LAPACK 3.3.1
Linear Algebra PACKage
|
00001 SUBROUTINE SSGT01( ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D, 00002 $ WORK, RESULT ) 00003 * 00004 * -- LAPACK test routine (version 3.1) -- 00005 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00006 * November 2006 00007 * 00008 * modified August 1997, a new parameter M is added to the calling 00009 * sequence. 00010 * 00011 * .. Scalar Arguments .. 00012 CHARACTER UPLO 00013 INTEGER ITYPE, LDA, LDB, LDZ, M, N 00014 * .. 00015 * .. Array Arguments .. 00016 REAL A( LDA, * ), B( LDB, * ), D( * ), RESULT( * ), 00017 $ WORK( * ), Z( LDZ, * ) 00018 * .. 00019 * 00020 * Purpose 00021 * ======= 00022 * 00023 * SSGT01 checks a decomposition of the form 00024 * 00025 * A Z = B Z D or 00026 * A B Z = Z D or 00027 * B A Z = Z D 00028 * 00029 * where A is a symmetric matrix, B is 00030 * symmetric positive definite, Z is orthogonal, and D is diagonal. 00031 * 00032 * One of the following test ratios is computed: 00033 * 00034 * ITYPE = 1: RESULT(1) = | A Z - B Z D | / ( |A| |Z| n ulp ) 00035 * 00036 * ITYPE = 2: RESULT(1) = | A B Z - Z D | / ( |A| |Z| n ulp ) 00037 * 00038 * ITYPE = 3: RESULT(1) = | B A Z - Z D | / ( |A| |Z| n ulp ) 00039 * 00040 * Arguments 00041 * ========= 00042 * 00043 * ITYPE (input) INTEGER 00044 * The form of the symmetric generalized eigenproblem. 00045 * = 1: A*z = (lambda)*B*z 00046 * = 2: A*B*z = (lambda)*z 00047 * = 3: B*A*z = (lambda)*z 00048 * 00049 * UPLO (input) CHARACTER*1 00050 * Specifies whether the upper or lower triangular part of the 00051 * symmetric matrices A and B is stored. 00052 * = 'U': Upper triangular 00053 * = 'L': Lower triangular 00054 * 00055 * N (input) INTEGER 00056 * The order of the matrix A. N >= 0. 00057 * 00058 * M (input) INTEGER 00059 * The number of eigenvalues found. 0 <= M <= N. 00060 * 00061 * A (input) REAL array, dimension (LDA, N) 00062 * The original symmetric matrix A. 00063 * 00064 * LDA (input) INTEGER 00065 * The leading dimension of the array A. LDA >= max(1,N). 00066 * 00067 * B (input) REAL array, dimension (LDB, N) 00068 * The original symmetric positive definite matrix B. 00069 * 00070 * LDB (input) INTEGER 00071 * The leading dimension of the array B. LDB >= max(1,N). 00072 * 00073 * Z (input) REAL array, dimension (LDZ, M) 00074 * The computed eigenvectors of the generalized eigenproblem. 00075 * 00076 * LDZ (input) INTEGER 00077 * The leading dimension of the array Z. LDZ >= max(1,N). 00078 * 00079 * D (input) REAL array, dimension (M) 00080 * The computed eigenvalues of the generalized eigenproblem. 00081 * 00082 * WORK (workspace) REAL array, dimension (N*N) 00083 * 00084 * RESULT (output) REAL array, dimension (1) 00085 * The test ratio as described above. 00086 * 00087 * ===================================================================== 00088 * 00089 * .. Parameters .. 00090 REAL ZERO, ONE 00091 PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 ) 00092 * .. 00093 * .. Local Scalars .. 00094 INTEGER I 00095 REAL ANORM, ULP 00096 * .. 00097 * .. External Functions .. 00098 REAL SLAMCH, SLANGE, SLANSY 00099 EXTERNAL SLAMCH, SLANGE, SLANSY 00100 * .. 00101 * .. External Subroutines .. 00102 EXTERNAL SSCAL, SSYMM 00103 * .. 00104 * .. Executable Statements .. 00105 * 00106 RESULT( 1 ) = ZERO 00107 IF( N.LE.0 ) 00108 $ RETURN 00109 * 00110 ULP = SLAMCH( 'Epsilon' ) 00111 * 00112 * Compute product of 1-norms of A and Z. 00113 * 00114 ANORM = SLANSY( '1', UPLO, N, A, LDA, WORK )* 00115 $ SLANGE( '1', N, M, Z, LDZ, WORK ) 00116 IF( ANORM.EQ.ZERO ) 00117 $ ANORM = ONE 00118 * 00119 IF( ITYPE.EQ.1 ) THEN 00120 * 00121 * Norm of AZ - BZD 00122 * 00123 CALL SSYMM( 'Left', UPLO, N, M, ONE, A, LDA, Z, LDZ, ZERO, 00124 $ WORK, N ) 00125 DO 10 I = 1, M 00126 CALL SSCAL( N, D( I ), Z( 1, I ), 1 ) 00127 10 CONTINUE 00128 CALL SSYMM( 'Left', UPLO, N, M, ONE, B, LDB, Z, LDZ, -ONE, 00129 $ WORK, N ) 00130 * 00131 RESULT( 1 ) = ( SLANGE( '1', N, M, WORK, N, WORK ) / ANORM ) / 00132 $ ( N*ULP ) 00133 * 00134 ELSE IF( ITYPE.EQ.2 ) THEN 00135 * 00136 * Norm of ABZ - ZD 00137 * 00138 CALL SSYMM( 'Left', UPLO, N, M, ONE, B, LDB, Z, LDZ, ZERO, 00139 $ WORK, N ) 00140 DO 20 I = 1, M 00141 CALL SSCAL( N, D( I ), Z( 1, I ), 1 ) 00142 20 CONTINUE 00143 CALL SSYMM( 'Left', UPLO, N, M, ONE, A, LDA, WORK, N, -ONE, Z, 00144 $ LDZ ) 00145 * 00146 RESULT( 1 ) = ( SLANGE( '1', N, M, Z, LDZ, WORK ) / ANORM ) / 00147 $ ( N*ULP ) 00148 * 00149 ELSE IF( ITYPE.EQ.3 ) THEN 00150 * 00151 * Norm of BAZ - ZD 00152 * 00153 CALL SSYMM( 'Left', UPLO, N, M, ONE, A, LDA, Z, LDZ, ZERO, 00154 $ WORK, N ) 00155 DO 30 I = 1, M 00156 CALL SSCAL( N, D( I ), Z( 1, I ), 1 ) 00157 30 CONTINUE 00158 CALL SSYMM( 'Left', UPLO, N, M, ONE, B, LDB, WORK, N, -ONE, Z, 00159 $ LDZ ) 00160 * 00161 RESULT( 1 ) = ( SLANGE( '1', N, M, Z, LDZ, WORK ) / ANORM ) / 00162 $ ( N*ULP ) 00163 END IF 00164 * 00165 RETURN 00166 * 00167 * End of SSGT01 00168 * 00169 END