dlatme.f

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*> \brief \b DLATME
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition:
*  ===========
*
*       SUBROUTINE DLATME( N, DIST, ISEED, D, MODE, COND, DMAX, EI, 
*         RSIGN, 
*                          UPPER, SIM, DS, MODES, CONDS, KL, KU, ANORM, 
*         A, 
*                          LDA, WORK, INFO )
* 
*       .. Scalar Arguments ..
*       CHARACTER          DIST, RSIGN, SIM, UPPER
*       INTEGER            INFO, KL, KU, LDA, MODE, MODES, N
*       DOUBLE PRECISION   ANORM, COND, CONDS, DMAX
*       ..
*       .. Array Arguments ..
*       CHARACTER          EI( * )
*       INTEGER            ISEED( 4 )
*       DOUBLE PRECISION   A( LDA, * ), D( * ), DS( * ), WORK( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*>    DLATME generates random non-symmetric square matrices with
*>    specified eigenvalues for testing LAPACK programs.
*>
*>    DLATME operates by applying the following sequence of
*>    operations:
*>
*>    1. Set the diagonal to D, where D may be input or
*>         computed according to MODE, COND, DMAX, and RSIGN
*>         as described below.
*>
*>    2. If complex conjugate pairs are desired (MODE=0 and EI(1)='R',
*>         or MODE=5), certain pairs of adjacent elements of D are
*>         interpreted as the real and complex parts of a complex
*>         conjugate pair; A thus becomes block diagonal, with 1x1
*>         and 2x2 blocks.
*>
*>    3. If UPPER='T', the upper triangle of A is set to random values
*>         out of distribution DIST.
*>
*>    4. If SIM='T', A is multiplied on the left by a random matrix
*>         X, whose singular values are specified by DS, MODES, and
*>         CONDS, and on the right by X inverse.
*>
*>    5. If KL < N-1, the lower bandwidth is reduced to KL using
*>         Householder transformations.  If KU < N-1, the upper
*>         bandwidth is reduced to KU.
*>
*>    6. If ANORM is not negative, the matrix is scaled to have
*>         maximum-element-norm ANORM.
*>
*>    (Note: since the matrix cannot be reduced beyond Hessenberg form,
*>     no packing options are available.)
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>           The number of columns (or rows) of A. Not modified.
*> \endverbatim
*>
*> \param[in] DIST
*> \verbatim
*>          DIST is CHARACTER*1
*>           On entry, DIST specifies the type of distribution to be used
*>           to generate the random eigen-/singular values, and for the
*>           upper triangle (see UPPER).
*>           'U' => UNIFORM( 0, 1 )  ( 'U' for uniform )
*>           'S' => UNIFORM( -1, 1 ) ( 'S' for symmetric )
*>           'N' => NORMAL( 0, 1 )   ( 'N' for normal )
*>           Not modified.
*> \endverbatim
*>
*> \param[in,out] ISEED
*> \verbatim
*>          ISEED is INTEGER array, dimension ( 4 )
*>           On entry ISEED specifies the seed of the random number
*>           generator. They should lie between 0 and 4095 inclusive,
*>           and ISEED(4) should 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 DLATME
*>           to continue the same random number sequence.
*>           Changed on exit.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*>          D is DOUBLE PRECISION array, dimension ( N )
*>           This array is used to specify the eigenvalues of A.  If
*>           MODE=0, then D is assumed to contain the eigenvalues (but
*>           see the description of EI), otherwise they will be
*>           computed according to MODE, COND, DMAX, and RSIGN and
*>           placed in D.
*>           Modified if MODE is nonzero.
