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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 sdrgev | ( | integer | NSIZES, |
| integer, dimension( * ) | NN, | ||
| integer | NTYPES, | ||
| logical, dimension( * ) | DOTYPE, | ||
| integer, dimension( 4 ) | ISEED, | ||
| real | THRESH, | ||
| integer | NOUNIT, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( lda, * ) | B, | ||
| real, dimension( lda, * ) | S, | ||
| real, dimension( lda, * ) | T, | ||
| real, dimension( ldq, * ) | Q, | ||
| integer | LDQ, | ||
| real, dimension( ldq, * ) | Z, | ||
| real, dimension( ldqe, * ) | QE, | ||
| integer | LDQE, | ||
| real, dimension( * ) | ALPHAR, | ||
| real, dimension( * ) | ALPHAI, | ||
| real, dimension( * ) | BETA, | ||
| real, dimension( * ) | ALPHR1, | ||
| real, dimension( * ) | ALPHI1, | ||
| real, dimension( * ) | BETA1, | ||
| real, dimension( * ) | WORK, | ||
| integer | LWORK, | ||
| real, dimension( * ) | RESULT, | ||
| integer | INFO | ||
| ) |
SDRGEV
SDRGEV checks the nonsymmetric generalized eigenvalue problem driver
routine SGGEV.
SGGEV computes for a pair of n-by-n nonsymmetric matrices (A,B) the
generalized eigenvalues and, optionally, the left and right
eigenvectors.
A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
or a ratio alpha/beta = w, such that A - w*B is singular. It is
usually represented as the pair (alpha,beta), as there is reasonable
interpretation for beta=0, and even for both being zero.
A right generalized eigenvector corresponding to a generalized
eigenvalue w for a pair of matrices (A,B) is a vector r such that
(A - wB) * r = 0. A left generalized eigenvector is a vector l such
that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l.
When SDRGEV is called, a number of matrix "sizes" ("n's") and a
number of matrix "types" are specified. For each size ("n")
and each type of matrix, a pair of matrices (A, B) will be generated
and used for testing. For each matrix pair, the following tests
will be performed and compared with the threshold THRESH.
Results from SGGEV:
(1) max over all left eigenvalue/-vector pairs (alpha/beta,l) of
| VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) )
where VL**H is the conjugate-transpose of VL.
(2) | |VL(i)| - 1 | / ulp and whether largest component real
VL(i) denotes the i-th column of VL.
(3) max over all left eigenvalue/-vector pairs (alpha/beta,r) of
| (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) )
(4) | |VR(i)| - 1 | / ulp and whether largest component real
VR(i) denotes the i-th column of VR.
(5) W(full) = W(partial)
W(full) denotes the eigenvalues computed when both l and r
are also computed, and W(partial) denotes the eigenvalues
computed when only W, only W and r, or only W and l are
computed.
(6) VL(full) = VL(partial)
VL(full) denotes the left eigenvectors computed when both l
and r are computed, and VL(partial) denotes the result
when only l is computed.
(7) VR(full) = VR(partial)
VR(full) denotes the right eigenvectors computed when both l
and r are also computed, and VR(partial) denotes the result
when only l is computed.
Test Matrices
---- --------
The sizes of the test matrices are specified by an array
NN(1:NSIZES); the value of each element NN(j) specifies one size.
The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if
DOTYPE(j) is .TRUE., then matrix type "j" will be generated.
Currently, the list of possible types is:
(1) ( 0, 0 ) (a pair of zero matrices)
(2) ( I, 0 ) (an identity and a zero matrix)
(3) ( 0, I ) (an identity and a zero matrix)
(4) ( I, I ) (a pair of identity matrices)
t t
(5) ( J , J ) (a pair of transposed Jordan blocks)
t ( I 0 )
(6) ( X, Y ) where X = ( J 0 ) and Y = ( t )
( 0 I ) ( 0 J )
and I is a k x k identity and J a (k+1)x(k+1)
Jordan block; k=(N-1)/2
(7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal
matrix with those diagonal entries.)
(8) ( I, D )
(9) ( big*D, small*I ) where "big" is near overflow and small=1/big
(10) ( small*D, big*I )
(11) ( big*I, small*D )
(12) ( small*I, big*D )
(13) ( big*D, big*I )
(14) ( small*D, small*I )
(15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and
D2 is diag( 0, N-3, N-4,..., 1, 0, 0 )
t t
(16) Q ( J , J ) Z where Q and Z are random orthogonal matrices.
(17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices
with random O(1) entries above the diagonal
and diagonal entries diag(T1) =
( 0, 0, 1, ..., N-3, 0 ) and diag(T2) =
( 0, N-3, N-4,..., 1, 0, 0 )
(18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )
diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )
s = machine precision.
