation of the computed right or left eigenvectors if the original matrix was preprocessed by balance subroutine CGEBAL.
Parameters:
-
NIN
NIN is INTEGER The logical unit number for input. NIN > 0.
NOUTNOUT is INTEGER The logical unit number for output. NOUT > 0.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkbl (integer NIN, integer NOUT)
CCHKBL
Purpose:
-
CCHKBL tests CGEBAL, a routine for balancing a general complex matrix and isolating some of its eigenvalues.
Parameters:
-
NIN
NIN is INTEGER The logical unit number for input. NIN > 0.
NOUTNOUT is INTEGER The logical unit number for output. NOUT > 0.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkec (real THRESH, logical TSTERR, integer NIN, integer NOUT)
CCHKEC
Purpose:
-
CCHKEC tests eigen- condition estimation routines CTRSYL, CTREXC, CTRSNA, CTRSEN In all cases, the routine runs through a fixed set of numerical examples, subjects them to various tests, and compares the test results to a threshold THRESH. In addition, CTRSNA and CTRSEN are tested by reading in precomputed examples from a file (on input unit NIN). Output is written to output unit NOUT.
Parameters:
-
THRESH
THRESH is REAL Threshold for residual tests. A computed test ratio passes the threshold if it is less than THRESH.
TSTERRTSTERR is LOGICAL Flag that indicates whether error exits are to be tested.
NINNIN is INTEGER The logical unit number for input.
NOUTNOUT is INTEGER The logical unit number for output.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
program cchkee ()
CCHKEE
Purpose:
-
CCHKEE tests the COMPLEX LAPACK subroutines for the matrix eigenvalue problem. The test paths in this version are NEP (Nonsymmetric Eigenvalue Problem): Test CGEHRD, CUNGHR, CHSEQR, CTREVC, CHSEIN, and CUNMHR SEP (Hermitian Eigenvalue Problem): Test CHETRD, CUNGTR, CSTEQR, CSTERF, CSTEIN, CSTEDC, and drivers CHEEV(X), CHBEV(X), CHPEV(X), CHEEVD, CHBEVD, CHPEVD SVD (Singular Value Decomposition): Test CGEBRD, CUNGBR, and CBDSQR and the drivers CGESVD, CGESDD CEV (Nonsymmetric Eigenvalue/eigenvector Driver): Test CGEEV CES (Nonsymmetric Schur form Driver): Test CGEES CVX (Nonsymmetric Eigenvalue/eigenvector Expert Driver): Test CGEEVX CSX (Nonsymmetric Schur form Expert Driver): Test CGEESX CGG (Generalized Nonsymmetric Eigenvalue Problem): Test CGGHD3, CGGBAL, CGGBAK, CHGEQZ, and CTGEVC CGS (Generalized Nonsymmetric Schur form Driver): Test CGGES CGV (Generalized Nonsymmetric Eigenvalue/eigenvector Driver): Test CGGEV CGX (Generalized Nonsymmetric Schur form Expert Driver): Test CGGESX CXV (Generalized Nonsymmetric Eigenvalue/eigenvector Expert Driver): Test CGGEVX CSG (Hermitian Generalized Eigenvalue Problem): Test CHEGST, CHEGV, CHEGVD, CHEGVX, CHPGST, CHPGV, CHPGVD, CHPGVX, CHBGST, CHBGV, CHBGVD, and CHBGVX CHB (Hermitian Band Eigenvalue Problem): Test CHBTRD CBB (Band Singular Value Decomposition): Test CGBBRD CEC (Eigencondition estimation): Test CTRSYL, CTREXC, CTRSNA, and CTRSEN CBL (Balancing a general matrix) Test CGEBAL CBK (Back transformation on a balanced matrix) Test CGEBAK CGL (Balancing a matrix pair) Test CGGBAL CGK (Back transformation on a matrix pair) Test CGGBAK GLM (Generalized Linear Regression Model): Tests CGGGLM GQR (Generalized QR and RQ factorizations): Tests CGGQRF and CGGRQF GSV (Generalized Singular Value Decomposition): Tests CGGSVD, CGGSVP, CTGSJA, CLAGS2, CLAPLL, and CLAPMT CSD (CS decomposition): Tests CUNCSD LSE (Constrained Linear Least Squares): Tests CGGLSE Each test path has a different set of inputs, but the data sets for the driver routines xEV, xES, xVX, and xSX can be concatenated in a single input file. The first line of input should contain one of the 3-character path names in columns 1-3. The number of remaining lines depends on what is found on the first line. The number of matrix types used in testing is often controllable from the input file. The number of matrix types for each path, and the test routine that describes them, is as follows: Path name(s) Types Test routine CHS or NEP 21 CCHKHS CST or SEP 21 CCHKST (routines) 18 CDRVST (drivers) CBD or SVD 16 CCHKBD (routines) 5 CDRVBD (drivers) CEV 21 CDRVEV CES 21 CDRVES CVX 21 CDRVVX CSX 21 CDRVSX CGG 26 CCHKGG (routines) CGS 26 CDRGES CGX 5 CDRGSX CGV 26 CDRGEV CXV 2 CDRGVX CSG 21 CDRVSG CHB 15 CCHKHB CBB 15 CCHKBB CEC - CCHKEC CBL - CCHKBL CBK - CCHKBK CGL - CCHKGL CGK - CCHKGK GLM 8 CCKGLM GQR 8 CCKGQR GSV 8 CCKGSV CSD 3 CCKCSD LSE 8 CCKLSE ----------------------------------------------------------------------- NEP input file: line 2: NN, INTEGER Number of values of N. line 3: NVAL, INTEGER array, dimension (NN) The values for the matrix dimension N. line 4: NPARMS, INTEGER Number of values of the parameters NB, NBMIN, NX, NS, and MAXB. line 5: NBVAL, INTEGER array, dimension (NPARMS) The values for the blocksize NB. line 6: NBMIN, INTEGER array, dimension (NPARMS) The values for the minimum blocksize NBMIN. line 7: NXVAL, INTEGER array, dimension (NPARMS) The values for the crossover point NX. line 8: INMIN, INTEGER array, dimension (NPARMS) LAHQR vs TTQRE crossover point, >= 11 line 9: INWIN, INTEGER array, dimension (NPARMS) recommended deflation window size line 10: INIBL, INTEGER array, dimension (NPARMS) nibble crossover point line 11: ISHFTS, INTEGER array, dimension (NPARMS) number of simultaneous shifts) line 12: IACC22, INTEGER array, dimension (NPARMS) select structured matrix multiply: 0, 1 or 2) line 13: THRESH Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. To have all of the test ratios printed, use THRESH = 0.0 . line 14: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 14 was 2: line 15: INTEGER array, dimension (4) Four integer values for the random number seed. lines 15-EOF: The remaining lines occur in sets of 1 or 2 and allow the user to specify the matrix types. Each line contains a 3-character path name in columns 1-3, and the number of matrix types must be the first nonblank item in columns 4-80. If the number of matrix types is at least 1 but is less than the maximum number of possible types, a second line will be read to get the numbers of the matrix types to be used. For example, NEP 21 requests all of the matrix types for the nonsymmetric eigenvalue problem, while NEP 4 9 10 11 12 requests only matrices of type 9, 10, 11, and 12. The valid 3-character path names are 'NEP' or 'CHS' for the nonsymmetric eigenvalue routines. ----------------------------------------------------------------------- SEP or CSG input file: line 2: NN, INTEGER Number of values of N. line 3: NVAL, INTEGER array, dimension (NN) The values for the matrix dimension N. line 4: NPARMS, INTEGER Number of values of the parameters NB, NBMIN, and NX. line 5: NBVAL, INTEGER array, dimension (NPARMS) The values for the blocksize NB. line 6: NBMIN, INTEGER array, dimension (NPARMS) The values for the minimum blocksize NBMIN. line 7: NXVAL, INTEGER array, dimension (NPARMS) The values for the crossover point NX. line 8: THRESH Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 9: TSTCHK, LOGICAL Flag indicating whether or not to test the LAPACK routines. line 10: TSTDRV, LOGICAL Flag indicating whether or not to test the driver routines. line 11: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 12: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 12 was 2: line 13: INTEGER array, dimension (4) Four integer values for the random number seed. lines 13-EOF: Lines specifying matrix types, as for NEP. The valid 3-character path names are 'SEP' or 'CST' for the Hermitian eigenvalue routines and driver routines, and 'CSG' for the routines for the Hermitian generalized eigenvalue problem. ----------------------------------------------------------------------- SVD input file: line 2: NN, INTEGER Number of values of M and N. line 3: MVAL, INTEGER array, dimension (NN) The values for the matrix row dimension M. line 4: NVAL, INTEGER array, dimension (NN) The values for the matrix column dimension N. line 5: NPARMS, INTEGER Number of values of the parameter NB, NBMIN, NX, and NRHS. line 6: NBVAL, INTEGER array, dimension (NPARMS) The values for the blocksize NB. line 7: NBMIN, INTEGER array, dimension (NPARMS) The values for the minimum blocksize NBMIN. line 8: NXVAL, INTEGER array, dimension (NPARMS) The values for the crossover point NX. line 9: NSVAL, INTEGER array, dimension (NPARMS) The values for the number of right hand sides NRHS. line 10: THRESH Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 11: TSTCHK, LOGICAL Flag indicating whether or not to test the LAPACK routines. line 12: TSTDRV, LOGICAL Flag indicating whether or not to test the driver routines. line 13: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 14: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 14 was 2: line 15: INTEGER array, dimension (4) Four integer values for the random number seed. lines 15-EOF: Lines specifying matrix types, as for NEP. The 3-character path names are 'SVD' or 'CBD' for both the SVD routines and the SVD driver routines. ----------------------------------------------------------------------- CEV and CES data files: line 1: 'CEV' or 'CES' in columns 1 to 3. line 2: NSIZES, INTEGER Number of sizes of matrices to use. Should be at least 0 and at most 20. If NSIZES = 0, no testing is done (although the remaining 3 lines are still read). line 3: NN, INTEGER array, dimension(NSIZES) Dimensions of matrices to be tested. line 4: NB, NBMIN, NX, NS, NBCOL, INTEGERs These integer parameters determine how blocking is done (see ILAENV for details) NB : block size NBMIN : minimum block size NX : minimum dimension for blocking NS : number of shifts in xHSEQR NBCOL : minimum column dimension for blocking line 5: THRESH, REAL The test threshold against which computed residuals are compared. Should generally be in the range from 10. to 20. If it is 0., all test case data will be printed. line 6: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 6 was 2: line 7: INTEGER array, dimension (4) Four integer values for the random number seed. lines 8 and following: Lines specifying matrix types, as for NEP. The 3-character path name is 'CEV' to test CGEEV, or 'CES' to test CGEES. ----------------------------------------------------------------------- The CVX data has two parts. The first part is identical to CEV, and the second part consists of test matrices with precomputed solutions. line 1: 'CVX' in columns 1-3. line 2: NSIZES, INTEGER If NSIZES = 0, no testing of randomly generated examples is done, but any precomputed examples are tested. line 3: NN, INTEGER array, dimension(NSIZES) line 4: NB, NBMIN, NX, NS, NBCOL, INTEGERs line 5: THRESH, REAL line 6: NEWSD, INTEGER If line 6 was 2: line 7: INTEGER array, dimension (4) lines 8 and following: The first line contains 'CVX' in columns 1-3 followed by the number of matrix types, possibly with a second line to specify certain matrix types. If the number of matrix types = 0, no testing of randomly generated examples is done, but any precomputed examples are tested. remaining lines : Each matrix is stored on 1+N+N**2 lines, where N is its dimension. The first line contains the dimension N and ISRT (two integers). ISRT indicates whether the last N lines are sorted by increasing real part of the eigenvalue (ISRT=0) or by increasing imaginary part (ISRT=1). The next N**2 lines contain the matrix rowwise, one entry per line. The last N lines correspond to each eigenvalue. Each of these last N lines contains 4 real values: the real part of the eigenvalues, the imaginary part of the eigenvalue, the reciprocal condition number of the eigenvalues, and the reciprocal condition number of the vector eigenvector. The end of data is indicated by dimension N=0. Even if no data is to be tested, there must be at least one line containing N=0. ----------------------------------------------------------------------- The CSX data is like CVX. The first part is identical to CEV, and the second part consists of test matrices with precomputed solutions. line 1: 'CSX' in columns 1-3. line 2: NSIZES, INTEGER If NSIZES = 0, no testing of randomly generated examples is done, but any precomputed examples are tested. line 3: NN, INTEGER array, dimension(NSIZES) line 4: NB, NBMIN, NX, NS, NBCOL, INTEGERs line 5: THRESH, REAL line 6: NEWSD, INTEGER If line 6 was 2: line 7: INTEGER array, dimension (4) lines 8 and following: The first line contains 'CSX' in columns 1-3 followed by the number of matrix types, possibly with a second line to specify certain matrix types. If the number of matrix types = 0, no testing of randomly generated examples is done, but any precomputed examples are tested. remaining lines : Each matrix is stored on 3+N**2 lines, where N is its dimension. The first line contains the dimension N, the dimension M of an invariant subspace, and ISRT. The second line contains M integers, identifying the eigenvalues in the invariant subspace (by their position in a list of eigenvalues ordered by increasing real part (if ISRT=0) or by increasing imaginary part (if ISRT=1)). The next N**2 lines contain the matrix rowwise. The last line contains the reciprocal condition number for the average of the selected eigenvalues, and the reciprocal condition number for the corresponding right invariant subspace. The end of data in indicated by a line containing N=0, M=0, and ISRT = 0. Even if no data is to be tested, there must be at least one line containing N=0, M=0 and ISRT=0. ----------------------------------------------------------------------- CGG input file: line 2: NN, INTEGER Number of values of N. line 3: NVAL, INTEGER array, dimension (NN) The values for the matrix dimension N. line 4: NPARMS, INTEGER Number of values of the parameters NB, NBMIN, NBCOL, NS, and MAXB. line 5: NBVAL, INTEGER array, dimension (NPARMS) The values for the blocksize NB. line 6: NBMIN, INTEGER array, dimension (NPARMS) The values for NBMIN, the minimum row dimension for blocks. line 7: NSVAL, INTEGER array, dimension (NPARMS) The values for the number of shifts. line 8: MXBVAL, INTEGER array, dimension (NPARMS) The values for MAXB, used in determining minimum blocksize. line 9: IACC22, INTEGER array, dimension (NPARMS) select structured matrix multiply: 1 or 2) line 10: NBCOL, INTEGER array, dimension (NPARMS) The values for NBCOL, the minimum column dimension for blocks. line 11: THRESH Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 12: TSTCHK, LOGICAL Flag indicating whether or not to test the LAPACK routines. line 13: TSTDRV, LOGICAL Flag indicating whether or not to test the driver routines. line 14: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 15: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 15 was 2: line 16: INTEGER array, dimension (4) Four integer values for the random number seed. lines 17-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'CGG' for the generalized eigenvalue problem routines and driver routines. ----------------------------------------------------------------------- CGS and CGV input files: line 1: 'CGS' or 'CGV' in columns 1 to 3. line 2: NN, INTEGER Number of values of N. line 3: NVAL, INTEGER array, dimension(NN) Dimensions of matrices to be tested. line 4: NB, NBMIN, NX, NS, NBCOL, INTEGERs These integer parameters determine how blocking is done (see ILAENV for details) NB : block size NBMIN : minimum block size NX : minimum dimension for blocking NS : number of shifts in xHGEQR NBCOL : minimum column dimension for blocking line 5: THRESH, REAL The test threshold against which computed residuals are compared. Should generally be in the range from 10. to 20. If it is 0., all test case data will be printed. line 6: TSTERR, LOGICAL Flag indicating whether or not to test the error exits. line 7: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 17 was 2: line 7: INTEGER array, dimension (4) Four integer values for the random number seed. lines 7-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'CGS' for the generalized eigenvalue problem routines and driver routines. ----------------------------------------------------------------------- CGX input file: line 1: 'CGX' in columns 1 to 3. line 2: N, INTEGER Value of N. line 3: NB, NBMIN, NX, NS, NBCOL, INTEGERs These integer parameters determine how blocking is done (see ILAENV for details) NB : block size NBMIN : minimum block size NX : minimum dimension for blocking NS : number of shifts in xHGEQR NBCOL : minimum column dimension for blocking line 4: THRESH, REAL The test threshold against which computed residuals are compared. Should generally be in the range from 10. to 20. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 5: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 6: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 6 was 2: line 7: INTEGER array, dimension (4) Four integer values for the random number seed. If line 2 was 0: line 7-EOF: Precomputed examples are tested. remaining lines : Each example is stored on 3+2*N*N lines, where N is its dimension. The first line contains the dimension (a single integer). The next line contains an integer k such that only the last k eigenvalues will be selected and appear in the leading diagonal blocks of $A$ and $B$. The next N*N lines contain the matrix A, one element per line. The next N*N lines contain the matrix B. The last line contains the reciprocal of the eigenvalue cluster condition number and the reciprocal of the deflating subspace (associated with the selected eigencluster) condition number. The end of data is indicated by dimension N=0. Even if no data is to be tested, there must be at least one line containing N=0. ----------------------------------------------------------------------- CXV input files: line 1: 'CXV' in columns 1 to 3. line 2: N, INTEGER Value of N. line 3: NB, NBMIN, NX, NS, NBCOL, INTEGERs These integer parameters determine how blocking is done (see ILAENV for details) NB : block size NBMIN : minimum block size NX : minimum dimension for blocking NS : number of shifts in xHGEQR NBCOL : minimum column dimension for blocking line 4: THRESH, REAL The test threshold against which computed residuals are compared. Should generally be in the range from 10. to 20. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 5: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 6: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 6 was 2: line 7: INTEGER array, dimension (4) Four integer values for the random number seed. If line 2 was 0: line 7-EOF: Precomputed examples are tested. remaining lines : Each example is stored on 3+2*N*N lines, where N is its dimension. The first line contains the dimension (a single integer). The next N*N lines contain the matrix A, one element per line. The next N*N lines contain the matrix B. The next line contains the reciprocals of the eigenvalue condition numbers. The last line contains the reciprocals of the eigenvector condition numbers. The end of data is indicated by dimension N=0. Even if no data is to be tested, there must be at least one line containing N=0. ----------------------------------------------------------------------- CHB input file: line 2: NN, INTEGER Number of values of N. line 3: NVAL, INTEGER array, dimension (NN) The values for the matrix dimension N. line 4: NK, INTEGER Number of values of K. line 5: KVAL, INTEGER array, dimension (NK) The values for the matrix dimension K. line 6: THRESH Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 7: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 7 was 2: line 8: INTEGER array, dimension (4) Four integer values for the random number seed. lines 8-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'CHB'. ----------------------------------------------------------------------- CBB input file: line 2: NN, INTEGER Number of values of M and N. line 3: MVAL, INTEGER array, dimension (NN) The values for the matrix row dimension M. line 4: NVAL, INTEGER array, dimension (NN) The values for the matrix column dimension N. line 4: NK, INTEGER Number of values of K. line 5: KVAL, INTEGER array, dimension (NK) The values for the matrix bandwidth K. line 6: NPARMS, INTEGER Number of values of the parameter NRHS line 7: NSVAL, INTEGER array, dimension (NPARMS) The values for the number of right hand sides NRHS. line 8: THRESH Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 9: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 9 was 2: line 10: INTEGER array, dimension (4) Four integer values for the random number seed. lines 10-EOF: Lines specifying matrix types, as for SVD. The 3-character path name is 'CBB'. ----------------------------------------------------------------------- CEC input file: line 2: THRESH, REAL Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. lines 3-EOF: Input for testing the eigencondition routines consists of a set of specially constructed test cases and their solutions. The data format is not intended to be modified by the user. ----------------------------------------------------------------------- CBL and CBK input files: line 1: 'CBL' in columns 1-3 to test CGEBAL, or 'CBK' in columns 1-3 to test CGEBAK. The remaining lines consist of specially constructed test cases. ----------------------------------------------------------------------- CGL and CGK input files: line 1: 'CGL' in columns 1-3 to test CGGBAL, or 'CGK' in columns 1-3 to test CGGBAK. The remaining lines consist of specially constructed test cases. ----------------------------------------------------------------------- GLM data file: line 1: 'GLM' in columns 1 to 3. line 2: NN, INTEGER Number of values of M, P, and N. line 3: MVAL, INTEGER array, dimension(NN) Values of M (row dimension). line 4: PVAL, INTEGER array, dimension(NN) Values of P (row dimension). line 5: NVAL, INTEGER array, dimension(NN) Values of N (column dimension), note M <= N <= M+P. line 6: THRESH, REAL Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 7: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 8: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 8 was 2: line 9: INTEGER array, dimension (4) Four integer values for the random number seed. lines 9-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'GLM' for the generalized linear regression model routines. ----------------------------------------------------------------------- GQR data file: line 1: 'GQR' in columns 1 to 3. line 2: NN, INTEGER Number of values of M, P, and N. line 3: MVAL, INTEGER array, dimension(NN) Values of M. line 4: PVAL, INTEGER array, dimension(NN) Values of P. line 5: NVAL, INTEGER array, dimension(NN) Values of N. line 6: THRESH, REAL Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 7: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 8: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 8 was 2: line 9: INTEGER array, dimension (4) Four integer values for the random number seed. lines 9-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'GQR' for the generalized QR and RQ routines. ----------------------------------------------------------------------- GSV data file: line 1: 'GSV' in columns 1 to 3. line 2: NN, INTEGER Number of values of M, P, and N. line 3: MVAL, INTEGER array, dimension(NN) Values of M (row dimension). line 4: PVAL, INTEGER array, dimension(NN) Values of P (row dimension). line 5: NVAL, INTEGER array, dimension(NN) Values of N (column dimension). line 6: THRESH, REAL Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 7: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 8: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 8 was 2: line 9: INTEGER array, dimension (4) Four integer values for the random number seed. lines 9-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'GSV' for the generalized SVD routines. ----------------------------------------------------------------------- CSD data file: line 1: 'CSD' in columns 1 to 3. line 2: NM, INTEGER Number of values of M, P, and N. line 3: MVAL, INTEGER array, dimension(NM) Values of M (row and column dimension of orthogonal matrix). line 4: PVAL, INTEGER array, dimension(NM) Values of P (row dimension of top-left block). line 5: NVAL, INTEGER array, dimension(NM) Values of N (column dimension of top-left block). line 6: THRESH, REAL Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 7: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 8: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 8 was 2: line 9: INTEGER array, dimension (4) Four integer values for the random number seed. lines 9-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'CSD' for the CSD routine. ----------------------------------------------------------------------- LSE data file: line 1: 'LSE' in columns 1 to 3. line 2: NN, INTEGER Number of values of M, P, and N. line 3: MVAL, INTEGER array, dimension(NN) Values of M. line 4: PVAL, INTEGER array, dimension(NN) Values of P. line 5: NVAL, INTEGER array, dimension(NN) Values of N, note P <= N <= P+M. line 6: THRESH, REAL Threshold value for the test ratios. Information will be printed about each test for which the test ratio is greater than or equal to the threshold. line 7: TSTERR, LOGICAL Flag indicating whether or not to test the error exits for the LAPACK routines and driver routines. line 8: NEWSD, INTEGER A code indicating how to set the random number seed. = 0: Set the seed to a default value before each run = 1: Initialize the seed to a default value only before the first run = 2: Like 1, but use the seed values on the next line If line 8 was 2: line 9: INTEGER array, dimension (4) Four integer values for the random number seed. lines 9-EOF: Lines specifying matrix types, as for NEP. The 3-character path name is 'GSV' for the generalized SVD routines. ----------------------------------------------------------------------- NMAX is currently set to 132 and must be at least 12 for some of the precomputed examples, and LWORK = NMAX*(5*NMAX+20) in the parameter statements below. For SVD, we assume NRHS may be as big as N. The parameter NEED is set to 14 to allow for 14 N-by-N matrices for CGG.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cchkgg (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, logical TSTDIF, real THRSHN, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) B, complex, dimension( lda, * ) H, complex, dimension( lda, * ) T, complex, dimension( lda, * ) S1, complex, dimension( lda, * ) S2, complex, dimension( lda, * ) P1, complex, dimension( lda, * ) P2, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldu, * ) V, complex, dimension( ldu, * ) Q, complex, dimension( ldu, * ) Z, complex, dimension( * ) ALPHA1, complex, dimension( * ) BETA1, complex, dimension( * ) ALPHA3, complex, dimension( * ) BETA3, complex, dimension( ldu, * ) EVECTL, complex, dimension( ldu, * ) EVECTR, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, logical, dimension( * ) LLWORK, real, dimension( 15 ) RESULT, integer INFO)
CCHKGG
Purpose:
-
CCHKGG checks the nonsymmetric generalized eigenvalue problem routines. H H H CGGHRD factors A and B as U H V and U T V , where means conjugate transpose, H is hessenberg, T is triangular and U and V are unitary. H H CHGEQZ factors H and T as Q S Z and Q P Z , where P and S are upper triangular and Q and Z are unitary. It also computes the generalized eigenvalues (alpha(1),beta(1)),...,(alpha(n),beta(n)), where alpha(j)=S(j,j) and beta(j)=P(j,j) -- thus, w(j) = alpha(j)/beta(j) is a root of the generalized eigenvalue problem det( A - w(j) B ) = 0 and m(j) = beta(j)/alpha(j) is a root of the essentially equivalent problem det( m(j) A - B ) = 0 CTGEVC computes the matrix L of left eigenvectors and the matrix R of right eigenvectors for the matrix pair ( S, P ). In the description below, l and r are left and right eigenvectors corresponding to the generalized eigenvalues (alpha,beta). When CCHKGG is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix will be generated and used to test the nonsymmetric eigenroutines. For each matrix, 13 tests will be performed. The first twelve "test ratios" should be small -- O(1). They will be compared with the threshold THRESH: H (1) | A - U H V | / ( |A| n ulp ) H (2) | B - U T V | / ( |B| n ulp ) H (3) | I - UU | / ( n ulp ) H (4) | I - VV | / ( n ulp ) H (5) | H - Q S Z | / ( |H| n ulp ) H (6) | T - Q P Z | / ( |T| n ulp ) H (7) | I - QQ | / ( n ulp ) H (8) | I - ZZ | / ( n ulp ) (9) max over all left eigenvalue/-vector pairs (beta/alpha,l) of H | (beta A - alpha B) l | / ( ulp max( |beta A|, |alpha B| ) ) (10) max over all left eigenvalue/-vector pairs (beta/alpha,l') of H | (beta H - alpha T) l' | / ( ulp max( |beta H|, |alpha T| ) ) where the eigenvectors l' are the result of passing Q to STGEVC and back transforming (JOB='B'). (11) max over all right eigenvalue/-vector pairs (beta/alpha,r) of | (beta A - alpha B) r | / ( ulp max( |beta A|, |alpha B| ) ) (12) max over all right eigenvalue/-vector pairs (beta/alpha,r') of | (beta H - alpha T) r' | / ( ulp max( |beta H|, |alpha T| ) ) where the eigenvectors r' are the result of passing Z to STGEVC and back transforming (JOB='B'). The last three test ratios will usually be small, but there is no mathematical requirement that they be so. They are therefore compared with THRESH only if TSTDIF is .TRUE. (13) | S(Q,Z computed) - S(Q,Z not computed) | / ( |S| ulp ) (14) | P(Q,Z computed) - P(Q,Z not computed) | / ( |P| ulp ) (15) max( |alpha(Q,Z computed) - alpha(Q,Z not computed)|/|S| , |beta(Q,Z computed) - beta(Q,Z not computed)|/|P| ) / ulp In addition, the normalization of L and R are checked, and compared with the threshold THRSHN. Test Matrices ---- -------- The sizes of the test matrices are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) ( 0, 0 ) (a pair of zero matrices) (2) ( I, 0 ) (an identity and a zero matrix) (3) ( 0, I ) (an identity and a zero matrix) (4) ( I, I ) (a pair of identity matrices) t t (5) ( J , J ) (a pair of transposed Jordan blocks) t ( I 0 ) (6) ( X, Y ) where X = ( J 0 ) and Y = ( t ) ( 0 I ) ( 0 J ) and I is a k x k identity and J a (k+1)x(k+1) Jordan block; k=(N-1)/2 (7) ( D, I ) where D is P*D1, P is a random unitary diagonal matrix (i.e., with random magnitude 1 entries on the diagonal), and D1=diag( 0, 1,..., N-1 ) (i.e., a diagonal matrix with D1(1,1)=0, D1(2,2)=1, ..., D1(N,N)=N-1.) (8) ( I, D ) (9) ( big*D, small*I ) where "big" is near overflow and small=1/big (10) ( small*D, big*I ) (11) ( big*I, small*D ) (12) ( small*I, big*D ) (13) ( big*D, big*I ) (14) ( small*D, small*I ) (15) ( D1, D2 ) where D1=P*diag( 0, 0, 1, ..., N-3, 0 ) and D2=Q*diag( 0, N-3, N-4,..., 1, 0, 0 ), and P and Q are random unitary diagonal matrices. t t (16) U ( J , J ) V where U and V are random unitary matrices. (17) U ( T1, T2 ) V where T1 and T2 are upper triangular matrices with random O(1) entries above the diagonal and diagonal entries diag(T1) = P*( 0, 0, 1, ..., N-3, 0 ) and diag(T2) = Q*( 0, N-3, N-4,..., 1, 0, 0 ) (18) U ( T1, T2 ) V diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) s = machine precision. (19) U ( T1, T2 ) V diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) N-5 (20) U ( T1, T2 ) V diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) (21) U ( T1, T2 ) V diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) where r1,..., r(N-4) are random. (22) U ( big*T1, small*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (23) U ( small*T1, big*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (24) U ( small*T1, small*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (25) U ( big*T1, big*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (26) U ( T1, T2 ) V where T1 and T2 are random upper-triangular matrices.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CCHKGG does nothing. It must be at least zero.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CCHKGG does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CCHKGG to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
TSTDIFTSTDIF is LOGICAL Specifies whether test ratios 13-15 will be computed and compared with THRESH. = .FALSE.: Only test ratios 1-12 will be computed and tested. Ratios 13-15 will be set to zero. = .TRUE.: All the test ratios 1-15 will be computed and tested.
