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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 slatms | ( | integer | M, |
| integer | N, | ||
| character | DIST, | ||
| integer, dimension( 4 ) | ISEED, | ||
| character | SYM, | ||
| real, dimension( * ) | D, | ||
| integer | MODE, | ||
| real | COND, | ||
| real | DMAX, | ||
| integer | KL, | ||
| integer | KU, | ||
| character | PACK, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( * ) | WORK, | ||
| integer | INFO | ||
| ) |
SLATMS
SLATMS generates random matrices with specified singular values
(or symmetric/hermitian with specified eigenvalues)
for testing LAPACK programs.
SLATMS operates by applying the following sequence of
operations:
Set the diagonal to D, where D may be input or
computed according to MODE, COND, DMAX, and SYM
as described below.
Generate a matrix with the appropriate band structure, by one
of two methods:
Method A:
Generate a dense M x N matrix by multiplying D on the left
and the right by random unitary matrices, then:
Reduce the bandwidth according to KL and KU, using
Householder transformations.
Method B:
Convert the bandwidth-0 (i.e., diagonal) matrix to a
bandwidth-1 matrix using Givens rotations, "chasing"
out-of-band elements back, much as in QR; then
convert the bandwidth-1 to a bandwidth-2 matrix, etc.
Note that for reasonably small bandwidths (relative to
M and N) this requires less storage, as a dense matrix
is not generated. Also, for symmetric matrices, only
one triangle is generated.
Method A is chosen if the bandwidth is a large fraction of the
order of the matrix, and LDA is at least M (so a dense
matrix can be stored.) Method B is chosen if the bandwidth
is small (< 1/2 N for symmetric, < .3 N+M for
non-symmetric), or LDA is less than M and not less than the
bandwidth.
Pack the matrix if desired. Options specified by PACK are:
no packing
zero out upper half (if symmetric)
zero out lower half (if symmetric)
store the upper half columnwise (if symmetric or upper
triangular)
store the lower half columnwise (if symmetric or lower
triangular)
store the lower triangle in banded format (if symmetric
or lower triangular)
store the upper triangle in banded format (if symmetric
or upper triangular)
store the entire matrix in banded format
If Method B is chosen, and band format is specified, then the
matrix will be generated in the band format, so no repacking
will be necessary. | [in] | M | M is INTEGER
The number of rows of A. Not modified. |
| [in] | N | N is INTEGER
The number of columns of A. Not modified. |
| [in] | DIST | DIST is CHARACTER*1
On entry, DIST specifies the type of distribution to be used
to generate the random eigen-/singular values.
'U' => UNIFORM( 0, 1 ) ( 'U' for uniform )
'S' => UNIFORM( -1, 1 ) ( 'S' for symmetric )
'N' => NORMAL( 0, 1 ) ( 'N' for normal )
Not modified. |
| [in,out] | ISEED | 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 SLATMS
to continue the same random number sequence.
Changed on exit. |
| [in] | SYM | SYM is CHARACTER*1
If SYM='S' or 'H', the generated matrix is symmetric, with
eigenvalues specified by D, COND, MODE, and DMAX; they
may be positive, negative, or zero.
If SYM='P', the generated matrix is symmetric, with
eigenvalues (= singular values) specified by D, COND,
MODE, and DMAX; they will not be negative.
If SYM='N', the generated matrix is nonsymmetric, with
singular values specified by D, COND, MODE, and DMAX;
they will not be negative.
Not modified. |
| [in,out] | D | D is REAL array, dimension ( MIN( M , N ) )
This array is used to specify the singular values or
eigenvalues of A (see SYM, above.) If MODE=0, then D is
assumed to contain the singular/eigenvalues, otherwise
they will be computed according to MODE, COND, and DMAX,
and placed in D.
Modified if MODE is nonzero. |
| [in] | MODE | MODE is INTEGER
On entry this describes how the singular/eigenvalues are to
be specified:
MODE = 0 means use D 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.
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 positive, D has entries ranging from
1 to 1/COND, if negative, from 1/COND to 1,
If SYM='S' or 'H', and MODE is neither 0, 6, nor -6, then
the elements of D will also be multiplied by a random
sign (i.e., +1 or -1.)