(19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 )
N-5
(20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
(21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
where r1,..., r(N-4) are random.
(22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular
matrices. | [in] | NSIZES | NSIZES is INTEGER
The number of sizes of matrices to use. If it is zero,
SDRGES does nothing. NSIZES >= 0. |
| [in] | NN | NN is INTEGER array, dimension (NSIZES)
An array containing the sizes to be used for the matrices.
Zero values will be skipped. NN >= 0. |
| [in] | NTYPES | NTYPES is INTEGER
The number of elements in DOTYPE. If it is zero, SDRGES
does nothing. It must be at least zero. If it is MAXTYP+1
and NSIZES is 1, then an additional type, MAXTYP+1 is
defined, which is to use whatever matrix is in A. This
is only useful if DOTYPE(1:MAXTYP) is .FALSE. and
DOTYPE(MAXTYP+1) is .TRUE. . |
| [in] | DOTYPE | DOTYPE is LOGICAL array, dimension (NTYPES)
If DOTYPE(j) is .TRUE., then for each size in NN a
matrix of that size and of type j will be generated.
If NTYPES is smaller than the maximum number of types
defined (PARAMETER MAXTYP), then types NTYPES+1 through
MAXTYP will not be generated. If NTYPES is larger
than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES)
will be ignored. |
| [in,out] | ISEED | ISEED is INTEGER array, dimension (4)
On entry ISEED specifies the seed of the random number
generator. The array elements should be between 0 and 4095;
if not they will be reduced mod 4096. Also, ISEED(4) must
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 SDRGES to continue the same random number
sequence. |
| [in] | THRESH | THRESH is REAL
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] | NOUNIT | NOUNIT is INTEGER
The FORTRAN unit number for printing out error messages
(e.g., if a routine returns IERR not equal to 0.) |
| [in,out] | A | A is REAL array,
dimension(LDA, max(NN))
Used to hold the original A matrix. Used as input only
if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
DOTYPE(MAXTYP+1)=.TRUE. |
| [in] | LDA | LDA is INTEGER
The leading dimension of A, B, S, and T.
It must be at least 1 and at least max( NN ). |
| [in,out] | B | B is REAL array,
dimension(LDA, max(NN))
Used to hold the original B matrix. Used as input only
if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
DOTYPE(MAXTYP+1)=.TRUE. |
| [out] | S | S is REAL array,
dimension (LDA, max(NN))
The Schur form matrix computed from A by SGGES. On exit, S
contains the Schur form matrix corresponding to the matrix
in A. |
| [out] | T | T is REAL array,
dimension (LDA, max(NN))
The upper triangular matrix computed from B by SGGES. |
| [out] | Q | Q is REAL array,
dimension (LDQ, max(NN))
The (left) eigenvectors matrix computed by SGGEV. |
| [in] | LDQ | LDQ is INTEGER
The leading dimension of Q and Z. It must
be at least 1 and at least max( NN ). |
| [out] | Z | Z is REAL array, dimension( LDQ, max(NN) )
The (right) orthogonal matrix computed by SGGES. |
| [out] | QE | QE is REAL array, dimension( LDQ, max(NN) )
QE holds the computed right or left eigenvectors. |
| [in] | LDQE | LDQE is INTEGER
The leading dimension of QE. LDQE >= max(1,max(NN)). |
| [out] | ALPHAR | ALPHAR is REAL array, dimension (max(NN)) |
| [out] | ALPHAI | ALPHAI is REAL array, dimension (max(NN)) |
| [out] | BETA | BETA is REAL array, dimension (max(NN))
\verbatim
The generalized eigenvalues of (A,B) computed by SGGEV.
( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th
generalized eigenvalue of A and B. |
| [out] | ALPHR1 | ALPHR1 is REAL array, dimension (max(NN)) |
| [out] | ALPHI1 | ALPHI1 is REAL array, dimension (max(NN)) |
| [out] | BETA1 | BETA1 is REAL array, dimension (max(NN))
Like ALPHAR, ALPHAI, BETA, these arrays contain the
eigenvalues of A and B, but those computed when SGGEV only
computes a partial eigendecomposition, i.e. not the
eigenvalues and left and right eigenvectors. |
| [out] | WORK | WORK is REAL array, dimension (LWORK) |
| [in] | LWORK | LWORK is INTEGER
The number of entries in WORK. LWORK >= MAX( 8*N, N*(N+1) ). |
| [out] | RESULT | RESULT is REAL array, dimension (2)
The values computed by the tests described above.
The values are currently limited to 1/ulp, to avoid overflow. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: A routine returned an error code. INFO is the
absolute value of the INFO value returned. |
Definition at line 410 of file sdrgev.f.
1.8.10