LAPACK: TESTING/EIG/ddrgev.f Source File

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00001       SUBROUTINE DDRGEV( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
00002      $                   NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE,
00003      $                   ALPHAR, ALPHAI, BETA, ALPHR1, ALPHI1, BETA1,
00004      $                   WORK, LWORK, RESULT, INFO )
00005 *
00006 *  -- LAPACK test routine (version 3.1) --
00007 *     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
00008 *     November 2006
00009 *
00010 *     .. Scalar Arguments ..
00011       INTEGER            INFO, LDA, LDQ, LDQE, LWORK, NOUNIT, NSIZES,
00012      $                   NTYPES
00013       DOUBLE PRECISION   THRESH
00014 *     ..
00015 *     .. Array Arguments ..
00016       LOGICAL            DOTYPE( * )
00017       INTEGER            ISEED( 4 ), NN( * )
00018       DOUBLE PRECISION   A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
00019      $                   ALPHI1( * ), ALPHR1( * ), B( LDA, * ),
00020      $                   BETA( * ), BETA1( * ), Q( LDQ, * ),
00021      $                   QE( LDQE, * ), RESULT( * ), S( LDA, * ),
00022      $                   T( LDA, * ), WORK( * ), Z( LDQ, * )
00023 *     ..
00024 *
00025 *  Purpose
00026 *  =======
00027 *
00028 *  DDRGEV checks the nonsymmetric generalized eigenvalue problem driver
00029 *  routine DGGEV.
00030 *
00031 *  DGGEV computes for a pair of n-by-n nonsymmetric matrices (A,B) the
00032 *  generalized eigenvalues and, optionally, the left and right
00033 *  eigenvectors.
00034 *
00035 *  A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
00036 *  or a ratio  alpha/beta = w, such that A - w*B is singular.  It is
00037 *  usually represented as the pair (alpha,beta), as there is reasonalbe
00038 *  interpretation for beta=0, and even for both being zero.
00039 *
00040 *  A right generalized eigenvector corresponding to a generalized
00041 *  eigenvalue  w  for a pair of matrices (A,B) is a vector r  such that
00042 *  (A - wB) * r = 0.  A left generalized eigenvector is a vector l such
00043 *  that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l.
00044 *
00045 *  When DDRGEV is called, a number of matrix "sizes" ("n's") and a
00046 *  number of matrix "types" are specified.  For each size ("n")
00047 *  and each type of matrix, a pair of matrices (A, B) will be generated
00048 *  and used for testing.  For each matrix pair, the following tests
00049 *  will be performed and compared with the threshhold THRESH.
00050 *
00051 *  Results from DGGEV:
00052 *
00053 *  (1)  max over all left eigenvalue/-vector pairs (alpha/beta,l) of
00054 *
00055 *       | VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) )
00056 *
00057 *       where VL**H is the conjugate-transpose of VL.
00058 *
00059 *  (2)  | |VL(i)| - 1 | / ulp and whether largest component real
00060 *
00061 *       VL(i) denotes the i-th column of VL.
00062 *
00063 *  (3)  max over all left eigenvalue/-vector pairs (alpha/beta,r) of
00064 *
00065 *       | (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) )
00066 *
00067 *  (4)  | |VR(i)| - 1 | / ulp and whether largest component real
00068 *
00069 *       VR(i) denotes the i-th column of VR.
00070 *
00071 *  (5)  W(full) = W(partial)
00072 *       W(full) denotes the eigenvalues computed when both l and r
00073 *       are also computed, and W(partial) denotes the eigenvalues
00074 *       computed when only W, only W and r, or only W and l are
00075 *       computed.
00076 *
00077 *  (6)  VL(full) = VL(partial)
00078 *       VL(full) denotes the left eigenvectors computed when both l
00079 *       and r are computed, and VL(partial) denotes the result
00080 *       when only l is computed.
00081 *
00082 *  (7)  VR(full) = VR(partial)
00083 *       VR(full) denotes the right eigenvectors computed when both l
00084 *       and r are also computed, and VR(partial) denotes the result
00085 *       when only l is computed.
00086 *
00087 *
00088 *  Test Matrices
00089 *  ---- --------
00090 *
00091 *  The sizes of the test matrices are specified by an array
00092 *  NN(1:NSIZES); the value of each element NN(j) specifies one size.
00093 *  The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if
00094 *  DOTYPE(j) is .TRUE., then matrix type "j" will be generated.
00095 *  Currently, the list of possible types is:
00096 *
00097 *  (1)  ( 0, 0 )         (a pair of zero matrices)
00098 *
00099 *  (2)  ( I, 0 )         (an identity and a zero matrix)
00100 *
00101 *  (3)  ( 0, I )         (an identity and a zero matrix)
00102 *
00103 *  (4)  ( I, I )         (a pair of identity matrices)
00104 *
00105 *          t   t
00106 *  (5)  ( J , J  )       (a pair of transposed Jordan blocks)
00107 *
00108 *                                      t                ( I   0  )
00109 *  (6)  ( X, Y )         where  X = ( J   0  )  and Y = (      t )
00110 *                                   ( 0   I  )          ( 0   J  )
00111 *                        and I is a k x k identity and J a (k+1)x(k+1)
00112 *                        Jordan block; k=(N-1)/2
00113 *
00114 *  (7)  ( D, I )         where D is diag( 0, 1,..., N-1 ) (a diagonal
00115 *                        matrix with those diagonal entries.)