*> \endverbatim
*>
*> \param[in] MODE
*> \verbatim
*>          MODE is INTEGER
*>           On entry this describes how the eigenvalues are to
*>           be specified:
*>           MODE = 0 means use D (with EI) as input
*>           MODE = 1 sets D(1)=1 and D(2:N)=1.0/COND
*>           MODE = 2 sets D(1:N-1)=1 and D(N)=1.0/COND
*>           MODE = 3 sets D(I)=COND**(-(I-1)/(N-1))
*>           MODE = 4 sets D(i)=1 - (i-1)/(N-1)*(1 - 1/COND)
*>           MODE = 5 sets D to random numbers in the range
*>                    ( 1/COND , 1 ) such that their logarithms
*>                    are uniformly distributed.  Each odd-even pair
*>                    of elements will be either used as two real
*>                    eigenvalues or as the real and imaginary part
*>                    of a complex conjugate pair of eigenvalues;
*>                    the choice of which is done is random, with
*>                    50-50 probability, for each pair.
*>           MODE = 6 set D to random numbers from same distribution
*>                    as the rest of the matrix.
*>           MODE < 0 has the same meaning as ABS(MODE), except that
*>              the order of the elements of D is reversed.
*>           Thus if MODE is between 1 and 4, D has entries ranging
*>              from 1 to 1/COND, if between -1 and -4, D has entries
*>              ranging from 1/COND to 1,
*>           Not modified.
*> \endverbatim
*>
*> \param[in] COND
*> \verbatim
*>          COND is DOUBLE PRECISION
*>           On entry, this is used as described under MODE above.
*>           If used, it must be >= 1. Not modified.
*> \endverbatim
*>
*> \param[in] DMAX
*> \verbatim
*>          DMAX is DOUBLE PRECISION
*>           If MODE is neither -6, 0 nor 6, the contents of D, as
*>           computed according to MODE and COND, will be scaled by
*>           DMAX / max(abs(D(i))).  Note that DMAX need not be
*>           positive: if DMAX is negative (or zero), D will be
*>           scaled by a negative number (or zero).
*>           Not modified.
*> \endverbatim
*>
*> \param[in] EI
*> \verbatim
*>          EI is CHARACTER*1 array, dimension ( N )
*>           If MODE is 0, and EI(1) is not ' ' (space character),
*>           this array specifies which elements of D (on input) are
*>           real eigenvalues and which are the real and imaginary parts
*>           of a complex conjugate pair of eigenvalues.  The elements
*>           of EI may then only have the values 'R' and 'I'.  If
*>           EI(j)='R' and EI(j+1)='I', then the j-th eigenvalue is
*>           CMPLX( D(j) , D(j+1) ), and the (j+1)-th is the complex
*>           conjugate thereof.  If EI(j)=EI(j+1)='R', then the j-th
*>           eigenvalue is D(j) (i.e., real).  EI(1) may not be 'I',
*>           nor may two adjacent elements of EI both have the value 'I'.
*>           If MODE is not 0, then EI is ignored.  If MODE is 0 and
*>           EI(1)=' ', then the eigenvalues will all be real.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] RSIGN
*> \verbatim
*>          RSIGN is CHARACTER*1
*>           If MODE is not 0, 6, or -6, and RSIGN='T', then the
*>           elements of D, as computed according to MODE and COND, will
*>           be multiplied by a random sign (+1 or -1).  If RSIGN='F',
*>           they will not be.  RSIGN may only have the values 'T' or
*>           'F'.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] UPPER
*> \verbatim
*>          UPPER is CHARACTER*1
*>           If UPPER='T', then the elements of A above the diagonal
*>           (and above the 2x2 diagonal blocks, if A has complex
*>           eigenvalues) will be set to random numbers out of DIST.
*>           If UPPER='F', they will not.  UPPER may only have the
*>           values 'T' or 'F'.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] SIM
*> \verbatim
*>          SIM is CHARACTER*1
*>           If SIM='T', then A will be operated on by a "similarity
*>           transform", i.e., multiplied on the left by a matrix X and
*>           on the right by X inverse.  X = U S V, where U and V are
*>           random unitary matrices and S is a (diagonal) matrix of
*>           singular values specified by DS, MODES, and CONDS.  If
*>           SIM='F', then A will not be transformed.