THRSHNTHRSHN is REAL Threshold for reporting eigenvector normalization error. If the normalization of any eigenvector differs from 1 by more than THRSHN*ulp, then a special error message will be printed. (This is handled separately from the other tests, since only a compiler or programming error should cause an error message, at least if THRSHN is at least 5--10.)
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, max(NN)) Used to hold the original A matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
LDALDA is INTEGER The leading dimension of A, B, H, T, S1, P1, S2, and P2. It must be at least 1 and at least max( NN ).
BB is COMPLEX array, dimension (LDA, max(NN)) Used to hold the original B matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
HH is COMPLEX array, dimension (LDA, max(NN)) The upper Hessenberg matrix computed from A by CGGHRD.
TT is COMPLEX array, dimension (LDA, max(NN)) The upper triangular matrix computed from B by CGGHRD.
S1S1 is COMPLEX array, dimension (LDA, max(NN)) The Schur (upper triangular) matrix computed from H by CHGEQZ when Q and Z are also computed.
S2S2 is COMPLEX array, dimension (LDA, max(NN)) The Schur (upper triangular) matrix computed from H by CHGEQZ when Q and Z are not computed.
P1P1 is COMPLEX array, dimension (LDA, max(NN)) The upper triangular matrix computed from T by CHGEQZ when Q and Z are also computed.
P2P2 is COMPLEX array, dimension (LDA, max(NN)) The upper triangular matrix computed from T by CHGEQZ when Q and Z are not computed.
UU is COMPLEX array, dimension (LDU, max(NN)) The (left) unitary matrix computed by CGGHRD.
LDULDU is INTEGER The leading dimension of U, V, Q, Z, EVECTL, and EVECTR. It must be at least 1 and at least max( NN ).
VV is COMPLEX array, dimension (LDU, max(NN)) The (right) unitary matrix computed by CGGHRD.
QQ is COMPLEX array, dimension (LDU, max(NN)) The (left) unitary matrix computed by CHGEQZ.
ZZ is COMPLEX array, dimension (LDU, max(NN)) The (left) unitary matrix computed by CHGEQZ.
ALPHA1ALPHA1 is COMPLEX array, dimension (max(NN))
BETA1BETA1 is COMPLEX array, dimension (max(NN)) The generalized eigenvalues of (A,B) computed by CHGEQZ when Q, Z, and the full Schur matrices are computed.
ALPHA3ALPHA3 is COMPLEX array, dimension (max(NN))
BETA3BETA3 is COMPLEX array, dimension (max(NN)) The generalized eigenvalues of (A,B) computed by CHGEQZ when neither Q, Z, nor the Schur matrices are computed.
EVECTLEVECTL is COMPLEX array, dimension (LDU, max(NN)) The (lower triangular) left eigenvector matrix for the matrices in S1 and P1.
EVECTREVECTR is COMPLEX array, dimension (LDU, max(NN)) The (upper triangular) right eigenvector matrix for the matrices in S1 and P1.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least max( 4*N, 2 * N**2, 1 ), for all N=NN(j).
RWORKRWORK is REAL array, dimension (2*max(NN))
LLWORKLLWORK is LOGICAL array, dimension (max(NN))
RESULTRESULT is REAL array, dimension (15) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
INFOINFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: A routine returned an error code. INFO is the absolute value of the INFO value returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cchkgk (integer NIN, integer NOUT)
CCHKGK
Purpose:
-
CCHKGK tests CGGBAK, a routine for backward balancing of a matrix pair (A, B).
Parameters:
-
NIN
NIN is INTEGER The logical unit number for input. NIN > 0.
NOUTNOUT is INTEGER The logical unit number for output. NOUT > 0.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkgl (integer NIN, integer NOUT)
CCHKGL
Purpose:
-
CCHKGL tests CGGBAL, a routine for balancing a matrix pair (A, B).
Parameters:
-
NIN
NIN is INTEGER The logical unit number for input. NIN > 0.
NOUTNOUT is INTEGER The logical unit number for output. NOUT > 0.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkhb (integer NSIZES, integer, dimension( * ) NN, integer NWDTHS, integer, dimension( * ) KK, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) SD, real, dimension( * ) SE, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( * ) RESULT, integer INFO)
CCHKHB
Purpose:
-
CCHKHB tests the reduction of a Hermitian band matrix to tridiagonal from, used with the Hermitian eigenvalue problem. CHBTRD factors a Hermitian band matrix A as U S U* , where * means conjugate transpose, S is symmetric tridiagonal, and U is unitary. CHBTRD can use either just the lower or just the upper triangle of A; CCHKHB checks both cases. When CCHKHB is called, a number of matrix "sizes" ("n's"), a number of bandwidths ("k's"), and a number of matrix "types" are specified. For each size ("n"), each bandwidth ("k") less than or equal to "n", and each type of matrix, one matrix will be generated and used to test the hermitian banded reduction routine. For each matrix, a number of tests will be performed: (1) | A - V S V* | / ( |A| n ulp ) computed by CHBTRD with UPLO='U' (2) | I - UU* | / ( n ulp ) (3) | A - V S V* | / ( |A| n ulp ) computed by CHBTRD with UPLO='L' (4) | I - UU* | / ( n ulp ) The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A diagonal matrix with evenly spaced entries 1, ..., ULP and random signs. (ULP = (first number larger than 1) - 1 ) (4) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random signs. (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random signs. (6) Same as (4), but multiplied by SQRT( overflow threshold ) (7) Same as (4), but multiplied by SQRT( underflow threshold ) (8) A matrix of the form U* D U, where U is unitary and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal. (9) A matrix of the form U* D U, where U is unitary and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal. (10) A matrix of the form U* D U, where U is unitary and D has "clustered" entries 1, ULP,..., ULP with random signs on the diagonal. (11) Same as (8), but multiplied by SQRT( overflow threshold ) (12) Same as (8), but multiplied by SQRT( underflow threshold ) (13) Hermitian matrix with random entries chosen from (-1,1). (14) Same as (13), but multiplied by SQRT( overflow threshold ) (15) Same as (13), but multiplied by SQRT( underflow threshold )
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CCHKHB does nothing. It must be at least zero.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero.
NWDTHSNWDTHS is INTEGER The number of bandwidths to use. If it is zero, CCHKHB does nothing. It must be at least zero.
KKKK is INTEGER array, dimension (NWDTHS) An array containing the bandwidths to be used for the band matrices. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CCHKHB does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CCHKHB to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, max(NN)) Used to hold the matrix whose eigenvalues are to be computed.
LDALDA is INTEGER The leading dimension of A. It must be at least 2 (not 1!) and at least max( KK )+1.
SDSD is REAL array, dimension (max(NN)) Used to hold the diagonal of the tridiagonal matrix computed by CHBTRD.
SESE is REAL array, dimension (max(NN)) Used to hold the off-diagonal of the tridiagonal matrix computed by CHBTRD.
UU is COMPLEX array, dimension (LDU, max(NN)) Used to hold the unitary matrix computed by CHBTRD.
LDULDU is INTEGER The leading dimension of U. It must be at least 1 and at least max( NN ).
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least max( LDA+1, max(NN)+1 )*max(NN).
RWORKRWORK is REAL array
RESULTRESULT is REAL array, dimension (4) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
INFOINFO is INTEGER If 0, then everything ran OK. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NTEST The number of tests performed, or which can be performed so far, for the current matrix. NTESTT The total number of tests performed so far. NMAX Largest value in NN. NMATS The number of matrices generated so far. NERRS The number of tests which have exceeded THRESH so far. COND, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTOVFL, RTUNFL Square roots of the previous 2 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkhs (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) H, complex, dimension( lda, * ) T1, complex, dimension( lda, * ) T2, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldu, * ) Z, complex, dimension( ldu, * ) UZ, complex, dimension( * ) W1, complex, dimension( * ) W3, complex, dimension( ldu, * ) EVECTL, complex, dimension( ldu, * ) EVECTR, complex, dimension( ldu, * ) EVECTY, complex, dimension( ldu, * ) EVECTX, complex, dimension( ldu, * ) UU, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer NWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, logical, dimension( * ) SELECT, real, dimension( 14 ) RESULT, integer INFO)
CCHKHS
Purpose:
-
CCHKHS checks the nonsymmetric eigenvalue problem routines. CGEHRD factors A as U H U' , where ' means conjugate transpose, H is hessenberg, and U is unitary. CUNGHR generates the unitary matrix U. CUNMHR multiplies a matrix by the unitary matrix U. CHSEQR factors H as Z T Z' , where Z is unitary and T is upper triangular. It also computes the eigenvalues, w(1), ..., w(n); we define a diagonal matrix W whose (diagonal) entries are the eigenvalues. CTREVC computes the left eigenvector matrix L and the right eigenvector matrix R for the matrix T. The columns of L are the complex conjugates of the left eigenvectors of T. The columns of R are the right eigenvectors of T. L is lower triangular, and R is upper triangular. CHSEIN computes the left eigenvector matrix Y and the right eigenvector matrix X for the matrix H. The columns of Y are the complex conjugates of the left eigenvectors of H. The columns of X are the right eigenvectors of H. Y is lower triangular, and X is upper triangular. When CCHKHS is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix will be generated and used to test the nonsymmetric eigenroutines. For each matrix, 14 tests will be performed: (1) | A - U H U**H | / ( |A| n ulp ) (2) | I - UU**H | / ( n ulp ) (3) | H - Z T Z**H | / ( |H| n ulp ) (4) | I - ZZ**H | / ( n ulp ) (5) | A - UZ H (UZ)**H | / ( |A| n ulp ) (6) | I - UZ (UZ)**H | / ( n ulp ) (7) | T(Z computed) - T(Z not computed) | / ( |T| ulp ) (8) | W(Z computed) - W(Z not computed) | / ( |W| ulp ) (9) | TR - RW | / ( |T| |R| ulp ) (10) | L**H T - W**H L | / ( |T| |L| ulp ) (11) | HX - XW | / ( |H| |X| ulp ) (12) | Y**H H - W**H Y | / ( |H| |Y| ulp ) (13) | AX - XW | / ( |A| |X| ulp ) (14) | Y**H A - W**H Y | / ( |A| |Y| ulp ) The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A (transposed) Jordan block, with 1's on the diagonal. (4) A diagonal matrix with evenly spaced entries 1, ..., ULP and random complex angles. (ULP = (first number larger than 1) - 1 ) (5) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random complex angles. (6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random complex angles. (7) Same as (4), but multiplied by SQRT( overflow threshold ) (8) Same as (4), but multiplied by SQRT( underflow threshold ) (9) A matrix of the form U' T U, where U is unitary and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (10) A matrix of the form U' T U, where U is unitary and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (11) A matrix of the form U' T U, where U is unitary and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (12) A matrix of the form U' T U, where U is unitary and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (13) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (14) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (15) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (16) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (17) Same as (16), but multiplied by SQRT( overflow threshold ) (18) Same as (16), but multiplied by SQRT( underflow threshold ) (19) Nonsymmetric matrix with random entries chosen from |z| < 1 (20) Same as (19), but multiplied by SQRT( overflow threshold ) (21) Same as (19), but multiplied by SQRT( underflow threshold )
NSIZES - INTEGER The number of sizes of matrices to use. If it is zero, CCHKHS does nothing. It must be at least zero. Not modified. NN - INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero. Not modified. NTYPES - INTEGER The number of elements in DOTYPE. If it is zero, CCHKHS does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. . Not modified. DOTYPE - LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored. Not modified. ISEED - INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CCHKHS to continue the same random number sequence. Modified. THRESH - REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero. Not modified. NOUNIT - INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.) Not modified. A - COMPLEX array, dimension (LDA,max(NN)) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used. Modified. LDA - INTEGER The leading dimension of A, H, T1 and T2. It must be at least 1 and at least max( NN ). Not modified. H - COMPLEX array, dimension (LDA,max(NN)) The upper hessenberg matrix computed by CGEHRD. On exit, H contains the Hessenberg form of the matrix in A. Modified. T1 - COMPLEX array, dimension (LDA,max(NN)) The Schur (="quasi-triangular") matrix computed by CHSEQR if Z is computed. On exit, T1 contains the Schur form of the matrix in A. Modified. T2 - COMPLEX array, dimension (LDA,max(NN)) The Schur matrix computed by CHSEQR when Z is not computed. This should be identical to T1. Modified. LDU - INTEGER The leading dimension of U, Z, UZ and UU. It must be at least 1 and at least max( NN ). Not modified. U - COMPLEX array, dimension (LDU,max(NN)) The unitary matrix computed by CGEHRD. Modified. Z - COMPLEX array, dimension (LDU,max(NN)) The unitary matrix computed by CHSEQR. Modified. UZ - COMPLEX array, dimension (LDU,max(NN)) The product of U times Z. Modified. W1 - COMPLEX array, dimension (max(NN)) The eigenvalues of A, as computed by a full Schur decomposition H = Z T Z'. On exit, W1 contains the eigenvalues of the matrix in A. Modified. W3 - COMPLEX array, dimension (max(NN)) The eigenvalues of A, as computed by a partial Schur decomposition (Z not computed, T only computed as much as is necessary for determining eigenvalues). On exit, W3 contains the eigenvalues of the matrix in A, possibly perturbed by CHSEIN. Modified. EVECTL - COMPLEX array, dimension (LDU,max(NN)) The conjugate transpose of the (upper triangular) left eigenvector matrix for the matrix in T1. Modified. EVECTR - COMPLEX array, dimension (LDU,max(NN)) The (upper triangular) right eigenvector matrix for the matrix in T1. Modified. EVECTY - COMPLEX array, dimension (LDU,max(NN)) The conjugate transpose of the left eigenvector matrix for the matrix in H. Modified. EVECTX - COMPLEX array, dimension (LDU,max(NN)) The right eigenvector matrix for the matrix in H. Modified. UU - COMPLEX array, dimension (LDU,max(NN)) Details of the unitary matrix computed by CGEHRD. Modified. TAU - COMPLEX array, dimension (max(NN)) Further details of the unitary matrix computed by CGEHRD. Modified. WORK - COMPLEX array, dimension (NWORK) Workspace. Modified. NWORK - INTEGER The number of entries in WORK. NWORK >= 4*NN(j)*NN(j) + 2. RWORK - REAL array, dimension (max(NN)) Workspace. Could be equivalenced to IWORK, but not SELECT. Modified. IWORK - INTEGER array, dimension (max(NN)) Workspace. Modified. SELECT - LOGICAL array, dimension (max(NN)) Workspace. Could be equivalenced to IWORK, but not RWORK. Modified. RESULT - REAL array, dimension (14) The values computed by the fourteen tests described above. The values are currently limited to 1/ulp, to avoid overflow. Modified. INFO - INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some NN(j) < 0 -3: NTYPES < 0 -6: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -14: LDU < 1 or LDU < NMAX. -26: NWORK too small. If CLATMR, CLATMS, or CLATME returns an error code, the absolute value of it is returned. If 1, then CHSEQR could not find all the shifts. If 2, then the EISPACK code (for small blocks) failed. If >2, then 30*N iterations were not enough to find an eigenvalue or to decompose the problem. Modified. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. MTEST The number of tests defined: care must be taken that (1) the size of RESULT, (2) the number of tests actually performed, and (3) MTEST agree. NTEST The number of tests performed on this matrix so far. This should be less than MTEST, and equal to it by the last test. It will be less if any of the routines being tested indicates that it could not compute the matrices that would be tested. NMAX Largest value in NN. NMATS The number of matrices generated so far. NERRS The number of tests which have exceeded THRESH so far (computed by SLAFTS). COND, CONDS, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTOVFL, RTUNFL, RTULP, RTULPI Square roots of the previous 4 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) ) KCONDS(j) Selects whether CONDS is to be 1 or 1/sqrt(ulp). (0 means irrelevant.)
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cchkst (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) AP, real, dimension( * ) SD, real, dimension( * ) SE, real, dimension( * ) D1, real, dimension( * ) D2, real, dimension( * ) D3, real, dimension( * ) D4, real, dimension( * ) D5, real, dimension( * ) WA1, real, dimension( * ) WA2, real, dimension( * ) WA3, real, dimension( * ) WR, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldu, * ) V, complex, dimension( * ) VP, complex, dimension( * ) TAU, complex, dimension( ldu, * ) Z, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, real, dimension( * ) RESULT, integer INFO)
CCHKST
Purpose:
-
CCHKST checks the Hermitian eigenvalue problem routines. CHETRD factors A as U S U* , where * means conjugate transpose, S is real symmetric tridiagonal, and U is unitary. CHETRD can use either just the lower or just the upper triangle of A; CCHKST checks both cases. U is represented as a product of Householder transformations, whose vectors are stored in the first n-1 columns of V, and whose scale factors are in TAU. CHPTRD does the same as CHETRD, except that A and V are stored in "packed" format. CUNGTR constructs the matrix U from the contents of V and TAU. CUPGTR constructs the matrix U from the contents of VP and TAU. CSTEQR factors S as Z D1 Z* , where Z is the unitary matrix of eigenvectors and D1 is a diagonal matrix with the eigenvalues on the diagonal. D2 is the matrix of eigenvalues computed when Z is not computed. SSTERF computes D3, the matrix of eigenvalues, by the PWK method, which does not yield eigenvectors. CPTEQR factors S as Z4 D4 Z4* , for a Hermitian positive definite tridiagonal matrix. D5 is the matrix of eigenvalues computed when Z is not computed. SSTEBZ computes selected eigenvalues. WA1, WA2, and WA3 will denote eigenvalues computed to high absolute accuracy, with different range options. WR will denote eigenvalues computed to high relative accuracy. CSTEIN computes Y, the eigenvectors of S, given the eigenvalues. CSTEDC factors S as Z D1 Z* , where Z is the unitary matrix of eigenvectors and D1 is a diagonal matrix with the eigenvalues on the diagonal ('I' option). It may also update an input unitary matrix, usually the output from CHETRD/CUNGTR or CHPTRD/CUPGTR ('V' option). It may also just compute eigenvalues ('N' option). CSTEMR factors S as Z D1 Z* , where Z is the unitary matrix of eigenvectors and D1 is a diagonal matrix with the eigenvalues on the diagonal ('I' option). CSTEMR uses the Relatively Robust Representation whenever possible. When CCHKST is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix will be generated and used to test the Hermitian eigenroutines. For each matrix, a number of tests will be performed: (1) | A - V S V* | / ( |A| n ulp ) CHETRD( UPLO='U', ... ) (2) | I - UV* | / ( n ulp ) CUNGTR( UPLO='U', ... ) (3) | A - V S V* | / ( |A| n ulp ) CHETRD( UPLO='L', ... ) (4) | I - UV* | / ( n ulp ) CUNGTR( UPLO='L', ... ) (5-8) Same as 1-4, but for CHPTRD and CUPGTR. (9) | S - Z D Z* | / ( |S| n ulp ) CSTEQR('V',...) (10) | I - ZZ* | / ( n ulp ) CSTEQR('V',...) (11) | D1 - D2 | / ( |D1| ulp ) CSTEQR('N',...) (12) | D1 - D3 | / ( |D1| ulp ) SSTERF (13) 0 if the true eigenvalues (computed by sturm count) of S are within THRESH of those in D1. 2*THRESH if they are not. (Tested using SSTECH) For S positive definite, (14) | S - Z4 D4 Z4* | / ( |S| n ulp ) CPTEQR('V',...) (15) | I - Z4 Z4* | / ( n ulp ) CPTEQR('V',...) (16) | D4 - D5 | / ( 100 |D4| ulp ) CPTEQR('N',...) When S is also diagonally dominant by the factor gamma < 1, (17) max | D4(i) - WR(i) | / ( |D4(i)| omega ) , i omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4 SSTEBZ( 'A', 'E', ...) (18) | WA1 - D3 | / ( |D3| ulp ) SSTEBZ( 'A', 'E', ...) (19) ( max { min | WA2(i)-WA3(j) | } + i j max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp ) i j SSTEBZ( 'I', 'E', ...) (20) | S - Y WA1 Y* | / ( |S| n ulp ) SSTEBZ, CSTEIN (21) | I - Y Y* | / ( n ulp ) SSTEBZ, CSTEIN (22) | S - Z D Z* | / ( |S| n ulp ) CSTEDC('I') (23) | I - ZZ* | / ( n ulp ) CSTEDC('I') (24) | S - Z D Z* | / ( |S| n ulp ) CSTEDC('V') (25) | I - ZZ* | / ( n ulp ) CSTEDC('V') (26) | D1 - D2 | / ( |D1| ulp ) CSTEDC('V') and CSTEDC('N') Test 27 is disabled at the moment because CSTEMR does not guarantee high relatvie accuracy. (27) max | D6(i) - WR(i) | / ( |D6(i)| omega ) , i omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4 CSTEMR('V', 'A') (28) max | D6(i) - WR(i) | / ( |D6(i)| omega ) , i omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4 CSTEMR('V', 'I') Tests 29 through 34 are disable at present because CSTEMR does not handle partial specturm requests. (29) | S - Z D Z* | / ( |S| n ulp ) CSTEMR('V', 'I') (30) | I - ZZ* | / ( n ulp ) CSTEMR('V', 'I') (31) ( max { min | WA2(i)-WA3(j) | } + i j max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp ) i j CSTEMR('N', 'I') vs. CSTEMR('V', 'I') (32) | S - Z D Z* | / ( |S| n ulp ) CSTEMR('V', 'V') (33) | I - ZZ* | / ( n ulp ) CSTEMR('V', 'V') (34) ( max { min | WA2(i)-WA3(j) | } + i j max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp ) i j CSTEMR('N', 'V') vs. CSTEMR('V', 'V') (35) | S - Z D Z* | / ( |S| n ulp ) CSTEMR('V', 'A') (36) | I - ZZ* | / ( n ulp ) CSTEMR('V', 'A') (37) ( max { min | WA2(i)-WA3(j) | } + i j max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp ) i j CSTEMR('N', 'A') vs. CSTEMR('V', 'A') The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A diagonal matrix with evenly spaced entries 1, ..., ULP and random signs. (ULP = (first number larger than 1) - 1 ) (4) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random signs. (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random signs. (6) Same as (4), but multiplied by SQRT( overflow threshold ) (7) Same as (4), but multiplied by SQRT( underflow threshold ) (8) A matrix of the form U* D U, where U is unitary and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal. (9) A matrix of the form U* D U, where U is unitary and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal. (10) A matrix of the form U* D U, where U is unitary and D has "clustered" entries 1, ULP,..., ULP with random signs on the diagonal. (11) Same as (8), but multiplied by SQRT( overflow threshold ) (12) Same as (8), but multiplied by SQRT( underflow threshold ) (13) Hermitian matrix with random entries chosen from (-1,1). (14) Same as (13), but multiplied by SQRT( overflow threshold ) (15) Same as (13), but multiplied by SQRT( underflow threshold ) (16) Same as (8), but diagonal elements are all positive. (17) Same as (9), but diagonal elements are all positive. (18) Same as (10), but diagonal elements are all positive. (19) Same as (16), but multiplied by SQRT( overflow threshold ) (20) Same as (16), but multiplied by SQRT( underflow threshold ) (21) A diagonally dominant tridiagonal matrix with geometrically spaced diagonal entries 1, ..., ULP.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CCHKST does nothing. It must be at least zero.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CCHKST does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CCHKST to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
AA is COMPLEX array of dimension ( LDA , max(NN) ) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least max( NN ).
APAP is COMPLEX array of dimension( max(NN)*max(NN+1)/2 ) The matrix A stored in packed format.
SDSD is REAL array of dimension( max(NN) ) The diagonal of the tridiagonal matrix computed by CHETRD. On exit, SD and SE contain the tridiagonal form of the matrix in A.
SESE is REAL array of dimension( max(NN) ) The off-diagonal of the tridiagonal matrix computed by CHETRD. On exit, SD and SE contain the tridiagonal form of the matrix in A.
D1D1 is REAL array of dimension( max(NN) ) The eigenvalues of A, as computed by CSTEQR simlutaneously with Z. On exit, the eigenvalues in D1 correspond with the matrix in A.
D2D2 is REAL array of dimension( max(NN) ) The eigenvalues of A, as computed by CSTEQR if Z is not computed. On exit, the eigenvalues in D2 correspond with the matrix in A.
D3D3 is REAL array of dimension( max(NN) ) The eigenvalues of A, as computed by SSTERF. On exit, the eigenvalues in D3 correspond with the matrix in A.
D4D4 is REAL array of dimension( max(NN) ) The eigenvalues of A, as computed by CPTEQR(V). ZPTEQR factors S as Z4 D4 Z4* On exit, the eigenvalues in D4 correspond with the matrix in A.
D5D5 is REAL array of dimension( max(NN) ) The eigenvalues of A, as computed by ZPTEQR(N) when Z is not computed. On exit, the eigenvalues in D4 correspond with the matrix in A.
WA1WA1 is REAL array of dimension( max(NN) ) All eigenvalues of A, computed to high absolute accuracy, with different range options. as computed by SSTEBZ.
WA2WA2 is REAL array of dimension( max(NN) ) Selected eigenvalues of A, computed to high absolute accuracy, with different range options. as computed by SSTEBZ. Choose random values for IL and IU, and ask for the IL-th through IU-th eigenvalues.
WA3WA3 is REAL array of dimension( max(NN) ) Selected eigenvalues of A, computed to high absolute accuracy, with different range options. as computed by SSTEBZ. Determine the values VL and VU of the IL-th and IU-th eigenvalues and ask for all eigenvalues in this range.
WRWR is DOUBLE PRECISION array of dimension( max(NN) ) All eigenvalues of A, computed to high absolute accuracy, with different options. as computed by DSTEBZ.
UU is COMPLEX array of dimension( LDU, max(NN) ). The unitary matrix computed by CHETRD + CUNGTR.
LDULDU is INTEGER The leading dimension of U, Z, and V. It must be at least 1 and at least max( NN ).
VV is COMPLEX array of dimension( LDU, max(NN) ). The Housholder vectors computed by CHETRD in reducing A to tridiagonal form. The vectors computed with UPLO='U' are in the upper triangle, and the vectors computed with UPLO='L' are in the lower triangle. (As described in CHETRD, the sub- and superdiagonal are not set to 1, although the true Householder vector has a 1 in that position. The routines that use V, such as CUNGTR, set those entries to 1 before using them, and then restore them later.)
VPVP is COMPLEX array of dimension( max(NN)*max(NN+1)/2 ) The matrix V stored in packed format.
TAUTAU is COMPLEX array of dimension( max(NN) ) The Householder factors computed by CHETRD in reducing A to tridiagonal form.
ZZ is COMPLEX array of dimension( LDU, max(NN) ). The unitary matrix of eigenvectors computed by CSTEQR, CPTEQR, and CSTEIN.
WORKWORK is COMPLEX array of dimension( LWORK )
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least 1 + 4 * Nmax + 2 * Nmax * lg Nmax + 3 * Nmax**2 where Nmax = max( NN(j), 2 ) and lg = log base 2.
IWORKIWORK is INTEGER array, Workspace.
LIWORKLIWORK is INTEGER The number of entries in IWORK. This must be at least 6 + 6*Nmax + 5 * Nmax * lg Nmax where Nmax = max( NN(j), 2 ) and lg = log base 2.
RWORKRWORK is REAL array
LRWORKLRWORK is INTEGER The number of entries in LRWORK (dimension( ??? )
RESULTRESULT is REAL array, dimension (26) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
INFOINFO is INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some NN(j) < 0 -3: NTYPES < 0 -5: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -23: LDU < 1 or LDU < NMAX. -29: LWORK too small. If CLATMR, CLATMS, CHETRD, CUNGTR, CSTEQR, SSTERF, or CUNMC2 returns an error code, the absolute value of it is returned. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NTEST The number of tests performed, or which can be performed so far, for the current matrix. NTESTT The total number of tests performed so far. NBLOCK Blocksize as returned by ENVIR. NMAX Largest value in NN. NMATS The number of matrices generated so far. NERRS The number of tests which have exceeded THRESH so far. COND, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTOVFL, RTUNFL Square roots of the previous 2 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cckcsd (integer NM, integer, dimension( * ) MVAL, integer, dimension( * ) PVAL, integer, dimension( * ) QVAL, integer NMATS, integer, dimension( 4 ) ISEED, real THRESH, integer MMAX, complex, dimension( * ) X, complex, dimension( * ) XF, complex, dimension( * ) U1, complex, dimension( * ) U2, complex, dimension( * ) V1T, complex, dimension( * ) V2T, real, dimension( * ) THETA, integer, dimension( * ) IWORK, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer NIN, integer NOUT, integer INFO)
CCKCSD
Purpose:
-
CCKCSD tests CUNCSD: the CSD for an M-by-M unitary matrix X partitioned as [ X11 X12; X21 X22 ]. X11 is P-by-Q.
Parameters:
-
NM
NM is INTEGER The number of values of M contained in the vector MVAL.
MVALMVAL is INTEGER array, dimension (NM) The values of the matrix row dimension M.
PVALPVAL is INTEGER array, dimension (NM) The values of the matrix row dimension P.
QVALQVAL is INTEGER array, dimension (NM) The values of the matrix column dimension Q.
NMATSNMATS is INTEGER The number of matrix types to be tested for each combination of matrix dimensions. If NMATS >= NTYPES (the maximum number of matrix types), then all the different types are generated for testing. If NMATS < NTYPES, another input line is read to get the numbers of the matrix types to be used.
ISEEDISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator. The array elements should be between 0 and 4095, otherwise they will be reduced mod 4096, and ISEED(4) must be odd. On exit, the next seed in the random number sequence after all the test matrices have been generated.
THRESHTHRESH is REAL The threshold value for the test ratios. A result is included in the output file if RESULT >= THRESH. To have every test ratio printed, use THRESH = 0.
MMAXMMAX is INTEGER The maximum value permitted for M, used in dimensioning the work arrays.
XX is COMPLEX array, dimension (MMAX*MMAX)
XFXF is COMPLEX array, dimension (MMAX*MMAX)
U1U1 is COMPLEX array, dimension (MMAX*MMAX)
U2U2 is COMPLEX array, dimension (MMAX*MMAX)
V1TV1T is COMPLEX array, dimension (MMAX*MMAX)
V2TV2T is COMPLEX array, dimension (MMAX*MMAX)
THETATHETA is REAL array, dimension (MMAX)
IWORKIWORK is INTEGER array, dimension (MMAX)
WORKWORK is COMPLEX array
RWORKRWORK is REAL array
NINNIN is INTEGER The unit number for input.