00116 *  (8)  ( I, D )
00117 *
00118 *  (9)  ( big*D, small*I ) where "big" is near overflow and small=1/big
00119 *
00120 *  (10) ( small*D, big*I )
00121 *
00122 *  (11) ( big*I, small*D )
00123 *
00124 *  (12) ( small*I, big*D )
00125 *
00126 *  (13) ( big*D, big*I )
00127 *
00128 *  (14) ( small*D, small*I )
00129 *
00130 *  (15) ( D1, D2 )        where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and
00131 *                         D2 is diag( 0, N-3, N-4,..., 1, 0, 0 )
00132 *            t   t
00133 *  (16) Q ( J , J ) Z     where Q and Z are random orthogonal matrices.
00134 *
00135 *  (17) Q ( T1, T2 ) Z    where T1 and T2 are upper triangular matrices
00136 *                         with random O(1) entries above the diagonal
00137 *                         and diagonal entries diag(T1) =
00138 *                         ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) =
00139 *                         ( 0, N-3, N-4,..., 1, 0, 0 )
00140 *
00141 *  (18) Q ( T1, T2 ) Z    diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )
00142 *                         diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )
00143 *                         s = machine precision.
00144 *
00145 *  (19) Q ( T1, T2 ) Z    diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 )
00146 *                         diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 )
00147 *
00148 *                                                         N-5
00149 *  (20) Q ( T1, T2 ) Z    diag(T1)=( 0, 0, 1, 1, a, ..., a   =s, 0 )
00150 *                         diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
00151 *
00152 *  (21) Q ( T1, T2 ) Z    diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 )
00153 *                         diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
00154 *                         where r1,..., r(N-4) are random.
00155 *
00156 *  (22) Q ( big*T1, small*T2 ) Z    diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
00157 *                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 )
00158 *
00159 *  (23) Q ( small*T1, big*T2 ) Z    diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
00160 *                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 )
00161 *
00162 *  (24) Q ( small*T1, small*T2 ) Z  diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
00163 *                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 )
00164 *
00165 *  (25) Q ( big*T1, big*T2 ) Z      diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
00166 *                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 )
00167 *
00168 *  (26) Q ( T1, T2 ) Z     where T1 and T2 are random upper-triangular
00169 *                          matrices.
00170 *
00171 *
00172 *  Arguments
00173 *  =========
00174 *
00175 *  NSIZES  (input) INTEGER
00176 *          The number of sizes of matrices to use.  If it is zero,
00177 *          DDRGES does nothing.  NSIZES >= 0.
00178 *
00179 *  NN      (input) INTEGER array, dimension (NSIZES)
00180 *          An array containing the sizes to be used for the matrices.
00181 *          Zero values will be skipped.  NN >= 0.
00182 *
00183 *  NTYPES  (input) INTEGER
00184 *          The number of elements in DOTYPE.   If it is zero, DDRGES
00185 *          does nothing.  It must be at least zero.  If it is MAXTYP+1
00186 *          and NSIZES is 1, then an additional type, MAXTYP+1 is
00187 *          defined, which is to use whatever matrix is in A.  This
00188 *          is only useful if DOTYPE(1:MAXTYP) is .FALSE. and
00189 *          DOTYPE(MAXTYP+1) is .TRUE. .
00190 *
00191 *  DOTYPE  (input) LOGICAL array, dimension (NTYPES)
00192 *          If DOTYPE(j) is .TRUE., then for each size in NN a
00193 *          matrix of that size and of type j will be generated.
00194 *          If NTYPES is smaller than the maximum number of types
00195 *          defined (PARAMETER MAXTYP), then types NTYPES+1 through
00196 *          MAXTYP will not be generated. If NTYPES is larger
00197 *          than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES)
00198 *          will be ignored.
00199 *
00200 *  ISEED   (input/output) INTEGER array, dimension (4)
00201 *          On entry ISEED specifies the seed of the random number
00202 *          generator. The array elements should be between 0 and 4095;
00203 *          if not they will be reduced mod 4096. Also, ISEED(4) must
00204 *          be odd.  The random number generator uses a linear
00205 *          congruential sequence limited to small integers, and so
00206 *          should produce machine independent random numbers. The
00207 *          values of ISEED are changed on exit, and can be used in the
00208 *          next call to DDRGES to continue the same random number
00209 *          sequence.
00210 *
00211 *  THRESH  (input) DOUBLE PRECISION
00212 *          A test will count as "failed" if the "error", computed as
00213 *          described above, exceeds THRESH.  Note that the error is
00214 *          scaled to be O(1), so THRESH should be a reasonably small
00215 *          multiple of 1, e.g., 10 or 100.  In particular, it should
00216 *          not depend on the precision (single vs. double) or the size
00217 *          of the matrix.  It must be at least zero.