*>           Not modified.
*> \endverbatim
*>
*> \param[in,out] DS
*> \verbatim
*>          DS is DOUBLE PRECISION array, dimension ( N )
*>           This array is used to specify the singular values of X,
*>           in the same way that D specifies the eigenvalues of A.
*>           If MODE=0, the DS contains the singular values, which
*>           may not be zero.
*>           Modified if MODE is nonzero.
*> \endverbatim
*>
*> \param[in] MODES
*> \verbatim
*>          MODES is INTEGER
*> \endverbatim
*>
*> \param[in] CONDS
*> \verbatim
*>          CONDS is DOUBLE PRECISION
*>           Same as MODE and COND, but for specifying the diagonal
*>           of S.  MODES=-6 and +6 are not allowed (since they would
*>           result in randomly ill-conditioned eigenvalues.)
*> \endverbatim
*>
*> \param[in] KL
*> \verbatim
*>          KL is INTEGER
*>           This specifies the lower bandwidth of the  matrix.  KL=1
*>           specifies upper Hessenberg form.  If KL is at least N-1,
*>           then A will have full lower bandwidth.  KL must be at
*>           least 1.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] KU
*> \verbatim
*>          KU is INTEGER
*>           This specifies the upper bandwidth of the  matrix.  KU=1
*>           specifies lower Hessenberg form.  If KU is at least N-1,
*>           then A will have full upper bandwidth; if KU and KL
*>           are both at least N-1, then A will be dense.  Only one of
*>           KU and KL may be less than N-1.  KU must be at least 1.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] ANORM
*> \verbatim
*>          ANORM is DOUBLE PRECISION
*>           If ANORM is not negative, then A will be scaled by a non-
*>           negative real number to make the maximum-element-norm of A
*>           to be ANORM.
*>           Not modified.
*> \endverbatim
*>
*> \param[out] A
*> \verbatim
*>          A is DOUBLE PRECISION array, dimension ( LDA, N )
*>           On exit A is the desired test matrix.
*>           Modified.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>           LDA specifies the first dimension of A as declared in the
*>           calling program.  LDA must be at least N.
*>           Not modified.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension ( 3*N )
*>           Workspace.
*>           Modified.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>           Error code.  On exit, INFO will be set to one of the
*>           following values:
*>             0 => normal return
*>            -1 => N negative
*>            -2 => DIST illegal string
*>            -5 => MODE not in range -6 to 6
*>            -6 => COND less than 1.0, and MODE neither -6, 0 nor 6
*>            -8 => EI(1) is not ' ' or 'R', EI(j) is not 'R' or 'I', or
*>                  two adjacent elements of EI are 'I'.
*>            -9 => RSIGN is not 'T' or 'F'
*>           -10 => UPPER is not 'T' or 'F'
*>           -11 => SIM   is not 'T' or 'F'
*>           -12 => MODES=0 and DS has a zero singular value.
*>           -13 => MODES is not in the range -5 to 5.
*>           -14 => MODES is nonzero and CONDS is less than 1.
*>           -15 => KL is less than 1.
*>           -16 => KU is less than 1, or KL and KU are both less than
*>                  N-1.
*>           -19 => LDA is less than N.
*>            1  => Error return from DLATM1 (computing D)
*>            2  => Cannot scale to DMAX (max. eigenvalue is 0)
*>            3  => Error return from DLATM1 (computing DS)
*>            4  => Error return from DLARGE
*>            5  => Zero singular value from DLATM1.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup double_matgen
*
*  =====================================================================
      SUBROUTINE dlatme( N, DIST, ISEED, D, MODE, COND, DMAX, EI, 
     $  rsign, 
     $                   upper, sim, ds, modes, conds, kl, ku, anorm, 
     $  a, 
     $                   lda, work, info )
*
*  -- LAPACK computational routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      CHARACTER          dist, rsign, sim, upper
      INTEGER            info, kl, ku, lda, mode, modes, n
      DOUBLE PRECISION   anorm, cond, conds, dmax
*     ..