NOUTNOUT is INTEGER The unit number for output.
INFOINFO is INTEGER = 0 : successful exit > 0 : If CLAROR returns an error code, the absolute value of it is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cckglm (integer NN, integer, dimension( * ) NVAL, integer, dimension( * ) MVAL, integer, dimension( * ) PVAL, integer NMATS, integer, dimension( 4 ) ISEED, real THRESH, integer NMAX, complex, dimension( * ) A, complex, dimension( * ) AF, complex, dimension( * ) B, complex, dimension( * ) BF, complex, dimension( * ) X, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer NIN, integer NOUT, integer INFO)
CCKGLM
Purpose:
-
CCKGLM tests CGGGLM - subroutine for solving generalized linear model problem.
Parameters:
-
NN
NN is INTEGER The number of values of N, M and P contained in the vectors NVAL, MVAL and PVAL.
NVALNVAL is INTEGER array, dimension (NN) The values of the matrix row dimension N.
MVALMVAL is INTEGER array, dimension (NN) The values of the matrix column dimension M.
PVALPVAL is INTEGER array, dimension (NN) The values of the matrix column dimension P.
NMATSNMATS is INTEGER The number of matrix types to be tested for each combination of matrix dimensions. If NMATS >= NTYPES (the maximum number of matrix types), then all the different types are generated for testing. If NMATS < NTYPES, another input line is read to get the numbers of the matrix types to be used.
ISEEDISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator. The array elements should be between 0 and 4095, otherwise they will be reduced mod 4096, and ISEED(4) must be odd. On exit, the next seed in the random number sequence after all the test matrices have been generated.
THRESHTHRESH is REAL The threshold value for the test ratios. A result is included in the output file if RESID >= THRESH. To have every test ratio printed, use THRESH = 0.
NMAXNMAX is INTEGER The maximum value permitted for M or N, used in dimensioning the work arrays.
AA is COMPLEX array, dimension (NMAX*NMAX)
AFAF is COMPLEX array, dimension (NMAX*NMAX)
BB is COMPLEX array, dimension (NMAX*NMAX)
BFBF is COMPLEX array, dimension (NMAX*NMAX)
XX is COMPLEX array, dimension (4*NMAX)
RWORKRWORK is REAL array, dimension (NMAX)
WORKWORK is COMPLEX array, dimension (NMAX*NMAX)
NINNIN is INTEGER The unit number for input.
NOUTNOUT is INTEGER The unit number for output.
INFOINFO is INTEGER = 0 : successful exit > 0 : If CLATMS returns an error code, the absolute value of it is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cckgqr (integer NM, integer, dimension( * ) MVAL, integer NP, integer, dimension( * ) PVAL, integer NN, integer, dimension( * ) NVAL, integer NMATS, integer, dimension( 4 ) ISEED, real THRESH, integer NMAX, complex, dimension( * ) A, complex, dimension( * ) AF, complex, dimension( * ) AQ, complex, dimension( * ) AR, complex, dimension( * ) TAUA, complex, dimension( * ) B, complex, dimension( * ) BF, complex, dimension( * ) BZ, complex, dimension( * ) BT, complex, dimension( * ) BWK, complex, dimension( * ) TAUB, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer NIN, integer NOUT, integer INFO)
CCKGQR
Purpose:
-
CCKGQR tests CGGQRF: GQR factorization for N-by-M matrix A and N-by-P matrix B, CGGRQF: GRQ factorization for M-by-N matrix A and P-by-N matrix B.
Parameters:
-
NM
NM is INTEGER The number of values of M contained in the vector MVAL.
MVALMVAL is INTEGER array, dimension (NM) The values of the matrix row(column) dimension M.
NPNP is INTEGER The number of values of P contained in the vector PVAL.
PVALPVAL is INTEGER array, dimension (NP) The values of the matrix row(column) dimension P.
NNNN is INTEGER The number of values of N contained in the vector NVAL.
NVALNVAL is INTEGER array, dimension (NN) The values of the matrix column(row) dimension N.
NMATSNMATS is INTEGER The number of matrix types to be tested for each combination of matrix dimensions. If NMATS >= NTYPES (the maximum number of matrix types), then all the different types are generated for testing. If NMATS < NTYPES, another input line is read to get the numbers of the matrix types to be used.
ISEEDISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator. The array elements should be between 0 and 4095, otherwise they will be reduced mod 4096, and ISEED(4) must be odd. On exit, the next seed in the random number sequence after all the test matrices have been generated.
THRESHTHRESH is REAL The threshold value for the test ratios. A result is included in the output file if RESULT >= THRESH. To have every test ratio printed, use THRESH = 0.
NMAXNMAX is INTEGER The maximum value permitted for M or N, used in dimensioning the work arrays.
AA is COMPLEX array, dimension (NMAX*NMAX)
AFAF is COMPLEX array, dimension (NMAX*NMAX)
AQAQ is COMPLEX array, dimension (NMAX*NMAX)
ARAR is COMPLEX array, dimension (NMAX*NMAX)
TAUATAUA is COMPLEX array, dimension (NMAX)
BB is COMPLEX array, dimension (NMAX*NMAX)
BFBF is COMPLEX array, dimension (NMAX*NMAX)
BZBZ is COMPLEX array, dimension (NMAX*NMAX)
BTBT is COMPLEX array, dimension (NMAX*NMAX)
BWKBWK is COMPLEX array, dimension (NMAX*NMAX)
TAUBTAUB is COMPLEX array, dimension (NMAX)
WORKWORK is COMPLEX array, dimension (NMAX*NMAX)
RWORKRWORK is REAL array, dimension (NMAX)
NINNIN is INTEGER The unit number for input.
NOUTNOUT is INTEGER The unit number for output.
INFOINFO is INTEGER = 0 : successful exit > 0 : If CLATMS returns an error code, the absolute value of it is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cckgsv (integer NM, integer, dimension( * ) MVAL, integer, dimension( * ) PVAL, integer, dimension( * ) NVAL, integer NMATS, integer, dimension( 4 ) ISEED, real THRESH, integer NMAX, complex, dimension( * ) A, complex, dimension( * ) AF, complex, dimension( * ) B, complex, dimension( * ) BF, complex, dimension( * ) U, complex, dimension( * ) V, complex, dimension( * ) Q, real, dimension( * ) ALPHA, real, dimension( * ) BETA, complex, dimension( * ) R, integer, dimension( * ) IWORK, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer NIN, integer NOUT, integer INFO)
CCKGSV
Purpose:
-
CCKGSV tests CGGSVD: the GSVD for M-by-N matrix A and P-by-N matrix B.
Parameters:
-
NM
NM is INTEGER The number of values of M contained in the vector MVAL.
MVALMVAL is INTEGER array, dimension (NM) The values of the matrix row dimension M.
PVALPVAL is INTEGER array, dimension (NP) The values of the matrix row dimension P.
NVALNVAL is INTEGER array, dimension (NN) The values of the matrix column dimension N.
NMATSNMATS is INTEGER The number of matrix types to be tested for each combination of matrix dimensions. If NMATS >= NTYPES (the maximum number of matrix types), then all the different types are generated for testing. If NMATS < NTYPES, another input line is read to get the numbers of the matrix types to be used.
ISEEDISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator. The array elements should be between 0 and 4095, otherwise they will be reduced mod 4096, and ISEED(4) must be odd. On exit, the next seed in the random number sequence after all the test matrices have been generated.
THRESHTHRESH is REAL The threshold value for the test ratios. A result is included in the output file if RESULT >= THRESH. To have every test ratio printed, use THRESH = 0.
NMAXNMAX is INTEGER The maximum value permitted for M or N, used in dimensioning the work arrays.
AA is COMPLEX array, dimension (NMAX*NMAX)
AFAF is COMPLEX array, dimension (NMAX*NMAX)
BB is COMPLEX array, dimension (NMAX*NMAX)
BFBF is COMPLEX array, dimension (NMAX*NMAX)
UU is COMPLEX array, dimension (NMAX*NMAX)
VV is COMPLEX array, dimension (NMAX*NMAX)
QQ is COMPLEX array, dimension (NMAX*NMAX)
ALPHAALPHA is REAL array, dimension (NMAX)
BETABETA is REAL array, dimension (NMAX)
RR is COMPLEX array, dimension (NMAX*NMAX)
IWORKIWORK is INTEGER array, dimension (NMAX)
WORKWORK is COMPLEX array, dimension (NMAX*NMAX)
RWORKRWORK is REAL array, dimension (NMAX)
NINNIN is INTEGER The unit number for input.
NOUTNOUT is INTEGER The unit number for output.
INFOINFO is INTEGER = 0 : successful exit > 0 : If CLATMS returns an error code, the absolute value of it is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
subroutine ccklse (integer NN, integer, dimension( * ) MVAL, integer, dimension( * ) PVAL, integer, dimension( * ) NVAL, integer NMATS, integer, dimension( 4 ) ISEED, real THRESH, integer NMAX, complex, dimension( * ) A, complex, dimension( * ) AF, complex, dimension( * ) B, complex, dimension( * ) BF, complex, dimension( * ) X, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer NIN, integer NOUT, integer INFO)
CCKLSE
Purpose:
-
CCKLSE tests CGGLSE - a subroutine for solving linear equality constrained least square problem (LSE).
Parameters:
-
NN
NN is INTEGER The number of values of (M,P,N) contained in the vectors (MVAL, PVAL, NVAL).
MVALMVAL is INTEGER array, dimension (NN) The values of the matrix row(column) dimension M.
PVALPVAL is INTEGER array, dimension (NN) The values of the matrix row(column) dimension P.
NVALNVAL is INTEGER array, dimension (NN) The values of the matrix column(row) dimension N.
NMATSNMATS is INTEGER The number of matrix types to be tested for each combination of matrix dimensions. If NMATS >= NTYPES (the maximum number of matrix types), then all the different types are generated for testing. If NMATS < NTYPES, another input line is read to get the numbers of the matrix types to be used.
ISEEDISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator. The array elements should be between 0 and 4095, otherwise they will be reduced mod 4096, and ISEED(4) must be odd. On exit, the next seed in the random number sequence after all the test matrices have been generated.
THRESHTHRESH is REAL The threshold value for the test ratios. A result is included in the output file if RESULT >= THRESH. To have every test ratio printed, use THRESH = 0.
NMAXNMAX is INTEGER The maximum value permitted for M or N, used in dimensioning the work arrays.
AA is COMPLEX array, dimension (NMAX*NMAX)
AFAF is COMPLEX array, dimension (NMAX*NMAX)
BB is COMPLEX array, dimension (NMAX*NMAX)
BFBF is COMPLEX array, dimension (NMAX*NMAX)
XX is COMPLEX array, dimension (5*NMAX)
WORKWORK is COMPLEX array, dimension (NMAX*NMAX)
RWORKRWORK is REAL array, dimension (NMAX)
NINNIN is INTEGER The unit number for input.
NOUTNOUT is INTEGER The unit number for output.
INFOINFO is INTEGER = 0 : successful exit > 0 : If CLATMS returns an error code, the absolute value of it is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine ccsdts (integer M, integer P, integer Q, complex, dimension( ldx, * ) X, complex, dimension( ldx, * ) XF, integer LDX, complex, dimension( ldu1, * ) U1, integer LDU1, complex, dimension( ldu2, * ) U2, integer LDU2, complex, dimension( ldv1t, * ) V1T, integer LDV1T, complex, dimension( ldv2t, * ) V2T, integer LDV2T, real, dimension( * ) THETA, integer, dimension( * ) IWORK, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 15 ) RESULT)
CCSDTS
Purpose:
-
CCSDTS tests CUNCSD, which, given an M-by-M partitioned unitary matrix X, Q M-Q X = [ X11 X12 ] P , [ X21 X22 ] M-P computes the CSD [ U1 ]**T * [ X11 X12 ] * [ V1 ] [ U2 ] [ X21 X22 ] [ V2 ] [ I 0 0 | 0 0 0 ] [ 0 C 0 | 0 -S 0 ] [ 0 0 0 | 0 0 -I ] = [---------------------] = [ D11 D12 ] . [ 0 0 0 | I 0 0 ] [ D21 D22 ] [ 0 S 0 | 0 C 0 ] [ 0 0 I | 0 0 0 ] and also SORCSD2BY1, which, given Q [ X11 ] P , [ X21 ] M-P computes the 2-by-1 CSD [ I 0 0 ] [ 0 C 0 ] [ 0 0 0 ] [ U1 ]**T * [ X11 ] * V1 = [----------] = [ D11 ] , [ U2 ] [ X21 ] [ 0 0 0 ] [ D21 ] [ 0 S 0 ] [ 0 0 I ]
Parameters:
-
M
M is INTEGER The number of rows of the matrix X. M >= 0.
PP is INTEGER The number of rows of the matrix X11. P >= 0.
QQ is INTEGER The number of columns of the matrix X11. Q >= 0.
XX is COMPLEX array, dimension (LDX,M) The M-by-M matrix X.
XFXF is COMPLEX array, dimension (LDX,M) Details of the CSD of X, as returned by CUNCSD; see CUNCSD for further details.
LDXLDX is INTEGER The leading dimension of the arrays X and XF. LDX >= max( 1,M ).
U1U1 is COMPLEX array, dimension(LDU1,P) The P-by-P unitary matrix U1.
LDU1LDU1 is INTEGER The leading dimension of the array U1. LDU >= max(1,P).
U2U2 is COMPLEX array, dimension(LDU2,M-P) The (M-P)-by-(M-P) unitary matrix U2.
LDU2LDU2 is INTEGER The leading dimension of the array U2. LDU >= max(1,M-P).
V1TV1T is COMPLEX array, dimension(LDV1T,Q) The Q-by-Q unitary matrix V1T.
LDV1TLDV1T is INTEGER The leading dimension of the array V1T. LDV1T >= max(1,Q).
V2TV2T is COMPLEX array, dimension(LDV2T,M-Q) The (M-Q)-by-(M-Q) unitary matrix V2T.
LDV2TLDV2T is INTEGER The leading dimension of the array V2T. LDV2T >= max(1,M-Q).
THETATHETA is REAL array, dimension MIN(P,M-P,Q,M-Q) The CS values of X; the essentially diagonal matrices C and S are constructed from THETA; see subroutine CUNCSD for details.
IWORKIWORK is INTEGER array, dimension (M)
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK
RWORKRWORK is REAL array
RESULTRESULT is REAL array, dimension (15) The test ratios: First, the 2-by-2 CSD: RESULT(1) = norm( U1'*X11*V1 - D11 ) / ( MAX(1,P,Q)*EPS2 ) RESULT(2) = norm( U1'*X12*V2 - D12 ) / ( MAX(1,P,M-Q)*EPS2 ) RESULT(3) = norm( U2'*X21*V1 - D21 ) / ( MAX(1,M-P,Q)*EPS2 ) RESULT(4) = norm( U2'*X22*V2 - D22 ) / ( MAX(1,M-P,M-Q)*EPS2 ) RESULT(5) = norm( I - U1'*U1 ) / ( MAX(1,P)*ULP ) RESULT(6) = norm( I - U2'*U2 ) / ( MAX(1,M-P)*ULP ) RESULT(7) = norm( I - V1T'*V1T ) / ( MAX(1,Q)*ULP ) RESULT(8) = norm( I - V2T'*V2T ) / ( MAX(1,M-Q)*ULP ) RESULT(9) = 0 if THETA is in increasing order and all angles are in [0,pi/2]; = ULPINV otherwise. Then, the 2-by-1 CSD: RESULT(10) = norm( U1'*X11*V1 - D11 ) / ( MAX(1,P,Q)*EPS2 ) RESULT(11) = norm( U2'*X21*V1 - D21 ) / ( MAX(1,M-P,Q)*EPS2 ) RESULT(12) = norm( I - U1'*U1 ) / ( MAX(1,P)*ULP ) RESULT(13) = norm( I - U2'*U2 ) / ( MAX(1,M-P)*ULP ) RESULT(14) = norm( I - V1T'*V1T ) / ( MAX(1,Q)*ULP ) RESULT(15) = 0 if THETA is in increasing order and all angles are in [0,pi/2]; = ULPINV otherwise. ( EPS2 = MAX( norm( I - X'*X ) / M, ULP ). )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
subroutine cdrges (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) B, complex, dimension( lda, * ) S, complex, dimension( lda, * ) T, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldq, * ) Z, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 13 ) RESULT, logical, dimension( * ) BWORK, integer INFO)
CDRGES
Purpose:
-
CDRGES checks the nonsymmetric generalized eigenvalue (Schur form) problem driver CGGES. CGGES factors A and B as Q*S*Z' and Q*T*Z' , where ' means conjugate transpose, S and T are upper triangular (i.e., in generalized Schur form), and Q and Z are unitary. It also computes the generalized eigenvalues (alpha(j),beta(j)), j=1,...,n. Thus, w(j) = alpha(j)/beta(j) is a root of the characteristic equation det( A - w(j) B ) = 0 Optionally it also reorder the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal block of the Schur forms. When CDRGES is called, a number of matrix "sizes" ("N's") and a number of matrix "TYPES" are specified. For each size ("N") and each TYPE of matrix, a pair of matrices (A, B) will be generated and used for testing. For each matrix pair, the following 13 tests will be performed and compared with the threshold THRESH except the tests (5), (11) and (13). (1) | A - Q S Z' | / ( |A| n ulp ) (no sorting of eigenvalues) (2) | B - Q T Z' | / ( |B| n ulp ) (no sorting of eigenvalues) (3) | I - QQ' | / ( n ulp ) (no sorting of eigenvalues) (4) | I - ZZ' | / ( n ulp ) (no sorting of eigenvalues) (5) if A is in Schur form (i.e. triangular form) (no sorting of eigenvalues) (6) if eigenvalues = diagonal elements of the Schur form (S, T), i.e., test the maximum over j of D(j) where: |alpha(j) - S(j,j)| |beta(j) - T(j,j)| D(j) = ------------------------ + ----------------------- max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) (no sorting of eigenvalues) (7) | (A,B) - Q (S,T) Z' | / ( |(A,B)| n ulp ) (with sorting of eigenvalues). (8) | I - QQ' | / ( n ulp ) (with sorting of eigenvalues). (9) | I - ZZ' | / ( n ulp ) (with sorting of eigenvalues). (10) if A is in Schur form (i.e. quasi-triangular form) (with sorting of eigenvalues). (11) if eigenvalues = diagonal elements of the Schur form (S, T), i.e. test the maximum over j of D(j) where: |alpha(j) - S(j,j)| |beta(j) - T(j,j)| D(j) = ------------------------ + ----------------------- max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) (with sorting of eigenvalues). (12) if sorting worked and SDIM is the number of eigenvalues which were CELECTed. Test Matrices ============= The sizes of the test matrices are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) ( 0, 0 ) (a pair of zero matrices) (2) ( I, 0 ) (an identity and a zero matrix) (3) ( 0, I ) (an identity and a zero matrix) (4) ( I, I ) (a pair of identity matrices) t t (5) ( J , J ) (a pair of transposed Jordan blocks) t ( I 0 ) (6) ( X, Y ) where X = ( J 0 ) and Y = ( t ) ( 0 I ) ( 0 J ) and I is a k x k identity and J a (k+1)x(k+1) Jordan block; k=(N-1)/2 (7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal matrix with those diagonal entries.) (8) ( I, D ) (9) ( big*D, small*I ) where "big" is near overflow and small=1/big (10) ( small*D, big*I ) (11) ( big*I, small*D ) (12) ( small*I, big*D ) (13) ( big*D, big*I ) (14) ( small*D, small*I ) (15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and D2 is diag( 0, N-3, N-4,..., 1, 0, 0 ) t t (16) Q ( J , J ) Z where Q and Z are random orthogonal matrices. (17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices with random O(1) entries above the diagonal and diagonal entries diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) = ( 0, N-3, N-4,..., 1, 0, 0 ) (18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) s = machine precision. (19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) N-5 (20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) (21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) where r1,..., r(N-4) are random. (22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular matrices.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, SDRGES does nothing. NSIZES >= 0.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. NN >= 0.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, SDRGES does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A on input. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to SDRGES to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. THRESH >= 0.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
AA is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original A matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
LDALDA is INTEGER The leading dimension of A, B, S, and T. It must be at least 1 and at least max( NN ).
BB is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original B matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
SS is COMPLEX array, dimension (LDA, max(NN)) The Schur form matrix computed from A by CGGES. On exit, S contains the Schur form matrix corresponding to the matrix in A.
TT is COMPLEX array, dimension (LDA, max(NN)) The upper triangular matrix computed from B by CGGES.
QQ is COMPLEX array, dimension (LDQ, max(NN)) The (left) orthogonal matrix computed by CGGES.
LDQLDQ is INTEGER The leading dimension of Q and Z. It must be at least 1 and at least max( NN ).
ZZ is COMPLEX array, dimension( LDQ, max(NN) ) The (right) orthogonal matrix computed by CGGES.
ALPHAALPHA is COMPLEX array, dimension (max(NN))
BETABETA is COMPLEX array, dimension (max(NN)) The generalized eigenvalues of (A,B) computed by CGGES. ALPHA(k) / BETA(k) is the k-th generalized eigenvalue of A and B.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= 3*N*N.
RWORKRWORK is REAL array, dimension ( 8*N ) Real workspace.
RESULTRESULT is REAL array, dimension (15) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
BWORKBWORK is LOGICAL array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: A routine returned an error code. INFO is the absolute value of the INFO value returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cdrges3 (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) B, complex, dimension( lda, * ) S, complex, dimension( lda, * ) T, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldq, * ) Z, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 13 ) RESULT, logical, dimension( * ) BWORK, integer INFO)
CDRGES3
Purpose:
-
CDRGES3 checks the nonsymmetric generalized eigenvalue (Schur form) problem driver CGGES3. CGGES3 factors A and B as Q*S*Z' and Q*T*Z' , where ' means conjugate transpose, S and T are upper triangular (i.e., in generalized Schur form), and Q and Z are unitary. It also computes the generalized eigenvalues (alpha(j),beta(j)), j=1,...,n. Thus, w(j) = alpha(j)/beta(j) is a root of the characteristic equation det( A - w(j) B ) = 0 Optionally it also reorder the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal block of the Schur forms. When CDRGES3 is called, a number of matrix "sizes" ("N's") and a number of matrix "TYPES" are specified. For each size ("N") and each TYPE of matrix, a pair of matrices (A, B) will be generated and used for testing. For each matrix pair, the following 13 tests will be performed and compared with the threshold THRESH except the tests (5), (11) and (13). (1) | A - Q S Z' | / ( |A| n ulp ) (no sorting of eigenvalues) (2) | B - Q T Z' | / ( |B| n ulp ) (no sorting of eigenvalues) (3) | I - QQ' | / ( n ulp ) (no sorting of eigenvalues) (4) | I - ZZ' | / ( n ulp ) (no sorting of eigenvalues) (5) if A is in Schur form (i.e. triangular form) (no sorting of eigenvalues) (6) if eigenvalues = diagonal elements of the Schur form (S, T), i.e., test the maximum over j of D(j) where: |alpha(j) - S(j,j)| |beta(j) - T(j,j)| D(j) = ------------------------ + ----------------------- max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) (no sorting of eigenvalues) (7) | (A,B) - Q (S,T) Z' | / ( |(A,B)| n ulp ) (with sorting of eigenvalues). (8) | I - QQ' | / ( n ulp ) (with sorting of eigenvalues). (9) | I - ZZ' | / ( n ulp ) (with sorting of eigenvalues). (10) if A is in Schur form (i.e. quasi-triangular form) (with sorting of eigenvalues). (11) if eigenvalues = diagonal elements of the Schur form (S, T), i.e. test the maximum over j of D(j) where: |alpha(j) - S(j,j)| |beta(j) - T(j,j)| D(j) = ------------------------ + ----------------------- max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) (with sorting of eigenvalues). (12) if sorting worked and SDIM is the number of eigenvalues which were CELECTed. Test Matrices ============= The sizes of the test matrices are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) ( 0, 0 ) (a pair of zero matrices) (2) ( I, 0 ) (an identity and a zero matrix) (3) ( 0, I ) (an identity and a zero matrix) (4) ( I, I ) (a pair of identity matrices) t t (5) ( J , J ) (a pair of transposed Jordan blocks) t ( I 0 ) (6) ( X, Y ) where X = ( J 0 ) and Y = ( t ) ( 0 I ) ( 0 J ) and I is a k x k identity and J a (k+1)x(k+1) Jordan block; k=(N-1)/2 (7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal matrix with those diagonal entries.) (8) ( I, D ) (9) ( big*D, small*I ) where "big" is near overflow and small=1/big (10) ( small*D, big*I ) (11) ( big*I, small*D ) (12) ( small*I, big*D ) (13) ( big*D, big*I ) (14) ( small*D, small*I ) (15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and D2 is diag( 0, N-3, N-4,..., 1, 0, 0 ) t t (16) Q ( J , J ) Z where Q and Z are random orthogonal matrices. (17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices with random O(1) entries above the diagonal and diagonal entries diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) = ( 0, N-3, N-4,..., 1, 0, 0 ) (18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) s = machine precision. (19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) N-5 (20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) (21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) where r1,..., r(N-4) are random. (22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular matrices.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, SDRGES3 does nothing. NSIZES >= 0.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. NN >= 0.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, SDRGES3 does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A on input. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to SDRGES3 to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. THRESH >= 0.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
AA is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original A matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
LDALDA is INTEGER The leading dimension of A, B, S, and T. It must be at least 1 and at least max( NN ).
BB is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original B matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
SS is COMPLEX array, dimension (LDA, max(NN)) The Schur form matrix computed from A by CGGES3. On exit, S contains the Schur form matrix corresponding to the matrix in A.
TT is COMPLEX array, dimension (LDA, max(NN)) The upper triangular matrix computed from B by CGGES3.
QQ is COMPLEX array, dimension (LDQ, max(NN)) The (left) orthogonal matrix computed by CGGES3.
LDQLDQ is INTEGER The leading dimension of Q and Z. It must be at least 1 and at least max( NN ).
ZZ is COMPLEX array, dimension( LDQ, max(NN) ) The (right) orthogonal matrix computed by CGGES3.
ALPHAALPHA is COMPLEX array, dimension (max(NN))
BETABETA is COMPLEX array, dimension (max(NN)) The generalized eigenvalues of (A,B) computed by CGGES3. ALPHA(k) / BETA(k) is the k-th generalized eigenvalue of A and B.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= 3*N*N.
RWORKRWORK is REAL array, dimension ( 8*N ) Real workspace.
RESULTRESULT is REAL array, dimension (15) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
BWORKBWORK is LOGICAL array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: A routine returned an error code. INFO is the absolute value of the INFO value returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- February 2015
subroutine cdrgev (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) B, complex, dimension( lda, * ) S, complex, dimension( lda, * ) T, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldq, * ) Z, complex, dimension( ldqe, * ) QE, integer LDQE, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex, dimension( * ) ALPHA1, complex, dimension( * ) BETA1, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( * ) RESULT, integer INFO)
CDRGEV
Purpose:
-
CDRGEV checks the nonsymmetric generalized eigenvalue problem driver routine CGGEV. CGGEV computes for a pair of n-by-n nonsymmetric matrices (A,B) the generalized eigenvalues and, optionally, the left and right eigenvectors. A generalized eigenvalue for a pair of matrices (A,B) is a scalar w or a ratio alpha/beta = w, such that A - w*B is singular. It is usually represented as the pair (alpha,beta), as there is reasonable interpretation for beta=0, and even for both being zero. A right generalized eigenvector corresponding to a generalized eigenvalue w for a pair of matrices (A,B) is a vector r such that (A - wB) * r = 0. A left generalized eigenvector is a vector l such that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l. When CDRGEV is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, a pair of matrices (A, B) will be generated and used for testing. For each matrix pair, the following tests will be performed and compared with the threshold THRESH. Results from CGGEV: (1) max over all left eigenvalue/-vector pairs (alpha/beta,l) of | VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) ) where VL**H is the conjugate-transpose of VL. (2) | |VL(i)| - 1 | / ulp and whether largest component real VL(i) denotes the i-th column of VL. (3) max over all left eigenvalue/-vector pairs (alpha/beta,r) of | (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) ) (4) | |VR(i)| - 1 | / ulp and whether largest component real VR(i) denotes the i-th column of VR. (5) W(full) = W(partial) W(full) denotes the eigenvalues computed when both l and r are also computed, and W(partial) denotes the eigenvalues computed when only W, only W and r, or only W and l are computed. (6) VL(full) = VL(partial) VL(full) denotes the left eigenvectors computed when both l and r are computed, and VL(partial) denotes the result when only l is computed. (7) VR(full) = VR(partial) VR(full) denotes the right eigenvectors computed when both l and r are also computed, and VR(partial) denotes the result when only l is computed. Test Matrices ---- -------- The sizes of the test matrices are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) ( 0, 0 ) (a pair of zero matrices) (2) ( I, 0 ) (an identity and a zero matrix) (3) ( 0, I ) (an identity and a zero matrix) (4) ( I, I ) (a pair of identity matrices) t t (5) ( J , J ) (a pair of transposed Jordan blocks) t ( I 0 ) (6) ( X, Y ) where X = ( J 0 ) and Y = ( t ) ( 0 I ) ( 0 J ) and I is a k x k identity and J a (k+1)x(k+1) Jordan block; k=(N-1)/2 (7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal matrix with those diagonal entries.) (8) ( I, D ) (9) ( big*D, small*I ) where "big" is near overflow and small=1/big (10) ( small*D, big*I ) (11) ( big*I, small*D ) (12) ( small*I, big*D ) (13) ( big*D, big*I ) (14) ( small*D, small*I ) (15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and D2 is diag( 0, N-3, N-4,..., 1, 0, 0 ) t t (16) Q ( J , J ) Z where Q and Z are random orthogonal matrices. (17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices with random O(1) entries above the diagonal and diagonal entries diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) = ( 0, N-3, N-4,..., 1, 0, 0 ) (18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) s = machine precision. (19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) N-5 (20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) (21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) where r1,..., r(N-4) are random. (22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular matrices.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CDRGES does nothing. NSIZES >= 0.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. NN >= 0.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CDRGEV does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRGES to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IERR not equal to 0.)