00218 *
00219 *  NOUNIT  (input) INTEGER
00220 *          The FORTRAN unit number for printing out error messages
00221 *          (e.g., if a routine returns IERR not equal to 0.)
00222 *
00223 *  A       (input/workspace) DOUBLE PRECISION array,
00224 *                                       dimension(LDA, max(NN))
00225 *          Used to hold the original A matrix.  Used as input only
00226 *          if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
00227 *          DOTYPE(MAXTYP+1)=.TRUE.
00228 *
00229 *  LDA     (input) INTEGER
00230 *          The leading dimension of A, B, S, and T.
00231 *          It must be at least 1 and at least max( NN ).
00232 *
00233 *  B       (input/workspace) DOUBLE PRECISION array,
00234 *                                       dimension(LDA, max(NN))
00235 *          Used to hold the original B matrix.  Used as input only
00236 *          if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
00237 *          DOTYPE(MAXTYP+1)=.TRUE.
00238 *
00239 *  S       (workspace) DOUBLE PRECISION array,
00240 *                                 dimension (LDA, max(NN))
00241 *          The Schur form matrix computed from A by DGGES.  On exit, S
00242 *          contains the Schur form matrix corresponding to the matrix
00243 *          in A.
00244 *
00245 *  T       (workspace) DOUBLE PRECISION array,
00246 *                                 dimension (LDA, max(NN))
00247 *          The upper triangular matrix computed from B by DGGES.
00248 *
00249 *  Q       (workspace) DOUBLE PRECISION array,
00250 *                                 dimension (LDQ, max(NN))
00251 *          The (left) eigenvectors matrix computed by DGGEV.
00252 *
00253 *  LDQ     (input) INTEGER
00254 *          The leading dimension of Q and Z. It must
00255 *          be at least 1 and at least max( NN ).
00256 *
00257 *  Z       (workspace) DOUBLE PRECISION array, dimension( LDQ, max(NN) )
00258 *          The (right) orthogonal matrix computed by DGGES.
00259 *
00260 *  QE      (workspace) DOUBLE PRECISION array, dimension( LDQ, max(NN) )
00261 *          QE holds the computed right or left eigenvectors.
00262 *
00263 *  LDQE    (input) INTEGER
00264 *          The leading dimension of QE. LDQE >= max(1,max(NN)).
00265 *
00266 *  ALPHAR  (workspace) DOUBLE PRECISION array, dimension (max(NN))
00267 *  ALPHAI  (workspace) DOUBLE PRECISION array, dimension (max(NN))
00268 *  BETA    (workspace) DOUBLE PRECISION array, dimension (max(NN))
00269 *          The generalized eigenvalues of (A,B) computed by DGGEV.
00270 *          ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th
00271 *          generalized eigenvalue of A and B.
00272 *
00273 *  ALPHR1  (workspace) DOUBLE PRECISION array, dimension (max(NN))
00274 *  ALPHI1  (workspace) DOUBLE PRECISION array, dimension (max(NN))
00275 *  BETA1   (workspace) DOUBLE PRECISION array, dimension (max(NN))
00276 *          Like ALPHAR, ALPHAI, BETA, these arrays contain the
00277 *          eigenvalues of A and B, but those computed when DGGEV only
00278 *          computes a partial eigendecomposition, i.e. not the
00279 *          eigenvalues and left and right eigenvectors.
00280 *
00281 *  WORK    (workspace) DOUBLE PRECISION array, dimension (LWORK)
00282 *
00283 *  LWORK   (input) INTEGER
00284 *          The number of entries in WORK.  LWORK >= MAX( 8*N, N*(N+1) ).
00285 *
00286 *  RESULT  (output) DOUBLE PRECISION array, dimension (2)
00287 *          The values computed by the tests described above.
00288 *          The values are currently limited to 1/ulp, to avoid overflow.
00289 *
00290 *  INFO    (output) INTEGER
00291 *          = 0:  successful exit
00292 *          < 0:  if INFO = -i, the i-th argument had an illegal value.
00293 *          > 0:  A routine returned an error code.  INFO is the
00294 *                absolute value of the INFO value returned.
00295 *
00296 *  =====================================================================
00297 *
00298 *     .. Parameters ..
00299       DOUBLE PRECISION   ZERO, ONE
00300       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
00301       INTEGER            MAXTYP
00302       PARAMETER          ( MAXTYP = 26 )
00303 *     ..
00304 *     .. Local Scalars ..
00305       LOGICAL            BADNN
00306       INTEGER            I, IADD, IERR, IN, J, JC, JR, JSIZE, JTYPE,
00307      $                   MAXWRK, MINWRK, MTYPES, N, N1, NERRS, NMATS,
00308      $                   NMAX, NTESTT
00309       DOUBLE PRECISION   SAFMAX, SAFMIN, ULP, ULPINV
00310 *     ..
00311 *     .. Local Arrays ..