Not modified. |
| [in] | COND | COND is REAL
On entry, this is used as described under MODE above.
If used, it must be >= 1. Not modified. |
| [in] | DMAX | DMAX is REAL
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))); thus, the maximum absolute eigen- or
singular value (which is to say the norm) will be abs(DMAX).
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. |
| [in] | KL | KL is INTEGER
This specifies the lower bandwidth of the matrix. For
example, KL=0 implies upper triangular, KL=1 implies upper
Hessenberg, and KL being at least M-1 means that the matrix
has full lower bandwidth. KL must equal KU if the matrix
is symmetric.
Not modified. |
| [in] | KU | KU is INTEGER
This specifies the upper bandwidth of the matrix. For
example, KU=0 implies lower triangular, KU=1 implies lower
Hessenberg, and KU being at least N-1 means that the matrix
has full upper bandwidth. KL must equal KU if the matrix
is symmetric.
Not modified. |
| [in] | PACK | PACK is CHARACTER*1
This specifies packing of matrix as follows:
'N' => no packing
'U' => zero out all subdiagonal entries (if symmetric)
'L' => zero out all superdiagonal entries (if symmetric)
'C' => store the upper triangle columnwise
(only if the matrix is symmetric or upper triangular)
'R' => store the lower triangle columnwise
(only if the matrix is symmetric or lower triangular)
'B' => store the lower triangle in band storage scheme
(only if matrix symmetric or lower triangular)
'Q' => store the upper triangle in band storage scheme
(only if matrix symmetric or upper triangular)
'Z' => store the entire matrix in band storage scheme
(pivoting can be provided for by using this
option to store A in the trailing rows of
the allocated storage)
Using these options, the various LAPACK packed and banded
storage schemes can be obtained:
GB - use 'Z'
PB, SB or TB - use 'B' or 'Q'
PP, SP or TP - use 'C' or 'R'
If two calls to SLATMS differ only in the PACK parameter,
they will generate mathematically equivalent matrices.
Not modified. |
| [in,out] | A | A is REAL array, dimension ( LDA, N )
On exit A is the desired test matrix. A is first generated
in full (unpacked) form, and then packed, if so specified
by PACK. Thus, the first M elements of the first N
columns will always be modified. If PACK specifies a
packed or banded storage scheme, all LDA elements of the
first N columns will be modified; the elements of the
array which do not correspond to elements of the generated
matrix are set to zero.
Modified. |
| [in] | LDA | LDA is INTEGER
LDA specifies the first dimension of A as declared in the
calling program. If PACK='N', 'U', 'L', 'C', or 'R', then
LDA must be at least M. If PACK='B' or 'Q', then LDA must
be at least MIN( KL, M-1) (which is equal to MIN(KU,N-1)).
If PACK='Z', LDA must be large enough to hold the packed
array: MIN( KU, N-1) + MIN( KL, M-1) + 1.
Not modified. |
| [out] | WORK | WORK is REAL array, dimension ( 3*MAX( N , M ) )
Workspace.
Modified. |
| [out] | INFO | INFO is INTEGER
Error code. On exit, INFO will be set to one of the
following values:
0 => normal return
-1 => M negative or unequal to N and SYM='S', 'H', or 'P'
-2 => N negative
-3 => DIST illegal string
-5 => SYM illegal string
-7 => MODE not in range -6 to 6
-8 => COND less than 1.0, and MODE neither -6, 0 nor 6
-10 => KL negative
-11 => KU negative, or SYM='S' or 'H' and KU not equal to KL
-12 => PACK illegal string, or PACK='U' or 'L', and SYM='N';
or PACK='C' or 'Q' and SYM='N' and KL is not zero;
or PACK='R' or 'B' and SYM='N' and KU is not zero;
or PACK='U', 'L', 'C', 'R', 'B', or 'Q', and M is not
N.
-14 => LDA is less than M, or PACK='Z' and LDA is less than
MIN(KU,N-1) + MIN(KL,M-1) + 1.
1 => Error return from SLATM1
2 => Cannot scale to DMAX (max. sing. value is 0)
3 => Error return from SLAGGE or SLAGSY |
Definition at line 323 of file slatms.f.
1.8.10