/* dget52.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b12 = 0.; static doublereal c_b15 = 1.; /* Subroutine */ int dget52_(logical *left, integer *n, doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal *e, integer * lde, doublereal *alphar, doublereal *alphai, doublereal *beta, doublereal *work, doublereal *result) { /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, e_dim1, e_offset, i__1, i__2; doublereal d__1, d__2, d__3, d__4; /* Local variables */ integer j; doublereal ulp; integer jvec; doublereal temp1, acoef, scale, abmax, salfi, sbeta; extern /* Subroutine */ int dgemv_(char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); doublereal salfr, anorm, bnorm, enorm; char trans[1]; doublereal bcoefi; extern doublereal dlamch_(char *), dlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); doublereal bcoefr, alfmax, safmin; char normab[1]; doublereal safmax, betmax, enrmer; logical ilcplx; doublereal errnrm; /* -- LAPACK test routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DGET52 does an eigenvector check for the generalized eigenvalue */ /* problem. */ /* The basic test for right eigenvectors is: */ /* | b(j) A E(j) - a(j) B E(j) | */ /* RESULT(1) = max ------------------------------- */ /* j n ulp max( |b(j) A|, |a(j) B| ) */ /* using the 1-norm. Here, a(j)/b(j) = w is the j-th generalized */ /* eigenvalue of A - w B, or, equivalently, b(j)/a(j) = m is the j-th */ /* generalized eigenvalue of m A - B. */ /* For real eigenvalues, the test is straightforward. For complex */ /* eigenvalues, E(j) and a(j) are complex, represented by */ /* Er(j) + i*Ei(j) and ar(j) + i*ai(j), resp., so the test for that */ /* eigenvector becomes */ /* max( |Wr|, |Wi| ) */ /* -------------------------------------------- */ /* n ulp max( |b(j) A|, (|ar(j)|+|ai(j)|) |B| ) */ /* where */ /* Wr = b(j) A Er(j) - ar(j) B Er(j) + ai(j) B Ei(j) */ /* Wi = b(j) A Ei(j) - ai(j) B Er(j) - ar(j) B Ei(j) */ /* T T _ */ /* For left eigenvectors, A , B , a, and b are used. */ /* DGET52 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(j)=b(j)=0, then the eigenvector is set to be the jth coordinate */ /* vector. The normalization test is: */ /* RESULT(2) = max | M(v(j)) - 1 | / ( n ulp ) */ /* eigenvectors v(j) */ /* Arguments */ /* ========= */ /* LEFT (input) 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. */ /* N (input) INTEGER */ /* The size of the matrices. If it is zero, DGET52 does */ /* nothing. It must be at least zero. */ /* A (input) DOUBLE PRECISION array, dimension (LDA, N) */ /* The matrix A. */ /* LDA (input) INTEGER */ /* The leading dimension of A. It must be at least 1 */ /* and at least N. */ /* B (input) DOUBLE PRECISION array, dimension (LDB, N) */ /* The matrix B. */ /* LDB (input) INTEGER */ /* The leading dimension of B. It must be at least 1 */ /* and at least N. */ /* E (input) DOUBLE PRECISION array, dimension (LDE, N) */ /* The matrix of eigenvectors. It must be O( 1 ). Complex */ /* eigenvalues and eigenvectors always come in pairs, the */ /* eigenvalue and its conjugate being stored in adjacent */ /* elements of ALPHAR, ALPHAI, and BETA. Thus, if a(j)/b(j) */ /* and