00312       INTEGER            IASIGN( MAXTYP ), IBSIGN( MAXTYP ),
00313      $                   IOLDSD( 4 ), KADD( 6 ), KAMAGN( MAXTYP ),
00314      $                   KATYPE( MAXTYP ), KAZERO( MAXTYP ),
00315      $                   KBMAGN( MAXTYP ), KBTYPE( MAXTYP ),
00316      $                   KBZERO( MAXTYP ), KCLASS( MAXTYP ),
00317      $                   KTRIAN( MAXTYP ), KZ1( 6 ), KZ2( 6 )
00318       DOUBLE PRECISION   RMAGN( 0: 3 )
00319 *     ..
00320 *     .. External Functions ..
00321       INTEGER            ILAENV
00322       DOUBLE PRECISION   DLAMCH, DLARND
00323       EXTERNAL           ILAENV, DLAMCH, DLARND
00324 *     ..
00325 *     .. External Subroutines ..
00326       EXTERNAL           ALASVM, DGET52, DGGEV, DLABAD, DLACPY, DLARFG,
00327      $                   DLASET, DLATM4, DORM2R, XERBLA
00328 *     ..
00329 *     .. Intrinsic Functions ..
00330       INTRINSIC          ABS, DBLE, MAX, MIN, SIGN
00331 *     ..
00332 *     .. Data statements ..
00333       DATA               KCLASS / 15*1, 10*2, 1*3 /
00334       DATA               KZ1 / 0, 1, 2, 1, 3, 3 /
00335       DATA               KZ2 / 0, 0, 1, 2, 1, 1 /
00336       DATA               KADD / 0, 0, 0, 0, 3, 2 /
00337       DATA               KATYPE / 0, 1, 0, 1, 2, 3, 4, 1, 4, 4, 1, 1, 4,
00338      $                   4, 4, 2, 4, 5, 8, 7, 9, 4*4, 0 /
00339       DATA               KBTYPE / 0, 0, 1, 1, 2, -3, 1, 4, 1, 1, 4, 4,
00340      $                   1, 1, -4, 2, -4, 8*8, 0 /
00341       DATA               KAZERO / 6*1, 2, 1, 2*2, 2*1, 2*2, 3, 1, 3,
00342      $                   4*5, 4*3, 1 /
00343       DATA               KBZERO / 6*1, 1, 2, 2*1, 2*2, 2*1, 4, 1, 4,
00344      $                   4*6, 4*4, 1 /
00345       DATA               KAMAGN / 8*1, 2, 3, 2, 3, 2, 3, 7*1, 2, 3, 3,
00346      $                   2, 1 /
00347       DATA               KBMAGN / 8*1, 3, 2, 3, 2, 2, 3, 7*1, 3, 2, 3,
00348      $                   2, 1 /
00349       DATA               KTRIAN / 16*0, 10*1 /
00350       DATA               IASIGN / 6*0, 2, 0, 2*2, 2*0, 3*2, 0, 2, 3*0,
00351      $                   5*2, 0 /
00352       DATA               IBSIGN / 7*0, 2, 2*0, 2*2, 2*0, 2, 0, 2, 9*0 /
00353 *     ..
00354 *     .. Executable Statements ..
00355 *
00356 *     Check for errors
00357 *
00358       INFO = 0
00359 *
00360       BADNN = .FALSE.
00361       NMAX = 1
00362       DO 10 J = 1, NSIZES
00363          NMAX = MAX( NMAX, NN( J ) )
00364          IF( NN( J ).LT.0 )
00365      $      BADNN = .TRUE.
00366    10 CONTINUE
00367 *
00368       IF( NSIZES.LT.0 ) THEN
00369          INFO = -1
00370       ELSE IF( BADNN ) THEN
00371          INFO = -2
00372       ELSE IF( NTYPES.LT.0 ) THEN
00373          INFO = -3
00374       ELSE IF( THRESH.LT.ZERO ) THEN
00375          INFO = -6
00376       ELSE IF( LDA.LE.1 .OR. LDA.LT.NMAX ) THEN
00377          INFO = -9
00378       ELSE IF( LDQ.LE.1 .OR. LDQ.LT.NMAX ) THEN
00379          INFO = -14
00380       ELSE IF( LDQE.LE.1 .OR. LDQE.LT.NMAX ) THEN
00381          INFO = -17
00382       END IF
00383 *
00384 *     Compute workspace
00385 *      (Note: Comments in the code beginning "Workspace:" describe the
00386 *       minimal amount of workspace needed at that point in the code,
00387 *       as well as the preferred amount for good performance.
00388 *       NB refers to the optimal block size for the immediately
00389 *       following subroutine, as returned by ILAENV.
