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LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
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LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
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| subroutine dget23 | ( | logical | COMP, |
| character | BALANC, | ||
| integer | JTYPE, | ||
| double precision | THRESH, | ||
| integer, dimension( 4 ) | ISEED, | ||
| integer | NOUNIT, | ||
| integer | N, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| double precision, dimension( lda, * ) | H, | ||
| double precision, dimension( * ) | WR, | ||
| double precision, dimension( * ) | WI, | ||
| double precision, dimension( * ) | WR1, | ||
| double precision, dimension( * ) | WI1, | ||
| double precision, dimension( ldvl, * ) | VL, | ||
| integer | LDVL, | ||
| double precision, dimension( ldvr, * ) | VR, | ||
| integer | LDVR, | ||
| double precision, dimension( ldlre, * ) | LRE, | ||
| integer | LDLRE, | ||
| double precision, dimension( * ) | RCONDV, | ||
| double precision, dimension( * ) | RCNDV1, | ||
| double precision, dimension( * ) | RCDVIN, | ||
| double precision, dimension( * ) | RCONDE, | ||
| double precision, dimension( * ) | RCNDE1, | ||
| double precision, dimension( * ) | RCDEIN, | ||
| double precision, dimension( * ) | SCALE, | ||
| double precision, dimension( * ) | SCALE1, | ||
| double precision, dimension( 11 ) | RESULT, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | LWORK, | ||
| integer, dimension( * ) | IWORK, | ||
| integer | INFO | ||
| ) |
DGET23
DGET23 checks the nonsymmetric eigenvalue problem driver SGEEVX.
If COMP = .FALSE., the first 8 of the following tests will be
performed on the input matrix A, and also test 9 if LWORK is
sufficiently large.
if COMP is .TRUE. all 11 tests will be performed.
(1) | A * VR - VR * W | / ( n |A| ulp )
Here VR is the matrix of unit right eigenvectors.
W is a block diagonal matrix, with a 1x1 block for each
real eigenvalue and a 2x2 block for each complex conjugate
pair. If eigenvalues j and j+1 are a complex conjugate pair,
so WR(j) = WR(j+1) = wr and WI(j) = - WI(j+1) = wi, then the
2 x 2 block corresponding to the pair will be:
( wr wi )
( -wi wr )
Such a block multiplying an n x 2 matrix ( ur ui ) on the
right will be the same as multiplying ur + i*ui by wr + i*wi.
(2) | A**H * VL - VL * W**H | / ( n |A| ulp )
Here VL is the matrix of unit left eigenvectors, A**H is the
conjugate transpose of A, and W is as above.
(3) | |VR(i)| - 1 | / ulp and largest component real
VR(i) denotes the i-th column of VR.
(4) | |VL(i)| - 1 | / ulp and largest component real
VL(i) denotes the i-th column of VL.
(5) 0 if W(full) = W(partial), 1/ulp otherwise
W(full) denotes the eigenvalues computed when VR, VL, RCONDV
and RCONDE are also computed, and W(partial) denotes the
eigenvalues computed when only some of VR, VL, RCONDV, and
RCONDE are computed.
(6) 0 if VR(full) = VR(partial), 1/ulp otherwise
VR(full) denotes the right eigenvectors computed when VL, RCONDV
and RCONDE are computed, and VR(partial) denotes the result
when only some of VL and RCONDV are computed.
(7) 0 if VL(full) = VL(partial), 1/ulp otherwise
VL(full) denotes the left eigenvectors computed when VR, RCONDV
and RCONDE are computed, and VL(partial) denotes the result
when only some of VR and RCONDV are computed.
(8) 0 if SCALE, ILO, IHI, ABNRM (full) =
SCALE, ILO, IHI, ABNRM (partial)
1/ulp otherwise
SCALE, ILO, IHI and ABNRM describe how the matrix is balanced.
(full) is when VR, VL, RCONDE and RCONDV are also computed, and
(partial) is when some are not computed.
(9) 0 if RCONDV(full) = RCONDV(partial), 1/ulp otherwise
RCONDV(full) denotes the reciprocal condition numbers of the
right eigenvectors computed when VR, VL and RCONDE are also
computed. RCONDV(partial) denotes the reciprocal condition
numbers when only some of VR, VL and RCONDE are computed.
(10) |RCONDV - RCDVIN| / cond(RCONDV)
RCONDV is the reciprocal right eigenvector condition number
computed by DGEEVX and RCDVIN (the precomputed true value)
is supplied as input. cond(RCONDV) is the condition number of
RCONDV, and takes errors in computing RCONDV into account, so
that the resulting quantity should be O(ULP). cond(RCONDV) is
essentially given by norm(A)/RCONDE.
(11) |RCONDE - RCDEIN| / cond(RCONDE)
RCONDE is the reciprocal eigenvalue condition number
computed by DGEEVX and RCDEIN (the precomputed true value)
is supplied as input. cond(RCONDE) is the condition number
of RCONDE, and takes errors in computing RCONDE into account,
so that the resulting quantity should be O(ULP). cond(RCONDE)
is essentially given by norm(A)/RCONDV. | [in] | COMP | COMP is LOGICAL
COMP describes which input tests to perform:
= .FALSE. if the computed condition numbers are not to
be tested against RCDVIN and RCDEIN
= .TRUE. if they are to be compared |
| [in] | BALANC | BALANC is CHARACTER
Describes the balancing option to be tested.