a(j+1)/b(j+1) are a complex conjugate pair of */ /* generalized eigenvalues, then E(,j) contains the real part */ /* of the eigenvector and E(,j+1) contains the imaginary part. */ /* Note that whether E(,j) is a real eigenvector or part of a */ /* complex one is specified by whether ALPHAI(j) is zero or not. */ /* LDE (input) INTEGER */ /* The leading dimension of E. It must be at least 1 and at */ /* least N. */ /* ALPHAR (input) DOUBLE PRECISION array, dimension (N) */ /* The real parts of the values a(j) as described above, which, */ /* along with b(j), define the generalized eigenvalues. */ /* Complex eigenvalues always come in complex conjugate pairs */ /* a(j)/b(j) and a(j+1)/b(j+1), which are stored in adjacent */ /* elements in ALPHAR, ALPHAI, and BETA. Thus, if the j-th */ /* and (j+1)-st eigenvalues form a pair, ALPHAR(j+1)/BETA(j+1) */ /* is assumed to be equal to ALPHAR(j)/BETA(j). */ /* ALPHAI (input) DOUBLE PRECISION array, dimension (N) */ /* The imaginary parts of the values a(j) as described above, */ /* which, along with b(j), define the generalized eigenvalues. */ /* If ALPHAI(j)=0, then the eigenvalue is real, otherwise it */ /* is part of a complex conjugate pair. Complex eigenvalues */ /* always come in complex conjugate pairs a(j)/b(j) and */ /* a(j+1)/b(j+1), which are stored in adjacent elements in */ /* ALPHAR, ALPHAI, and BETA. Thus, if the j-th and (j+1)-st */ /* eigenvalues form a pair, ALPHAI(j+1)/BETA(j+1) is assumed to */ /* be equal to -ALPHAI(j)/BETA(j). Also, nonzero values in */ /* ALPHAI are assumed to always come in adjacent pairs. */ /* BETA (input) DOUBLE PRECISION array, dimension (N) */ /* The values b(j) as described above, which, along with a(j), */ /* define the generalized eigenvalues. */ /* WORK (workspace) DOUBLE PRECISION array, dimension (N**2+N) */ /* RESULT (output) DOUBLE PRECISION 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. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; e_dim1 = *lde; e_offset = 1 + e_dim1; e -= e_offset; --alphar; --alphai; --beta; --work; --result; /* Function Body */ result[1] = 0.; result[2] = 0.; if (*n <= 0) { return 0; } safmin = dlamch_("Safe minimum"); safmax = 1. / safmin; ulp = dlamch_("Epsilon") * dlamch_("Base"); if (*left) { *(unsigned char *)trans = 'T'; *(unsigned char *)normab = 'I'; } else { *(unsigned char *)trans = 'N'; *(unsigned char *)normab = 'O'; } /* Norm of A, B, and E: */ /* Computing MAX */ d__1 = dlange_(normab, n, n, &a[a_offset], lda, &work[1]); anorm = max(d__1,safmin); /* Computing MAX */ d__1 = dlange_(normab, n, n, &b[b_offset], ldb, &work[1]); bnorm = max(d__1,safmin); /* Computing MAX */ d__1 = dlange_("O", n, n, &e[e_offset], lde, &work[1]); enorm = max(d__1,ulp); alfmax = safmax / max(1.,bnorm); betmax = safmax / max(1.,anorm); /* Compute error matrix. */ /* Column i = ( b(i) A - a(i) B ) E(i) / max( |a(i) B| |b(i) A| ) */ ilcplx = FALSE_; i__1 = *n; for (jvec = 1; jvec <= i__1; ++jvec) { if (ilcplx) { /* 2nd Eigenvalue/-vector of pair -- do nothing */ ilcplx = FALSE_; } else { salfr = alphar[jvec]; salfi = alphai[jvec]; sbeta = beta[jvec]; if (salfi == 0.) { /* Real eigenvalue