00390 *
00391       MINWRK = 1
00392       IF( INFO.EQ.0 .AND. LWORK.GE.1 ) THEN
00393          MINWRK = MAX( 1, 8*NMAX, NMAX*( NMAX+1 ) )
00394          MAXWRK = 7*NMAX + NMAX*ILAENV( 1, 'DGEQRF', ' ', NMAX, 1, NMAX,
00395      $            0 )
00396          MAXWRK = MAX( MAXWRK, NMAX*( NMAX+1 ) )
00397          WORK( 1 ) = MAXWRK
00398       END IF
00399 *
00400       IF( LWORK.LT.MINWRK )
00401      $   INFO = -25
00402 *
00403       IF( INFO.NE.0 ) THEN
00404          CALL XERBLA( 'DDRGEV', -INFO )
00405          RETURN
00406       END IF
00407 *
00408 *     Quick return if possible
00409 *
00410       IF( NSIZES.EQ.0 .OR. NTYPES.EQ.0 )
00411      $   RETURN
00412 *
00413       SAFMIN = DLAMCH( 'Safe minimum' )
00414       ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
00415       SAFMIN = SAFMIN / ULP
00416       SAFMAX = ONE / SAFMIN
00417       CALL DLABAD( SAFMIN, SAFMAX )
00418       ULPINV = ONE / ULP
00419 *
00420 *     The values RMAGN(2:3) depend on N, see below.
00421 *
00422       RMAGN( 0 ) = ZERO
00423       RMAGN( 1 ) = ONE
00424 *
00425 *     Loop over sizes, types
00426 *
00427       NTESTT = 0
00428       NERRS = 0
00429       NMATS = 0
00430 *
00431       DO 220 JSIZE = 1, NSIZES
00432          N = NN( JSIZE )
00433          N1 = MAX( 1, N )
00434          RMAGN( 2 ) = SAFMAX*ULP / DBLE( N1 )
00435          RMAGN( 3 ) = SAFMIN*ULPINV*N1
00436 *
00437          IF( NSIZES.NE.1 ) THEN
00438             MTYPES = MIN( MAXTYP, NTYPES )
00439          ELSE
00440             MTYPES = MIN( MAXTYP+1, NTYPES )
00441          END IF
00442 *
00443          DO 210 JTYPE = 1, MTYPES
00444             IF( .NOT.DOTYPE( JTYPE ) )
00445      $         GO TO 210
00446             NMATS = NMATS + 1
00447 *
00448 *           Save ISEED in case of an error.
00449 *
00450             DO 20 J = 1, 4
00451                IOLDSD( J ) = ISEED( J )
00452    20       CONTINUE
00453 *
00454 *           Generate test matrices A and B
00455 *
00456 *           Description of control parameters:
00457 *
00458 *           KZLASS: =1 means w/o rotation, =2 means w/ rotation,
00459 *                   =3 means random.
00460 *           KATYPE: the "type" to be passed to DLATM4 for computing A.
00461 *           KAZERO: the pattern of zeros on the diagonal for A:
00462 *                   =1: ( xxx ), =2: (0, xxx ) =3: ( 0, 0, xxx, 0 ),
00463 *                   =4: ( 0, xxx, 0, 0 ), =5: ( 0, 0, 1, xxx, 0 ),
00464 *                   =6: ( 0, 1, 0, xxx, 0 ).  (xxx means a string of
00465 *                   non-zero entries.)
00466 *           KAMAGN: the magnitude of the matrix: =0: zero, =1: O(1),
00467 *                   =2: large, =3: small.
00468 *           IASIGN: 1 if the diagonal elements of A are to be
00469 *                   multiplied by a random magnitude 1 number, =2 if
00470 *                   randomly chosen diagonal blocks are to be rotated
00471 *                   to form 2x2 blocks.
00472 *           KBTYPE, KBZERO, KBMAGN, IBSIGN: the same, but for B.
00473 *           KTRIAN: =0: don't fill in the upper triangle, =1: do.
00474 *           KZ1, KZ2, KADD: used to implement KAZERO and KBZERO.
00475 *           RMAGN: used to implement KAMAGN and KBMAGN.
00476 *
00477             IF( MTYPES.GT.MAXTYP )
00478      $         GO TO 100
00479             IERR = 0
00480             IF( KCLASS( JTYPE ).LT.3 ) THEN
00481 *
00482 *              Generate A (w/o rotation)
00483 *
00484                IF( ABS( KATYPE( JTYPE ) ).EQ.3 ) THEN
00485                   IN = 2*( ( N-1 ) / 2 ) + 1
00486                   IF( IN.NE.N )
00487      $               CALL DLASET( 'Full', N, N, ZERO, ZERO, A, LDA )
00488                ELSE
00489                   IN = N
00490                END IF
00491                CALL DLATM4( KATYPE( JTYPE ), IN, KZ1( KAZERO( JTYPE ) ),
00492      $                      KZ2( KAZERO( JTYPE ) ), IASIGN( JTYPE ),
00493      $                      RMAGN( KAMAGN( JTYPE ) ), ULP,
00494      $                      RMAGN( KTRIAN( JTYPE )*KAMAGN( JTYPE ) ), 2,
00495      $                      ISEED, A, LDA )
00496                IADD = KADD( KAZERO( JTYPE ) )
00497                IF( IADD.GT.0 .AND. IADD.LE.N )
00498      $            A( IADD, IADD ) = ONE
00499 *
00500 *              Generate B (w/o rotation)
00501 *
00502                IF( ABS( KBTYPE( JTYPE ) ).EQ.3 ) THEN
00503                   IN = 2*( ( N-1 ) / 2 ) + 1
00504                   IF( IN.NE.N )
00505      $               CALL DLASET( 'Full', N, N, ZERO, ZERO, B, LDA )
00506                ELSE
00507                   IN = N
00508                END IF
00509                CALL DLATM4( KBTYPE( JTYPE ), IN, KZ1( KBZERO( JTYPE ) ),
00510      $                      KZ2( KBZERO( JTYPE ) ), IBSIGN( JTYPE ),
00511      $                      RMAGN( KBMAGN( JTYPE ) ), ONE,
00512      $                      RMAGN( KTRIAN( JTYPE )*KBMAGN( JTYPE ) ), 2,
00513      $                      ISEED, B, LDA )
00514                IADD = KADD( KBZERO( JTYPE ) )
00515                IF( IADD.NE.0 .AND. IADD.LE.N )
00516      $            B( IADD, IADD ) = ONE
00517 *
00518                IF( KCLASS( JTYPE ).EQ.2 .AND. N.GT.0 ) THEN
00519 *
00520 *                 Include rotations
00521 *
00522 *                 Generate Q, Z as Householder transformations times
00523 *                 a diagonal matrix.