*     .. Array Arguments ..
      CHARACTER          ei( * )
      INTEGER            iseed( 4 )
      DOUBLE PRECISION   a( lda, * ), d( * ), ds( * ), work( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   zero
      parameter( zero = 0.0d0 )
      DOUBLE PRECISION   one
      parameter( one = 1.0d0 )
      DOUBLE PRECISION   half
      parameter( half = 1.0d0 / 2.0d0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            badei, bads, useei
      INTEGER            i, ic, icols, idist, iinfo, ir, irows, irsign,
     $                   isim, iupper, j, jc, jcr, jr
      DOUBLE PRECISION   alpha, tau, temp, xnorms
*     ..
*     .. Local Arrays ..
      DOUBLE PRECISION   tempa( 1 )
*     ..
*     .. External Functions ..
      LOGICAL            lsame
      DOUBLE PRECISION   dlange, dlaran
      EXTERNAL           lsame, dlange, dlaran
*     ..
*     .. External Subroutines ..
      EXTERNAL           dcopy, dgemv, dger, dlarfg, dlarge, dlarnv,
     $                   dlaset, dlatm1, dscal, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, max, mod
*     ..
*     .. Executable Statements ..
*
*     1)      Decode and Test the input parameters.
*             Initialize flags & seed.
*
      info = 0
*
*     Quick return if possible
*
      IF( n.EQ.0 )
     $   return
*
*     Decode DIST
*
      IF( lsame( dist, 'U' ) ) THEN
         idist = 1
      ELSE IF( lsame( dist, 'S' ) ) THEN
         idist = 2
      ELSE IF( lsame( dist, 'N' ) ) THEN
         idist = 3
      ELSE
         idist = -1
      END IF
*
*     Check EI
*
      useei = .true.
      badei = .false.
      IF( lsame( ei( 1 ), ' ' ) .OR. mode.NE.0 ) THEN
         useei = .false.
      ELSE
         IF( lsame( ei( 1 ), 'R' ) ) THEN
            DO 10 j = 2, n
               IF( lsame( ei( j ), 'I' ) ) THEN
                  IF( lsame( ei( j-1 ), 'I' ) )
     $               badei = .true.
               ELSE
                  IF( .NOT.lsame( ei( j ), 'R' ) )
     $               badei = .true.
               END IF
   10       continue
         ELSE
            badei = .true.
         END IF
      END IF
*
*     Decode RSIGN
*
      IF( lsame( rsign, 'T' ) ) THEN
         irsign = 1
      ELSE IF( lsame( rsign, 'F' ) ) THEN
         irsign = 0
      ELSE
         irsign = -1
      END IF
*
*     Decode UPPER
*
      IF( lsame( upper, 'T' ) ) THEN
         iupper = 1
      ELSE IF( lsame( upper, 'F' ) ) THEN
         iupper = 0
      ELSE
         iupper = -1
      END IF
*
*     Decode SIM
*
      IF( lsame( sim, 'T' ) ) THEN
         isim = 1
      ELSE IF( lsame( sim, 'F' ) ) THEN
         isim = 0
      ELSE
         isim = -1
      END IF
*
*     Check DS, if MODES=0 and ISIM=1
*
      bads = .false.
      IF( modes.EQ.0 .AND. isim.EQ.1 ) THEN
         DO 20 j = 1, n
            IF( ds( j ).EQ.zero )
     $         bads = .true.