= 'N' for no permuting or diagonal scaling
= 'P' for permuting but no diagonal scaling
= 'S' for no permuting but diagonal scaling
= 'B' for permuting and diagonal scaling |
| [in] | JTYPE | JTYPE is INTEGER
Type of input matrix. Used to label output if error occurs. |
| [in] | THRESH | THRESH is DOUBLE PRECISION
A test will count as "failed" if the "error", computed as
described above, exceeds THRESH. Note that the error
is scaled to be O(1), so THRESH should be a reasonably
small multiple of 1, e.g., 10 or 100. In particular,
it should not depend on the precision (single vs. double)
or the size of the matrix. It must be at least zero. |
| [in] | ISEED | ISEED is INTEGER array, dimension (4)
If COMP = .FALSE., the random number generator seed
used to produce matrix.
If COMP = .TRUE., ISEED(1) = the number of the example.
Used to label output if error occurs. |
| [in] | NOUNIT | NOUNIT is INTEGER
The FORTRAN unit number for printing out error messages
(e.g., if a routine returns INFO not equal to 0.) |
| [in] | N | N is INTEGER
The dimension of A. N must be at least 0. |
| [in,out] | A | A is DOUBLE PRECISION array, dimension (LDA,N)
Used to hold the matrix whose eigenvalues are to be
computed. |
| [in] | LDA | LDA is INTEGER
The leading dimension of A, and H. LDA must be at
least 1 and at least N. |
| [out] | H | H is DOUBLE PRECISION array, dimension (LDA,N)
Another copy of the test matrix A, modified by DGEEVX. |
| [out] | WR | WR is DOUBLE PRECISION array, dimension (N) |
| [out] | WI | WI is DOUBLE PRECISION array, dimension (N)
The real and imaginary parts of the eigenvalues of A.
On exit, WR + WI*i are the eigenvalues of the matrix in A. |
| [out] | WR1 | WR1 is DOUBLE PRECISION array, dimension (N) |
| [out] | WI1 | WI1 is DOUBLE PRECISION array, dimension (N)
Like WR, WI, these arrays contain the eigenvalues of A,
but those computed when DGEEVX only computes a partial
eigendecomposition, i.e. not the eigenvalues and left
and right eigenvectors. |
| [out] | VL | VL is DOUBLE PRECISION array, dimension (LDVL,N)
VL holds the computed left eigenvectors. |
| [in] | LDVL | LDVL is INTEGER
Leading dimension of VL. Must be at least max(1,N). |
| [out] | VR | VR is DOUBLE PRECISION array, dimension (LDVR,N)
VR holds the computed right eigenvectors. |
| [in] | LDVR | LDVR is INTEGER
Leading dimension of VR. Must be at least max(1,N). |
| [out] | LRE | LRE is DOUBLE PRECISION array, dimension (LDLRE,N)
LRE holds the computed right or left eigenvectors. |
| [in] | LDLRE | LDLRE is INTEGER
Leading dimension of LRE. Must be at least max(1,N). |
| [out] | RCONDV | RCONDV is DOUBLE PRECISION array, dimension (N)
RCONDV holds the computed reciprocal condition numbers
for eigenvectors. |
| [out] | RCNDV1 | RCNDV1 is DOUBLE PRECISION array, dimension (N)
RCNDV1 holds more computed reciprocal condition numbers
for eigenvectors. |
| [in] | RCDVIN | RCDVIN is DOUBLE PRECISION array, dimension (N)
When COMP = .TRUE. RCDVIN holds the precomputed reciprocal
condition numbers for eigenvectors to be compared with
RCONDV. |
| [out] | RCONDE | RCONDE is DOUBLE PRECISION array, dimension (N)
RCONDE holds the computed reciprocal condition numbers
for eigenvalues. |
| [out] | RCNDE1 | RCNDE1 is DOUBLE PRECISION array, dimension (N)
RCNDE1 holds more computed reciprocal condition numbers
for eigenvalues. |
| [in] | RCDEIN | RCDEIN is DOUBLE PRECISION array, dimension (N)
When COMP = .TRUE. RCDEIN holds the precomputed reciprocal
condition numbers for eigenvalues to be compared with
RCONDE. |
| [out] | SCALE | SCALE is DOUBLE PRECISION array, dimension (N)
Holds information describing balancing of matrix. |
| [out] | SCALE1 | SCALE1 is DOUBLE PRECISION array, dimension (N)
Holds information describing balancing of matrix. |
| [out] | RESULT | RESULT is DOUBLE PRECISION array, dimension (11)
The values computed by the 11 tests described above.
The values are currently limited to 1/ulp, to avoid
overflow. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (LWORK) |
| [in] | LWORK | LWORK is INTEGER
The number of entries in WORK. This must be at least
3*N, and 6*N+N**2 if tests 9, 10 or 11 are to be performed. |
| [out] | IWORK | IWORK is INTEGER array, dimension (2*N) |
| [out] | INFO | INFO is INTEGER
If 0, successful exit.
If <0, input parameter -INFO had an incorrect value.
If >0, DGEEVX returned an error code, the absolute
value of which is returned. |
Definition at line 380 of file dget23.f.
1.8.10