00524 *
00525                   DO 40 JC = 1, N - 1
00526                      DO 30 JR = JC, N
00527                         Q( JR, JC ) = DLARND( 3, ISEED )
00528                         Z( JR, JC ) = DLARND( 3, ISEED )
00529    30                CONTINUE
00530                      CALL DLARFG( N+1-JC, Q( JC, JC ), Q( JC+1, JC ), 1,
00531      $                            WORK( JC ) )
00532                      WORK( 2*N+JC ) = SIGN( ONE, Q( JC, JC ) )
00533                      Q( JC, JC ) = ONE
00534                      CALL DLARFG( N+1-JC, Z( JC, JC ), Z( JC+1, JC ), 1,
00535      $                            WORK( N+JC ) )
00536                      WORK( 3*N+JC ) = SIGN( ONE, Z( JC, JC ) )
00537                      Z( JC, JC ) = ONE
00538    40             CONTINUE
00539                   Q( N, N ) = ONE
00540                   WORK( N ) = ZERO
00541                   WORK( 3*N ) = SIGN( ONE, DLARND( 2, ISEED ) )
00542                   Z( N, N ) = ONE
00543                   WORK( 2*N ) = ZERO
00544                   WORK( 4*N ) = SIGN( ONE, DLARND( 2, ISEED ) )
00545 *
00546 *                 Apply the diagonal matrices
00547 *
00548                   DO 60 JC = 1, N
00549                      DO 50 JR = 1, N
00550                         A( JR, JC ) = WORK( 2*N+JR )*WORK( 3*N+JC )*
00551      $                                A( JR, JC )
00552                         B( JR, JC ) = WORK( 2*N+JR )*WORK( 3*N+JC )*
00553      $                                B( JR, JC )
00554    50                CONTINUE
00555    60             CONTINUE
00556                   CALL DORM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, A,
00557      $                         LDA, WORK( 2*N+1 ), IERR )
00558                   IF( IERR.NE.0 )
00559      $               GO TO 90
00560                   CALL DORM2R( 'R', 'T', N, N, N-1, Z, LDQ, WORK( N+1 ),
00561      $                         A, LDA, WORK( 2*N+1 ), IERR )
00562                   IF( IERR.NE.0 )
00563      $               GO TO 90
00564                   CALL DORM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, B,
00565      $                         LDA, WORK( 2*N+1 ), IERR )
00566                   IF( IERR.NE.0 )
00567      $               GO TO 90
00568                   CALL DORM2R( 'R', 'T', N, N, N-1, Z, LDQ, WORK( N+1 ),
00569      $                         B, LDA, WORK( 2*N+1 ), IERR )
00570                   IF( IERR.NE.0 )
00571      $               GO TO 90
00572                END IF
00573             ELSE
00574 *
00575 *              Random matrices
00576 *
00577                DO 80 JC = 1, N
00578                   DO 70 JR = 1, N
00579                      A( JR, JC ) = RMAGN( KAMAGN( JTYPE ) )*
00580      $                             DLARND( 2, ISEED )
00581                      B( JR, JC ) = RMAGN( KBMAGN( JTYPE ) )*
00582      $                             DLARND( 2, ISEED )
00583    70             CONTINUE
00584    80          CONTINUE
00585             END IF
00586 *
00587    90       CONTINUE
00588 *
00589             IF( IERR.NE.0 ) THEN
00590                WRITE( NOUNIT, FMT = 9999 )'Generator', IERR, N, JTYPE,
00591      $            IOLDSD
00592                INFO = ABS( IERR )
00593                RETURN
00594             END IF
00595 *
00596   100       CONTINUE
00597 *
00598             DO 110 I = 1, 7
00599                RESULT( I ) = -ONE
00600   110       CONTINUE
00601 *
00602 *           Call DGGEV to compute eigenvalues and eigenvectors.