AA is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original A matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
LDALDA is INTEGER The leading dimension of A, B, S, and T. It must be at least 1 and at least max( NN ).
BB is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original B matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
SS is COMPLEX array, dimension (LDA, max(NN)) The Schur form matrix computed from A by CGGEV. On exit, S contains the Schur form matrix corresponding to the matrix in A.
TT is COMPLEX array, dimension (LDA, max(NN)) The upper triangular matrix computed from B by CGGEV.
QQ is COMPLEX array, dimension (LDQ, max(NN)) The (left) eigenvectors matrix computed by CGGEV.
LDQLDQ is INTEGER The leading dimension of Q and Z. It must be at least 1 and at least max( NN ).
ZZ is COMPLEX array, dimension( LDQ, max(NN) ) The (right) orthogonal matrix computed by CGGEV.
QEQE is COMPLEX array, dimension( LDQ, max(NN) ) QE holds the computed right or left eigenvectors.
LDQELDQE is INTEGER The leading dimension of QE. LDQE >= max(1,max(NN)).
ALPHAALPHA is COMPLEX array, dimension (max(NN))
BETABETA is COMPLEX array, dimension (max(NN)) The generalized eigenvalues of (A,B) computed by CGGEV. ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th generalized eigenvalue of A and B.
ALPHA1ALPHA1 is COMPLEX array, dimension (max(NN))
BETA1BETA1 is COMPLEX array, dimension (max(NN)) Like ALPHAR, ALPHAI, BETA, these arrays contain the eigenvalues of A and B, but those computed when CGGEV only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. LWORK >= N*(N+1)
RWORKRWORK is REAL array, dimension (8*N) Real workspace.
RESULTRESULT is REAL array, dimension (2) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: A routine returned an error code. INFO is the absolute value of the INFO value returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cdrgev3 (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) B, complex, dimension( lda, * ) S, complex, dimension( lda, * ) T, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldq, * ) Z, complex, dimension( ldqe, * ) QE, integer LDQE, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex, dimension( * ) ALPHA1, complex, dimension( * ) BETA1, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( * ) RESULT, integer INFO)
CDRGEV3
Purpose:
-
CDRGEV3 checks the nonsymmetric generalized eigenvalue problem driver routine CGGEV3. CGGEV3 computes for a pair of n-by-n nonsymmetric matrices (A,B) the generalized eigenvalues and, optionally, the left and right eigenvectors. A generalized eigenvalue for a pair of matrices (A,B) is a scalar w or a ratio alpha/beta = w, such that A - w*B is singular. It is usually represented as the pair (alpha,beta), as there is reasonable interpretation for beta=0, and even for both being zero. A right generalized eigenvector corresponding to a generalized eigenvalue w for a pair of matrices (A,B) is a vector r such that (A - wB) * r = 0. A left generalized eigenvector is a vector l such that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l. When CDRGEV3 is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, a pair of matrices (A, B) will be generated and used for testing. For each matrix pair, the following tests will be performed and compared with the threshold THRESH. Results from CGGEV3: (1) max over all left eigenvalue/-vector pairs (alpha/beta,l) of | VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) ) where VL**H is the conjugate-transpose of VL. (2) | |VL(i)| - 1 | / ulp and whether largest component real VL(i) denotes the i-th column of VL. (3) max over all left eigenvalue/-vector pairs (alpha/beta,r) of | (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) ) (4) | |VR(i)| - 1 | / ulp and whether largest component real VR(i) denotes the i-th column of VR. (5) W(full) = W(partial) W(full) denotes the eigenvalues computed when both l and r are also computed, and W(partial) denotes the eigenvalues computed when only W, only W and r, or only W and l are computed. (6) VL(full) = VL(partial) VL(full) denotes the left eigenvectors computed when both l and r are computed, and VL(partial) denotes the result when only l is computed. (7) VR(full) = VR(partial) VR(full) denotes the right eigenvectors computed when both l and r are also computed, and VR(partial) denotes the result when only l is computed. Test Matrices ---- -------- The sizes of the test matrices are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) ( 0, 0 ) (a pair of zero matrices) (2) ( I, 0 ) (an identity and a zero matrix) (3) ( 0, I ) (an identity and a zero matrix) (4) ( I, I ) (a pair of identity matrices) t t (5) ( J , J ) (a pair of transposed Jordan blocks) t ( I 0 ) (6) ( X, Y ) where X = ( J 0 ) and Y = ( t ) ( 0 I ) ( 0 J ) and I is a k x k identity and J a (k+1)x(k+1) Jordan block; k=(N-1)/2 (7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal matrix with those diagonal entries.) (8) ( I, D ) (9) ( big*D, small*I ) where "big" is near overflow and small=1/big (10) ( small*D, big*I ) (11) ( big*I, small*D ) (12) ( small*I, big*D ) (13) ( big*D, big*I ) (14) ( small*D, small*I ) (15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and D2 is diag( 0, N-3, N-4,..., 1, 0, 0 ) t t (16) Q ( J , J ) Z where Q and Z are random orthogonal matrices. (17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices with random O(1) entries above the diagonal and diagonal entries diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) = ( 0, N-3, N-4,..., 1, 0, 0 ) (18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) s = machine precision. (19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) N-5 (20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) (21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ) diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) where r1,..., r(N-4) are random. (22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) diag(T2) = ( 0, 1, ..., 1, 0, 0 ) (26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular matrices.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CDRGEV3 does nothing. NSIZES >= 0.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. NN >= 0.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CDRGEV3 does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRGEV3 to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IERR not equal to 0.)
AA is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original A matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
LDALDA is INTEGER The leading dimension of A, B, S, and T. It must be at least 1 and at least max( NN ).
BB is COMPLEX array, dimension(LDA, max(NN)) Used to hold the original B matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
SS is COMPLEX array, dimension (LDA, max(NN)) The Schur form matrix computed from A by CGGEV3. On exit, S contains the Schur form matrix corresponding to the matrix in A.
TT is COMPLEX array, dimension (LDA, max(NN)) The upper triangular matrix computed from B by CGGEV3.
QQ is COMPLEX array, dimension (LDQ, max(NN)) The (left) eigenvectors matrix computed by CGGEV3.
LDQLDQ is INTEGER The leading dimension of Q and Z. It must be at least 1 and at least max( NN ).
ZZ is COMPLEX array, dimension( LDQ, max(NN) ) The (right) orthogonal matrix computed by CGGEV3.
QEQE is COMPLEX array, dimension( LDQ, max(NN) ) QE holds the computed right or left eigenvectors.
LDQELDQE is INTEGER The leading dimension of QE. LDQE >= max(1,max(NN)).
ALPHAALPHA is COMPLEX array, dimension (max(NN))
BETABETA is COMPLEX array, dimension (max(NN)) The generalized eigenvalues of (A,B) computed by CGGEV3. ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th generalized eigenvalue of A and B.
ALPHA1ALPHA1 is COMPLEX array, dimension (max(NN))
BETA1BETA1 is COMPLEX array, dimension (max(NN)) Like ALPHAR, ALPHAI, BETA, these arrays contain the eigenvalues of A and B, but those computed when CGGEV3 only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. LWORK >= N*(N+1)
RWORKRWORK is REAL array, dimension (8*N) Real workspace.
RESULTRESULT is REAL array, dimension (2) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: A routine returned an error code. INFO is the absolute value of the INFO value returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- January 2015
subroutine cdrgsx (integer NSIZE, integer NCMAX, real THRESH, integer NIN, integer NOUT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) B, complex, dimension( lda, * ) AI, complex, dimension( lda, * ) BI, complex, dimension( lda, * ) Z, complex, dimension( lda, * ) Q, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex, dimension( ldc, * ) C, integer LDC, real, dimension( * ) S, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer LIWORK, logical, dimension( * ) BWORK, integer INFO)
CDRGSX
Purpose:
-
CDRGSX checks the nonsymmetric generalized eigenvalue (Schur form) problem expert driver CGGESX. CGGES factors A and B as Q*S*Z' and Q*T*Z' , where ' means conjugate transpose, S and T are upper triangular (i.e., in generalized Schur form), and Q and Z are unitary. It also computes the generalized eigenvalues (alpha(j),beta(j)), j=1,...,n. Thus, w(j) = alpha(j)/beta(j) is a root of the characteristic equation det( A - w(j) B ) = 0 Optionally it also reorders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal block of the Schur forms; computes a reciprocal condition number for the average of the selected eigenvalues; and computes a reciprocal condition number for the right and left deflating subspaces corresponding to the selected eigenvalues. When CDRGSX is called with NSIZE > 0, five (5) types of built-in matrix pairs are used to test the routine CGGESX. When CDRGSX is called with NSIZE = 0, it reads in test matrix data to test CGGESX. (need more details on what kind of read-in data are needed). For each matrix pair, the following tests will be performed and compared with the threshold THRESH except for the tests (7) and (9): (1) | A - Q S Z' | / ( |A| n ulp ) (2) | B - Q T Z' | / ( |B| n ulp ) (3) | I - QQ' | / ( n ulp ) (4) | I - ZZ' | / ( n ulp ) (5) if A is in Schur form (i.e. triangular form) (6) maximum over j of D(j) where: |alpha(j) - S(j,j)| |beta(j) - T(j,j)| D(j) = ------------------------ + ----------------------- max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) (7) if sorting worked and SDIM is the number of eigenvalues which were selected. (8) the estimated value DIF does not differ from the true values of Difu and Difl more than a factor 10*THRESH. If the estimate DIF equals zero the corresponding true values of Difu and Difl should be less than EPS*norm(A, B). If the true value of Difu and Difl equal zero, the estimate DIF should be less than EPS*norm(A, B). (9) If INFO = N+3 is returned by CGGESX, the reordering "failed" and we check that DIF = PL = PR = 0 and that the true value of Difu and Difl is < EPS*norm(A, B). We count the events when INFO=N+3. For read-in test matrices, the same tests are run except that the exact value for DIF (and PL) is input data. Additionally, there is one more test run for read-in test matrices: (10) the estimated value PL does not differ from the true value of PLTRU more than a factor THRESH. If the estimate PL equals zero the corresponding true value of PLTRU should be less than EPS*norm(A, B). If the true value of PLTRU equal zero, the estimate PL should be less than EPS*norm(A, B). Note that for the built-in tests, a total of 10*NSIZE*(NSIZE-1) matrix pairs are generated and tested. NSIZE should be kept small. SVD (routine CGESVD) is used for computing the true value of DIF_u and DIF_l when testing the built-in test problems. Built-in Test Matrices ====================== All built-in test matrices are the 2 by 2 block of triangular matrices A = [ A11 A12 ] and B = [ B11 B12 ] [ A22 ] [ B22 ] where for different type of A11 and A22 are given as the following. A12 and B12 are chosen so that the generalized Sylvester equation A11*R - L*A22 = -A12 B11*R - L*B22 = -B12 have prescribed solution R and L. Type 1: A11 = J_m(1,-1) and A_22 = J_k(1-a,1). B11 = I_m, B22 = I_k where J_k(a,b) is the k-by-k Jordan block with ``a'' on diagonal and ``b'' on superdiagonal. Type 2: A11 = (a_ij) = ( 2(.5-sin(i)) ) and B11 = (b_ij) = ( 2(.5-sin(ij)) ) for i=1,...,m, j=i,...,m A22 = (a_ij) = ( 2(.5-sin(i+j)) ) and B22 = (b_ij) = ( 2(.5-sin(ij)) ) for i=m+1,...,k, j=i,...,k Type 3: A11, A22 and B11, B22 are chosen as for Type 2, but each second diagonal block in A_11 and each third diagonal block in A_22 are made as 2 by 2 blocks. Type 4: A11 = ( 20(.5 - sin(ij)) ) and B22 = ( 2(.5 - sin(i+j)) ) for i=1,...,m, j=1,...,m and A22 = ( 20(.5 - sin(i+j)) ) and B22 = ( 2(.5 - sin(ij)) ) for i=m+1,...,k, j=m+1,...,k Type 5: (A,B) and have potentially close or common eigenvalues and very large departure from block diagonality A_11 is chosen as the m x m leading submatrix of A_1: | 1 b | | -b 1 | | 1+d b | | -b 1+d | A_1 = | d 1 | | -1 d | | -d 1 | | -1 -d | | 1 | and A_22 is chosen as the k x k leading submatrix of A_2: | -1 b | | -b -1 | | 1-d b | | -b 1-d | A_2 = | d 1+b | | -1-b d | | -d 1+b | | -1+b -d | | 1-d | and matrix B are chosen as identity matrices (see SLATM5).
Parameters:
-
NSIZE
NSIZE is INTEGER The maximum size of the matrices to use. NSIZE >= 0. If NSIZE = 0, no built-in tests matrices are used, but read-in test matrices are used to test SGGESX.
NCMAXNCMAX is INTEGER Maximum allowable NMAX for generating Kroneker matrix in call to CLAKF2
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. THRESH >= 0.
NINNIN is INTEGER The FORTRAN unit number for reading in the data file of problems to solve.
NOUTNOUT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns INFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, NSIZE) Used to store the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A, B, AI, BI, Z and Q, LDA >= max( 1, NSIZE ). For the read-in test, LDA >= max( 1, N ), N is the size of the test matrices.
BB is COMPLEX array, dimension (LDA, NSIZE) Used to store the matrix whose eigenvalues are to be computed. On exit, B contains the last matrix actually used.
AIAI is COMPLEX array, dimension (LDA, NSIZE) Copy of A, modified by CGGESX.
BIBI is COMPLEX array, dimension (LDA, NSIZE) Copy of B, modified by CGGESX.
ZZ is COMPLEX array, dimension (LDA, NSIZE) Z holds the left Schur vectors computed by CGGESX.
QQ is COMPLEX array, dimension (LDA, NSIZE) Q holds the right Schur vectors computed by CGGESX.
ALPHAALPHA is COMPLEX array, dimension (NSIZE)
BETABETA is COMPLEX array, dimension (NSIZE) On exit, ALPHA/BETA are the eigenvalues.
CC is COMPLEX array, dimension (LDC, LDC) Store the matrix generated by subroutine CLAKF2, this is the matrix formed by Kronecker products used for estimating DIF.
LDCLDC is INTEGER The leading dimension of C. LDC >= max(1, LDA*LDA/2 ).
SS is REAL array, dimension (LDC) Singular values of C
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= 3*NSIZE*NSIZE/2
RWORKRWORK is REAL array, dimension (5*NSIZE*NSIZE/2 - 4)
IWORKIWORK is INTEGER array, dimension (LIWORK)
LIWORKLIWORK is INTEGER The dimension of the array IWORK. LIWORK >= NSIZE + 2.
BWORKBWORK is LOGICAL array, dimension (NSIZE)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: A routine returned an error code.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cdrgvx (integer NSIZE, real THRESH, integer NIN, integer NOUT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) B, complex, dimension( lda, * ) AI, complex, dimension( lda, * ) BI, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex, dimension( lda, * ) VL, complex, dimension( lda, * ) VR, integer ILO, integer IHI, real, dimension( * ) LSCALE, real, dimension( * ) RSCALE, real, dimension( * ) S, real, dimension( * ) STRU, real, dimension( * ) DIF, real, dimension( * ) DIFTRU, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer LIWORK, real, dimension( 4 ) RESULT, logical, dimension( * ) BWORK, integer INFO)
CDRGVX
Purpose:
-
CDRGVX checks the nonsymmetric generalized eigenvalue problem expert driver CGGEVX. CGGEVX computes the generalized eigenvalues, (optionally) the left and/or right eigenvectors, (optionally) computes a balancing transformation to improve the conditioning, and (optionally) reciprocal condition numbers for the eigenvalues and eigenvectors. When CDRGVX is called with NSIZE > 0, two types of test matrix pairs are generated by the subroutine SLATM6 and test the driver CGGEVX. The test matrices have the known exact condition numbers for eigenvalues. For the condition numbers of the eigenvectors corresponding the first and last eigenvalues are also know ``exactly'' (see CLATM6). For each matrix pair, the following tests will be performed and compared with the threshold THRESH. (1) max over all left eigenvalue/-vector pairs (beta/alpha,l) of | l**H * (beta A - alpha B) | / ( ulp max( |beta A|, |alpha B| ) ) where l**H is the conjugate tranpose of l. (2) max over all right eigenvalue/-vector pairs (beta/alpha,r) of | (beta A - alpha B) r | / ( ulp max( |beta A|, |alpha B| ) ) (3) The condition number S(i) of eigenvalues computed by CGGEVX differs less than a factor THRESH from the exact S(i) (see CLATM6). (4) DIF(i) computed by CTGSNA differs less than a factor 10*THRESH from the exact value (for the 1st and 5th vectors only). Test Matrices ============= Two kinds of test matrix pairs (A, B) = inverse(YH) * (Da, Db) * inverse(X) are used in the tests: 1: Da = 1+a 0 0 0 0 Db = 1 0 0 0 0 0 2+a 0 0 0 0 1 0 0 0 0 0 3+a 0 0 0 0 1 0 0 0 0 0 4+a 0 0 0 0 1 0 0 0 0 0 5+a , 0 0 0 0 1 , and 2: Da = 1 -1 0 0 0 Db = 1 0 0 0 0 1 1 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 1 0 0 0 0 0 1+a 1+b 0 0 0 1 0 0 0 0 -1-b 1+a , 0 0 0 0 1 . In both cases the same inverse(YH) and inverse(X) are used to compute (A, B), giving the exact eigenvectors to (A,B) as (YH, X): YH: = 1 0 -y y -y X = 1 0 -x -x x 0 1 -y y -y 0 1 x -x -x 0 0 1 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 1 0 0 0 0 0 1, 0 0 0 0 1 , where a, b, x and y will have all values independently of each other from { sqrt(sqrt(ULP)), 0.1, 1, 10, 1/sqrt(sqrt(ULP)) }.
Parameters:
-
NSIZE
NSIZE is INTEGER The number of sizes of matrices to use. NSIZE must be at least zero. If it is zero, no randomly generated matrices are tested, but any test matrices read from NIN will be tested. If it is not zero, then N = 5.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NINNIN is INTEGER The FORTRAN unit number for reading in the data file of problems to solve.
NOUTNOUT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, NSIZE) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A, B, AI, BI, Ao, and Bo. It must be at least 1 and at least NSIZE.
BB is COMPLEX array, dimension (LDA, NSIZE) Used to hold the matrix whose eigenvalues are to be computed. On exit, B contains the last matrix actually used.
AIAI is COMPLEX array, dimension (LDA, NSIZE) Copy of A, modified by CGGEVX.
BIBI is COMPLEX array, dimension (LDA, NSIZE) Copy of B, modified by CGGEVX.
ALPHAALPHA is COMPLEX array, dimension (NSIZE)
BETABETA is COMPLEX array, dimension (NSIZE) On exit, ALPHA/BETA are the eigenvalues.
VLVL is COMPLEX array, dimension (LDA, NSIZE) VL holds the left eigenvectors computed by CGGEVX.
VRVR is COMPLEX array, dimension (LDA, NSIZE) VR holds the right eigenvectors computed by CGGEVX.
ILOILO is INTEGER
IHIIHI is INTEGER
LSCALELSCALE is REAL array, dimension (N)
RSCALERSCALE is REAL array, dimension (N)
SS is REAL array, dimension (N)
STRUSTRU is REAL array, dimension (N)
DIFDIF is REAL array, dimension (N)
DIFTRUDIFTRU is REAL array, dimension (N)
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER Leading dimension of WORK. LWORK >= 2*N*N + 2*N
RWORKRWORK is REAL array, dimension (6*N)
IWORKIWORK is INTEGER array, dimension (LIWORK)
LIWORKLIWORK is INTEGER Leading dimension of IWORK. LIWORK >= N+2.
RESULTRESULT is REAL array, dimension (4)
BWORKBWORK is LOGICAL array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: A routine returned an error code.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cdrvbd (integer NSIZES, integer, dimension( * ) MM, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldvt, * ) VT, integer LDVT, complex, dimension( lda, * ) ASAV, complex, dimension( ldu, * ) USAV, complex, dimension( ldvt, * ) VTSAV, real, dimension( * ) S, real, dimension( * ) SSAV, real, dimension( * ) E, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer NOUNIT, integer INFO)
CDRVBD
Purpose:
-
CDRVBD checks the singular value decomposition (SVD) driver CGESVD and CGESDD. CGESVD and CGESDD factors A = U diag(S) VT, where U and VT are unitary and diag(S) is diagonal with the entries of the array S on its diagonal. The entries of S are the singular values, nonnegative and stored in decreasing order. U and VT can be optionally not computed, overwritten on A, or computed partially. A is M by N. Let MNMIN = min( M, N ). S has dimension MNMIN. U can be M by M or M by MNMIN. VT can be N by N or MNMIN by N. When CDRVBD is called, a number of matrix "sizes" (M's and N's) and a number of matrix "types" are specified. For each size (M,N) and each type of matrix, and for the minimal workspace as well as workspace adequate to permit blocking, an M x N matrix "A" will be generated and used to test the SVD routines. For each matrix, A will be factored as A = U diag(S) VT and the following 12 tests computed: Test for CGESVD: (1) | A - U diag(S) VT | / ( |A| max(M,N) ulp ) (2) | I - U'U | / ( M ulp ) (3) | I - VT VT' | / ( N ulp ) (4) S contains MNMIN nonnegative values in decreasing order. (Return 0 if true, 1/ULP if false.) (5) | U - Upartial | / ( M ulp ) where Upartial is a partially computed U. (6) | VT - VTpartial | / ( N ulp ) where VTpartial is a partially computed VT. (7) | S - Spartial | / ( MNMIN ulp |S| ) where Spartial is the vector of singular values from the partial SVD Test for CGESDD: (1) | A - U diag(S) VT | / ( |A| max(M,N) ulp ) (2) | I - U'U | / ( M ulp ) (3) | I - VT VT' | / ( N ulp ) (4) S contains MNMIN nonnegative values in decreasing order. (Return 0 if true, 1/ULP if false.) (5) | U - Upartial | / ( M ulp ) where Upartial is a partially computed U. (6) | VT - VTpartial | / ( N ulp ) where VTpartial is a partially computed VT. (7) | S - Spartial | / ( MNMIN ulp |S| ) where Spartial is the vector of singular values from the partial SVD Test for CGESVJ: (1) | A - U diag(S) VT | / ( |A| max(M,N) ulp ) (2) | I - U'U | / ( M ulp ) (3) | I - VT VT' | / ( N ulp ) (4) S contains MNMIN nonnegative values in decreasing order. (Return 0 if true, 1/ULP if false.) Test for CGEJSV: (1) | A - U diag(S) VT | / ( |A| max(M,N) ulp ) (2) | I - U'U | / ( M ulp ) (3) | I - VT VT' | / ( N ulp ) (4) S contains MNMIN nonnegative values in decreasing order. (Return 0 if true, 1/ULP if false.) Test for CGESVDX( 'V', 'V', 'A' )/CGESVDX( 'N', 'N', 'A' ) (1) | A - U diag(S) VT | / ( |A| max(M,N) ulp ) (2) | I - U'U | / ( M ulp ) (3) | I - VT VT' | / ( N ulp ) (4) S contains MNMIN nonnegative values in decreasing order. (Return 0 if true, 1/ULP if false.) (5) | U - Upartial | / ( M ulp ) where Upartial is a partially computed U. (6) | VT - VTpartial | / ( N ulp ) where VTpartial is a partially computed VT. (7) | S - Spartial | / ( MNMIN ulp |S| ) where Spartial is the vector of singular values from the partial SVD Test for CGESVDX( 'V', 'V', 'I' ) (8) | U' A VT''' - diag(S) | / ( |A| max(M,N) ulp ) (9) | I - U'U | / ( M ulp ) (10) | I - VT VT' | / ( N ulp ) Test for CGESVDX( 'V', 'V', 'V' ) (11) | U' A VT''' - diag(S) | / ( |A| max(M,N) ulp ) (12) | I - U'U | / ( M ulp ) (13) | I - VT VT' | / ( N ulp ) The "sizes" are specified by the arrays MM(1:NSIZES) and NN(1:NSIZES); the value of each element pair (MM(j),NN(j)) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A matrix of the form U D V, where U and V are unitary and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal. (4) Same as (3), but multiplied by the underflow-threshold / ULP. (5) Same as (3), but multiplied by the overflow-threshold * ULP.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CDRVBD does nothing. It must be at least zero.
MMMM is INTEGER array, dimension (NSIZES) An array containing the matrix "heights" to be used. For each j=1,...,NSIZES, if MM(j) is zero, then MM(j) and NN(j) will be ignored. The MM(j) values must be at least zero.
NNNN is INTEGER array, dimension (NSIZES) An array containing the matrix "widths" to be used. For each j=1,...,NSIZES, if NN(j) is zero, then MM(j) and NN(j) will be ignored. The NN(j) values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CDRVBD does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrices are in A and B. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size (m,n), a matrix of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRVBD to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
AA is COMPLEX array, dimension (LDA,max(NN)) Used to hold the matrix whose singular values are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least max( MM ).
UU is COMPLEX array, dimension (LDU,max(MM)) Used to hold the computed matrix of right singular vectors. On exit, U contains the last such vectors actually computed.
LDULDU is INTEGER The leading dimension of U. It must be at least 1 and at least max( MM ).
VTVT is COMPLEX array, dimension (LDVT,max(NN)) Used to hold the computed matrix of left singular vectors. On exit, VT contains the last such vectors actually computed.
LDVTLDVT is INTEGER The leading dimension of VT. It must be at least 1 and at least max( NN ).
ASAVASAV is COMPLEX array, dimension (LDA,max(NN)) Used to hold a different copy of the matrix whose singular values are to be computed. On exit, A contains the last matrix actually used.
USAVUSAV is COMPLEX array, dimension (LDU,max(MM)) Used to hold a different copy of the computed matrix of right singular vectors. On exit, USAV contains the last such vectors actually computed.
VTSAVVTSAV is COMPLEX array, dimension (LDVT,max(NN)) Used to hold a different copy of the computed matrix of left singular vectors. On exit, VTSAV contains the last such vectors actually computed.
SS is REAL array, dimension (max(min(MM,NN))) Contains the computed singular values.
SSAVSSAV is REAL array, dimension (max(min(MM,NN))) Contains another copy of the computed singular values.
EE is REAL array, dimension (max(min(MM,NN))) Workspace for CGESVD.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least MAX(3*MIN(M,N)+MAX(M,N)**2,5*MIN(M,N),3*MAX(M,N)) for all pairs (M,N)=(MM(j),NN(j))
RWORKRWORK is REAL array, dimension ( 5*max(max(MM,NN)) )
IWORKIWORK is INTEGER array, dimension at least 8*min(M,N)
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
INFOINFO is INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some MM(j) < 0 -3: Some NN(j) < 0 -4: NTYPES < 0 -7: THRESH < 0 -10: LDA < 1 or LDA < MMAX, where MMAX is max( MM(j) ). -12: LDU < 1 or LDU < MMAX. -14: LDVT < 1 or LDVT < NMAX, where NMAX is max( NN(j) ). -29: LWORK too small. If CLATMS, or CGESVD returns an error code, the absolute value of it is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cdrves (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) H, complex, dimension( lda, * ) HT, complex, dimension( * ) W, complex, dimension( * ) WT, complex, dimension( ldvs, * ) VS, integer LDVS, real, dimension( 13 ) RESULT, complex, dimension( * ) WORK, integer NWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, logical, dimension( * ) BWORK, integer INFO)
CDRVES
Purpose:
-
CDRVES checks the nonsymmetric eigenvalue (Schur form) problem driver CGEES. When CDRVES is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix will be generated and used to test the nonsymmetric eigenroutines. For each matrix, 13 tests will be performed: (1) 0 if T is in Schur form, 1/ulp otherwise (no sorting of eigenvalues) (2) | A - VS T VS' | / ( n |A| ulp ) Here VS is the matrix of Schur eigenvectors, and T is in Schur form (no sorting of eigenvalues). (3) | I - VS VS' | / ( n ulp ) (no sorting of eigenvalues). (4) 0 if W are eigenvalues of T 1/ulp otherwise (no sorting of eigenvalues) (5) 0 if T(with VS) = T(without VS), 1/ulp otherwise (no sorting of eigenvalues) (6) 0 if eigenvalues(with VS) = eigenvalues(without VS), 1/ulp otherwise (no sorting of eigenvalues) (7) 0 if T is in Schur form, 1/ulp otherwise (with sorting of eigenvalues) (8) | A - VS T VS' | / ( n |A| ulp ) Here VS is the matrix of Schur eigenvectors, and T is in Schur form (with sorting of eigenvalues). (9) | I - VS VS' | / ( n ulp ) (with sorting of eigenvalues). (10) 0 if W are eigenvalues of T 1/ulp otherwise (with sorting of eigenvalues) (11) 0 if T(with VS) = T(without VS), 1/ulp otherwise (with sorting of eigenvalues) (12) 0 if eigenvalues(with VS) = eigenvalues(without VS), 1/ulp otherwise (with sorting of eigenvalues) (13) if sorting worked and SDIM is the number of eigenvalues which were SELECTed The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A (transposed) Jordan block, with 1's on the diagonal. (4) A diagonal matrix with evenly spaced entries 1, ..., ULP and random complex angles. (ULP = (first number larger than 1) - 1 ) (5) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random complex angles. (6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random complex angles. (7) Same as (4), but multiplied by a constant near the overflow threshold (8) Same as (4), but multiplied by a constant near the underflow threshold (9) A matrix of the form U' T U, where U is unitary and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (10) A matrix of the form U' T U, where U is unitary and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (11) A matrix of the form U' T U, where U is orthogonal and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (12) A matrix of the form U' T U, where U is unitary and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (13) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (14) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (15) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (16) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (17) Same as (16), but multiplied by a constant near the overflow threshold (18) Same as (16), but multiplied by a constant near the underflow threshold (19) Nonsymmetric matrix with random entries chosen from (-1,1). If N is at least 4, all entries in first two rows and last row, and first column and last two columns are zero. (20) Same as (19), but multiplied by a constant near the overflow threshold (21) Same as (19), but multiplied by a constant near the underflow threshold
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CDRVES does nothing. It must be at least zero.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CDRVES does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRVES to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns INFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, max(NN)) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A, and H. LDA must be at least 1 and at least max( NN ).
