LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE SGET53( A, LDA, B, LDB, SCALE, WR, WI, RESULT, INFO ) 00002 * 00003 * -- LAPACK test routine (version 3.1) -- 00004 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00005 * November 2006 00006 * 00007 * .. Scalar Arguments .. 00008 INTEGER INFO, LDA, LDB 00009 REAL RESULT, SCALE, WI, WR 00010 * .. 00011 * .. Array Arguments .. 00012 REAL A( LDA, * ), B( LDB, * ) 00013 * .. 00014 * 00015 * Purpose 00016 * ======= 00017 * 00018 * SGET53 checks the generalized eigenvalues computed by SLAG2. 00019 * 00020 * The basic test for an eigenvalue is: 00021 * 00022 * | det( s A - w B ) | 00023 * RESULT = --------------------------------------------------- 00024 * ulp max( s norm(A), |w| norm(B) )*norm( s A - w B ) 00025 * 00026 * Two "safety checks" are performed: 00027 * 00028 * (1) ulp*max( s*norm(A), |w|*norm(B) ) must be at least 00029 * safe_minimum. This insures that the test performed is 00030 * not essentially det(0*A + 0*B)=0. 00031 * 00032 * (2) s*norm(A) + |w|*norm(B) must be less than 1/safe_minimum. 00033 * This insures that s*A - w*B will not overflow. 00034 * 00035 * If these tests are not passed, then s and w are scaled and 00036 * tested anyway, if this is possible. 00037 * 00038 * Arguments 00039 * ========= 00040 * 00041 * A (input) REAL array, dimension (LDA, 2) 00042 * The 2x2 matrix A. 00043 * 00044 * LDA (input) INTEGER 00045 * The leading dimension of A. It must be at least 2. 00046 * 00047 * B (input) REAL array, dimension (LDB, N) 00048 * The 2x2 upper-triangular matrix B. 00049 * 00050 * LDB (input) INTEGER 00051 * The leading dimension of B. It must be at least 2. 00052 * 00053 * SCALE (input) REAL 00054 * The "scale factor" s in the formula s A - w B . It is 00055 * assumed to be non-negative. 00056 * 00057 * WR (input) REAL 00058 * The real part of the eigenvalue w in the formula 00059 * s A - w B . 00060 * 00061 * WI (input) REAL 00062 * The imaginary part of the eigenvalue w in the formula 00063 * s A - w B . 00064 * 00065 * RESULT (output) REAL 00066 * If INFO is 2 or less, the value computed by the test 00067 * described above. 00068 * If INFO=3, this will just be 1/ulp. 00069 * 00070 * INFO (output) INTEGER 00071 * =0: The input data pass the "safety checks". 00072 * =1: s*norm(A) + |w|*norm(B) > 1/safe_minimum. 00073 * =2: ulp*max( s*norm(A), |w|*norm(B) ) < safe_minimum 00074 * =3: same as INFO=2, but s and w could not be scaled so 00075 * as to compute the test. 00076 * 00077 * ===================================================================== 00078 * 00079 * .. Parameters .. 00080 REAL ZERO, ONE 00081 PARAMETER ( ZERO = 0.0, ONE = 1.0 ) 00082 * .. 00083 * .. Local Scalars .. 00084 REAL ABSW, ANORM, BNORM, CI11, CI12, CI22, CNORM, 00085 $ CR11, CR12, CR21, CR22, CSCALE, DETI, DETR, S1, 00086 $ SAFMIN, SCALES, SIGMIN, TEMP, ULP, WIS, WRS 00087 * .. 