00603 *
00604             CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
00605             CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
00606             CALL DGGEV( 'V', 'V', N, S, LDA, T, LDA, ALPHAR, ALPHAI,
00607      $                  BETA, Q, LDQ, Z, LDQ, WORK, LWORK, IERR )
00608             IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
00609                RESULT( 1 ) = ULPINV
00610                WRITE( NOUNIT, FMT = 9999 )'DGGEV1', IERR, N, JTYPE,
00611      $            IOLDSD
00612                INFO = ABS( IERR )
00613                GO TO 190
00614             END IF
00615 *
00616 *           Do the tests (1) and (2)
00617 *
00618             CALL DGET52( .TRUE., N, A, LDA, B, LDA, Q, LDQ, ALPHAR,
00619      $                   ALPHAI, BETA, WORK, RESULT( 1 ) )
00620             IF( RESULT( 2 ).GT.THRESH ) THEN
00621                WRITE( NOUNIT, FMT = 9998 )'Left', 'DGGEV1',
00622      $            RESULT( 2 ), N, JTYPE, IOLDSD
00623             END IF
00624 *
00625 *           Do the tests (3) and (4)
00626 *
00627             CALL DGET52( .FALSE., N, A, LDA, B, LDA, Z, LDQ, ALPHAR,
00628      $                   ALPHAI, BETA, WORK, RESULT( 3 ) )
00629             IF( RESULT( 4 ).GT.THRESH ) THEN
00630                WRITE( NOUNIT, FMT = 9998 )'Right', 'DGGEV1',
00631      $            RESULT( 4 ), N, JTYPE, IOLDSD
00632             END IF
00633 *
00634 *           Do the test (5)
00635 *
00636             CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
00637             CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
00638             CALL DGGEV( 'N', 'N', N, S, LDA, T, LDA, ALPHR1, ALPHI1,
00639      $                  BETA1, Q, LDQ, Z, LDQ, WORK, LWORK, IERR )
00640             IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
00641                RESULT( 1 ) = ULPINV
00642                WRITE( NOUNIT, FMT = 9999 )'DGGEV2', IERR, N, JTYPE,
00643      $            IOLDSD
00644                INFO = ABS( IERR )
00645                GO TO 190
00646             END IF
00647 *
00648             DO 120 J = 1, N
00649                IF( ALPHAR( J ).NE.ALPHR1( J ) .OR. ALPHAI( J ).NE.
00650      $             ALPHI1( J ) .OR. BETA( J ).NE.BETA1( J ) )RESULT( 5 )
00651      $              = ULPINV
00652   120       CONTINUE
00653 *
00654 *           Do the test (6): Compute eigenvalues and left eigenvectors,
00655 *           and test them
00656 *
00657             CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
00658             CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
00659             CALL DGGEV( 'V', 'N', N, S, LDA, T, LDA, ALPHR1, ALPHI1,
00660      $                  BETA1, QE, LDQE, Z, LDQ, WORK, LWORK, IERR )
00661             IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
00662                RESULT( 1 ) = ULPINV
00663                WRITE( NOUNIT, FMT = 9999 )'DGGEV3', IERR, N, JTYPE,
00664      $            IOLDSD
00665                INFO = ABS( IERR )
00666                GO TO 190
00667             END IF
00668 *
00669             DO 130 J = 1, N
00670                IF( ALPHAR( J ).NE.ALPHR1( J ) .OR. ALPHAI( J ).NE.
00671      $             ALPHI1( J ) .OR. BETA( J ).NE.BETA1( J ) )RESULT( 6 )
00672      $              = ULPINV
00673   130       CONTINUE
00674 *
00675             DO 150 J = 1, N
00676                DO 140 JC = 1, N
00677                   IF( Q( J, JC ).NE.QE( J, JC ) )
00678      $               RESULT( 6 ) = ULPINV
00679   140          CONTINUE
00680   150       CONTINUE
00681 *
00682 *           DO the test (7): Compute eigenvalues and right eigenvectors,
00683 *           and test them
00684 *
00685             CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
00686             CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
00687             CALL DGGEV( 'N', 'V', N, S, LDA, T, LDA, ALPHR1, ALPHI1,
00688      $                  BETA1, Q, LDQ, QE, LDQE, WORK, LWORK, IERR )
00689             IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
00690                RESULT( 1 ) = ULPINV
00691                WRITE( NOUNIT, FMT = 9999 )'DGGEV4', IERR, N, JTYPE,
00692      $            IOLDSD
00693                INFO = ABS( IERR )
00694                GO TO 190
00695             END IF
00696 *
00697             DO 160 J = 1, N
00698                IF( ALPHAR( J ).NE.ALPHR1( J ) .OR. ALPHAI( J ).NE.
00699      $             ALPHI1( J ) .OR. BETA( J ).NE.BETA1( J ) )RESULT( 7 )
00700      $              = ULPINV
00701   160       CONTINUE
00702 *
00703             DO 180 J = 1, N
00704                DO 170 JC = 1, N
00705                   IF( Z( J, JC ).NE.QE( J, JC ) )
00706      $               RESULT( 7 ) = ULPINV
00707   170          CONTINUE
00708   180       CONTINUE
00709 *
00710 *           End of Loop -- Check for RESULT(j) > THRESH
00711 *
00712   190       CONTINUE
00713 *
00714             NTESTT = NTESTT + 7
00715 *
00716 *           Print out tests which fail.