   20    continue
      END IF
*
*     Set INFO if an error
*
      IF( n.LT.0 ) THEN
         info = -1
      ELSE IF( idist.EQ.-1 ) THEN
         info = -2
      ELSE IF( abs( mode ).GT.6 ) THEN
         info = -5
      ELSE IF( ( mode.NE.0 .AND. abs( mode ).NE.6 ) .AND. cond.LT.one )
     $          THEN
         info = -6
      ELSE IF( badei ) THEN
         info = -8
      ELSE IF( irsign.EQ.-1 ) THEN
         info = -9
      ELSE IF( iupper.EQ.-1 ) THEN
         info = -10
      ELSE IF( isim.EQ.-1 ) THEN
         info = -11
      ELSE IF( bads ) THEN
         info = -12
      ELSE IF( isim.EQ.1 .AND. abs( modes ).GT.5 ) THEN
         info = -13
      ELSE IF( isim.EQ.1 .AND. modes.NE.0 .AND. conds.LT.one ) THEN
         info = -14
      ELSE IF( kl.LT.1 ) THEN
         info = -15
      ELSE IF( ku.LT.1 .OR. ( ku.LT.n-1 .AND. kl.LT.n-1 ) ) THEN
         info = -16
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -19
      END IF
*
      IF( info.NE.0 ) THEN
         CALL xerbla( 'DLATME', -info )
         return
      END IF
*
*     Initialize random number generator
*
      DO 30 i = 1, 4
         iseed( i ) = mod( abs( iseed( i ) ), 4096 )
   30 continue
*
      IF( mod( iseed( 4 ), 2 ).NE.1 )
     $   iseed( 4 ) = iseed( 4 ) + 1
*
*     2)      Set up diagonal of A
*
*             Compute D according to COND and MODE
*
      CALL dlatm1( mode, cond, irsign, idist, iseed, d, n, iinfo )
      IF( iinfo.NE.0 ) THEN
         info = 1
         return
      END IF
      IF( mode.NE.0 .AND. abs( mode ).NE.6 ) THEN
*
*        Scale by DMAX
*
         temp = abs( d( 1 ) )
         DO 40 i = 2, n
            temp = max( temp, abs( d( i ) ) )
   40    continue
*
         IF( temp.GT.zero ) THEN
            alpha = dmax / temp
         ELSE IF( dmax.NE.zero ) THEN
            info = 2
            return
         ELSE
            alpha = zero
         END IF
*
         CALL dscal( n, alpha, d, 1 )
*
      END IF
*
      CALL dlaset( 'Full', n, n, zero, zero, a, lda )
      CALL dcopy( n, d, 1, a, lda+1 )
*
*     Set up complex conjugate pairs
*
      IF( mode.EQ.0 ) THEN
         IF( useei ) THEN
            DO 50 j = 2, n
               IF( lsame( ei( j ), 'I' ) ) THEN
                  a( j-1, j ) = a( j, j )
                  a( j, j-1 ) = -a( j, j )
                  a( j, j ) = a( j-1, j-1 )
               END IF
   50       continue
         END IF
*
      ELSE IF( abs( mode ).EQ.5 ) THEN
*
         DO 60 j = 2, n, 2
            IF( dlaran( iseed ).GT.half ) THEN
               a( j-1, j ) = a( j, j )
               a( j, j-1 ) = -a( j, j )
               a( j, j ) = a( j-1, j-1 )
            END IF
   60    continue
      END IF
*
*     3)      If UPPER='T', set upper triangle of A to random numbers.
*             (but don't modify the corners of 2x2 blocks.)
*
      IF( iupper.NE.0 ) THEN
         DO 70 jc = 2, n
            IF( a( jc-1, jc ).NE.zero ) THEN
               jr = jc - 2
            ELSE
               jr = jc - 1
            END IF
            CALL dlarnv( idist, iseed, jr, a( 1, jc ) )
   70    continue
      END IF
*
*     4)      If SIM='T', apply similarity transformation.