00088 * .. External Functions .. 00089 REAL SLAMCH 00090 EXTERNAL SLAMCH 00091 * .. 00092 * .. Intrinsic Functions .. 00093 INTRINSIC ABS, MAX, SQRT 00094 * .. 00095 * .. Executable Statements .. 00096 * 00097 * Initialize 00098 * 00099 INFO = 0 00100 RESULT = ZERO 00101 SCALES = SCALE 00102 WRS = WR 00103 WIS = WI 00104 * 00105 * Machine constants and norms 00106 * 00107 SAFMIN = SLAMCH( 'Safe minimum' ) 00108 ULP = SLAMCH( 'Epsilon' )*SLAMCH( 'Base' ) 00109 ABSW = ABS( WRS ) + ABS( WIS ) 00110 ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ), 00111 $ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN ) 00112 BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 1, 2 ) )+ABS( B( 2, 2 ) ), 00113 $ SAFMIN ) 00114 * 00115 * Check for possible overflow. 00116 * 00117 TEMP = ( SAFMIN*BNORM )*ABSW + ( SAFMIN*ANORM )*SCALES 00118 IF( TEMP.GE.ONE ) THEN 00119 * 00120 * Scale down to avoid overflow 00121 * 00122 INFO = 1 00123 TEMP = ONE / TEMP 00124 SCALES = SCALES*TEMP 00125 WRS = WRS*TEMP 00126 WIS = WIS*TEMP 00127 ABSW = ABS( WRS ) + ABS( WIS ) 00128 END IF 00129 S1 = MAX( ULP*MAX( SCALES*ANORM, ABSW*BNORM ), 00130 $ SAFMIN*MAX( SCALES, ABSW ) ) 00131 * 00132 * Check for W and SCALE essentially zero. 00133 * 00134 IF( S1.LT.SAFMIN ) THEN 00135 INFO = 2 00136 IF( SCALES.LT.SAFMIN .AND. ABSW.LT.SAFMIN ) THEN 00137 INFO = 3 00138 RESULT = ONE / ULP 00139 RETURN 00140 END IF 00141 * 00142 * Scale up to avoid underflow 00143 * 00144 TEMP = ONE / MAX( SCALES*ANORM+ABSW*BNORM, SAFMIN ) 00145 SCALES = SCALES*TEMP 00146 WRS = WRS*TEMP 00147 WIS = WIS*TEMP 00148 ABSW = ABS( WRS ) + ABS( WIS ) 00149 S1 = MAX( ULP*MAX( SCALES*ANORM, ABSW*BNORM ), 00150 $ SAFMIN*MAX( SCALES, ABSW ) ) 00151 IF( S1.LT.SAFMIN ) THEN 00152 INFO = 3 00153 RESULT = ONE / ULP 00154 RETURN 00155 END IF 00156 END IF 00157 * 00158 * Compute C = s A - w B 00159 * 00160 CR11 = SCALES*A( 1, 1 ) - WRS*B( 1, 1 ) 00161 CI11 = -WIS*B( 1, 1 ) 00162 CR21 = SCALES*A( 2, 1 ) 00163 CR12 = SCALES*A( 1, 2 ) - WRS*B( 1, 2 ) 00164 CI12 = -WIS*B( 1, 2 ) 00165 CR22 = SCALES*A( 2, 2 ) - WRS*B( 2, 2 ) 00166 CI22 = -WIS*B( 2, 2 ) 00167 * 00168 * Compute the smallest singular value of s A - w B: 00169 * 00170 * |det( s A - w B )| 00171 * sigma_min = ------------------ 00172 * norm( s A - w B ) 00173 * 00174 CNORM = MAX( ABS( CR11 )+ABS( CI11 )+ABS( CR21 ), 00175 $ ABS( CR12 )+ABS( CI12 )+ABS( CR22 )+ABS( CI22 ), SAFMIN ) 00176 CSCALE = ONE / SQRT( CNORM ) 00177 DETR = ( CSCALE*CR11 )*( CSCALE*CR22 ) - 00178 $ ( CSCALE*CI11 )*( CSCALE*CI22 ) - 00179 $ ( CSCALE*CR12 )*( CSCALE*CR21 ) 00180 DETI = ( CSCALE*CR11 )*( CSCALE*CI22 ) + 00181 $ ( CSCALE*CI11 )*( CSCALE*CR22 ) - 00182 $ ( CSCALE*CI12 )*( CSCALE*CR21 ) 00183 SIGMIN = ABS( DETR ) + ABS( DETI ) 00184 RESULT = SIGMIN / S1 00185 RETURN 00186 * 00187 * End of SGET53 00188 * 00189 END