HH is COMPLEX array, dimension (LDA, max(NN)) Another copy of the test matrix A, modified by CGEES.
HTHT is COMPLEX array, dimension (LDA, max(NN)) Yet another copy of the test matrix A, modified by CGEES.
WW is COMPLEX array, dimension (max(NN)) The computed eigenvalues of A.
WTWT is COMPLEX array, dimension (max(NN)) Like W, this array contains the eigenvalues of A, but those computed when CGEES only computes a partial eigendecomposition, i.e. not Schur vectors
VSVS is COMPLEX array, dimension (LDVS, max(NN)) VS holds the computed Schur vectors.
LDVSLDVS is INTEGER Leading dimension of VS. Must be at least max(1,max(NN)).
RESULTRESULT is REAL array, dimension (13) The values computed by the 13 tests described above. The values are currently limited to 1/ulp, to avoid overflow.
WORKWORK is COMPLEX array, dimension (NWORK)
NWORKNWORK is INTEGER The number of entries in WORK. This must be at least 5*NN(j)+2*NN(j)**2 for all j.
RWORKRWORK is REAL array, dimension (max(NN))
IWORKIWORK is INTEGER array, dimension (max(NN))
BWORKBWORK is LOGICAL array, dimension (max(NN))
INFOINFO is INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some NN(j) < 0 -3: NTYPES < 0 -6: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -15: LDVS < 1 or LDVS < NMAX, where NMAX is max( NN(j) ). -18: NWORK too small. If CLATMR, CLATMS, CLATME or CGEES returns an error code, the absolute value of it is returned. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NMAX Largest value in NN. NERRS The number of tests which have exceeded THRESH COND, CONDS, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTULP, RTULPI Square roots of the previous 4 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) ) KCONDS(j) Select whether CONDS is to be 1 or 1/sqrt(ulp). (0 means irrelevant.)
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cdrvev (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) H, complex, dimension( * ) W, complex, dimension( * ) W1, complex, dimension( ldvl, * ) VL, integer LDVL, complex, dimension( ldvr, * ) VR, integer LDVR, complex, dimension( ldlre, * ) LRE, integer LDLRE, real, dimension( 7 ) RESULT, complex, dimension( * ) WORK, integer NWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer INFO)
CDRVEV
Purpose:
-
CDRVEV checks the nonsymmetric eigenvalue problem driver CGEEV. When CDRVEV is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix will be generated and used to test the nonsymmetric eigenroutines. For each matrix, 7 tests will be performed: (1) | A * VR - VR * W | / ( n |A| ulp ) Here VR is the matrix of unit right eigenvectors. W is a diagonal matrix with diagonal entries W(j). (2) | A**H * VL - VL * W**H | / ( n |A| ulp ) Here VL is the matrix of unit left eigenvectors, A**H is the conjugate-transpose of A, and W is as above. (3) | |VR(i)| - 1 | / ulp and whether largest component real VR(i) denotes the i-th column of VR. (4) | |VL(i)| - 1 | / ulp and whether largest component real VL(i) denotes the i-th column of VL. (5) W(full) = W(partial) W(full) denotes the eigenvalues computed when both VR and VL are also computed, and W(partial) denotes the eigenvalues computed when only W, only W and VR, or only W and VL are computed. (6) VR(full) = VR(partial) VR(full) denotes the right eigenvectors computed when both VR and VL are computed, and VR(partial) denotes the result when only VR is computed. (7) VL(full) = VL(partial) VL(full) denotes the left eigenvectors computed when both VR and VL are also computed, and VL(partial) denotes the result when only VL is computed. The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A (transposed) Jordan block, with 1's on the diagonal. (4) A diagonal matrix with evenly spaced entries 1, ..., ULP and random complex angles. (ULP = (first number larger than 1) - 1 ) (5) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random complex angles. (6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random complex angles. (7) Same as (4), but multiplied by a constant near the overflow threshold (8) Same as (4), but multiplied by a constant near the underflow threshold (9) A matrix of the form U' T U, where U is unitary and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (10) A matrix of the form U' T U, where U is unitary and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (11) A matrix of the form U' T U, where U is unitary and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (12) A matrix of the form U' T U, where U is unitary and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (13) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (14) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (15) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (16) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (17) Same as (16), but multiplied by a constant near the overflow threshold (18) Same as (16), but multiplied by a constant near the underflow threshold (19) Nonsymmetric matrix with random entries chosen from |z| < 1 If N is at least 4, all entries in first two rows and last row, and first column and last two columns are zero. (20) Same as (19), but multiplied by a constant near the overflow threshold (21) Same as (19), but multiplied by a constant near the underflow threshold
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. If it is zero, CDRVEV does nothing. It must be at least zero.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. If it is zero, CDRVEV does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRVEV to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns INFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, max(NN)) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A, and H. LDA must be at least 1 and at least max(NN).
HH is COMPLEX array, dimension (LDA, max(NN)) Another copy of the test matrix A, modified by CGEEV.
WW is COMPLEX array, dimension (max(NN)) The eigenvalues of A. On exit, W are the eigenvalues of the matrix in A.
W1W1 is COMPLEX array, dimension (max(NN)) Like W, this array contains the eigenvalues of A, but those computed when CGEEV only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors.
VLVL is COMPLEX array, dimension (LDVL, max(NN)) VL holds the computed left eigenvectors.
LDVLLDVL is INTEGER Leading dimension of VL. Must be at least max(1,max(NN)).
VRVR is COMPLEX array, dimension (LDVR, max(NN)) VR holds the computed right eigenvectors.
LDVRLDVR is INTEGER Leading dimension of VR. Must be at least max(1,max(NN)).
LRELRE is COMPLEX array, dimension (LDLRE, max(NN)) LRE holds the computed right or left eigenvectors.
LDLRELDLRE is INTEGER Leading dimension of LRE. Must be at least max(1,max(NN)).
RESULTRESULT is REAL array, dimension (7) The values computed by the seven tests described above. The values are currently limited to 1/ulp, to avoid overflow.
WORKWORK is COMPLEX array, dimension (NWORK)
NWORKNWORK is INTEGER The number of entries in WORK. This must be at least 5*NN(j)+2*NN(j)**2 for all j.
RWORKRWORK is REAL array, dimension (2*max(NN))
IWORKIWORK is INTEGER array, dimension (max(NN))
INFOINFO is INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some NN(j) < 0 -3: NTYPES < 0 -6: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -14: LDVL < 1 or LDVL < NMAX, where NMAX is max( NN(j) ). -16: LDVR < 1 or LDVR < NMAX, where NMAX is max( NN(j) ). -18: LDLRE < 1 or LDLRE < NMAX, where NMAX is max( NN(j) ). -21: NWORK too small. If CLATMR, CLATMS, CLATME or CGEEV returns an error code, the absolute value of it is returned. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NMAX Largest value in NN. NERRS The number of tests which have exceeded THRESH COND, CONDS, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTULP, RTULPI Square roots of the previous 4 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) ) KCONDS(j) Selectw whether CONDS is to be 1 or 1/sqrt(ulp). (0 means irrelevant.)
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cdrvsg (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, real, dimension( * ) D, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( lda, * ) AB, complex, dimension( ldb, * ) BB, complex, dimension( * ) AP, complex, dimension( * ) BP, complex, dimension( * ) WORK, integer NWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, real, dimension( * ) RESULT, integer INFO)
CDRVSG
Purpose:
-
CDRVSG checks the complex Hermitian generalized eigenproblem drivers. CHEGV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite generalized eigenproblem. CHEGVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite generalized eigenproblem using a divide and conquer algorithm. CHEGVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite generalized eigenproblem. CHPGV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite generalized eigenproblem in packed storage. CHPGVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite generalized eigenproblem in packed storage using a divide and conquer algorithm. CHPGVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite generalized eigenproblem in packed storage. CHBGV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite banded generalized eigenproblem. CHBGVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite banded generalized eigenproblem using a divide and conquer algorithm. CHBGVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian-definite banded generalized eigenproblem. When CDRVSG is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix A of the given type will be generated; a random well-conditioned matrix B is also generated and the pair (A,B) is used to test the drivers. For each pair (A,B), the following tests are performed: (1) CHEGV with ITYPE = 1 and UPLO ='U': | A Z - B Z D | / ( |A| |Z| n ulp ) (2) as (1) but calling CHPGV (3) as (1) but calling CHBGV (4) as (1) but with UPLO = 'L' (5) as (4) but calling CHPGV (6) as (4) but calling CHBGV (7) CHEGV with ITYPE = 2 and UPLO ='U': | A B Z - Z D | / ( |A| |Z| n ulp ) (8) as (7) but calling CHPGV (9) as (7) but with UPLO = 'L' (10) as (9) but calling CHPGV (11) CHEGV with ITYPE = 3 and UPLO ='U': | B A Z - Z D | / ( |A| |Z| n ulp ) (12) as (11) but calling CHPGV (13) as (11) but with UPLO = 'L' (14) as (13) but calling CHPGV CHEGVD, CHPGVD and CHBGVD performed the same 14 tests. CHEGVX, CHPGVX and CHBGVX performed the above 14 tests with the parameter RANGE = 'A', 'N' and 'I', respectively. The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. This type is used for the matrix A which has half-bandwidth KA. B is generated as a well-conditioned positive definite matrix with half-bandwidth KB (<= KA). Currently, the list of possible types for A is: (1) The zero matrix. (2) The identity matrix. (3) A diagonal matrix with evenly spaced entries 1, ..., ULP and random signs. (ULP = (first number larger than 1) - 1 ) (4) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random signs. (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random signs. (6) Same as (4), but multiplied by SQRT( overflow threshold ) (7) Same as (4), but multiplied by SQRT( underflow threshold ) (8) A matrix of the form U* D U, where U is unitary and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal. (9) A matrix of the form U* D U, where U is unitary and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal. (10) A matrix of the form U* D U, where U is unitary and D has "clustered" entries 1, ULP,..., ULP with random signs on the diagonal. (11) Same as (8), but multiplied by SQRT( overflow threshold ) (12) Same as (8), but multiplied by SQRT( underflow threshold ) (13) Hermitian matrix with random entries chosen from (-1,1). (14) Same as (13), but multiplied by SQRT( overflow threshold ) (15) Same as (13), but multiplied by SQRT( underflow threshold ) (16) Same as (8), but with KA = 1 and KB = 1 (17) Same as (8), but with KA = 2 and KB = 1 (18) Same as (8), but with KA = 2 and KB = 2 (19) Same as (8), but with KA = 3 and KB = 1 (20) Same as (8), but with KA = 3 and KB = 2 (21) Same as (8), but with KA = 3 and KB = 3
NSIZES INTEGER The number of sizes of matrices to use. If it is zero, CDRVSG does nothing. It must be at least zero. Not modified. NN INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero. Not modified. NTYPES INTEGER The number of elements in DOTYPE. If it is zero, CDRVSG does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. . Not modified. DOTYPE LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored. Not modified. ISEED INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRVSG to continue the same random number sequence. Modified. THRESH REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero. Not modified. NOUNIT INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.) Not modified. A COMPLEX array, dimension (LDA , max(NN)) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used. Modified. LDA INTEGER The leading dimension of A. It must be at least 1 and at least max( NN ). Not modified. B COMPLEX array, dimension (LDB , max(NN)) Used to hold the Hermitian positive definite matrix for the generailzed problem. On exit, B contains the last matrix actually used. Modified. LDB INTEGER The leading dimension of B. It must be at least 1 and at least max( NN ). Not modified. D REAL array, dimension (max(NN)) The eigenvalues of A. On exit, the eigenvalues in D correspond with the matrix in A. Modified. Z COMPLEX array, dimension (LDZ, max(NN)) The matrix of eigenvectors. Modified. LDZ INTEGER The leading dimension of ZZ. It must be at least 1 and at least max( NN ). Not modified. AB COMPLEX array, dimension (LDA, max(NN)) Workspace. Modified. BB COMPLEX array, dimension (LDB, max(NN)) Workspace. Modified. AP COMPLEX array, dimension (max(NN)**2) Workspace. Modified. BP COMPLEX array, dimension (max(NN)**2) Workspace. Modified. WORK COMPLEX array, dimension (NWORK) Workspace. Modified. NWORK INTEGER The number of entries in WORK. This must be at least 2*N + N**2 where N = max( NN(j), 2 ). Not modified. RWORK REAL array, dimension (LRWORK) Workspace. Modified. LRWORK INTEGER The number of entries in RWORK. This must be at least max( 7*N, 1 + 4*N + 2*N*lg(N) + 3*N**2 ) where N = max( NN(j) ) and lg( N ) = smallest integer k such that 2**k >= N . Not modified. IWORK INTEGER array, dimension (LIWORK)) Workspace. Modified. LIWORK INTEGER The number of entries in IWORK. This must be at least 2 + 5*max( NN(j) ). Not modified. RESULT REAL array, dimension (70) The values computed by the 70 tests described above. Modified. INFO INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some NN(j) < 0 -3: NTYPES < 0 -5: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -16: LDZ < 1 or LDZ < NMAX. -21: NWORK too small. -23: LRWORK too small. -25: LIWORK too small. If CLATMR, CLATMS, CHEGV, CHPGV, CHBGV, CHEGVD, CHPGVD, CHPGVD, CHEGVX, CHPGVX, CHBGVX returns an error code, the absolute value of it is returned. Modified. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NTEST The number of tests that have been run on this matrix. NTESTT The total number of tests for this call. NMAX Largest value in NN. NMATS The number of matrices generated so far. NERRS The number of tests which have exceeded THRESH so far (computed by SLAFTS). COND, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTOVFL, RTUNFL Square roots of the previous 2 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cdrvst (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) D1, real, dimension( * ) D2, real, dimension( * ) D3, real, dimension( * ) WA1, real, dimension( * ) WA2, real, dimension( * ) WA3, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldu, * ) V, complex, dimension( * ) TAU, complex, dimension( ldu, * ) Z, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, real, dimension( * ) RESULT, integer INFO)
CDRVST
Purpose:
-
CDRVST checks the Hermitian eigenvalue problem drivers. CHEEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, using a divide-and-conquer algorithm. CHEEVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix. CHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix using the Relatively Robust Representation where it can. CHPEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix in packed storage, using a divide-and-conquer algorithm. CHPEVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix in packed storage. CHBEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix, using a divide-and-conquer algorithm. CHBEVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix. CHEEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix. CHPEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix in packed storage. CHBEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix. When CDRVST is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix will be generated and used to test the appropriate drivers. For each matrix and each driver routine called, the following tests will be performed: (1) | A - Z D Z' | / ( |A| n ulp ) (2) | I - Z Z' | / ( n ulp ) (3) | D1 - D2 | / ( |D1| ulp ) where Z is the matrix of eigenvectors returned when the eigenvector option is given and D1 and D2 are the eigenvalues returned with and without the eigenvector option. The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A diagonal matrix with evenly spaced entries 1, ..., ULP and random signs. (ULP = (first number larger than 1) - 1 ) (4) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random signs. (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random signs. (6) Same as (4), but multiplied by SQRT( overflow threshold ) (7) Same as (4), but multiplied by SQRT( underflow threshold ) (8) A matrix of the form U* D U, where U is unitary and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal. (9) A matrix of the form U* D U, where U is unitary and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal. (10) A matrix of the form U* D U, where U is unitary and D has "clustered" entries 1, ULP,..., ULP with random signs on the diagonal. (11) Same as (8), but multiplied by SQRT( overflow threshold ) (12) Same as (8), but multiplied by SQRT( underflow threshold ) (13) Symmetric matrix with random entries chosen from (-1,1). (14) Same as (13), but multiplied by SQRT( overflow threshold ) (15) Same as (13), but multiplied by SQRT( underflow threshold ) (16) A band matrix with half bandwidth randomly chosen between 0 and N-1, with evenly spaced eigenvalues 1, ..., ULP with random signs. (17) Same as (16), but multiplied by SQRT( overflow threshold ) (18) Same as (16), but multiplied by SQRT( underflow threshold )
NSIZES INTEGER The number of sizes of matrices to use. If it is zero, CDRVST does nothing. It must be at least zero. Not modified. NN INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero. Not modified. NTYPES INTEGER The number of elements in DOTYPE. If it is zero, CDRVST does nothing. It must be at least zero. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. . Not modified. DOTYPE LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored. Not modified. ISEED INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRVST to continue the same random number sequence. Modified. THRESH REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero. Not modified. NOUNIT INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.) Not modified. A COMPLEX array, dimension (LDA , max(NN)) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used. Modified. LDA INTEGER The leading dimension of A. It must be at least 1 and at least max( NN ). Not modified. D1 REAL array, dimension (max(NN)) The eigenvalues of A, as computed by CSTEQR simlutaneously with Z. On exit, the eigenvalues in D1 correspond with the matrix in A. Modified. D2 REAL array, dimension (max(NN)) The eigenvalues of A, as computed by CSTEQR if Z is not computed. On exit, the eigenvalues in D2 correspond with the matrix in A. Modified. D3 REAL array, dimension (max(NN)) The eigenvalues of A, as computed by SSTERF. On exit, the eigenvalues in D3 correspond with the matrix in A. Modified. WA1 REAL array, dimension WA2 REAL array, dimension WA3 REAL array, dimension U COMPLEX array, dimension (LDU, max(NN)) The unitary matrix computed by CHETRD + CUNGC3. Modified. LDU INTEGER The leading dimension of U, Z, and V. It must be at least 1 and at least max( NN ). Not modified. V COMPLEX array, dimension (LDU, max(NN)) The Housholder vectors computed by CHETRD in reducing A to tridiagonal form. Modified. TAU COMPLEX array, dimension (max(NN)) The Householder factors computed by CHETRD in reducing A to tridiagonal form. Modified. Z COMPLEX array, dimension (LDU, max(NN)) The unitary matrix of eigenvectors computed by CHEEVD, CHEEVX, CHPEVD, CHPEVX, CHBEVD, and CHBEVX. Modified. WORK - COMPLEX array of dimension ( LWORK ) Workspace. Modified. LWORK - INTEGER The number of entries in WORK. This must be at least 2*max( NN(j), 2 )**2. Not modified. RWORK REAL array, dimension (3*max(NN)) Workspace. Modified. LRWORK - INTEGER The number of entries in RWORK. IWORK INTEGER array, dimension (6*max(NN)) Workspace. Modified. LIWORK - INTEGER The number of entries in IWORK. RESULT REAL array, dimension (??) The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow. Modified. INFO INTEGER If 0, then everything ran OK. -1: NSIZES < 0 -2: Some NN(j) < 0 -3: NTYPES < 0 -5: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -16: LDU < 1 or LDU < NMAX. -21: LWORK too small. If SLATMR, SLATMS, CHETRD, SORGC3, CSTEQR, SSTERF, or SORMC2 returns an error code, the absolute value of it is returned. Modified. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NTEST The number of tests performed, or which can be performed so far, for the current matrix. NTESTT The total number of tests performed so far. NMAX Largest value in NN. NMATS The number of matrices generated so far. NERRS The number of tests which have exceeded THRESH so far (computed by SLAFTS). COND, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTOVFL, RTUNFL Square roots of the previous 2 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cdrvsx (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NIUNIT, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) H, complex, dimension( lda, * ) HT, complex, dimension( * ) W, complex, dimension( * ) WT, complex, dimension( * ) WTMP, complex, dimension( ldvs, * ) VS, integer LDVS, complex, dimension( ldvs, * ) VS1, real, dimension( 17 ) RESULT, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, logical, dimension( * ) BWORK, integer INFO)
CDRVSX
Purpose:
-
CDRVSX checks the nonsymmetric eigenvalue (Schur form) problem expert driver CGEESX. CDRVSX uses both test matrices generated randomly depending on data supplied in the calling sequence, as well as on data read from an input file and including precomputed condition numbers to which it compares the ones it computes. When CDRVSX is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified. For each size ("n") and each type of matrix, one matrix will be generated and used to test the nonsymmetric eigenroutines. For each matrix, 15 tests will be performed: (1) 0 if T is in Schur form, 1/ulp otherwise (no sorting of eigenvalues) (2) | A - VS T VS' | / ( n |A| ulp ) Here VS is the matrix of Schur eigenvectors, and T is in Schur form (no sorting of eigenvalues). (3) | I - VS VS' | / ( n ulp ) (no sorting of eigenvalues). (4) 0 if W are eigenvalues of T 1/ulp otherwise (no sorting of eigenvalues) (5) 0 if T(with VS) = T(without VS), 1/ulp otherwise (no sorting of eigenvalues) (6) 0 if eigenvalues(with VS) = eigenvalues(without VS), 1/ulp otherwise (no sorting of eigenvalues) (7) 0 if T is in Schur form, 1/ulp otherwise (with sorting of eigenvalues) (8) | A - VS T VS' | / ( n |A| ulp ) Here VS is the matrix of Schur eigenvectors, and T is in Schur form (with sorting of eigenvalues). (9) | I - VS VS' | / ( n ulp ) (with sorting of eigenvalues). (10) 0 if W are eigenvalues of T 1/ulp otherwise If workspace sufficient, also compare W with and without reciprocal condition numbers (with sorting of eigenvalues) (11) 0 if T(with VS) = T(without VS), 1/ulp otherwise If workspace sufficient, also compare T with and without reciprocal condition numbers (with sorting of eigenvalues) (12) 0 if eigenvalues(with VS) = eigenvalues(without VS), 1/ulp otherwise If workspace sufficient, also compare VS with and without reciprocal condition numbers (with sorting of eigenvalues) (13) if sorting worked and SDIM is the number of eigenvalues which were SELECTed If workspace sufficient, also compare SDIM with and without reciprocal condition numbers (14) if RCONDE the same no matter if VS and/or RCONDV computed (15) if RCONDV the same no matter if VS and/or RCONDE computed The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A (transposed) Jordan block, with 1's on the diagonal. (4) A diagonal matrix with evenly spaced entries 1, ..., ULP and random complex angles. (ULP = (first number larger than 1) - 1 ) (5) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random complex angles. (6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random complex angles. (7) Same as (4), but multiplied by a constant near the overflow threshold (8) Same as (4), but multiplied by a constant near the underflow threshold (9) A matrix of the form U' T U, where U is unitary and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (10) A matrix of the form U' T U, where U is unitary and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (11) A matrix of the form U' T U, where U is orthogonal and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (12) A matrix of the form U' T U, where U is unitary and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (13) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (14) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (15) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (16) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (17) Same as (16), but multiplied by a constant near the overflow threshold (18) Same as (16), but multiplied by a constant near the underflow threshold (19) Nonsymmetric matrix with random entries chosen from (-1,1). If N is at least 4, all entries in first two rows and last row, and first column and last two columns are zero. (20) Same as (19), but multiplied by a constant near the overflow threshold (21) Same as (19), but multiplied by a constant near the underflow threshold In addition, an input file will be read from logical unit number NIUNIT. The file contains matrices along with precomputed eigenvalues and reciprocal condition numbers for the eigenvalue average and right invariant subspace. For these matrices, in addition to tests (1) to (15) we will compute the following two tests: (16) |RCONDE - RCDEIN| / cond(RCONDE) RCONDE is the reciprocal average eigenvalue condition number computed by CGEESX and RCDEIN (the precomputed true value) is supplied as input. cond(RCONDE) is the condition number of RCONDE, and takes errors in computing RCONDE into account, so that the resulting quantity should be O(ULP). cond(RCONDE) is essentially given by norm(A)/RCONDV. (17) |RCONDV - RCDVIN| / cond(RCONDV) RCONDV is the reciprocal right invariant subspace condition number computed by CGEESX and RCDVIN (the precomputed true value) is supplied as input. cond(RCONDV) is the condition number of RCONDV, and takes errors in computing RCONDV into account, so that the resulting quantity should be O(ULP). cond(RCONDV) is essentially given by norm(A)/RCONDE.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. NSIZES must be at least zero. If it is zero, no randomly generated matrices are tested, but any test matrices read from NIUNIT will be tested.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. NTYPES must be at least zero. If it is zero, no randomly generated test matrices are tested, but and test matrices read from NIUNIT will be tested. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRVSX to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NIUNITNIUNIT is INTEGER The FORTRAN unit number for reading in the data file of problems to solve.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns INFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, max(NN)) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A, and H. LDA must be at least 1 and at least max( NN ).
HH is COMPLEX array, dimension (LDA, max(NN)) Another copy of the test matrix A, modified by CGEESX.
HTHT is COMPLEX array, dimension (LDA, max(NN)) Yet another copy of the test matrix A, modified by CGEESX.
WW is COMPLEX array, dimension (max(NN)) The computed eigenvalues of A.
WTWT is COMPLEX array, dimension (max(NN)) Like W, this array contains the eigenvalues of A, but those computed when CGEESX only computes a partial eigendecomposition, i.e. not Schur vectors
WTMPWTMP is COMPLEX array, dimension (max(NN)) More temporary storage for eigenvalues.
VSVS is COMPLEX array, dimension (LDVS, max(NN)) VS holds the computed Schur vectors.
LDVSLDVS is INTEGER Leading dimension of VS. Must be at least max(1,max(NN)).
VS1VS1 is COMPLEX array, dimension (LDVS, max(NN)) VS1 holds another copy of the computed Schur vectors.
RESULTRESULT is REAL array, dimension (17) The values computed by the 17 tests described above. The values are currently limited to 1/ulp, to avoid overflow.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least max(1,2*NN(j)**2) for all j.
RWORKRWORK is REAL array, dimension (max(NN))
BWORKBWORK is LOGICAL array, dimension (max(NN))
INFOINFO is INTEGER If 0, successful exit. <0, input parameter -INFO is incorrect >0, CLATMR, CLATMS, CLATME or CGET24 returned an error code and INFO is its absolute value ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NMAX Largest value in NN. NERRS The number of tests which have exceeded THRESH COND, CONDS, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTULP, RTULPI Square roots of the previous 4 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) ) KCONDS(j) Selectw whether CONDS is to be 1 or 1/sqrt(ulp). (0 means irrelevant.)
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cdrvvx (integer NSIZES, integer, dimension( * ) NN, integer NTYPES, logical, dimension( * ) DOTYPE, integer, dimension( 4 ) ISEED, real THRESH, integer NIUNIT, integer NOUNIT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) H, complex, dimension( * ) W, complex, dimension( * ) W1, complex, dimension( ldvl, * ) VL, integer LDVL, complex, dimension( ldvr, * ) VR, integer LDVR, complex, dimension( ldlre, * ) LRE, integer LDLRE, real, dimension( * ) RCONDV, real, dimension( * ) RCNDV1, real, dimension( * ) RCDVIN, real, dimension( * ) RCONDE, real, dimension( * ) RCNDE1, real, dimension( * ) RCDEIN, real, dimension( * ) SCALE, real, dimension( * ) SCALE1, real, dimension( 11 ) RESULT, complex, dimension( * ) WORK, integer NWORK, real, dimension( * ) RWORK, integer INFO)
CDRVVX
Purpose:
-
CDRVVX checks the nonsymmetric eigenvalue problem expert driver CGEEVX. CDRVVX uses both test matrices generated randomly depending on data supplied in the calling sequence, as well as on data read from an input file and including precomputed condition numbers to which it compares the ones it computes. When CDRVVX is called, a number of matrix "sizes" ("n's") and a number of matrix "types" are specified in the calling sequence. For each size ("n") and each type of matrix, one matrix will be generated and used to test the nonsymmetric eigenroutines. For each matrix, 9 tests will be performed: (1) | A * VR - VR * W | / ( n |A| ulp ) Here VR is the matrix of unit right eigenvectors. W is a diagonal matrix with diagonal entries W(j). (2) | A**H * VL - VL * W**H | / ( n |A| ulp ) Here VL is the matrix of unit left eigenvectors, A**H is the conjugate transpose of A, and W is as above. (3) | |VR(i)| - 1 | / ulp and largest component real VR(i) denotes the i-th column of VR. (4) | |VL(i)| - 1 | / ulp and largest component real VL(i) denotes the i-th column of VL. (5) W(full) = W(partial) W(full) denotes the eigenvalues computed when VR, VL, RCONDV and RCONDE are also computed, and W(partial) denotes the eigenvalues computed when only some of VR, VL, RCONDV, and RCONDE are computed. (6) VR(full) = VR(partial) VR(full) denotes the right eigenvectors computed when VL, RCONDV and RCONDE are computed, and VR(partial) denotes the result when only some of VL and RCONDV are computed. (7) VL(full) = VL(partial) VL(full) denotes the left eigenvectors computed when VR, RCONDV and RCONDE are computed, and VL(partial) denotes the result when only some of VR and RCONDV are computed. (8) 0 if SCALE, ILO, IHI, ABNRM (full) = SCALE, ILO, IHI, ABNRM (partial) 1/ulp otherwise SCALE, ILO, IHI and ABNRM describe how the matrix is balanced. (full) is when VR, VL, RCONDE and RCONDV are also computed, and (partial) is when some are not computed. (9) RCONDV(full) = RCONDV(partial) RCONDV(full) denotes the reciprocal condition numbers of the right eigenvectors computed when VR, VL and RCONDE are also computed. RCONDV(partial) denotes the reciprocal condition numbers when only some of VR, VL and RCONDE are computed. The "sizes" are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type "j" will be generated. Currently, the list of possible types is: (1) The zero matrix. (2) The identity matrix. (3) A (transposed) Jordan block, with 1's on the diagonal. (4) A diagonal matrix with evenly spaced entries 1, ..., ULP and random complex angles. (ULP = (first number larger than 1) - 1 ) (5) A diagonal matrix with geometrically spaced entries 1, ..., ULP and random complex angles. (6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP and random complex angles. (7) Same as (4), but multiplied by a constant near the overflow threshold (8) Same as (4), but multiplied by a constant near the underflow threshold (9) A matrix of the form U' T U, where U is unitary and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (10) A matrix of the form U' T U, where U is unitary and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (11) A matrix of the form U' T U, where U is unitary and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (12) A matrix of the form U' T U, where U is unitary and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (13) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (14) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has geometrically spaced entries 1, ..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (15) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP with random complex angles on the diagonal and random O(1) entries in the upper triangle. (16) A matrix of the form X' T X, where X has condition SQRT( ULP ) and T has complex eigenvalues randomly chosen from ULP < |z| < 1 and random O(1) entries in the upper triangle. (17) Same as (16), but multiplied by a constant near the overflow threshold (18) Same as (16), but multiplied by a constant near the underflow threshold (19) Nonsymmetric matrix with random entries chosen from |z| < 1 If N is at least 4, all entries in first two rows and last row, and first column and last two columns are zero. (20) Same as (19), but multiplied by a constant near the overflow threshold (21) Same as (19), but multiplied by a constant near the underflow threshold In addition, an input file will be read from logical unit number NIUNIT. The file contains matrices along with precomputed eigenvalues and reciprocal condition numbers for the eigenvalues and right eigenvectors. For these matrices, in addition to tests (1) to (9) we will compute the following two tests: (10) |RCONDV - RCDVIN| / cond(RCONDV) RCONDV is the reciprocal right eigenvector condition number computed by CGEEVX and RCDVIN (the precomputed true value) is supplied as input. cond(RCONDV) is the condition number of RCONDV, and takes errors in computing RCONDV into account, so that the resulting quantity should be O(ULP). cond(RCONDV) is essentially given by norm(A)/RCONDE. (11) |RCONDE - RCDEIN| / cond(RCONDE) RCONDE is the reciprocal eigenvalue condition number computed by CGEEVX and RCDEIN (the precomputed true value) is supplied as input. cond(RCONDE) is the condition number of RCONDE, and takes errors in computing RCONDE into account, so that the resulting quantity should be O(ULP). cond(RCONDE) is essentially given by norm(A)/RCONDV.