*
*                                -1
*             Transform is  X A X  , where X = U S V, thus
*
*             it is  U S V A V' (1/S) U'
*
      IF( isim.NE.0 ) THEN
*
*        Compute S (singular values of the eigenvector matrix)
*        according to CONDS and MODES
*
         CALL dlatm1( modes, conds, 0, 0, iseed, ds, n, iinfo )
         IF( iinfo.NE.0 ) THEN
            info = 3
            return
         END IF
*
*        Multiply by V and V'
*
         CALL dlarge( n, a, lda, iseed, work, iinfo )
         IF( iinfo.NE.0 ) THEN
            info = 4
            return
         END IF
*
*        Multiply by S and (1/S)
*
         DO 80 j = 1, n
            CALL dscal( n, ds( j ), a( j, 1 ), lda )
            IF( ds( j ).NE.zero ) THEN
               CALL dscal( n, one / ds( j ), a( 1, j ), 1 )
            ELSE
               info = 5
               return
            END IF
   80    continue
*
*        Multiply by U and U'
*
         CALL dlarge( n, a, lda, iseed, work, iinfo )
         IF( iinfo.NE.0 ) THEN
            info = 4
            return
         END IF
      END IF
*
*     5)      Reduce the bandwidth.
*
      IF( kl.LT.n-1 ) THEN
*
*        Reduce bandwidth -- kill column
*
         DO 90 jcr = kl + 1, n - 1
            ic = jcr - kl
            irows = n + 1 - jcr
            icols = n + kl - jcr
*
            CALL dcopy( irows, a( jcr, ic ), 1, work, 1 )
            xnorms = work( 1 )
            CALL dlarfg( irows, xnorms, work( 2 ), 1, tau )
            work( 1 ) = one
*
            CALL dgemv( 'T', irows, icols, one, a( jcr, ic+1 ), lda,
     $                  work, 1, zero, work( irows+1 ), 1 )
            CALL dger( irows, icols, -tau, work, 1, work( irows+1 ), 1,
     $                 a( jcr, ic+1 ), lda )
*
            CALL dgemv( 'N', n, irows, one, a( 1, jcr ), lda, work, 1,
     $                  zero, work( irows+1 ), 1 )
            CALL dger( n, irows, -tau, work( irows+1 ), 1, work, 1,
     $                 a( 1, jcr ), lda )
*
            a( jcr, ic ) = xnorms
            CALL dlaset( 'Full', irows-1, 1, zero, zero, a( jcr+1, ic ),
     $                   lda )
   90    continue
      ELSE IF( ku.LT.n-1 ) THEN
*
*        Reduce upper bandwidth -- kill a row at a time.
*
         DO 100 jcr = ku + 1, n - 1
            ir = jcr - ku
            irows = n + ku - jcr
            icols = n + 1 - jcr
*
            CALL dcopy( icols, a( ir, jcr ), lda, work, 1 )
            xnorms = work( 1 )
            CALL dlarfg( icols, xnorms, work( 2 ), 1, tau )
            work( 1 ) = one
*
            CALL dgemv( 'N', irows, icols, one, a( ir+1, jcr ), lda,
     $                  work, 1, zero, work( icols+1 ), 1 )
            CALL dger( irows, icols, -tau, work( icols+1 ), 1, work, 1,
     $                 a( ir+1, jcr ), lda )
*
            CALL dgemv( 'C', icols, n, one, a( jcr, 1 ), lda, work, 1,
     $                  zero, work( icols+1 ), 1 )
            CALL dger( icols, n, -tau, work, 1, work( icols+1 ), 1,
     $                 a( jcr, 1 ), lda )
*
            a( ir, jcr ) = xnorms
            CALL dlaset( 'Full', 1, icols-1, zero, zero, a( ir, jcr+1 ),
     $                   lda )
  100    continue
      END IF
*
*     Scale the matrix to have norm ANORM
*
      IF( anorm.GE.zero ) THEN
         temp = dlange( 'M', n, n, a, lda, tempa )
         IF( temp.GT.zero ) THEN
            alpha = anorm / temp
            DO 110 j = 1, n
               CALL dscal( n, alpha, a( 1, j ), 1 )
  110       continue
         END IF
      END IF
*
      return
*
*     End of DLATME
*
      END