00717 *
00718             DO 200 JR = 1, 7
00719                IF( RESULT( JR ).GE.THRESH ) THEN
00720 *
00721 *                 If this is the first test to fail,
00722 *                 print a header to the data file.
00723 *
00724                   IF( NERRS.EQ.0 ) THEN
00725                      WRITE( NOUNIT, FMT = 9997 )'DGV'
00726 *
00727 *                    Matrix types
00728 *
00729                      WRITE( NOUNIT, FMT = 9996 )
00730                      WRITE( NOUNIT, FMT = 9995 )
00731                      WRITE( NOUNIT, FMT = 9994 )'Orthogonal'
00732 *
00733 *                    Tests performed
00734 *
00735                      WRITE( NOUNIT, FMT = 9993 )
00736 *
00737                   END IF
00738                   NERRS = NERRS + 1
00739                   IF( RESULT( JR ).LT.10000.0D0 ) THEN
00740                      WRITE( NOUNIT, FMT = 9992 )N, JTYPE, IOLDSD, JR,
00741      $                  RESULT( JR )
00742                   ELSE
00743                      WRITE( NOUNIT, FMT = 9991 )N, JTYPE, IOLDSD, JR,
00744      $                  RESULT( JR )
00745                   END IF
00746                END IF
00747   200       CONTINUE
00748 *
00749   210    CONTINUE
00750   220 CONTINUE
00751 *
00752 *     Summary
00753 *
00754       CALL ALASVM( 'DGV', NOUNIT, NERRS, NTESTT, 0 )
00755 *
00756       WORK( 1 ) = MAXWRK
00757 *
00758       RETURN
00759 *
00760  9999 FORMAT( ' DDRGEV: ', A, ' returned INFO=', I6, '.', / 3X, 'N=',
00761      $      I6, ', JTYPE=', I6, ', ISEED=(', 4( I4, ',' ), I5, ')' )
00762 *
00763  9998 FORMAT( ' DDRGEV: ', A, ' Eigenvectors from ', A, ' incorrectly ',
00764      $      'normalized.', / ' Bits of error=', 0P, G10.3, ',', 3X,
00765      $      'N=', I4, ', JTYPE=', I3, ', ISEED=(', 4( I4, ',' ), I5,
00766      $      ')' )
00767 *
00768  9997 FORMAT( / 1X, A3, ' -- Real Generalized eigenvalue problem driver'
00769      $       )
00770 *
00771  9996 FORMAT( ' Matrix types (see DDRGEV for details): ' )
00772 *
00773  9995 FORMAT( ' Special Matrices:', 23X,
00774      $      '(J''=transposed Jordan block)',
00775      $      / '   1=(0,0)  2=(I,0)  3=(0,I)  4=(I,I)  5=(J'',J'')  ',
00776      $      '6=(diag(J'',I), diag(I,J''))', / ' Diagonal Matrices:  ( ',
00777      $      'D=diag(0,1,2,...) )', / '   7=(D,I)   9=(large*D, small*I',
00778      $      ')  11=(large*I, small*D)  13=(large*D, large*I)', /
00779      $      '   8=(I,D)  10=(small*D, large*I)  12=(small*I, large*D) ',
00780      $      ' 14=(small*D, small*I)', / '  15=(D, reversed D)' )
00781  9994 FORMAT( ' Matrices Rotated by Random ', A, ' Matrices U, V:',
00782      $      / '  16=Transposed Jordan Blocks             19=geometric ',
00783      $      'alpha, beta=0,1', / '  17=arithm. alpha&beta             ',
00784      $      '      20=arithmetic alpha, beta=0,1', / '  18=clustered ',
00785      $      'alpha, beta=0,1            21=random alpha, beta=0,1',
00786      $      / ' Large & Small Matrices:', / '  22=(large, small)   ',
00787      $      '23=(small,large)    24=(small,small)    25=(large,large)',
00788      $      / '  26=random O(1) matrices.' )
00789 *
00790  9993 FORMAT( / ' Tests performed:    ',
00791      $      / ' 1 = max | ( b A - a B )''*l | / const.,',
00792      $      / ' 2 = | |VR(i)| - 1 | / ulp,',
00793      $      / ' 3 = max | ( b A - a B )*r | / const.',
00794      $      / ' 4 = | |VL(i)| - 1 | / ulp,',
00795      $      / ' 5 = 0 if W same no matter if r or l computed,',
00796      $      / ' 6 = 0 if l same no matter if l computed,',
00797      $      / ' 7 = 0 if r same no matter if r computed,', / 1X )
00798  9992 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=',
00799      $      4( I4, ',' ), ' result ', I2, ' is', 0P, F8.2 )
00800  9991 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=',
00801      $      4( I4, ',' ), ' result ', I2, ' is', 1P, D10.3 )
00802 *
00803 *     End of DDRGEV
00804 *
00805       END