Parameters:
-
NSIZES
NSIZES is INTEGER The number of sizes of matrices to use. NSIZES must be at least zero. If it is zero, no randomly generated matrices are tested, but any test matrices read from NIUNIT will be tested.
NNNN is INTEGER array, dimension (NSIZES) An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero.
NTYPESNTYPES is INTEGER The number of elements in DOTYPE. NTYPES must be at least zero. If it is zero, no randomly generated test matrices are tested, but and test matrices read from NIUNIT will be tested. If it is MAXTYP+1 and NSIZES is 1, then an additional type, MAXTYP+1 is defined, which is to use whatever matrix is in A. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPEDOTYPE is LOGICAL array, dimension (NTYPES) If DOTYPE(j) is .TRUE., then for each size in NN a matrix of that size and of type j will be generated. If NTYPES is smaller than the maximum number of types defined (PARAMETER MAXTYP), then types NTYPES+1 through MAXTYP will not be generated. If NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) will be ignored.
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The array elements should be between 0 and 4095; if not they will be reduced mod 4096. Also, ISEED(4) must be odd. The random number generator uses a linear congruential sequence limited to small integers, and so should produce machine independent random numbers. The values of ISEED are changed on exit, and can be used in the next call to CDRVVX to continue the same random number sequence.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NIUNITNIUNIT is INTEGER The FORTRAN unit number for reading in the data file of problems to solve.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns INFO not equal to 0.)
AA is COMPLEX array, dimension (LDA, max(NN,12)) Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used.
LDALDA is INTEGER The leading dimension of A, and H. LDA must be at least 1 and at least max( NN, 12 ). (12 is the dimension of the largest matrix on the precomputed input file.)
HH is COMPLEX array, dimension (LDA, max(NN,12)) Another copy of the test matrix A, modified by CGEEVX.
WW is COMPLEX array, dimension (max(NN,12)) Contains the eigenvalues of A.
W1W1 is COMPLEX array, dimension (max(NN,12)) Like W, this array contains the eigenvalues of A, but those computed when CGEEVX only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors.
VLVL is COMPLEX array, dimension (LDVL, max(NN,12)) VL holds the computed left eigenvectors.
LDVLLDVL is INTEGER Leading dimension of VL. Must be at least max(1,max(NN,12)).
VRVR is COMPLEX array, dimension (LDVR, max(NN,12)) VR holds the computed right eigenvectors.
LDVRLDVR is INTEGER Leading dimension of VR. Must be at least max(1,max(NN,12)).
LRELRE is COMPLEX array, dimension (LDLRE, max(NN,12)) LRE holds the computed right or left eigenvectors.
LDLRELDLRE is INTEGER Leading dimension of LRE. Must be at least max(1,max(NN,12))
RCONDVRCONDV is REAL array, dimension (N) RCONDV holds the computed reciprocal condition numbers for eigenvectors.
RCNDV1RCNDV1 is REAL array, dimension (N) RCNDV1 holds more computed reciprocal condition numbers for eigenvectors.
RCDVINRCDVIN is REAL array, dimension (N) When COMP = .TRUE. RCDVIN holds the precomputed reciprocal condition numbers for eigenvectors to be compared with RCONDV.
RCONDERCONDE is REAL array, dimension (N) RCONDE holds the computed reciprocal condition numbers for eigenvalues.
RCNDE1RCNDE1 is REAL array, dimension (N) RCNDE1 holds more computed reciprocal condition numbers for eigenvalues.
RCDEINRCDEIN is REAL array, dimension (N) When COMP = .TRUE. RCDEIN holds the precomputed reciprocal condition numbers for eigenvalues to be compared with RCONDE.
SCALESCALE is REAL array, dimension (N) Holds information describing balancing of matrix.
SCALE1SCALE1 is REAL array, dimension (N) Holds information describing balancing of matrix.
RESULTRESULT is REAL array, dimension (11) The values computed by the seven tests described above. The values are currently limited to 1/ulp, to avoid overflow.
WORKWORK is COMPLEX array, dimension (NWORK)
NWORKNWORK is INTEGER The number of entries in WORK. This must be at least max(6*12+2*12**2,6*NN(j)+2*NN(j)**2) = max( 360 ,6*NN(j)+2*NN(j)**2) for all j.
RWORKRWORK is REAL array, dimension (2*max(NN,12))
INFOINFO is INTEGER If 0, then successful exit. If <0, then input parameter -INFO is incorrect. If >0, CLATMR, CLATMS, CLATME or CGET23 returned an error code, and INFO is its absolute value. ----------------------------------------------------------------------- Some Local Variables and Parameters: ---- ----- --------- --- ---------- ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NMAX Largest value in NN or 12. NERRS The number of tests which have exceeded THRESH COND, CONDS, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTULP, RTULPI Square roots of the previous 4 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) ) KCONDS(j) Selectw whether CONDS is to be 1 or 1/sqrt(ulp). (0 means irrelevant.)
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cerrbd (character*3 PATH, integer NUNIT)
CERRBD
Purpose:
-
CERRBD tests the error exits for CGEBRD, CUNGBR, CUNMBR, and CBDSQR.
Parameters:
-
PATH
PATH is CHARACTER*3 The LAPACK path name for the routines to be tested.
NUNITNUNIT is INTEGER The unit number for output.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cerrec (character*3 PATH, integer NUNIT)
CERREC
Purpose:
-
CERREC tests the error exits for the routines for eigen- condition estimation for REAL matrices: CTRSYL, CTREXC, CTRSNA and CTRSEN.
Parameters:
-
PATH
PATH is CHARACTER*3 The LAPACK path name for the routines to be tested.
NUNITNUNIT is INTEGER The unit number for output.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cerred (character*3 PATH, integer NUNIT)
CERRED
Purpose:
-
CERRED tests the error exits for the eigenvalue driver routines for REAL matrices: PATH driver description ---- ------ ----------- CEV CGEEV find eigenvalues/eigenvectors for nonsymmetric A CES CGEES find eigenvalues/Schur form for nonsymmetric A CVX CGEEVX CGEEV + balancing and condition estimation CSX CGEESX CGEES + balancing and condition estimation CBD CGESVD compute SVD of an M-by-N matrix A CGESDD compute SVD of an M-by-N matrix A(by divide and conquer) CGEJSV compute SVD of an M-by-N matrix A where M >= N CGESVDX compute SVD of an M-by-N matrix A(by bisection and inverse iteration)
Parameters:
-
PATH
PATH is CHARACTER*3 The LAPACK path name for the routines to be tested.
NUNITNUNIT is INTEGER The unit number for output.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cerrgg (character*3 PATH, integer NUNIT)
CERRGG
Purpose:
-
CERRGG tests the error exits for CGGES, CGGESX, CGGEV, CGGEVX, CGGES3, CGGEV3, CGGGLM, CGGHRD, CGGLSE, CGGQRF, CGGRQF, CGGSVD3, CGGSVP3, CHGEQZ, CTGEVC, CTGEXC, CTGSEN, CTGSJA, CTGSNA, CTGSYL, and CUNCSD.
Parameters:
-
PATH
PATH is CHARACTER*3 The LAPACK path name for the routines to be tested.
NUNITNUNIT is INTEGER The unit number for output.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cerrhs (character*3 PATH, integer NUNIT)
CERRHS
Purpose:
-
CERRHS tests the error exits for CGEBAK, CGEBAL, CGEHRD, CUNGHR, CUNMHR, CHSEQR, CHSEIN, and CTREVC.
Parameters:
-
PATH
PATH is CHARACTER*3 The LAPACK path name for the routines to be tested.
NUNITNUNIT is INTEGER The unit number for output.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cerrst (character*3 PATH, integer NUNIT)
CERRST
Purpose:
-
CERRST tests the error exits for CHETRD, CUNGTR, CUNMTR, CHPTRD, CUNGTR, CUPMTR, CSTEQR, CSTEIN, CPTEQR, CHBTRD, CHEEV, CHEEVX, CHEEVD, CHBEV, CHBEVX, CHBEVD, CHPEV, CHPEVX, CHPEVD, and CSTEDC.
Parameters:
-
PATH
PATH is CHARACTER*3 The LAPACK path name for the routines to be tested.
NUNITNUNIT is INTEGER The unit number for output.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget02 (character TRANS, integer M, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldx, * ) X, integer LDX, complex, dimension( ldb, * ) B, integer LDB, real, dimension( * ) RWORK, real RESID)
CGET02
Purpose:
-
CGET02 computes the residual for a solution of a system of linear equations A*x = b or A'*x = b: RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS ), where EPS is the machine epsilon.
Parameters:
-
TRANS
TRANS is CHARACTER*1 Specifies the form of the system of equations: = 'N': A *x = b = 'T': A^T*x = b, where A^T is the transpose of A = 'C': A^H*x = b, where A^H is the conjugate transpose of A
MM is INTEGER The number of rows of the matrix A. M >= 0.
NN is INTEGER The number of columns of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of columns of B, the matrix of right hand sides. NRHS >= 0.
AA is COMPLEX array, dimension (LDA,N) The original M x N matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
XX is COMPLEX array, dimension (LDX,NRHS) The computed solution vectors for the system of linear equations.
LDXLDX is INTEGER The leading dimension of the array X. If TRANS = 'N', LDX >= max(1,N); if TRANS = 'T' or 'C', LDX >= max(1,M).
BB is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side vectors for the system of linear equations. On exit, B is overwritten with the difference B - A*X.
LDBLDB is INTEGER The leading dimension of the array B. IF TRANS = 'N', LDB >= max(1,M); if TRANS = 'T' or 'C', LDB >= max(1,N).
RWORKRWORK is REAL array, dimension (M)
RESIDRESID is REAL The maximum over the number of right hand sides of norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget10 (integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real RESULT)
CGET10
Purpose:
-
CGET10 compares two matrices A and B and computes the ratio RESULT = norm( A - B ) / ( norm(A) * M * EPS )
Parameters:
-
M
M is INTEGER The number of rows of the matrices A and B.
NN is INTEGER The number of columns of the matrices A and B.
AA is COMPLEX array, dimension (LDA,N) The m by n matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
BB is COMPLEX array, dimension (LDB,N) The m by n matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,M).
WORKWORK is COMPLEX array, dimension (M)
RWORKRWORK is COMPLEX array, dimension (M)
RESULTRESULT is REAL RESULT = norm( A - B ) / ( norm(A) * M * EPS )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget22 (character TRANSA, character TRANSE, character TRANSW, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lde, * ) E, integer LDE, complex, dimension( * ) W, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CGET22
Purpose:
-
CGET22 does an eigenvector check. The basic test is: RESULT(1) = | A E - E W | / ( |A| |E| ulp ) using the 1-norm. It also tests the normalization of E: RESULT(2) = max | m-norm(E(j)) - 1 | / ( n ulp ) j where E(j) is the j-th eigenvector, and m-norm is the max-norm of a vector. The max-norm of a complex n-vector x in this case is the maximum of |re(x(i)| + |im(x(i)| over i = 1, ..., n.
Parameters:
-
TRANSA
TRANSA is CHARACTER*1 Specifies whether or not A is transposed. = 'N': No transpose = 'T': Transpose = 'C': Conjugate transpose
TRANSETRANSE is CHARACTER*1 Specifies whether or not E is transposed. = 'N': No transpose, eigenvectors are in columns of E = 'T': Transpose, eigenvectors are in rows of E = 'C': Conjugate transpose, eigenvectors are in rows of E
TRANSWTRANSW is CHARACTER*1 Specifies whether or not W is transposed. = 'N': No transpose = 'T': Transpose, same as TRANSW = 'N' = 'C': Conjugate transpose, use -WI(j) instead of WI(j)
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) The matrix whose eigenvectors are in E.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
EE is COMPLEX array, dimension (LDE,N) The matrix of eigenvectors. If TRANSE = 'N', the eigenvectors are stored in the columns of E, if TRANSE = 'T' or 'C', the eigenvectors are stored in the rows of E.
LDELDE is INTEGER The leading dimension of the array E. LDE >= max(1,N).
WW is COMPLEX array, dimension (N) The eigenvalues of A.
WORKWORK is COMPLEX array, dimension (N*N)
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (2) RESULT(1) = | A E - E W | / ( |A| |E| ulp ) RESULT(2) = max | m-norm(E(j)) - 1 | / ( n ulp )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget23 (logical COMP, integer ISRT, character BALANC, integer JTYPE, real THRESH, integer, dimension( 4 ) ISEED, integer NOUNIT, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) H, complex, dimension( * ) W, complex, dimension( * ) W1, complex, dimension( ldvl, * ) VL, integer LDVL, complex, dimension( ldvr, * ) VR, integer LDVR, complex, dimension( ldlre, * ) LRE, integer LDLRE, real, dimension( * ) RCONDV, real, dimension( * ) RCNDV1, real, dimension( * ) RCDVIN, real, dimension( * ) RCONDE, real, dimension( * ) RCNDE1, real, dimension( * ) RCDEIN, real, dimension( * ) SCALE, real, dimension( * ) SCALE1, real, dimension( 11 ) RESULT, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer INFO)
CGET23
Purpose:
-
CGET23 checks the nonsymmetric eigenvalue problem driver CGEEVX. If COMP = .FALSE., the first 8 of the following tests will be performed on the input matrix A, and also test 9 if LWORK is sufficiently large. if COMP is .TRUE. all 11 tests will be performed. (1) | A * VR - VR * W | / ( n |A| ulp ) Here VR is the matrix of unit right eigenvectors. W is a diagonal matrix with diagonal entries W(j). (2) | A**H * VL - VL * W**H | / ( n |A| ulp ) Here VL is the matrix of unit left eigenvectors, A**H is the conjugate transpose of A, and W is as above. (3) | |VR(i)| - 1 | / ulp and largest component real VR(i) denotes the i-th column of VR. (4) | |VL(i)| - 1 | / ulp and largest component real VL(i) denotes the i-th column of VL. (5) 0 if W(full) = W(partial), 1/ulp otherwise W(full) denotes the eigenvalues computed when VR, VL, RCONDV and RCONDE are also computed, and W(partial) denotes the eigenvalues computed when only some of VR, VL, RCONDV, and RCONDE are computed. (6) 0 if VR(full) = VR(partial), 1/ulp otherwise VR(full) denotes the right eigenvectors computed when VL, RCONDV and RCONDE are computed, and VR(partial) denotes the result when only some of VL and RCONDV are computed. (7) 0 if VL(full) = VL(partial), 1/ulp otherwise VL(full) denotes the left eigenvectors computed when VR, RCONDV and RCONDE are computed, and VL(partial) denotes the result when only some of VR and RCONDV are computed. (8) 0 if SCALE, ILO, IHI, ABNRM (full) = SCALE, ILO, IHI, ABNRM (partial) 1/ulp otherwise SCALE, ILO, IHI and ABNRM describe how the matrix is balanced. (full) is when VR, VL, RCONDE and RCONDV are also computed, and (partial) is when some are not computed. (9) 0 if RCONDV(full) = RCONDV(partial), 1/ulp otherwise RCONDV(full) denotes the reciprocal condition numbers of the right eigenvectors computed when VR, VL and RCONDE are also computed. RCONDV(partial) denotes the reciprocal condition numbers when only some of VR, VL and RCONDE are computed. (10) |RCONDV - RCDVIN| / cond(RCONDV) RCONDV is the reciprocal right eigenvector condition number computed by CGEEVX and RCDVIN (the precomputed true value) is supplied as input. cond(RCONDV) is the condition number of RCONDV, and takes errors in computing RCONDV into account, so that the resulting quantity should be O(ULP). cond(RCONDV) is essentially given by norm(A)/RCONDE. (11) |RCONDE - RCDEIN| / cond(RCONDE) RCONDE is the reciprocal eigenvalue condition number computed by CGEEVX and RCDEIN (the precomputed true value) is supplied as input. cond(RCONDE) is the condition number of RCONDE, and takes errors in computing RCONDE into account, so that the resulting quantity should be O(ULP). cond(RCONDE) is essentially given by norm(A)/RCONDV.
Parameters:
-
COMP
COMP is LOGICAL COMP describes which input tests to perform: = .FALSE. if the computed condition numbers are not to be tested against RCDVIN and RCDEIN = .TRUE. if they are to be compared
ISRTISRT is INTEGER If COMP = .TRUE., ISRT indicates in how the eigenvalues corresponding to values in RCDVIN and RCDEIN are ordered: = 0 means the eigenvalues are sorted by increasing real part = 1 means the eigenvalues are sorted by increasing imaginary part If COMP = .FALSE., ISRT is not referenced.
BALANCBALANC is CHARACTER Describes the balancing option to be tested. = 'N' for no permuting or diagonal scaling = 'P' for permuting but no diagonal scaling = 'S' for no permuting but diagonal scaling = 'B' for permuting and diagonal scaling
JTYPEJTYPE is INTEGER Type of input matrix. Used to label output if error occurs.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
ISEEDISEED is INTEGER array, dimension (4) If COMP = .FALSE., the random number generator seed used to produce matrix. If COMP = .TRUE., ISEED(1) = the number of the example. Used to label output if error occurs.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns INFO not equal to 0.)
NN is INTEGER The dimension of A. N must be at least 0.
AA is COMPLEX array, dimension (LDA,N) Used to hold the matrix whose eigenvalues are to be computed.
LDALDA is INTEGER The leading dimension of A, and H. LDA must be at least 1 and at least N.
HH is COMPLEX array, dimension (LDA,N) Another copy of the test matrix A, modified by CGEEVX.
WW is COMPLEX array, dimension (N) Contains the eigenvalues of A.
W1W1 is COMPLEX array, dimension (N) Like W, this array contains the eigenvalues of A, but those computed when CGEEVX only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors.
VLVL is COMPLEX array, dimension (LDVL,N) VL holds the computed left eigenvectors.
LDVLLDVL is INTEGER Leading dimension of VL. Must be at least max(1,N).
VRVR is COMPLEX array, dimension (LDVR,N) VR holds the computed right eigenvectors.
LDVRLDVR is INTEGER Leading dimension of VR. Must be at least max(1,N).
LRELRE is COMPLEX array, dimension (LDLRE,N) LRE holds the computed right or left eigenvectors.
LDLRELDLRE is INTEGER Leading dimension of LRE. Must be at least max(1,N).
RCONDVRCONDV is REAL array, dimension (N) RCONDV holds the computed reciprocal condition numbers for eigenvectors.
RCNDV1RCNDV1 is REAL array, dimension (N) RCNDV1 holds more computed reciprocal condition numbers for eigenvectors.
RCDVINRCDVIN is REAL array, dimension (N) When COMP = .TRUE. RCDVIN holds the precomputed reciprocal condition numbers for eigenvectors to be compared with RCONDV.
RCONDERCONDE is REAL array, dimension (N) RCONDE holds the computed reciprocal condition numbers for eigenvalues.
RCNDE1RCNDE1 is REAL array, dimension (N) RCNDE1 holds more computed reciprocal condition numbers for eigenvalues.
RCDEINRCDEIN is REAL array, dimension (N) When COMP = .TRUE. RCDEIN holds the precomputed reciprocal condition numbers for eigenvalues to be compared with RCONDE.
SCALESCALE is REAL array, dimension (N) Holds information describing balancing of matrix.
SCALE1SCALE1 is REAL array, dimension (N) Holds information describing balancing of matrix.
RESULTRESULT is REAL array, dimension (11) The values computed by the 11 tests described above. The values are currently limited to 1/ulp, to avoid overflow.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The number of entries in WORK. This must be at least 2*N, and 2*N+N**2 if tests 9, 10 or 11 are to be performed.
RWORKRWORK is REAL array, dimension (2*N)
INFOINFO is INTEGER If 0, successful exit. If <0, input parameter -INFO had an incorrect value. If >0, CGEEVX returned an error code, the absolute value of which is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget24 (logical COMP, integer JTYPE, real THRESH, integer, dimension( 4 ) ISEED, integer NOUNIT, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( lda, * ) H, complex, dimension( lda, * ) HT, complex, dimension( * ) W, complex, dimension( * ) WT, complex, dimension( * ) WTMP, complex, dimension( ldvs, * ) VS, integer LDVS, complex, dimension( ldvs, * ) VS1, real RCDEIN, real RCDVIN, integer NSLCT, integer, dimension( * ) ISLCT, integer ISRT, real, dimension( 17 ) RESULT, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, logical, dimension( * ) BWORK, integer INFO)
CGET24
Purpose:
-
CGET24 checks the nonsymmetric eigenvalue (Schur form) problem expert driver CGEESX. If COMP = .FALSE., the first 13 of the following tests will be be performed on the input matrix A, and also tests 14 and 15 if LWORK is sufficiently large. If COMP = .TRUE., all 17 test will be performed. (1) 0 if T is in Schur form, 1/ulp otherwise (no sorting of eigenvalues) (2) | A - VS T VS' | / ( n |A| ulp ) Here VS is the matrix of Schur eigenvectors, and T is in Schur form (no sorting of eigenvalues). (3) | I - VS VS' | / ( n ulp ) (no sorting of eigenvalues). (4) 0 if W are eigenvalues of T 1/ulp otherwise (no sorting of eigenvalues) (5) 0 if T(with VS) = T(without VS), 1/ulp otherwise (no sorting of eigenvalues) (6) 0 if eigenvalues(with VS) = eigenvalues(without VS), 1/ulp otherwise (no sorting of eigenvalues) (7) 0 if T is in Schur form, 1/ulp otherwise (with sorting of eigenvalues) (8) | A - VS T VS' | / ( n |A| ulp ) Here VS is the matrix of Schur eigenvectors, and T is in Schur form (with sorting of eigenvalues). (9) | I - VS VS' | / ( n ulp ) (with sorting of eigenvalues). (10) 0 if W are eigenvalues of T 1/ulp otherwise If workspace sufficient, also compare W with and without reciprocal condition numbers (with sorting of eigenvalues) (11) 0 if T(with VS) = T(without VS), 1/ulp otherwise If workspace sufficient, also compare T with and without reciprocal condition numbers (with sorting of eigenvalues) (12) 0 if eigenvalues(with VS) = eigenvalues(without VS), 1/ulp otherwise If workspace sufficient, also compare VS with and without reciprocal condition numbers (with sorting of eigenvalues) (13) if sorting worked and SDIM is the number of eigenvalues which were SELECTed If workspace sufficient, also compare SDIM with and without reciprocal condition numbers (14) if RCONDE the same no matter if VS and/or RCONDV computed (15) if RCONDV the same no matter if VS and/or RCONDE computed (16) |RCONDE - RCDEIN| / cond(RCONDE) RCONDE is the reciprocal average eigenvalue condition number computed by CGEESX and RCDEIN (the precomputed true value) is supplied as input. cond(RCONDE) is the condition number of RCONDE, and takes errors in computing RCONDE into account, so that the resulting quantity should be O(ULP). cond(RCONDE) is essentially given by norm(A)/RCONDV. (17) |RCONDV - RCDVIN| / cond(RCONDV) RCONDV is the reciprocal right invariant subspace condition number computed by CGEESX and RCDVIN (the precomputed true value) is supplied as input. cond(RCONDV) is the condition number of RCONDV, and takes errors in computing RCONDV into account, so that the resulting quantity should be O(ULP). cond(RCONDV) is essentially given by norm(A)/RCONDE.
Parameters:
-
COMP
COMP is LOGICAL COMP describes which input tests to perform: = .FALSE. if the computed condition numbers are not to be tested against RCDVIN and RCDEIN = .TRUE. if they are to be compared
JTYPEJTYPE is INTEGER Type of input matrix. Used to label output if error occurs.
ISEEDISEED is INTEGER array, dimension (4) If COMP = .FALSE., the random number generator seed used to produce matrix. If COMP = .TRUE., ISEED(1) = the number of the example. Used to label output if error occurs.
THRESHTHRESH is REAL A test will count as "failed" if the "error", computed as described above, exceeds THRESH. Note that the error is scaled to be O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.
NOUNITNOUNIT is INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returns INFO not equal to 0.)
NN is INTEGER The dimension of A. N must be at least 0.
AA is COMPLEX array, dimension (LDA, N) Used to hold the matrix whose eigenvalues are to be computed.
LDALDA is INTEGER The leading dimension of A, and H. LDA must be at least 1 and at least N.
HH is COMPLEX array, dimension (LDA, N) Another copy of the test matrix A, modified by CGEESX.
HTHT is COMPLEX array, dimension (LDA, N) Yet another copy of the test matrix A, modified by CGEESX.
WW is COMPLEX array, dimension (N) The computed eigenvalues of A.
WTWT is COMPLEX array, dimension (N) Like W, this array contains the eigenvalues of A, but those computed when CGEESX only computes a partial eigendecomposition, i.e. not Schur vectors
WTMPWTMP is COMPLEX array, dimension (N) Like W, this array contains the eigenvalues of A, but sorted by increasing real or imaginary part.
VSVS is COMPLEX array, dimension (LDVS, N) VS holds the computed Schur vectors.
LDVSLDVS is INTEGER Leading dimension of VS. Must be at least max(1, N).
VS1VS1 is COMPLEX array, dimension (LDVS, N) VS1 holds another copy of the computed Schur vectors.
RCDEINRCDEIN is REAL When COMP = .TRUE. RCDEIN holds the precomputed reciprocal condition number for the average of selected eigenvalues.
RCDVINRCDVIN is REAL When COMP = .TRUE. RCDVIN holds the precomputed reciprocal condition number for the selected right invariant subspace.
NSLCTNSLCT is INTEGER When COMP = .TRUE. the number of selected eigenvalues corresponding to the precomputed values RCDEIN and RCDVIN.
ISLCTISLCT is INTEGER array, dimension (NSLCT) When COMP = .TRUE. ISLCT selects the eigenvalues of the input matrix corresponding to the precomputed values RCDEIN and RCDVIN. For I=1, ... ,NSLCT, if ISLCT(I) = J, then the eigenvalue with the J-th largest real or imaginary part is selected. The real part is used if ISRT = 0, and the imaginary part if ISRT = 1. Not referenced if COMP = .FALSE.
ISRTISRT is INTEGER When COMP = .TRUE., ISRT describes how ISLCT is used to choose a subset of the spectrum. Not referenced if COMP = .FALSE.
RESULTRESULT is REAL array, dimension (17) The values computed by the 17 tests described above. The values are currently limited to 1/ulp, to avoid overflow.
WORKWORK is COMPLEX array, dimension (2*N*N)
LWORKLWORK is INTEGER The number of entries in WORK to be passed to CGEESX. This must be at least 2*N, and N*(N+1)/2 if tests 14--16 are to be performed.
RWORKRWORK is REAL array, dimension (N)
BWORKBWORK is LOGICAL array, dimension (N)
INFOINFO is INTEGER If 0, successful exit. If <0, input parameter -INFO had an incorrect value. If >0, CGEESX returned an error code, the absolute value of which is returned.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget35 (real RMAX, integer LMAX, integer NINFO, integer KNT, integer NIN)
CGET35
Purpose:
-
CGET35 tests CTRSYL, a routine for solving the Sylvester matrix equation op(A)*X + ISGN*X*op(B) = scale*C, A and B are assumed to be in Schur canonical form, op() represents an optional transpose, and ISGN can be -1 or +1. Scale is an output less than or equal to 1, chosen to avoid overflow in X. The test code verifies that the following residual is order 1: norm(op(A)*X + ISGN*X*op(B) - scale*C) / (EPS*max(norm(A),norm(B))*norm(X))
Parameters:
-
RMAX
RMAX is REAL Value of the largest test ratio.
LMAXLMAX is INTEGER Example number where largest test ratio achieved.
NINFONINFO is INTEGER Number of examples where INFO is nonzero.
KNTKNT is INTEGER Total number of examples tested.
NINNIN is INTEGER Input logical unit number.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget36 (real RMAX, integer LMAX, integer NINFO, integer KNT, integer NIN)
CGET36
Purpose:
-
CGET36 tests CTREXC, a routine for reordering diagonal entries of a matrix in complex Schur form. Thus, CLAEXC computes a unitary matrix Q such that Q' * T1 * Q = T2 and where one of the diagonal blocks of T1 (the one at row IFST) has been moved to position ILST. The test code verifies that the residual Q'*T1*Q-T2 is small, that T2 is in Schur form, and that the final position of the IFST block is ILST. The test matrices are read from a file with logical unit number NIN.
Parameters:
-
RMAX
RMAX is REAL Value of the largest test ratio.
LMAXLMAX is INTEGER Example number where largest test ratio achieved.
NINFONINFO is INTEGER Number of examples where INFO is nonzero.
KNTKNT is INTEGER Total number of examples tested.
NINNIN is INTEGER Input logical unit number.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget37 (real, dimension( 3 ) RMAX, integer, dimension( 3 ) LMAX, integer, dimension( 3 ) NINFO, integer KNT, integer NIN)
CGET37
Purpose:
-
CGET37 tests CTRSNA, a routine for estimating condition numbers of eigenvalues and/or right eigenvectors of a matrix. The test matrices are read from a file with logical unit number NIN.