and -vector */ /* Computing MAX */ d__1 = abs(salfr), d__2 = abs(sbeta); abmax = max(d__1,d__2); if (abs(salfr) > alfmax || abs(sbeta) > betmax || abmax < 1.) { scale = 1. / max(abmax,safmin); salfr = scale * salfr; sbeta = scale * sbeta; } /* Computing MAX */ d__1 = abs(salfr) * bnorm, d__2 = abs(sbeta) * anorm, d__1 = max(d__1,d__2); scale = 1. / max(d__1,safmin); acoef = scale * sbeta; bcoefr = scale * salfr; dgemv_(trans, n, n, &acoef, &a[a_offset], lda, &e[jvec * e_dim1 + 1], &c__1, &c_b12, &work[*n * (jvec - 1) + 1] , &c__1); d__1 = -bcoefr; dgemv_(trans, n, n, &d__1, &b[b_offset], lda, &e[jvec * e_dim1 + 1], &c__1, &c_b15, &work[*n * (jvec - 1) + 1] , &c__1); } else { /* Complex conjugate pair */ ilcplx = TRUE_; if (jvec == *n) { result[1] = 10. / ulp; return 0; } /* Computing MAX */ d__1 = abs(salfr) + abs(salfi), d__2 = abs(sbeta); abmax = max(d__1,d__2); if (abs(salfr) + abs(salfi) > alfmax || abs(sbeta) > betmax || abmax < 1.) { scale = 1. / max(abmax,safmin); salfr = scale * salfr; salfi = scale * salfi; sbeta = scale * sbeta; } /* Computing MAX */ d__1 = (abs(salfr) + abs(salfi)) * bnorm, d__2 = abs(sbeta) * anorm, d__1 = max(d__1,d__2); scale = 1. / max(d__1,safmin); acoef = scale * sbeta; bcoefr = scale * salfr; bcoefi = scale * salfi; if (*left) { bcoefi = -bcoefi; } dgemv_(trans, n, n, &acoef, &a[a_offset], lda, &e[jvec * e_dim1 + 1], &c__1, &c_b12, &work[*n * (jvec - 1) + 1] , &c__1); d__1 = -bcoefr; dgemv_(trans, n, n, &d__1, &b[b_offset], lda, &e[jvec * e_dim1 + 1], &c__1, &c_b15, &work[*n * (jvec - 1) + 1] , &c__1); dgemv_(trans, n, n, &bcoefi, &b[b_offset], lda, &e[(jvec + 1) * e_dim1 + 1], &c__1, &c_b15, &work[*n * (jvec - 1) + 1], &c__1); dgemv_(trans, n, n, &acoef, &a[a_offset], lda, &e[(jvec + 1) * e_dim1 + 1], &c__1, &c_b12, &work[*n * jvec + 1], & c__1); d__1 = -bcoefi; dgemv_(trans, n, n, &d__1, &b[b_offset], lda, &e[jvec * e_dim1 + 1], &c__1, &c_b15, &work[*n * jvec + 1], & c__1); d__1 = -bcoefr; dgemv_(trans, n, n, &d__1, &b[b_offset], lda, &e[(jvec + 1) * e_dim1 + 1], &c__1, &c_b15, &work[*n * jvec + 1], & c__1); } } /* L10: */ } /* Computing 2nd power */ i__1 = *n; errnrm = dlange_("One", n, n, &work[1], n, &work[i__1 * i__1 + 1]) / enorm; /* Compute RESULT(1) */ result[1] = errnrm / ulp; /* Normalization of E: */ enrmer = 0.; ilcplx = FALSE_; i__1 = *n; for (jvec = 1; jvec <= i__1; ++jvec) { if (ilcplx) { ilcplx = FALSE_; } else { temp1 = 0.; if (alphai[jvec] == 0.) { i__2 = *n; for (j = 1; j <= i__2; ++j) { /* Computing MAX */ d__2 = temp1, d__3 = (d__1 = e[j + jvec * e_dim1], abs( d__1)); temp1 = max(d__2,d__3); /* L20: */ } /* Computing MAX */ d__1 = enrmer, d__2 = temp1 - 1.; enrmer = max(d__1,d__2); } else { ilcplx = TRUE_; i__2 = *n; for (j = 1; j <= i__2; ++j) { /* Computing MAX */ d__3 = temp1, d__4 = (d__1 = e[j + jvec * e_dim1], abs( d__1)) + (d__2 = e[j + (jvec + 1) * e_dim1], abs( d__2)); temp1 = max(d__3,d__4); /* L30: */ } /* Computing MAX */ d__1 = enrmer, d__2 = temp1 - 1.; enrmer = max(d__1,d__2); } } /* L40: */ } /* Compute RESULT(2) : the normalization error in E. */ result[2] = enrmer / ((doublereal) (*n) * ulp); return 0; /* End of DGET52 */ } /* dget52_ */