Parameters:
-
RMAX
RMAX is REAL array, dimension (3) Value of the largest test ratio. RMAX(1) = largest ratio comparing different calls to CTRSNA RMAX(2) = largest error in reciprocal condition numbers taking their conditioning into account RMAX(3) = largest error in reciprocal condition numbers not taking their conditioning into account (may be larger than RMAX(2))
LMAXLMAX is INTEGER array, dimension (3) LMAX(i) is example number where largest test ratio RMAX(i) is achieved. Also: If CGEHRD returns INFO nonzero on example i, LMAX(1)=i If CHSEQR returns INFO nonzero on example i, LMAX(2)=i If CTRSNA returns INFO nonzero on example i, LMAX(3)=i
NINFONINFO is INTEGER array, dimension (3) NINFO(1) = No. of times CGEHRD returned INFO nonzero NINFO(2) = No. of times CHSEQR returned INFO nonzero NINFO(3) = No. of times CTRSNA returned INFO nonzero
KNTKNT is INTEGER Total number of examples tested.
NINNIN is INTEGER Input logical unit number
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget38 (real, dimension( 3 ) RMAX, integer, dimension( 3 ) LMAX, integer, dimension( 3 ) NINFO, integer KNT, integer NIN)
CGET38
Purpose:
-
CGET38 tests CTRSEN, a routine for estimating condition numbers of a cluster of eigenvalues and/or its associated right invariant subspace The test matrices are read from a file with logical unit number NIN.
Parameters:
-
RMAX
RMAX is REAL array, dimension (3) Values of the largest test ratios. RMAX(1) = largest residuals from CHST01 or comparing different calls to CTRSEN RMAX(2) = largest error in reciprocal condition numbers taking their conditioning into account RMAX(3) = largest error in reciprocal condition numbers not taking their conditioning into account (may be larger than RMAX(2))
LMAXLMAX is INTEGER array, dimension (3) LMAX(i) is example number where largest test ratio RMAX(i) is achieved. Also: If CGEHRD returns INFO nonzero on example i, LMAX(1)=i If CHSEQR returns INFO nonzero on example i, LMAX(2)=i If CTRSEN returns INFO nonzero on example i, LMAX(3)=i
NINFONINFO is INTEGER array, dimension (3) NINFO(1) = No. of times CGEHRD returned INFO nonzero NINFO(2) = No. of times CHSEQR returned INFO nonzero NINFO(3) = No. of times CTRSEN returned INFO nonzero
KNTKNT is INTEGER Total number of examples tested.
NINNIN is INTEGER Input logical unit number.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget51 (integer ITYPE, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real RESULT)
CGET51
Purpose:
-
CGET51 generally checks a decomposition of the form A = U B VC> where * means conjugate transpose and U and V are unitary. Specifically, if ITYPE=1 RESULT = | A - U B V* | / ( |A| n ulp ) If ITYPE=2, then: RESULT = | A - B | / ( |A| n ulp ) If ITYPE=3, then: RESULT = | I - UU* | / ( n ulp )
Parameters:
-
ITYPE
ITYPE is INTEGER Specifies the type of tests to be performed. =1: RESULT = | A - U B V* | / ( |A| n ulp ) =2: RESULT = | A - B | / ( |A| n ulp ) =3: RESULT = | I - UU* | / ( n ulp )
NN is INTEGER The size of the matrix. If it is zero, CGET51 does nothing. It must be at least zero.
AA is COMPLEX array, dimension (LDA, N) The original (unfactored) matrix.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least N.
BB is COMPLEX array, dimension (LDB, N) The factored matrix.
LDBLDB is INTEGER The leading dimension of B. It must be at least 1 and at least N.
UU is COMPLEX array, dimension (LDU, N) The unitary matrix on the left-hand side in the decomposition. Not referenced if ITYPE=2
LDULDU is INTEGER The leading dimension of U. LDU must be at least N and at least 1.
VV is COMPLEX array, dimension (LDV, N) The unitary matrix on the left-hand side in the decomposition. Not referenced if ITYPE=2
LDVLDV is INTEGER The leading dimension of V. LDV must be at least N and at least 1.
WORKWORK is COMPLEX array, dimension (2*N**2)
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL The values computed by the test specified by ITYPE. The value is currently limited to 1/ulp, to avoid overflow. Errors are flagged by RESULT=10/ulp.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget52 (logical LEFT, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( lde, * ) E, integer LDE, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CGET52
Purpose:
-
CGET52 does an eigenvector check for the generalized eigenvalue problem. The basic test for right eigenvectors is: | b(i) A E(i) - a(i) B E(i) | RESULT(1) = max ------------------------------- i n ulp max( |b(i) A|, |a(i) B| ) using the 1-norm. Here, a(i)/b(i) = w is the i-th generalized eigenvalue of A - w B, or, equivalently, b(i)/a(i) = m is the i-th generalized eigenvalue of m A - B. H H _ _ For left eigenvectors, A , B , a, and b are used. CGET52 also tests the normalization of E. Each eigenvector is supposed to be normalized so that the maximum "absolute value" of its elements is 1, where in this case, "absolute value" of a complex value x is |Re(x)| + |Im(x)| ; let us call this maximum "absolute value" norm of a vector v M(v). if a(i)=b(i)=0, then the eigenvector is set to be the jth coordinate vector. The normalization test is: RESULT(2) = max | M(v(i)) - 1 | / ( n ulp ) eigenvectors v(i)
Parameters:
-
LEFT
LEFT is LOGICAL =.TRUE.: The eigenvectors in the columns of E are assumed to be *left* eigenvectors. =.FALSE.: The eigenvectors in the columns of E are assumed to be *right* eigenvectors.
NN is INTEGER The size of the matrices. If it is zero, CGET52 does nothing. It must be at least zero.
AA is COMPLEX array, dimension (LDA, N) The matrix A.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least N.
BB is COMPLEX array, dimension (LDB, N) The matrix B.
LDBLDB is INTEGER The leading dimension of B. It must be at least 1 and at least N.
EE is COMPLEX array, dimension (LDE, N) The matrix of eigenvectors. It must be O( 1 ).
LDELDE is INTEGER The leading dimension of E. It must be at least 1 and at least N.
ALPHAALPHA is COMPLEX array, dimension (N) The values a(i) as described above, which, along with b(i), define the generalized eigenvalues.
BETABETA is COMPLEX array, dimension (N) The values b(i) as described above, which, along with a(i), define the generalized eigenvalues.
WORKWORK is COMPLEX array, dimension (N**2)
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (2) The values computed by the test described above. If A E or B E is likely to overflow, then RESULT(1:2) is set to 10 / ulp.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cget54 (integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( lds, * ) S, integer LDS, complex, dimension( ldt, * ) T, integer LDT, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( * ) WORK, real RESULT)
CGET54
Purpose:
-
CGET54 checks a generalized decomposition of the form A = U*S*V' and B = U*T* V' where ' means conjugate transpose and U and V are unitary. Specifically, RESULT = ||( A - U*S*V', B - U*T*V' )|| / (||( A, B )||*n*ulp )
Parameters:
-
N
N is INTEGER The size of the matrix. If it is zero, SGET54 does nothing. It must be at least zero.
AA is COMPLEX array, dimension (LDA, N) The original (unfactored) matrix A.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least N.
BB is COMPLEX array, dimension (LDB, N) The original (unfactored) matrix B.
LDBLDB is INTEGER The leading dimension of B. It must be at least 1 and at least N.
SS is COMPLEX array, dimension (LDS, N) The factored matrix S.
LDSLDS is INTEGER The leading dimension of S. It must be at least 1 and at least N.
TT is COMPLEX array, dimension (LDT, N) The factored matrix T.
LDTLDT is INTEGER The leading dimension of T. It must be at least 1 and at least N.
UU is COMPLEX array, dimension (LDU, N) The orthogonal matrix on the left-hand side in the decomposition.
LDULDU is INTEGER The leading dimension of U. LDU must be at least N and at least 1.
VV is COMPLEX array, dimension (LDV, N) The orthogonal matrix on the left-hand side in the decomposition.
LDVLDV is INTEGER The leading dimension of V. LDV must be at least N and at least 1.
WORKWORK is COMPLEX array, dimension (3*N**2)
RESULTRESULT is REAL The value RESULT, It is currently limited to 1/ulp, to avoid overflow. Errors are flagged by RESULT=10/ulp.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cglmts (integer N, integer M, integer P, complex, dimension( lda, * ) A, complex, dimension( lda, * ) AF, integer LDA, complex, dimension( ldb, * ) B, complex, dimension( ldb, * ) BF, integer LDB, complex, dimension( * ) D, complex, dimension( * ) DF, complex, dimension( * ) X, complex, dimension( * ) U, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real RESULT)
CGLMTS
Purpose:
-
CGLMTS tests CGGGLM - a subroutine for solving the generalized linear model problem.
Parameters:
-
N
N is INTEGER The number of rows of the matrices A and B. N >= 0.
MM is INTEGER The number of columns of the matrix A. M >= 0.
PP is INTEGER The number of columns of the matrix B. P >= 0.
AA is COMPLEX array, dimension (LDA,M) The N-by-M matrix A.
AFAF is COMPLEX array, dimension (LDA,M)
LDALDA is INTEGER The leading dimension of the arrays A, AF. LDA >= max(M,N).
BB is COMPLEX array, dimension (LDB,P) The N-by-P matrix A.
BFBF is COMPLEX array, dimension (LDB,P)
LDBLDB is INTEGER The leading dimension of the arrays B, BF. LDB >= max(P,N).
DD is COMPLEX array, dimension( N ) On input, the left hand side of the GLM.
DFDF is COMPLEX array, dimension( N )
XX is COMPLEX array, dimension( M ) solution vector X in the GLM problem.
UU is COMPLEX array, dimension( P ) solution vector U in the GLM problem.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK.
RWORKRWORK is REAL array, dimension (M)
RESULTRESULT is REAL The test ratio: norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cgqrts (integer N, integer M, integer P, complex, dimension( lda, * ) A, complex, dimension( lda, * ) AF, complex, dimension( lda, * ) Q, complex, dimension( lda, * ) R, integer LDA, complex, dimension( * ) TAUA, complex, dimension( ldb, * ) B, complex, dimension( ldb, * ) BF, complex, dimension( ldb, * ) Z, complex, dimension( ldb, * ) T, complex, dimension( ldb, * ) BWK, integer LDB, complex, dimension( * ) TAUB, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 4 ) RESULT)
CGQRTS
Purpose:
-
CGQRTS tests CGGQRF, which computes the GQR factorization of an N-by-M matrix A and a N-by-P matrix B: A = Q*R and B = Q*T*Z.
Parameters:
-
N
N is INTEGER The number of rows of the matrices A and B. N >= 0.
MM is INTEGER The number of columns of the matrix A. M >= 0.
PP is INTEGER The number of columns of the matrix B. P >= 0.
AA is COMPLEX array, dimension (LDA,M) The N-by-M matrix A.
AFAF is COMPLEX array, dimension (LDA,N) Details of the GQR factorization of A and B, as returned by CGGQRF, see CGGQRF for further details.
QQ is COMPLEX array, dimension (LDA,N) The M-by-M unitary matrix Q.
RR is COMPLEX array, dimension (LDA,MAX(M,N))
LDALDA is INTEGER The leading dimension of the arrays A, AF, R and Q. LDA >= max(M,N).
TAUATAUA is COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors, as returned by CGGQRF.
BB is COMPLEX array, dimension (LDB,P) On entry, the N-by-P matrix A.
BFBF is COMPLEX array, dimension (LDB,N) Details of the GQR factorization of A and B, as returned by CGGQRF, see CGGQRF for further details.
ZZ is COMPLEX array, dimension (LDB,P) The P-by-P unitary matrix Z.
TT is COMPLEX array, dimension (LDB,max(P,N))
BWKBWK is COMPLEX array, dimension (LDB,N)
LDBLDB is INTEGER The leading dimension of the arrays B, BF, Z and T. LDB >= max(P,N).
TAUBTAUB is COMPLEX array, dimension (min(P,N)) The scalar factors of the elementary reflectors, as returned by SGGRQF.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK, LWORK >= max(N,M,P)**2.
RWORKRWORK is REAL array, dimension (max(N,M,P))
RESULTRESULT is REAL array, dimension (4) The test ratios: RESULT(1) = norm( R - Q'*A ) / ( MAX(M,N)*norm(A)*ULP) RESULT(2) = norm( T*Z - Q'*B ) / (MAX(P,N)*norm(B)*ULP) RESULT(3) = norm( I - Q'*Q ) / ( M*ULP ) RESULT(4) = norm( I - Z'*Z ) / ( P*ULP )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cgrqts (integer M, integer P, integer N, complex, dimension( lda, * ) A, complex, dimension( lda, * ) AF, complex, dimension( lda, * ) Q, complex, dimension( lda, * ) R, integer LDA, complex, dimension( * ) TAUA, complex, dimension( ldb, * ) B, complex, dimension( ldb, * ) BF, complex, dimension( ldb, * ) Z, complex, dimension( ldb, * ) T, complex, dimension( ldb, * ) BWK, integer LDB, complex, dimension( * ) TAUB, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 4 ) RESULT)
CGRQTS
Purpose:
-
CGRQTS tests CGGRQF, which computes the GRQ factorization of an M-by-N matrix A and a P-by-N matrix B: A = R*Q and B = Z*T*Q.
Parameters:
-
M
M is INTEGER The number of rows of the matrix A. M >= 0.
PP is INTEGER The number of rows of the matrix B. P >= 0.
NN is INTEGER The number of columns of the matrices A and B. N >= 0.
AA is COMPLEX array, dimension (LDA,N) The M-by-N matrix A.
AFAF is COMPLEX array, dimension (LDA,N) Details of the GRQ factorization of A and B, as returned by CGGRQF, see CGGRQF for further details.
QQ is COMPLEX array, dimension (LDA,N) The N-by-N unitary matrix Q.
RR is COMPLEX array, dimension (LDA,MAX(M,N))
LDALDA is INTEGER The leading dimension of the arrays A, AF, R and Q. LDA >= max(M,N).
TAUATAUA is COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors, as returned by SGGQRC.
BB is COMPLEX array, dimension (LDB,N) On entry, the P-by-N matrix A.
BFBF is COMPLEX array, dimension (LDB,N) Details of the GQR factorization of A and B, as returned by CGGRQF, see CGGRQF for further details.
ZZ is REAL array, dimension (LDB,P) The P-by-P unitary matrix Z.
TT is COMPLEX array, dimension (LDB,max(P,N))
BWKBWK is COMPLEX array, dimension (LDB,N)
LDBLDB is INTEGER The leading dimension of the arrays B, BF, Z and T. LDB >= max(P,N).
TAUBTAUB is COMPLEX array, dimension (min(P,N)) The scalar factors of the elementary reflectors, as returned by SGGRQF.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK, LWORK >= max(M,P,N)**2.
RWORKRWORK is REAL array, dimension (M)
RESULTRESULT is REAL array, dimension (4) The test ratios: RESULT(1) = norm( R - A*Q' ) / ( MAX(M,N)*norm(A)*ULP) RESULT(2) = norm( T*Q - Z'*B ) / (MAX(P,N)*norm(B)*ULP) RESULT(3) = norm( I - Q'*Q ) / ( N*ULP ) RESULT(4) = norm( I - Z'*Z ) / ( P*ULP )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cgsvts3 (integer M, integer P, integer N, complex, dimension( lda, * ) A, complex, dimension( lda, * ) AF, integer LDA, complex, dimension( ldb, * ) B, complex, dimension( ldb, * ) BF, integer LDB, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( ldq, * ) Q, integer LDQ, real, dimension( * ) ALPHA, real, dimension( * ) BETA, complex, dimension( ldr, * ) R, integer LDR, integer, dimension( * ) IWORK, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 6 ) RESULT)
CGSVTS3
Purpose:
-
CGSVTS3 tests CGGSVD3, which computes the GSVD of an M-by-N matrix A and a P-by-N matrix B: U'*A*Q = D1*R and V'*B*Q = D2*R.
Parameters:
-
M
M is INTEGER The number of rows of the matrix A. M >= 0.
PP is INTEGER The number of rows of the matrix B. P >= 0.
NN is INTEGER The number of columns of the matrices A and B. N >= 0.
AA is COMPLEX array, dimension (LDA,M) The M-by-N matrix A.
AFAF is COMPLEX array, dimension (LDA,N) Details of the GSVD of A and B, as returned by CGGSVD3, see CGGSVD3 for further details.
LDALDA is INTEGER The leading dimension of the arrays A and AF. LDA >= max( 1,M ).
BB is COMPLEX array, dimension (LDB,P) On entry, the P-by-N matrix B.
BFBF is COMPLEX array, dimension (LDB,N) Details of the GSVD of A and B, as returned by CGGSVD3, see CGGSVD3 for further details.
LDBLDB is INTEGER The leading dimension of the arrays B and BF. LDB >= max(1,P).
UU is COMPLEX array, dimension(LDU,M) The M by M unitary matrix U.
LDULDU is INTEGER The leading dimension of the array U. LDU >= max(1,M).
VV is COMPLEX array, dimension(LDV,M) The P by P unitary matrix V.
LDVLDV is INTEGER The leading dimension of the array V. LDV >= max(1,P).
QQ is COMPLEX array, dimension(LDQ,N) The N by N unitary matrix Q.
LDQLDQ is INTEGER The leading dimension of the array Q. LDQ >= max(1,N).
ALPHAALPHA is REAL array, dimension (N)
BETABETA is REAL array, dimension (N) The generalized singular value pairs of A and B, the ``diagonal'' matrices D1 and D2 are constructed from ALPHA and BETA, see subroutine CGGSVD3 for details.
RR is COMPLEX array, dimension(LDQ,N) The upper triangular matrix R.
LDRLDR is INTEGER The leading dimension of the array R. LDR >= max(1,N).
IWORKIWORK is INTEGER array, dimension (N)
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK, LWORK >= max(M,P,N)*max(M,P,N).
RWORKRWORK is REAL array, dimension (max(M,P,N))
RESULTRESULT is REAL array, dimension (6) The test ratios: RESULT(1) = norm( U'*A*Q - D1*R ) / ( MAX(M,N)*norm(A)*ULP) RESULT(2) = norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP) RESULT(3) = norm( I - U'*U ) / ( M*ULP ) RESULT(4) = norm( I - V'*V ) / ( P*ULP ) RESULT(5) = norm( I - Q'*Q ) / ( N*ULP ) RESULT(6) = 0 if ALPHA is in decreasing order; = ULPINV otherwise.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- August 2015
subroutine chbt21 (character UPLO, integer N, integer KA, integer KS, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CHBT21
Purpose:
-
CHBT21 generally checks a decomposition of the form A = U S UC> where * means conjugate transpose, A is hermitian banded, U is unitary, and S is diagonal (if KS=0) or symmetric tridiagonal (if KS=1). Specifically: RESULT(1) = | A - U S U* | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU* | / ( n ulp )
Parameters:
-
UPLO
UPLO is CHARACTER If UPLO='U', the upper triangle of A and V will be used and the (strictly) lower triangle will not be referenced. If UPLO='L', the lower triangle of A and V will be used and the (strictly) upper triangle will not be referenced.
NN is INTEGER The size of the matrix. If it is zero, CHBT21 does nothing. It must be at least zero.
KAKA is INTEGER The bandwidth of the matrix A. It must be at least zero. If it is larger than N-1, then max( 0, N-1 ) will be used.
KSKS is INTEGER The bandwidth of the matrix S. It may only be zero or one. If zero, then S is diagonal, and E is not referenced. If one, then S is symmetric tri-diagonal.
AA is COMPLEX array, dimension (LDA, N) The original (unfactored) matrix. It is assumed to be hermitian, and only the upper (UPLO='U') or only the lower (UPLO='L') will be referenced.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least min( KA, N-1 ).
DD is REAL array, dimension (N) The diagonal of the (symmetric tri-) diagonal matrix S.
EE is REAL array, dimension (N-1) The off-diagonal of the (symmetric tri-) diagonal matrix S. E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and (3,2) element, etc. Not referenced if KS=0.
UU is COMPLEX array, dimension (LDU, N) The unitary matrix in the decomposition, expressed as a dense matrix (i.e., not as a product of Householder transformations, Givens transformations, etc.)
LDULDU is INTEGER The leading dimension of U. LDU must be at least N and at least 1.
WORKWORK is COMPLEX array, dimension (N**2)
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (2) The values computed by the two tests described above. The values are currently limited to 1/ulp, to avoid overflow.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine chet21 (integer ITYPE, character UPLO, integer N, integer KBAND, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( * ) TAU, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CHET21
Purpose:
-
CHET21 generally checks a decomposition of the form A = U S UC> where * means conjugate transpose, A is hermitian, U is unitary, and S is diagonal (if KBAND=0) or (real) symmetric tridiagonal (if KBAND=1). If ITYPE=1, then U is represented as a dense matrix; otherwise U is expressed as a product of Householder transformations, whose vectors are stored in the array "V" and whose scaling constants are in "TAU". We shall use the letter "V" to refer to the product of Householder transformations (which should be equal to U). Specifically, if ITYPE=1, then: RESULT(1) = | A - U S U* | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU* | / ( n ulp ) If ITYPE=2, then: RESULT(1) = | A - V S V* | / ( |A| n ulp ) If ITYPE=3, then: RESULT(1) = | I - UV* | / ( n ulp ) For ITYPE > 1, the transformation U is expressed as a product V = H(1)...H(n-2), where H(j) = I - tau(j) v(j) v(j)C> and each vector v(j) has its first j elements 0 and the remaining n-j elements stored in V(j+1:n,j).
Parameters:
-
ITYPE
ITYPE is INTEGER Specifies the type of tests to be performed. 1: U expressed as a dense unitary matrix: RESULT(1) = | A - U S U* | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU* | / ( n ulp ) 2: U expressed as a product V of Housholder transformations: RESULT(1) = | A - V S V* | / ( |A| n ulp ) 3: U expressed both as a dense unitary matrix and as a product of Housholder transformations: RESULT(1) = | I - UV* | / ( n ulp )
UPLOUPLO is CHARACTER If UPLO='U', the upper triangle of A and V will be used and the (strictly) lower triangle will not be referenced. If UPLO='L', the lower triangle of A and V will be used and the (strictly) upper triangle will not be referenced.
NN is INTEGER The size of the matrix. If it is zero, CHET21 does nothing. It must be at least zero.
KBANDKBAND is INTEGER The bandwidth of the matrix. It may only be zero or one. If zero, then S is diagonal, and E is not referenced. If one, then S is symmetric tri-diagonal.
AA is COMPLEX array, dimension (LDA, N) The original (unfactored) matrix. It is assumed to be hermitian, and only the upper (UPLO='U') or only the lower (UPLO='L') will be referenced.
LDALDA is INTEGER The leading dimension of A. It must be at least 1 and at least N.
DD is REAL array, dimension (N) The diagonal of the (symmetric tri-) diagonal matrix.
EE is REAL array, dimension (N-1) The off-diagonal of the (symmetric tri-) diagonal matrix. E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and (3,2) element, etc. Not referenced if KBAND=0.
UU is COMPLEX array, dimension (LDU, N) If ITYPE=1 or 3, this contains the unitary matrix in the decomposition, expressed as a dense matrix. If ITYPE=2, then it is not referenced.
LDULDU is INTEGER The leading dimension of U. LDU must be at least N and at least 1.
VV is COMPLEX array, dimension (LDV, N) If ITYPE=2 or 3, the columns of this array contain the Householder vectors used to describe the unitary matrix in the decomposition. If UPLO='L', then the vectors are in the lower triangle, if UPLO='U', then in the upper triangle. *NOTE* If ITYPE=2 or 3, V is modified and restored. The subdiagonal (if UPLO='L') or the superdiagonal (if UPLO='U') is set to one, and later reset to its original value, during the course of the calculation. If ITYPE=1, then it is neither referenced nor modified.
LDVLDV is INTEGER The leading dimension of V. LDV must be at least N and at least 1.
TAUTAU is COMPLEX array, dimension (N) If ITYPE >= 2, then TAU(j) is the scalar factor of v(j) v(j)* in the Householder transformation H(j) of the product U = H(1)...H(n-2) If ITYPE < 2, then TAU is not referenced.
WORKWORK is COMPLEX array, dimension (2*N**2)
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (2) The values computed by the two tests described above. The values are currently limited to 1/ulp, to avoid overflow. RESULT(1) is always modified. RESULT(2) is modified only if ITYPE=1.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine chet22 (integer ITYPE, character UPLO, integer N, integer M, integer KBAND, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( * ) TAU, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CHET22
Purpose:
-
CHET22 generally checks a decomposition of the form A U = U S where A is complex Hermitian, the columns of U are orthonormal, and S is diagonal (if KBAND=0) or symmetric tridiagonal (if KBAND=1). If ITYPE=1, then U is represented as a dense matrix, otherwise the U is expressed as a product of Householder transformations, whose vectors are stored in the array "V" and whose scaling constants are in "TAU"; we shall use the letter "V" to refer to the product of Householder transformations (which should be equal to U). Specifically, if ITYPE=1, then: RESULT(1) = | U' A U - S | / ( |A| m ulp ) *andC> RESULT(2) = | I - U'U | / ( m ulp )
ITYPE INTEGER Specifies the type of tests to be performed. 1: U expressed as a dense orthogonal matrix: RESULT(1) = | A - U S U' | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU' | / ( n ulp ) UPLO CHARACTER If UPLO='U', the upper triangle of A will be used and the (strictly) lower triangle will not be referenced. If UPLO='L', the lower triangle of A will be used and the (strictly) upper triangle will not be referenced. Not modified. N INTEGER The size of the matrix. If it is zero, CHET22 does nothing. It must be at least zero. Not modified. M INTEGER The number of columns of U. If it is zero, CHET22 does nothing. It must be at least zero. Not modified. KBAND INTEGER The bandwidth of the matrix. It may only be zero or one. If zero, then S is diagonal, and E is not referenced. If one, then S is symmetric tri-diagonal. Not modified. A COMPLEX array, dimension (LDA , N) The original (unfactored) matrix. It is assumed to be symmetric, and only the upper (UPLO='U') or only the lower (UPLO='L') will be referenced. Not modified. LDA INTEGER The leading dimension of A. It must be at least 1 and at least N. Not modified. D REAL array, dimension (N) The diagonal of the (symmetric tri-) diagonal matrix. Not modified. E REAL array, dimension (N) The off-diagonal of the (symmetric tri-) diagonal matrix. E(1) is ignored, E(2) is the (1,2) and (2,1) element, etc. Not referenced if KBAND=0. Not modified. U COMPLEX array, dimension (LDU, N) If ITYPE=1, this contains the orthogonal matrix in the decomposition, expressed as a dense matrix. Not modified. LDU INTEGER The leading dimension of U. LDU must be at least N and at least 1. Not modified. V COMPLEX array, dimension (LDV, N) If ITYPE=2 or 3, the lower triangle of this array contains the Householder vectors used to describe the orthogonal matrix in the decomposition. If ITYPE=1, then it is not referenced. Not modified. LDV INTEGER The leading dimension of V. LDV must be at least N and at least 1. Not modified. TAU COMPLEX array, dimension (N) If ITYPE >= 2, then TAU(j) is the scalar factor of v(j) v(j)' in the Householder transformation H(j) of the product U = H(1)...H(n-2) If ITYPE < 2, then TAU is not referenced. Not modified. WORK COMPLEX array, dimension (2*N**2) Workspace. Modified. RWORK REAL array, dimension (N) Workspace. Modified. RESULT REAL array, dimension (2) The values computed by the two tests described above. The values are currently limited to 1/ulp, to avoid overflow. RESULT(1) is always modified. RESULT(2) is modified only if LDU is at least N. Modified.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine chkxer (character*(*) SRNAMT, integer INFOT, integer NOUT, logical LERR, logical OK)
CHKXER
Purpose:
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine chpt21 (integer ITYPE, character UPLO, integer N, integer KBAND, complex, dimension( * ) AP, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( * ) VP, complex, dimension( * ) TAU, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CHPT21
Purpose:
-
CHPT21 generally checks a decomposition of the form A = U S UC> where * means conjugate transpose, A is hermitian, U is unitary, and S is diagonal (if KBAND=0) or (real) symmetric tridiagonal (if KBAND=1). If ITYPE=1, then U is represented as a dense matrix, otherwise the U is expressed as a product of Householder transformations, whose vectors are stored in the array "V" and whose scaling constants are in "TAU"; we shall use the letter "V" to refer to the product of Householder transformations (which should be equal to U). Specifically, if ITYPE=1, then: RESULT(1) = | A - U S U* | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU* | / ( n ulp ) If ITYPE=2, then: RESULT(1) = | A - V S V* | / ( |A| n ulp ) If ITYPE=3, then: RESULT(1) = | I - UV* | / ( n ulp ) Packed storage means that, for example, if UPLO='U', then the columns of the upper triangle of A are stored one after another, so that A(1,j+1) immediately follows A(j,j) in the array AP. Similarly, if UPLO='L', then the columns of the lower triangle of A are stored one after another in AP, so that A(j+1,j+1) immediately follows A(n,j) in the array AP. This means that A(i,j) is stored in: AP( i + j*(j-1)/2 ) if UPLO='U' AP( i + (2*n-j)*(j-1)/2 ) if UPLO='L' The array VP bears the same relation to the matrix V that A does to AP. For ITYPE > 1, the transformation U is expressed as a product of Householder transformations: If UPLO='U', then V = H(n-1)...H(1), where H(j) = I - tau(j) v(j) v(j)C> and the first j-1 elements of v(j) are stored in V(1:j-1,j+1), (i.e., VP( j*(j+1)/2 + 1 : j*(j+1)/2 + j-1 ) ), the j-th element is 1, and the last n-j elements are 0. If UPLO='L', then V = H(1)...H(n-1), where H(j) = I - tau(j) v(j) v(j)C> and the first j elements of v(j) are 0, the (j+1)-st is 1, and the (j+2)-nd through n-th elements are stored in V(j+2:n,j) (i.e., in VP( (2*n-j)*(j-1)/2 + j+2 : (2*n-j)*(j-1)/2 + n ) .)
Parameters:
-
ITYPE
ITYPE is INTEGER Specifies the type of tests to be performed. 1: U expressed as a dense unitary matrix: RESULT(1) = | A - U S U* | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU* | / ( n ulp ) 2: U expressed as a product V of Housholder transformations: RESULT(1) = | A - V S V* | / ( |A| n ulp ) 3: U expressed both as a dense unitary matrix and as a product of Housholder transformations: RESULT(1) = | I - UV* | / ( n ulp )
UPLOUPLO is CHARACTER If UPLO='U', the upper triangle of A and V will be used and the (strictly) lower triangle will not be referenced. If UPLO='L', the lower triangle of A and V will be used and the (strictly) upper triangle will not be referenced.
NN is INTEGER The size of the matrix. If it is zero, CHPT21 does nothing. It must be at least zero.
KBANDKBAND is INTEGER The bandwidth of the matrix. It may only be zero or one. If zero, then S is diagonal, and E is not referenced. If one, then S is symmetric tri-diagonal.
APAP is COMPLEX array, dimension (N*(N+1)/2) The original (unfactored) matrix. It is assumed to be hermitian, and contains the columns of just the upper triangle (UPLO='U') or only the lower triangle (UPLO='L'), packed one after another.
DD is REAL array, dimension (N) The diagonal of the (symmetric tri-) diagonal matrix.
EE is REAL array, dimension (N) The off-diagonal of the (symmetric tri-) diagonal matrix. E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and (3,2) element, etc. Not referenced if KBAND=0.
UU is COMPLEX array, dimension (LDU, N) If ITYPE=1 or 3, this contains the unitary matrix in the decomposition, expressed as a dense matrix. If ITYPE=2, then it is not referenced.
LDULDU is INTEGER The leading dimension of U. LDU must be at least N and at least 1.
VPVP is REAL array, dimension (N*(N+1)/2) If ITYPE=2 or 3, the columns of this array contain the Householder vectors used to describe the unitary matrix in the decomposition, as described in purpose. *NOTE* If ITYPE=2 or 3, V is modified and restored. The subdiagonal (if UPLO='L') or the superdiagonal (if UPLO='U') is set to one, and later reset to its original value, during the course of the calculation. If ITYPE=1, then it is neither referenced nor modified.
TAUTAU is COMPLEX array, dimension (N) If ITYPE >= 2, then TAU(j) is the scalar factor of v(j) v(j)* in the Householder transformation H(j) of the product U = H(1)...H(n-2) If ITYPE < 2, then TAU is not referenced.
WORKWORK is COMPLEX array, dimension (N**2) Workspace.
RWORKRWORK is REAL array, dimension (N) Workspace.
RESULTRESULT is REAL array, dimension (2) The values computed by the two tests described above. The values are currently limited to 1/ulp, to avoid overflow. RESULT(1) is always modified. RESULT(2) is modified only if ITYPE=1.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine chst01 (integer N, integer ILO, integer IHI, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldh, * ) H, integer LDH, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CHST01
Purpose:
-
CHST01 tests the reduction of a general matrix A to upper Hessenberg form: A = Q*H*Q'. Two test ratios are computed; RESULT(1) = norm( A - Q*H*Q' ) / ( norm(A) * N * EPS ) RESULT(2) = norm( I - Q'*Q ) / ( N * EPS ) The matrix Q is assumed to be given explicitly as it would be following CGEHRD + CUNGHR. In this version, ILO and IHI are not used, but they could be used to save some work if this is desired.
Parameters:
-
N
N is INTEGER The order of the matrix A. N >= 0.
ILOILO is INTEGER
IHIIHI is INTEGER A is assumed to be upper triangular in rows and columns 1:ILO-1 and IHI+1:N, so Q differs from the identity only in rows and columns ILO+1:IHI.
AA is COMPLEX array, dimension (LDA,N) The original n by n matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
HH is COMPLEX array, dimension (LDH,N) The upper Hessenberg matrix H from the reduction A = Q*H*Q' as computed by CGEHRD. H is assumed to be zero below the first subdiagonal.
LDHLDH is INTEGER The leading dimension of the array H. LDH >= max(1,N).
QQ is COMPLEX array, dimension (LDQ,N) The orthogonal matrix Q from the reduction A = Q*H*Q' as computed by CGEHRD + CUNGHR.
LDQLDQ is INTEGER The leading dimension of the array Q. LDQ >= max(1,N).
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The length of the array WORK. LWORK >= 2*N*N.
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (2) RESULT(1) = norm( A - Q*H*Q' ) / ( norm(A) * N * EPS ) RESULT(2) = norm( I - Q'*Q ) / ( N * EPS )
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine clarfy (character UPLO, integer N, complex, dimension( * ) V, integer INCV, complex TAU, complex, dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK)
CLARFY
Purpose:
-
CLARFY applies an elementary reflector, or Householder matrix, H, to an n x n Hermitian matrix C, from both the left and the right. H is represented in the form H = I - tau * v * v' where tau is a scalar and v is a vector. If tau is zero, then H is taken to be the unit matrix.
Parameters:
-
UPLO
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian matrix C is stored. = 'U': Upper triangle = 'L': Lower triangle
NN is INTEGER The number of rows and columns of the matrix C. N >= 0.
VV is COMPLEX array, dimension (1 + (N-1)*abs(INCV)) The vector v as described above.
INCVINCV is INTEGER The increment between successive elements of v. INCV must not be zero.
TAUTAU is COMPLEX The value tau as described above.
CC is COMPLEX array, dimension (LDC, N) On entry, the matrix C. On exit, C is overwritten by H * C * H'.
LDCLDC is INTEGER The leading dimension of the array C. LDC >= max( 1, N ).
WORKWORK is COMPLEX array, dimension (N)
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine clarhs (character*3 PATH, character XTYPE, character UPLO, character TRANS, integer M, integer N, integer KL, integer KU, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldx, * ) X, integer LDX, complex, dimension( ldb, * ) B, integer LDB, integer, dimension( 4 ) ISEED, integer INFO)
CLARHS
Purpose:
-
CLARHS chooses a set of NRHS random solution vectors and sets up the right hand sides for the linear system op( A ) * X = B, where op( A ) may be A, A**T (transpose of A), or A**H (conjugate transpose of A).
Parameters:
-
PATH
PATH is CHARACTER*3 The type of the complex matrix A. PATH may be given in any combination of upper and lower case. Valid paths include xGE: General m x n matrix xGB: General banded matrix xPO: Hermitian positive definite, 2-D storage xPP: Hermitian positive definite packed xPB: Hermitian positive definite banded xHE: Hermitian indefinite, 2-D storage xHP: Hermitian indefinite packed xHB: Hermitian indefinite banded xSY: Symmetric indefinite, 2-D storage xSP: Symmetric indefinite packed xSB: Symmetric indefinite banded xTR: Triangular xTP: Triangular packed xTB: Triangular banded xQR: General m x n matrix xLQ: General m x n matrix xQL: General m x n matrix xRQ: General m x n matrix where the leading character indicates the precision.
XTYPEXTYPE is CHARACTER*1 Specifies how the exact solution X will be determined: = 'N': New solution; generate a random X. = 'C': Computed; use value of X on entry.
UPLOUPLO is CHARACTER*1 Used only if A is symmetric or triangular; specifies whether the upper or lower triangular part of the matrix A is stored. = 'U': Upper triangular = 'L': Lower triangular
TRANSTRANS is CHARACTER*1 Used only if A is nonsymmetric; specifies the operation applied to the matrix A. = 'N': B := A * X = 'T': B := A**T * X = 'C': B := A**H * X
MM is INTEGER The number of rows of the matrix A. M >= 0.
NN is INTEGER The number of columns of the matrix A. N >= 0.
KLKL is INTEGER Used only if A is a band matrix; specifies the number of subdiagonals of A if A is a general band matrix or if A is symmetric or triangular and UPLO = 'L'; specifies the number of superdiagonals of A if A is symmetric or triangular and UPLO = 'U'. 0 <= KL <= M-1.
KUKU is INTEGER Used only if A is a general band matrix or if A is triangular. If PATH = xGB, specifies the number of superdiagonals of A, and 0 <= KU <= N-1. If PATH = xTR, xTP, or xTB, specifies whether or not the matrix has unit diagonal: = 1: matrix has non-unit diagonal (default) = 2: matrix has unit diagonal
NRHSNRHS is INTEGER The number of right hand side vectors in the system A*X = B.
AA is COMPLEX array, dimension (LDA,N) The test matrix whose type is given by PATH.
LDALDA is INTEGER The leading dimension of the array A. If PATH = xGB, LDA >= KL+KU+1. If PATH = xPB, xSB, xHB, or xTB, LDA >= KL+1. Otherwise, LDA >= max(1,M).
XX is or output) COMPLEX array, dimension (LDX,NRHS) On entry, if XTYPE = 'C' (for 'Computed'), then X contains the exact solution to the system of linear equations. On exit, if XTYPE = 'N' (for 'New'), then X is initialized with random values.
LDXLDX is INTEGER The leading dimension of the array X. If TRANS = 'N', LDX >= max(1,N); if TRANS = 'T', LDX >= max(1,M).
BB is COMPLEX array, dimension (LDB,NRHS) The right hand side vector(s) for the system of equations, computed from B = op(A) * X, where op(A) is determined by TRANS.
LDBLDB is INTEGER The leading dimension of the array B. If TRANS = 'N', LDB >= max(1,M); if TRANS = 'T', LDB >= max(1,N).
ISEEDISEED is INTEGER array, dimension (4) The seed vector for the random number generator (used in CLATMS). Modified on exit.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine clatm4 (integer ITYPE, integer N, integer NZ1, integer NZ2, logical RSIGN, real AMAGN, real RCOND, real TRIANG, integer IDIST, integer, dimension( 4 ) ISEED, complex, dimension( lda, * ) A, integer LDA)
CLATM4
Purpose:
-
CLATM4 generates basic square matrices, which may later be multiplied by others in order to produce test matrices. It is intended mainly to be used to test the generalized eigenvalue routines. It first generates the diagonal and (possibly) subdiagonal, according to the value of ITYPE, NZ1, NZ2, RSIGN, AMAGN, and RCOND. It then fills in the upper triangle with random numbers, if TRIANG is non-zero.
Parameters:
-
ITYPE
ITYPE is INTEGER The "type" of matrix on the diagonal and sub-diagonal. If ITYPE < 0, then type abs(ITYPE) is generated and then swapped end for end (A(I,J) := A'(N-J,N-I).) See also the description of AMAGN and RSIGN. Special types: = 0: the zero matrix. = 1: the identity. = 2: a transposed Jordan block. = 3: If N is odd, then a k+1 x k+1 transposed Jordan block followed by a k x k identity block, where k=(N-1)/2. If N is even, then k=(N-2)/2, and a zero diagonal entry is tacked onto the end. Diagonal types. The diagonal consists of NZ1 zeros, then k=N-NZ1-NZ2 nonzeros. The subdiagonal is zero. ITYPE specifies the nonzero diagonal entries as follows: = 4: 1, ..., k = 5: 1, RCOND, ..., RCOND = 6: 1, ..., 1, RCOND = 7: 1, a, a^2, ..., a^(k-1)=RCOND = 8: 1, 1-d, 1-2*d, ..., 1-(k-1)*d=RCOND = 9: random numbers chosen from (RCOND,1) = 10: random numbers with distribution IDIST (see CLARND.)
NN is INTEGER The order of the matrix.
NZ1NZ1 is INTEGER If abs(ITYPE) > 3, then the first NZ1 diagonal entries will be zero.
NZ2NZ2 is INTEGER If abs(ITYPE) > 3, then the last NZ2 diagonal entries will be zero.
RSIGNRSIGN is LOGICAL = .TRUE.: The diagonal and subdiagonal entries will be multiplied by random numbers of magnitude 1. = .FALSE.: The diagonal and subdiagonal entries will be left as they are (usually non-negative real.)
AMAGNAMAGN is REAL The diagonal and subdiagonal entries will be multiplied by AMAGN.
RCONDRCOND is REAL If abs(ITYPE) > 4, then the smallest diagonal entry will be RCOND. RCOND must be between 0 and 1.
TRIANGTRIANG is REAL The entries above the diagonal will be random numbers with magnitude bounded by TRIANG (i.e., random numbers multiplied by TRIANG.)
IDISTIDIST is INTEGER On entry, DIST specifies the type of distribution to be used to generate a random matrix . = 1: real and imaginary parts each UNIFORM( 0, 1 ) = 2: real and imaginary parts each UNIFORM( -1, 1 ) = 3: real and imaginary parts each NORMAL( 0, 1 ) = 4: complex number uniform in DISK( 0, 1 )
ISEEDISEED is INTEGER array, dimension (4) On entry ISEED specifies the seed of the random number generator. The values of ISEED are changed on exit, and can be used in the next call to CLATM4 to continue the same random number sequence. Note: ISEED(4) should be odd, for the random number generator used at present.
AA is COMPLEX array, dimension (LDA, N) Array to be computed.
LDALDA is INTEGER Leading dimension of A. Must be at least 1 and at least N.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
logical function clctes (complex Z, complex D)
CLCTES
Purpose:
-
CLCTES returns .TRUE. if the eigenvalue Z/D is to be selected (specifically, in this subroutine, if the real part of the eigenvalue is negative), and otherwise it returns .FALSE.. It is used by the test routine CDRGES to test whether the driver routine CGGES successfully sorts eigenvalues.
Parameters:
-
Z
Z is COMPLEX The numerator part of a complex eigenvalue Z/D.
DD is COMPLEX The denominator part of a complex eigenvalue Z/D.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
logical function clctsx (complex ALPHA, complex BETA)
CLCTSX
Purpose:
-
This function is used to determine what eigenvalues will be selected. If this is part of the test driver CDRGSX, do not change the code UNLESS you are testing input examples and not using the built-in examples.
Parameters:
-
ALPHA
ALPHA is COMPLEX
BETABETA is COMPLEX parameters to decide whether the pair (ALPHA, BETA) is selected.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine clsets (integer M, integer P, integer N, complex, dimension( lda, * ) A, complex, dimension( lda, * ) AF, integer LDA, complex, dimension( ldb, * ) B, complex, dimension( ldb, * ) BF, integer LDB, complex, dimension( * ) C, complex, dimension( * ) CF, complex, dimension( * ) D, complex, dimension( * ) DF, complex, dimension( * ) X, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CLSETS
Purpose:
-
CLSETS tests CGGLSE - a subroutine for solving linear equality constrained least square problem (LSE).
Parameters:
-
M
M is INTEGER The number of rows of the matrix A. M >= 0.
PP is INTEGER The number of rows of the matrix B. P >= 0.
NN is INTEGER The number of columns of the matrices A and B. N >= 0.
AA is COMPLEX array, dimension (LDA,N) The M-by-N matrix A.
AFAF is COMPLEX array, dimension (LDA,N)
LDALDA is INTEGER The leading dimension of the arrays A, AF, Q and R. LDA >= max(M,N).
BB is COMPLEX array, dimension (LDB,N) The P-by-N matrix A.
BFBF is COMPLEX array, dimension (LDB,N)
LDBLDB is INTEGER The leading dimension of the arrays B, BF, V and S. LDB >= max(P,N).
CC is COMPLEX array, dimension( M ) the vector C in the LSE problem.
CFCF is COMPLEX array, dimension( M )
DD is COMPLEX array, dimension( P ) the vector D in the LSE problem.
DFDF is COMPLEX array, dimension( P )
XX is COMPLEX array, dimension( N ) solution vector X in the LSE problem.
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The dimension of the array WORK.
RWORKRWORK is REAL array, dimension (M)
RESULTRESULT is REAL array, dimension (2) The test ratios: RESULT(1) = norm( A*x - c )/ norm(A)*norm(X)*EPS RESULT(2) = norm( B*x - d )/ norm(B)*norm(X)*EPS
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine csbmv (character UPLO, integer N, integer K, complex ALPHA, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) X, integer INCX, complex BETA, complex, dimension( * ) Y, integer INCY)
CSBMV
Purpose:
-
CSBMV performs the matrix-vector operation y := alpha*A*x + beta*y, where alpha and beta are scalars, x and y are n element vectors and A is an n by n symmetric band matrix, with k super-diagonals.
UPLO - CHARACTER*1 On entry, UPLO specifies whether the upper or lower triangular part of the band matrix A is being supplied as follows: UPLO = 'U' or 'u' The upper triangular part of A is being supplied. UPLO = 'L' or 'l' The lower triangular part of A is being supplied. Unchanged on exit. N - INTEGER On entry, N specifies the order of the matrix A. N must be at least zero. Unchanged on exit. K - INTEGER On entry, K specifies the number of super-diagonals of the matrix A. K must satisfy 0 .le. K. Unchanged on exit. ALPHA - COMPLEX On entry, ALPHA specifies the scalar alpha. Unchanged on exit. A - COMPLEX array, dimension( LDA, N ) Before entry with UPLO = 'U' or 'u', the leading ( k + 1 ) by n part of the array A must contain the upper triangular band part of the symmetric matrix, supplied column by column, with the leading diagonal of the matrix in row ( k + 1 ) of the array, the first super-diagonal starting at position 2 in row k, and so on. The top left k by k triangle of the array A is not referenced. The following program segment will transfer the upper triangular part of a symmetric band matrix from conventional full matrix storage to band storage: DO 20, J = 1, N M = K + 1 - J DO 10, I = MAX( 1, J - K ), J A( M + I, J ) = matrix( I, J ) 10 CONTINUE 20 CONTINUE Before entry with UPLO = 'L' or 'l', the leading ( k + 1 ) by n part of the array A must contain the lower triangular band part of the symmetric matrix, supplied column by column, with the leading diagonal of the matrix in row 1 of the array, the first sub-diagonal starting at position 1 in row 2, and so on. The bottom right k by k triangle of the array A is not referenced. The following program segment will transfer the lower triangular part of a symmetric band matrix from conventional full matrix storage to band storage: DO 20, J = 1, N M = 1 - J DO 10, I = J, MIN( N, J + K ) A( M + I, J ) = matrix( I, J ) 10 CONTINUE 20 CONTINUE Unchanged on exit. LDA - INTEGER On entry, LDA specifies the first dimension of A as declared in the calling (sub) program. LDA must be at least ( k + 1 ). Unchanged on exit. X - COMPLEX array, dimension at least ( 1 + ( N - 1 )*abs( INCX ) ). Before entry, the incremented array X must contain the vector x. Unchanged on exit. INCX - INTEGER On entry, INCX specifies the increment for the elements of X. INCX must not be zero. Unchanged on exit. BETA - COMPLEX On entry, BETA specifies the scalar beta. Unchanged on exit. Y - COMPLEX array, dimension at least ( 1 + ( N - 1 )*abs( INCY ) ). Before entry, the incremented array Y must contain the vector y. On exit, Y is overwritten by the updated vector y. INCY - INTEGER On entry, INCY specifies the increment for the elements of Y. INCY must not be zero. Unchanged on exit.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine csgt01 (integer ITYPE, character UPLO, integer N, integer M, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldz, * ) Z, integer LDZ, real, dimension( * ) D, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( * ) RESULT)
CSGT01
Purpose:
-
CSGT01 checks a decomposition of the form A Z = B Z D or A B Z = Z D or B A Z = Z D where A is a Hermitian matrix, B is Hermitian positive definite, Z is unitary, and D is diagonal. One of the following test ratios is computed: ITYPE = 1: RESULT(1) = | A Z - B Z D | / ( |A| |Z| n ulp ) ITYPE = 2: RESULT(1) = | A B Z - Z D | / ( |A| |Z| n ulp ) ITYPE = 3: RESULT(1) = | B A Z - Z D | / ( |A| |Z| n ulp )
Parameters:
-
ITYPE
ITYPE is INTEGER The form of the Hermitian generalized eigenproblem. = 1: A*z = (lambda)*B*z = 2: A*B*z = (lambda)*z = 3: B*A*z = (lambda)*z
UPLOUPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian matrices A and B is stored. = 'U': Upper triangular = 'L': Lower triangular
NN is INTEGER The order of the matrix A. N >= 0.
MM is INTEGER The number of eigenvalues found. M >= 0.
AA is COMPLEX array, dimension (LDA, N) The original Hermitian matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
BB is COMPLEX array, dimension (LDB, N) The original Hermitian positive definite matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
ZZ is COMPLEX array, dimension (LDZ, M) The computed eigenvectors of the generalized eigenproblem.
LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= max(1,N).
DD is REAL array, dimension (M) The computed eigenvalues of the generalized eigenproblem.
WORKWORK is COMPLEX array, dimension (N*N)
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (1) The test ratio as described above.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
logical function cslect (complex Z)
CSLECT
Purpose:
-
CSLECT returns .TRUE. if the eigenvalue Z is to be selected, otherwise it returns .FALSE. It is used by CCHK41 to test if CGEES successfully sorts eigenvalues, and by CCHK43 to test if CGEESX successfully sorts eigenvalues. The common block /SSLCT/ controls how eigenvalues are selected. If SELOPT = 0, then CSLECT return .TRUE. when real(Z) is less than zero, and .FALSE. otherwise. If SELOPT is at least 1, CSLECT returns SELVAL(SELOPT) and adds 1 to SELOPT, cycling back to 1 at SELMAX.
Parameters:
-
Z
Z is COMPLEX The eigenvalue Z.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cstt21 (integer N, integer KBAND, real, dimension( * ) AD, real, dimension( * ) AE, real, dimension( * ) SD, real, dimension( * ) SE, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( * ) WORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CSTT21
Purpose:
-
CSTT21 checks a decomposition of the form A = U S UC> where * means conjugate transpose, A is real symmetric tridiagonal, U is unitary, and S is real and diagonal (if KBAND=0) or symmetric tridiagonal (if KBAND=1). Two tests are performed: RESULT(1) = | A - U S U* | / ( |A| n ulp ) RESULT(2) = | I - UU* | / ( n ulp )
Parameters:
-
N
N is INTEGER The size of the matrix. If it is zero, CSTT21 does nothing. It must be at least zero.
KBANDKBAND is INTEGER The bandwidth of the matrix S. It may only be zero or one. If zero, then S is diagonal, and SE is not referenced. If one, then S is symmetric tri-diagonal.
ADAD is REAL array, dimension (N) The diagonal of the original (unfactored) matrix A. A is assumed to be real symmetric tridiagonal.
AEAE is REAL array, dimension (N-1) The off-diagonal of the original (unfactored) matrix A. A is assumed to be symmetric tridiagonal. AE(1) is the (1,2) and (2,1) element, AE(2) is the (2,3) and (3,2) element, etc.
SDSD is REAL array, dimension (N) The diagonal of the real (symmetric tri-) diagonal matrix S.
SESE is REAL array, dimension (N-1) The off-diagonal of the (symmetric tri-) diagonal matrix S. Not referenced if KBSND=0. If KBAND=1, then AE(1) is the (1,2) and (2,1) element, SE(2) is the (2,3) and (3,2) element, etc.
UU is COMPLEX array, dimension (LDU, N) The unitary matrix in the decomposition.
LDULDU is INTEGER The leading dimension of U. LDU must be at least N.
WORKWORK is COMPLEX array, dimension (N**2)
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (2) The values computed by the two tests described above. The values are currently limited to 1/ulp, to avoid overflow. RESULT(1) is always modified.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cstt22 (integer N, integer M, integer KBAND, real, dimension( * ) AD, real, dimension( * ) AE, real, dimension( * ) SD, real, dimension( * ) SE, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldwork, * ) WORK, integer LDWORK, real, dimension( * ) RWORK, real, dimension( 2 ) RESULT)
CSTT22
Purpose:
-
CSTT22 checks a set of M eigenvalues and eigenvectors, A U = U S where A is Hermitian tridiagonal, the columns of U are unitary, and S is diagonal (if KBAND=0) or Hermitian tridiagonal (if KBAND=1). Two tests are performed: RESULT(1) = | U* A U - S | / ( |A| m ulp ) RESULT(2) = | I - U*U | / ( m ulp )
Parameters:
-
N
N is INTEGER The size of the matrix. If it is zero, CSTT22 does nothing. It must be at least zero.
MM is INTEGER The number of eigenpairs to check. If it is zero, CSTT22 does nothing. It must be at least zero.
KBANDKBAND is INTEGER The bandwidth of the matrix S. It may only be zero or one. If zero, then S is diagonal, and SE is not referenced. If one, then S is Hermitian tri-diagonal.
ADAD is REAL array, dimension (N) The diagonal of the original (unfactored) matrix A. A is assumed to be Hermitian tridiagonal.
AEAE is REAL array, dimension (N) The off-diagonal of the original (unfactored) matrix A. A is assumed to be Hermitian tridiagonal. AE(1) is ignored, AE(2) is the (1,2) and (2,1) element, etc.
SDSD is REAL array, dimension (N) The diagonal of the (Hermitian tri-) diagonal matrix S.
SESE is REAL array, dimension (N) The off-diagonal of the (Hermitian tri-) diagonal matrix S. Not referenced if KBSND=0. If KBAND=1, then AE(1) is ignored, SE(2) is the (1,2) and (2,1) element, etc.
UU is REAL array, dimension (LDU, N) The unitary matrix in the decomposition.
LDULDU is INTEGER The leading dimension of U. LDU must be at least N.
WORKWORK is COMPLEX array, dimension (LDWORK, M+1)
LDWORKLDWORK is INTEGER The leading dimension of WORK. LDWORK must be at least max(1,M).
RWORKRWORK is REAL array, dimension (N)
RESULTRESULT is REAL array, dimension (2) The values computed by the two tests described above. The values are currently limited to 1/ulp, to avoid overflow.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cunt01 (character ROWCOL, integer M, integer N, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real RESID)
CUNT01
Purpose:
-
CUNT01 checks that the matrix U is unitary by computing the ratio RESID = norm( I - U*U' ) / ( n * EPS ), if ROWCOL = 'R', or RESID = norm( I - U'*U ) / ( m * EPS ), if ROWCOL = 'C'. Alternatively, if there isn't sufficient workspace to form I - U*U' or I - U'*U, the ratio is computed as RESID = abs( I - U*U' ) / ( n * EPS ), if ROWCOL = 'R', or RESID = abs( I - U'*U ) / ( m * EPS ), if ROWCOL = 'C'. where EPS is the machine precision. ROWCOL is used only if m = n; if m > n, ROWCOL is assumed to be 'C', and if m < n, ROWCOL is assumed to be 'R'.
Parameters:
-
ROWCOL
ROWCOL is CHARACTER Specifies whether the rows or columns of U should be checked for orthogonality. Used only if M = N. = 'R': Check for orthogonal rows of U = 'C': Check for orthogonal columns of U
MM is INTEGER The number of rows of the matrix U.
NN is INTEGER The number of columns of the matrix U.
UU is COMPLEX array, dimension (LDU,N) The unitary matrix U. U is checked for orthogonal columns if m > n or if m = n and ROWCOL = 'C'. U is checked for orthogonal rows if m < n or if m = n and ROWCOL = 'R'.
LDULDU is INTEGER The leading dimension of the array U. LDU >= max(1,M).
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The length of the array WORK. For best performance, LWORK should be at least N*N if ROWCOL = 'C' or M*M if ROWCOL = 'R', but the test will be done even if LWORK is 0.
RWORKRWORK is REAL array, dimension (min(M,N)) Used only if LWORK is large enough to use the Level 3 BLAS code.
RESIDRESID is REAL RESID = norm( I - U * U' ) / ( n * EPS ), if ROWCOL = 'R', or RESID = norm( I - U' * U ) / ( m * EPS ), if ROWCOL = 'C'.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cunt03 (character*( * ) RC, integer MU, integer MV, integer N, integer K, complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, real RESULT, integer INFO)
CUNT03
Purpose:
-
CUNT03 compares two unitary matrices U and V to see if their corresponding rows or columns span the same spaces. The rows are checked if RC = 'R', and the columns are checked if RC = 'C'. RESULT is the maximum of | V*V' - I | / ( MV ulp ), if RC = 'R', or | V'*V - I | / ( MV ulp ), if RC = 'C', and the maximum over rows (or columns) 1 to K of | U(i) - S*V(i) |/ ( N ulp ) where abs(S) = 1 (chosen to minimize the expression), U(i) is the i-th row (column) of U, and V(i) is the i-th row (column) of V.
Parameters:
-
RC
RC is CHARACTER*1 If RC = 'R' the rows of U and V are to be compared. If RC = 'C' the columns of U and V are to be compared.
MUMU is INTEGER The number of rows of U if RC = 'R', and the number of columns if RC = 'C'. If MU = 0 CUNT03 does nothing. MU must be at least zero.
MVMV is INTEGER The number of rows of V if RC = 'R', and the number of columns if RC = 'C'. If MV = 0 CUNT03 does nothing. MV must be at least zero.
NN is INTEGER If RC = 'R', the number of columns in the matrices U and V, and if RC = 'C', the number of rows in U and V. If N = 0 CUNT03 does nothing. N must be at least zero.
KK is INTEGER The number of rows or columns of U and V to compare. 0 <= K <= max(MU,MV).
UU is COMPLEX array, dimension (LDU,N) The first matrix to compare. If RC = 'R', U is MU by N, and if RC = 'C', U is N by MU.
LDULDU is INTEGER The leading dimension of U. If RC = 'R', LDU >= max(1,MU), and if RC = 'C', LDU >= max(1,N).
VV is COMPLEX array, dimension (LDV,N) The second matrix to compare. If RC = 'R', V is MV by N, and if RC = 'C', V is N by MV.
LDVLDV is INTEGER The leading dimension of V. If RC = 'R', LDV >= max(1,MV), and if RC = 'C', LDV >= max(1,N).
WORKWORK is COMPLEX array, dimension (LWORK)
LWORKLWORK is INTEGER The length of the array WORK. For best performance, LWORK should be at least N*N if RC = 'C' or M*M if RC = 'R', but the tests will be done even if LWORK is 0.
RWORKRWORK is REAL array, dimension (max(MV,N))
RESULTRESULT is REAL The value computed by the test described above. RESULT is limited to 1/ulp to avoid overflow.
INFOINFO is INTEGER 0 indicates a successful exit -k indicates the k-th parameter had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Author
Generated automatically by Doxygen for LAPACK from the source code.